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<li class="navelem"><a class="el" href="class_quant_lib_1_1_forward_measure_process.html">ForwardMeasureProcess</a> </li>
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<a href="#pub-methods">Public Member Functions</a> |
<a href="#pro-methods">Protected Member Functions</a> |
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<div class="title">ForwardMeasureProcess Class Reference<div class="ingroups"><a class="el" href="group__processes.html">Stochastic processes</a></div></div> </div>
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<!-- doxytag: class="QuantLib::ForwardMeasureProcess" --><!-- doxytag: inherits="QuantLib::StochasticProcess" -->
<p>forward-measure stochastic process
<a href="class_quant_lib_1_1_forward_measure_process.html#details">More...</a></p>
<p><code>#include <ql/processes/forwardmeasureprocess.hpp></code></p>
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Inheritance diagram for ForwardMeasureProcess:</div>
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<area shape="rect" id="node5" href="class_quant_lib_1_1_g2_forward_process.html" title="Forward G2 stochastic process" alt="" coords="21,166,155,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_stochastic_process.html" title="multi-dimensional stochastic process class." alt="" coords="23,6,153,37"/></map>
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<p><a href="class_quant_lib_1_1_forward_measure_process-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3a96bffd94ced6cc152372a566e0149b"></a><!-- doxytag: member="QuantLib::ForwardMeasureProcess::setForwardMeasureTime" ref="a3a96bffd94ced6cc152372a566e0149b" args="(Time)" -->
void </td><td class="memItemRight" valign="bottom"><b>setForwardMeasureTime</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afe41668f5b5ae4637406e1a9e19ea204"></a><!-- doxytag: member="QuantLib::ForwardMeasureProcess::getForwardMeasureTime" ref="afe41668f5b5ae4637406e1a9e19ea204" args="() const " -->
<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>getForwardMeasureTime</b> () const </td></tr>
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Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8144f36c8d9ee938231dc1a365f4d0b1"></a><!-- doxytag: member="QuantLib::ForwardMeasureProcess::ForwardMeasureProcess" ref="a8144f36c8d9ee938231dc1a365f4d0b1" args="(Time T)" -->
 </td><td class="memItemRight" valign="bottom"><b>ForwardMeasureProcess</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> T)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a943485218a7391f5a796a5ae85c69149"></a><!-- doxytag: member="QuantLib::ForwardMeasureProcess::ForwardMeasureProcess" ref="a943485218a7391f5a796a5ae85c69149" args="(const boost::shared_ptr< discretization > &)" -->
 </td><td class="memItemRight" valign="bottom"><b>ForwardMeasureProcess</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_stochastic_process_1_1discretization.html">discretization</a> > &)</td></tr>
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Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0a04e1aa89ae3670613ee52a136b31dd"></a><!-- doxytag: member="QuantLib::ForwardMeasureProcess::T_" ref="a0a04e1aa89ae3670613ee52a136b31dd" args="" -->
<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>T_</b></td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>forward-measure stochastic process </p>
<p>stochastic process whose dynamics are expressed in the forward measure. </p>
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