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<h1>Stochastic processes</h1><hr><a name="_details"></a><h2>Detailed Description</h2>
The classes <code><a class="el" href="class_quant_lib_1_1_stochastic_process.html" title="multi-dimensional stochastic process class.">QuantLib::StochasticProcess</a></code> and <code><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html" title="1-dimensional stochastic process">QuantLib::StochasticProcess1D</a></code> provide the interface for a generic stochastic process. A number of specific processes is contained in the <code>ql/Processes</code> directory.
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<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_libor_forward_model_process.html">LiborForwardModelProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">libor-forward-model process <a href="class_quant_lib_1_1_libor_forward_model_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Generalized Black-Scholes stochastic process. <a href="class_quant_lib_1_1_generalized_black_scholes_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_scholes_process.html">BlackScholesProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Black-Scholes (1973) stochastic process. <a href="class_quant_lib_1_1_black_scholes_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_scholes_merton_process.html">BlackScholesMertonProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Merton (1973) extension to the Black-Scholes stochastic process. <a href="class_quant_lib_1_1_black_scholes_merton_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_process.html">BlackProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Black (1976) stochastic process. <a href="class_quant_lib_1_1_black_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_garman_kohlagen_process.html">GarmanKohlagenProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Garman-Kohlhagen (1983) stochastic process. <a href="class_quant_lib_1_1_garman_kohlagen_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euler_discretization.html">EulerDiscretization</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Euler discretization for stochastic processes. <a href="class_quant_lib_1_1_euler_discretization.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_measure_process.html">ForwardMeasureProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">forward-measure stochastic process <a href="class_quant_lib_1_1_forward_measure_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_measure_process1_d.html">ForwardMeasureProcess1D</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">forward-measure 1-D stochastic process <a href="class_quant_lib_1_1_forward_measure_process1_d.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_g2_process.html">G2Process</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">G2 stochastic process <a href="class_quant_lib_1_1_g2_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_g2_forward_process.html">G2ForwardProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Forward G2 stochastic process <a href="class_quant_lib_1_1_g2_forward_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_geometric_brownian_motion_process.html">GeometricBrownianMotionProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Geometric brownian-motion process. <a href="class_quant_lib_1_1_geometric_brownian_motion_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Square-root stochastic-volatility Heston process. <a href="class_quant_lib_1_1_heston_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_hull_white_process.html">HullWhiteProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Hull-White stochastic process. <a href="class_quant_lib_1_1_hull_white_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_hull_white_forward_process.html">HullWhiteForwardProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Forward Hull-White stochastic process <a href="class_quant_lib_1_1_hull_white_forward_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_hybrid_heston_hull_white_process.html">HybridHestonHullWhiteProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Hybrid Heston Hull-White stochastic process. <a href="class_quant_lib_1_1_hybrid_heston_hull_white_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Merton-76 jump-diffusion process. <a href="class_quant_lib_1_1_merton76_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ornstein_uhlenbeck_process.html">OrnsteinUhlenbeckProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Ornstein-Uhlenbeck process class. <a href="class_quant_lib_1_1_ornstein_uhlenbeck_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_square_root_process.html">SquareRootProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Square-root process class. <a href="class_quant_lib_1_1_square_root_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stochastic_process_array.html">StochasticProcessArray</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Array of correlated 1-D stochastic processes <a href="class_quant_lib_1_1_stochastic_process_array.html#_details">More...</a><br></td></tr>
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