# QuantLib_SquareRootProcess man page

SquareRootProcess — Square-root process class.

## Synopsis

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

Inherits **StochasticProcess1D**.

### Public Member Functions

SquareRootProcess(Realb,Reala,Volatilitysigma,Real x0=0.0, const boost::shared_ptr<discretization> &d=boost::shared_ptr<discretization>(newEulerDiscretization))

**StochasticProcess interface**

Real x0() const

returns the initial value of the state variableReal drift(Timet,Realx) const

returns the drift part of the equation, i.e. $ mu(t, x_t) $Real diffusion(Timet,Realx) 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).

Fri Sep 23 2016 Version 1.8.1 QuantLib