QuantLib_ForwardMeasureProcess1D (3) Linux Manual Page
QuantLib::ForwardMeasureProcess1D – forward-measure 1-D stochastic process
Synopsis
#include <ql/processes/forwardmeasureprocess.hpp>
Inherits QuantLib::StochasticProcess1D.
Inherited by HullWhiteForwardProcess.
Public Member Functions
void setForwardMeasureTime (Time)
Time getForwardMeasureTime () const
Protected Member Functions
ForwardMeasureProcess1D (Time T)
ForwardMeasureProcess1D (const boost::shared_ptr< discretization > &)
Protected Attributes
Time T_
Detailed Description
forward-measure 1-D stochastic process
1-D stochastic process whose dynamics are expressed in the forward measure.
Author
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