C++ class for simulating trajectories of the tempered stable (cgmy) process using the algorithm by D. Madan and M. Yor:

Implementation of the option pricing formula based on Lewis (2002). With sample characteristic function of the classical tempered stable (CTS -- aka cgmy) process

用于cgmy金融纯跳模型的模拟设计，便于有志于此的同学应用-Analog design for cgmy financial pure jump models to facilitate the students interested in this application of