QuantLib_ForwardMeasureProcess1D man page
ForwardMeasureProcess1D — forward-measure 1-D stochastic process
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 > &)
Additional Inherited Members
forward-measure 1-D stochastic process
1-D stochastic process whose dynamics are expressed in the forward measure.
Generated automatically by Doxygen for QuantLib from the source code.
ForwardMeasureProcess1D(3) is an alias of QuantLib_ForwardMeasureProcess1D(3).