 
GJR-GARCH(1,1) stochastic process. More...
#include <ql/stochasticprocess.hpp>#include <ql/termstructures/yieldtermstructure.hpp>#include <ql/quote.hpp>
| Classes | |
| class | GJRGARCHProcess | 
| Stochastic-volatility GJR-GARCH(1,1) process.  More... | |
GJR-GARCH(1,1) stochastic process.