setForwardMeasureTime (3) - Linux Manuals

setForwardMeasureTime: 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

Time T_

Detailed Description

forward-measure stochastic process

stochastic process whose dynamics are expressed in the forward measure.

Author

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