CommoditySchwartzStateProcess Class Reference

COM Schwartz model one-factor state process. More...

#include <qle/processes/commodityschwartzstateprocess.hpp>

Inheritance diagram for CommoditySchwartzStateProcess:

Classes
class	ExactDiscretization

Public Member Functions
	CommoditySchwartzStateProcess (const QuantLib::ext::shared_ptr< CommoditySchwartzParametrization > &parametrization, const CommoditySchwartzModel::Discretization discretization)

StochasticProcess interface
Real	x0 () const override
Real	drift (Time t, Real x) const override
Real	diffusion (Time t, Real x) const override

Detailed Description

COM Schwartz model one-factor state process.