QuantLib: StochasticProcess1D::discretization Class Reference

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

# StochasticProcess1D::discretization Class Reference

`#include <ql/stochasticprocess.hpp>`

Inheritance diagram for StochasticProcess1D::discretization:

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List of all members.

## Detailed Description

discretization of a 1-D stochastic process

## Public Member Functions
virtual Real | drift (const StochasticProcess1D &, Time t0, Real x0, Time dt) const =0
virtual Real | diffusion (const StochasticProcess1D &, Time t0, Real x0, Time dt) const =0
virtual Real | variance (const StochasticProcess1D &, Time t0, Real x0, Time dt) const =0