ForwardMeasureProcess (3) - Linux Manuals
ForwardMeasureProcess: forward-measure stochastic process
NAME
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
Detailed Description
forward-measure stochastic process
stochastic process whose dynamics are expressed in the forward measure.
Author
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