 
| Classes | |
| class | ExtendedBlackScholesMertonProcess | 
| experimental Black-Scholes-Merton stochastic process  More... | |
| class | ExtendedOrnsteinUhlenbeckProcess | 
| Extended Ornstein-Uhlenbeck process class.  More... | |
| class | ExtOUWithJumpsProcess | 
| class | GemanRoncoroniProcess | 
| Geman-Roncoroni process class.  More... | |
| class | GeneralizedOrnsteinUhlenbeckProcess | 
| Piecewise linear Ornstein-Uhlenbeck process class.  More... | |
| class | VarianceGammaProcess | 
| Variance gamma process.  More... | |
| class | LiborForwardModelProcess | 
| libor-forward-model process  More... | |
| class | BatesProcess | 
| Square-root stochastic-volatility Bates process.  More... | |
| 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... | |
| class | EndEulerDiscretization | 
| Euler end-point discretization for stochastic processes.  More... | |
| class | EulerDiscretization | 
| Euler discretization for stochastic processes.  More... | |
| class | ForwardMeasureProcess | 
| forward-measure stochastic process  More... | |
| class | ForwardMeasureProcess1D | 
| forward-measure 1-D stochastic process  More... | |
| class | G2Process | 
| G2 stochastic process  More... | |
| class | G2ForwardProcess | 
| Forward G2 stochastic process  More... | |
| class | GeometricBrownianMotionProcess | 
| Geometric brownian-motion process.  More... | |
| class | GJRGARCHProcess | 
| Stochastic-volatility GJR-GARCH(1,1) process.  More... | |
| class | HestonProcess | 
| Square-root stochastic-volatility Heston process.  More... | |
| class | HullWhiteProcess | 
| Hull-White stochastic process.  More... | |
| class | HullWhiteForwardProcess | 
| Forward Hull-White stochastic process  More... | |
| class | HybridHestonHullWhiteProcess | 
| Hybrid Heston Hull-White stochastic process.  More... | |
| class | Merton76Process | 
| Merton-76 jump-diffusion process.  More... | |
| class | OrnsteinUhlenbeckProcess | 
| Ornstein-Uhlenbeck process class.  More... | |
| class | SquareRootProcess | 
| Square-root process class.  More... | |
| class | StochasticProcessArray | 
| Array of correlated 1-D stochastic processes  More... | |
The classes QuantLib::StochasticProcess and QuantLib::StochasticProcess1D provide the interface for a generic stochastic process. A number of specific processes is contained in the ql/Processes directory.