Processes.HTML_1.gif

functions to construct and use Process objects.

The first step is to load the QuantLib package.

Needs["QuantLib`"]

Within the Processes part there is one constructor and no member functions available

In[1001]:=

Select[Category[Processes],QLConstructor[#]&]

Out[1001]=

Processes.HTML_2.gif

In[1002]:=

Select[Category[Processes],QLMember[#]&]

Out[1002]=

Processes.HTML_3.gif

Constructors

GeneralizedBlackScholesProcess

Processes.HTML_4.gif

Processes.HTML_5.gif

Processes.HTML_6.gif

obj=GeneralizedBlackScholesProcess[BlackVolID,Underlying,SettlementDate,RiskFreeRate,DividendYield]

Member function

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