Examples of GeneralizedBlackScholesProcess

org.jquantlib.processes.GeneralizedBlackScholesProcess
Generalized Black-Scholes stochastic process
This class describes the stochastic process governed by
dS(t, S) = (r(t) - q(t) - \frac \sigma(t, S)^2{2}) dt + \sigma dW_t. } @author Richard Gomes

Examples of org.jquantlib.processes.GeneralizedBlackScholesProcess

        final YieldTermStructure qTS = Utilities.flatRate(today, q, dc);
        final YieldTermStructure rTS = Utilities.flatRate(today, r, dc);


        final BlackVolTermStructure volTS = Utilities.flatVol(today, sigma, dc);


        final GeneralizedBlackScholesProcess stochProcess = new GeneralizedBlackScholesProcess(
                new Handle<Quote>(spot),
                new Handle<YieldTermStructure>(qTS),
                new Handle<YieldTermStructure>(rTS),
                new Handle<BlackVolTermStructure>(volTS));

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