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

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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