ForwardMeasureProcess Class Reference
[Stochastic processes]
forward-measure stochastic process
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#include <ql/processes/forwardmeasureprocess.hpp>
Inheritance diagram for ForwardMeasureProcess:

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 processstochastic process whose dynamics are expressed in the forward measure.