ForwardMeasureProcess Class Reference
[Stochastic processes]

forward-measure stochastic process More...

#include <ql/processes/forwardmeasureprocess.hpp>

Inheritance diagram for ForwardMeasureProcess:

List of all members.

Public Member Functions

void setForwardMeasureTime (Time)
Time getForwardMeasureTime () const

Protected Member Functions

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

Protected Attributes

Time T_


Detailed Description

forward-measure stochastic process

stochastic process whose dynamics are expressed in the forward measure.