This class describes the stochastic process $ S $ for a
forward or futures contract given by
$$
d\ln S(t) = -\frac{\sigma(t, S)^2}{2} dt + \sigma dW_t.
$$
warning while the interface is expressed in terms of $ S $,
the internal calculations work on $ ln S $.
Black (1976) stochastic process
This class describes the stochastic process $ S $ for a forward or futures contract given by $$ d\ln S(t) = -\frac{\sigma(t, S)^2}{2} dt + \sigma dW_t. $$
warning while the interface is expressed in terms of $ S $, the internal calculations work on $ ln S $.