- QuantLib
- ForwardMeasureProcess
forward-measure stochastic process More...
#include <ql/processes/forwardmeasureprocess.hpp>

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_ |
forward-measure stochastic process
stochastic process whose dynamics are expressed in the forward measure.