text: /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
  
  /*
   Copyright (C) 2003 Ferdinando Ametrano
   Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb
   Copyright (C) 2004, 2005 StatPro Italia srl
  
   This file is part of QuantLib, a free-software/open-source library
   for financial quantitative analysts and developers - http://quantlib.org/
  
   QuantLib is free software: you can redistribute it and/or modify it
   under the terms of the QuantLib license.  You should have received a
   copy of the license along with this program; if not, please email
   <quantlib-dev@lists.sf.net>. The license is also available online at
   <http://quantlib.org/license.shtml>.
  
   This program is distributed in the hope that it will be useful, but WITHOUT
   ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
   FOR A PARTICULAR PURPOSE.  See the license for more details.
  */
  
  #include <ql/processes/geometricbrownianprocess.hpp>
  #include <ql/processes/eulerdiscretization.hpp>
  
  namespace QuantLib {
  
      GeometricBrownianMotionProcess::GeometricBrownianMotionProcess(
                                                            double initialValue,
                                                            double mue,
                                                            double sigma)
      : StochasticProcess1D(std::make_shared<EulerDiscretization>()),
        initialValue_(initialValue), mue_(mue), sigma_(sigma) {}
  
      Real GeometricBrownianMotionProcess::x0() const {
          return initialValue_;
      }
  
      Real GeometricBrownianMotionProcess::drift(Time, Real x) const {
          return mue_ * x;
      }
  
      Real GeometricBrownianMotionProcess::diffusion(Time, Real x) const {
          return sigma_ * x;
      }
  
  }
  