Poisson process

Posted by James Hirschorn on Jul 19, 2010; 12:43am
URL: http://quantlib.414.s1.nabble.com/Poisson-process-tp418.html

Looking at the documentation, it appears that QuantLib only implements
stochastic processes based on Brownian motion, i.e. Ito processes.

Is this correct? There is no Poisson process for example?

Thanks,
J


     

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