Module process 

Re-exports

pub use self::bates::BatesProcess;

pub use self::cir::CoxIngersollRoss;

pub use self::gbm::GeometricBrownianMotion;

pub use self::hawkes::HawkesProcess;

pub use self::heston::HestonProcess;

pub use self::jump_diffusion::JumpDiffusion;

pub use self::ou::OrnsteinUhlenbeck;

pub use self::rough_ou::RoughOUState;

pub use self::rough_ou::RoughOrnsteinUhlenbeck;

Modules

bates

cir

gbm

hawkes

Hawkes self-exciting point process.

heston

jump_diffusion

ou

rough_ou

Rough Ornstein-Uhlenbeck process.

Traits

StochasticProcess

Trait for stateless stochastic process stepping (SDEs).