cirProcess.hpp File Reference

File contains implementation of CIR Process. More...

#include <mathematics/stochasticProcesses/stochasticProcess.hpp>
#include <mathematics/RNGs/uniformRNG.hpp>

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Classes
class	julian::CirProcess
	Class is implements Cox–Ingersoll–Ross (CIR) process. More...

Detailed Description

File contains implementation of CIR Process.