This class describes the stochastic process $ S $ for an exchange
rate given by
$$
d\ln S(t) = (r(t) - r_f(t) - \frac{\sigma(t, S)^2}{2}) dt
+ \sigma dW_t.
$$
warning while the interface is expressed in terms of $ S $,
the internal calculations work on $ ln S $.
Garman-Kohlhagen (1983) stochastic process
This class describes the stochastic process $ S $ for an exchange rate given by $$ d\ln S(t) = (r(t) - r_f(t) - \frac{\sigma(t, S)^2}{2}) dt + \sigma dW_t. $$
warning while the interface is expressed in terms of $ S $, the internal calculations work on $ ln S $.