### A free/open-source library for quantitative finance

Classes
ql/processes/blackscholesprocess.hpp File Reference

Black-Scholes processes. More...

`#include <ql/stochasticprocess.hpp>`
`#include <ql/processes/eulerdiscretization.hpp>`
`#include <ql/termstructures/yieldtermstructure.hpp>`
`#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>`
`#include <ql/termstructures/volatility/equityfx/localvoltermstructure.hpp>`
`#include <ql/quote.hpp>`
Include dependency graph for blackscholesprocess.hpp:

## Classes

class | GeneralizedBlackScholesProcess
| Generalized Black-Scholes stochastic process. More...
class | BlackScholesProcess
| Black-Scholes (1973) stochastic process. More...
class | BlackScholesMertonProcess
| Merton (1973) extension to the Black-Scholes stochastic process. More...
class | BlackProcess
| Black (1976) stochastic process. More...
class | GarmanKohlagenProcess
| Garman-Kohlhagen (1983) stochastic process. More...

## Detailed Description

Black-Scholes processes.