QuantLib_ForwardMeasureProcess1D

Langue: en

Autres versions - même langue

Version: 378216 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::ForwardMeasureProcess1D -

forward-measure 1-D stochastic process

SYNOPSIS


#include <ql/processes/forwardmeasureprocess.hpp>

Inherits QuantLib::StochasticProcess1D.

Inherited by HullWhiteForwardProcess.

Public Member Functions


void setForwardMeasureTime (Time)

Time getForwardMeasureTime () const

Protected Member Functions


ForwardMeasureProcess1D (Time T)

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

Protected Attributes


Time T_

Detailed Description

forward-measure 1-D stochastic process

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

Author

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