QuantLib: BlackProcess Class Reference

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

# BlackProcess Class Reference
[Stochastic processes]

`#include <ql/processes/blackscholesprocess.hpp>`

Inheritance diagram for BlackProcess:

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List of all members.

## Detailed Description

Black (1976) stochastic process.

This class describes the stochastic process for a forward or futures contract given by

## Public Member Functions
| BlackProcess (const Handle< Quote > &x0, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, const boost::shared_ptr< discretization > &d=boost::shared_ptr< discretization >(new EulerDiscretization))