ForwardMeasureProcess Class Reference
forward-measure stochastic process More...
#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 process
stochastic process whose dynamics are expressed in the forward measure.