# QuantLib_SquareRootProcess man page

SquareRootProcess — Square-root process class.

## Synopsis

`#include <ql/processes/squarerootprocess.hpp>`

Inherits **StochasticProcess1D**.

### Public Member Functions

**SquareRootProcess** (**Real** b, **Real** a, **Volatility** sigma, **Real x0**=0.0, const boost::shared_ptr< **discretization** > &d=boost::shared_ptr< **discretization** >(new **EulerDiscretization**))

**StochasticProcess interface**

**Real x0** () const

returns the initial value of the state variable **Real drift** (**Time** t, **Real** x) const

returns the drift part of the equation, i.e. $ mu(t, x_t) $ **Real diffusion** (**Time** t, **Real** x) const

returns the diffusion part of the equation, i.e. $ sigma(t, x_t) $

### Additional Inherited Members

## Detailed Description

Square-root process class.

This class describes a square-root process governed by [ dx = a (b - x_t) dt + sigma sqrt{x_t} dW_t. ]

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

SquareRootProcess(3) is an alias of QuantLib_SquareRootProcess(3).