ForwardMeasureProcess1D Class Reference
[Stochastic processes]

#include <ql/processes/forwardmeasureprocess.hpp>

Inheritance diagram for ForwardMeasureProcess1D:

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Detailed Description

forward-measure 1-D stochastic process

1-D stochastic process whose dynamics are expressed in the forward measure.


Public Member Functions

void setForwardMeasureTime (Time)

Protected Member Functions

 ForwardMeasureProcess1D (Time T)
 ForwardMeasureProcess1D (const boost::shared_ptr< discretization > &)

Protected Attributes

Time T_