QuantLib_ForwardMeasureProcess man page

ForwardMeasureProcess — forward-measure stochastic process  

Synopsis

#include <ql/processes/forwardmeasureprocess.hpp>

Inherits StochasticProcess.

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 > &)

Protected Attributes

Time T_

Additional Inherited Members

Detailed Description

forward-measure stochastic process

stochastic process whose dynamics are expressed in the forward measure.

Author

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Referenced By

The man pages ForwardMeasureProcess(3), getForwardMeasureTime(3), setForwardMeasureTime(3) and T_(3) are aliases of QuantLib_ForwardMeasureProcess(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib