QuantLib_ForwardMeasureProcess1D man page

ForwardMeasureProcess1D — forward-measure 1-D stochastic process  


#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.


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Referenced By

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

Mon Apr 30 2018 Version 1.12.1 QuantLib