ForwardMeasureProcess (3) Linux Manual Page

QuantLib::ForwardMeasureProcess – forward-measure stochastic process

Synopsis

#include <ql/processes/forwardmeasureprocess.hpp>

Inherits QuantLib::StochasticProcess.

Inherited by G2ForwardProcess.

Public Member Functions

void setForwardMeasureTime (Time)

Time getForwardMeasureTime () const

Protected Member Functions

ForwardMeasureProcess (Time T)

ForwardMeasureProcess (const boost::shared_ptr< discretization > &)

Protected Attributes

Time T_

Detailed Description

forward-measure stochastic process

stochastic process whose dynamics are expressed in the forward measure.

Author

Generated automatically by Doxygen for QuantLib from the source code.