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quantlib.js

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"ql/experimental/processes/extendedornsteinuhlenbeckprocess"
ExtendedOrnsteinUhlenbeckProcess
Discretization

Enumeration Discretization

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GaussLobatto
MidPoint
Trapezodial

Enumeration members

GaussLobatto

GaussLobatto:

Defined in ql/experimental/processes/extendedornsteinuhlenbeckprocess.ts:104

MidPoint

MidPoint:

Defined in ql/experimental/processes/extendedornsteinuhlenbeckprocess.ts:104

Trapezodial

Trapezodial:

Defined in ql/experimental/processes/extendedornsteinuhlenbeckprocess.ts:104

Globals
"ql/experimental/processes/extendedornsteinuhlenbeckprocess"

ExtendedOrnsteinUhlenbeckProcess
- Discretization

integrand

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