_all_stochasticProcesses.hpp
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1 #ifndef JULIAN_ALL_STOCHASTICPROCESSES_HPP
2 #define JULIAN_ALL_STOCHASTICPROCESSES_HPP
3 
20 #include <mathematics/stochasticProcesses/path.hpp>
21 #include <mathematics/stochasticProcesses/stochasticProcess.hpp>
22 #include <mathematics/stochasticProcesses/arithmeticBrownianMotion.hpp>
23 #include <mathematics/stochasticProcesses/geometricBrownianMotion.hpp>
24 #include <mathematics/stochasticProcesses/cirProcess.hpp>
25 #include <mathematics/stochasticProcesses/hestonProcess.hpp>
26 
27 #endif
arithmeticBrownianMotion.hpp
File contains implementation arithmeticBrownianMotion.
path.hpp
File contains implementation of Path object.
hestonProcess.hpp
Implementation of Heston stochastic process.
cirProcess.hpp
File contains implementation of CIR Process.
geometricBrownianMotion.hpp
File contains function EasterForAGivenYear.
stochasticProcess.hpp
File contains interface for stochastic processes.
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