QuantLib_ForwardMeasureProcess1D (3) - Linux Manuals
QuantLib_ForwardMeasureProcess1D: forward-measure 1-D stochastic process
NAME
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
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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