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

ForwardMeasureProcess1D(3) is an alias of QuantLib_ForwardMeasureProcess1D(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib