Class LevyProcessFactory

Defined in File levy_process_factory.hpp

Class Documentation

class LevyProcessFactory

Factory class for creating instances of Lévy processes by name.

This class provides a static interface for constructing different types of Lévy process objects based on a string identifier.

Public Static Functions

static std::shared_ptr<LevyProcess> create_levy_process(const std::string &name)

Create a Lévy process instance.

Given the name of a Lévy process, this function returns a shared pointer to a newly created instance of that process. The exact list of supported process names is defined in the implementation.

BM: BrownianMotion CGMY: CGMY KO: Kou LS: LogStable MT: Merton VG: VarianceGamma

Parameters:: name – A string identifier for the desired Lévy process type. These are the supported Lévy processes:
Returns:: A shared pointer to the created Lévy process.