QuantLib_ForwardMeasureProcess man page
ForwardMeasureProcess — forward-measure stochastic process
Inherited by G2ForwardProcess.
Public Member Functions
virtual void setForwardMeasureTime (Time)
Time getForwardMeasureTime () const
Protected Member Functions
ForwardMeasureProcess (Time T)
ForwardMeasureProcess (const boost::shared_ptr< discretization > &)
Additional Inherited Members
forward-measure stochastic process
stochastic process whose dynamics are expressed in the forward measure.
Generated automatically by Doxygen for QuantLib from the source code.
ForwardMeasureProcess(3), getForwardMeasureTime(3), setForwardMeasureTime(3) and T_(3) are aliases of QuantLib_ForwardMeasureProcess(3).