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

Detailed Description
forward-measure stochastic processstochastic 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_ |