processes.hpp
Go to the documentation of this file.
39 class GeneralizedBlackScholesProcess : public ObjectHandler::LibraryObject<QuantLib::GeneralizedBlackScholesProcess> {
GeneralizedBlackScholesProcess(const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::BlackVolTermStructure > &blackVolTermStructureP, QuantLib::Real underlying, const QuantLib::DayCounter &dayCounter, const QuantLib::Date &settlementDate, QuantLib::Real riskFreeRate, QuantLib::Spread dividendYield, bool permanent)
Definition: processes.hpp:39
Definition: abcd.hpp:38
Definition: abcd.hpp:30