ForwardMeasureProcess1D Class Reference
[Stochastic processes]
#include <ql/processes/forwardmeasureprocess.hpp>
Inheritance diagram for ForwardMeasureProcess1D:

Detailed Description
forward-measure 1-D stochastic process1-D stochastic process whose dynamics are expressed in the forward measure.
Public Member Functions | |
| void | setForwardMeasureTime (Time) |
| Time | getForwardMeasureTime () const |
Protected Member Functions | |
| ForwardMeasureProcess1D (Time T) | |
| ForwardMeasureProcess1D (const boost::shared_ptr< discretization > &) | |
Protected Attributes | |
| Time | T_ |