# SquareRootProcess in QuantLib - Python

I would like to price an American put option using the SquareRootProcess class in QuantLib - Python but it seems that it does not exist. As the underlying follows the following model : $$\rm{d}S_t=rS_t\rm{d}t + \delta\sqrt{S_t}\rm{d}W_t,$$ setting $$a = -r, b=0, \sigma=\delta$$ in the SquareRootProcess class should be enough. Is there any way I could price this option using QuantLib-Python ? Thanks