ForwardMeasureProcess Class Reference
[Stochastic processes]

#include <ql/processes/forwardmeasureprocess.hpp>

Inheritance diagram for ForwardMeasureProcess:

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Detailed Description

forward-measure stochastic process

stochastic process whose dynamics are expressed in the forward measure.


Public Member Functions

void setForwardMeasureTime (Time)

Protected Member Functions

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

Protected Attributes

Time T_