ForwardMeasureProcess Class Reference
[Stochastic processes]

#include <ql/processes/forwardmeasureprocess.hpp>

Inheritance diagram for ForwardMeasureProcess:

List of all members.


Detailed Description

forward-measure stochastic process

stochastic process whose dynamics are expressed in the forward measure.

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_