CFL
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Namespaces | |
cfl::NBrownian | |
Implementations of class Brownian. | |
Classes | |
class | cfl::Brownian |
Concrete class for the basic financial model with Brownian motion. More... | |
class | cfl::IBrownian |
Interface class for the basic financial model with Brownian motion. More... | |
This module is dealing with implementation of the basic financial model where the state process is given by a one-dimensional Brownian motion. The interest rates are assumed to be equal to zero.