QuantLib_ForwardMeasureProcess1D man page

ForwardMeasureProcess1D — forward-measure 1-D stochastic process  

Synopsis

#include <ql/processes/forwardmeasureprocess.hpp>

Inherits StochasticProcess1D.

Inherited by GsrProcess, and HullWhiteForwardProcess.

Public Member Functions

virtual void setForwardMeasureTime (Time)
Time getForwardMeasureTime () const

Protected Member Functions

ForwardMeasureProcess1D (Time T)
ForwardMeasureProcess1D (const boost::shared_ptr< discretization > &)

Protected Attributes

Time T_

Additional Inherited Members

Detailed Description

forward-measure 1-D stochastic process

1-D stochastic process whose dynamics are expressed in the forward measure.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page ForwardMeasureProcess1D(3) is an alias of QuantLib_ForwardMeasureProcess1D(3).

Sun Jul 23 2017 Version 1.10 QuantLib