initial implementation

include/xo/process/LogNormalProcess.hpp

@@ -0,0 +1,33 @@
+/* LogNormalProcess.hpp */
+
+#pragma once
+
+#include "BrownianMotion.hpp"
+#include "ExpProcess.hpp"
+
+namespace xo {
+    namespace process {
+
+        /* log-normal process -- i.e. logs follow brownian motion
+         */
+        class LogNormalProcess {
+        public:
+            using utc_nanos = xo::time::utc_nanos;
+
+        public:
+            /* log-normal process starting at (t0, x0) */
+            template<typename RngEngine, typename Seed>
+            static ref::rp<ExpProcess> make(utc_nanos t0, double x0,
+                                            double sdev, Seed const & seed) {
+
+                ref::rp<BrownianMotion<RngEngine>> bm
+                    = BrownianMotion<RngEngine>::make(t0, sdev, seed);
+
+                return ExpProcess::make(x0 /*scale*/, bm);
+            } /*make*/
+        }; /*LogNormalProcess*/
+
+    } /*namespace process*/
+} /*namespace xo*/
+
+/* end LogNormalProcess.hpp */