- QuantLib
- ForwardMeasureProcess1D
forward-measure 1-D stochastic process More...
#include <ql/processes/forwardmeasureprocess.hpp>
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_ |
forward-measure 1-D stochastic process
1-D stochastic process whose dynamics are expressed in the forward measure.