ForwardMeasureProcess1D Class Reference

forward-measure 1-D stochastic process More...

#include <ql/processes/forwardmeasureprocess.hpp>

Inheritance diagram for ForwardMeasureProcess1D:

List of all members.

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.