setForwardMeasureTime (3) Linux Manual Page

QuantLib::ForwardMeasureProcess – forward-measure stochastic process

Synopsis

void setForwardMeasureTime (Time)



Time getForwardMeasureTime () const



Protected Member Functions

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

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