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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_forward_measure_process1_d.html">ForwardMeasureProcess1D</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">ForwardMeasureProcess1D Class Reference<div class="ingroups"><a class="el" href="group__processes.html">Stochastic processes</a></div></div> </div>
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<p>forward-measure 1-D stochastic process
<a href="class_quant_lib_1_1_forward_measure_process1_d.html#details">More...</a></p>
<p><code>#include <ql/processes/forwardmeasureprocess.hpp></code></p>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for ForwardMeasureProcess1D:</div>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:ae6d93bdb137c2a3435903fc621b3b98d"><td class="memItemLeft" align="right" valign="top"><a id="ae6d93bdb137c2a3435903fc621b3b98d"></a>
virtual void </td><td class="memItemRight" valign="bottom"><b>setForwardMeasureTime</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>)</td></tr>
<tr class="separator:ae6d93bdb137c2a3435903fc621b3b98d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af842378b523103cf1a4a036887aa502f"><td class="memItemLeft" align="right" valign="top"><a id="af842378b523103cf1a4a036887aa502f"></a>
<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>getForwardMeasureTime</b> () const</td></tr>
<tr class="separator:af842378b523103cf1a4a036887aa502f"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_stochastic_process1_d"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_stochastic_process1_d')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html">StochasticProcess1D</a></td></tr>
<tr class="memitem:ac02c619851c7c95e6a7f08a284c568b0 inherit pub_methods_class_quant_lib_1_1_stochastic_process1_d"><td class="memItemLeft" align="right" valign="top"><a id="ac02c619851c7c95e6a7f08a284c568b0"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#ac02c619851c7c95e6a7f08a284c568b0">x0</a> () const =0</td></tr>
<tr class="memdesc:ac02c619851c7c95e6a7f08a284c568b0 inherit pub_methods_class_quant_lib_1_1_stochastic_process1_d"><td class="mdescLeft"> </td><td class="mdescRight">returns the initial value of the state variable <br /></td></tr>
<tr class="separator:ac02c619851c7c95e6a7f08a284c568b0 inherit pub_methods_class_quant_lib_1_1_stochastic_process1_d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6bded8896a46fad4d189950552432cd3 inherit pub_methods_class_quant_lib_1_1_stochastic_process1_d"><td class="memItemLeft" align="right" valign="top"><a id="a6bded8896a46fad4d189950552432cd3"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#a6bded8896a46fad4d189950552432cd3">drift</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x) const =0</td></tr>
<tr class="memdesc:a6bded8896a46fad4d189950552432cd3 inherit pub_methods_class_quant_lib_1_1_stochastic_process1_d"><td class="mdescLeft"> </td><td class="mdescRight">returns the drift part of the equation, i.e. \( \mu(t, x_t) \) <br /></td></tr>
<tr class="separator:a6bded8896a46fad4d189950552432cd3 inherit pub_methods_class_quant_lib_1_1_stochastic_process1_d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:afaf479da3baa52185b369071b1689d89 inherit pub_methods_class_quant_lib_1_1_stochastic_process1_d"><td class="memItemLeft" align="right" valign="top"><a id="afaf479da3baa52185b369071b1689d89"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#afaf479da3baa52185b369071b1689d89">diffusion</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x) const =0</td></tr>
<tr class="memdesc:afaf479da3baa52185b369071b1689d89 inherit pub_methods_class_quant_lib_1_1_stochastic_process1_d"><td class="mdescLeft"> </td><td class="mdescRight">returns the diffusion part of the equation, i.e. \( \sigma(t, x_t) \) <br /></td></tr>
<tr class="separator:afaf479da3baa52185b369071b1689d89 inherit pub_methods_class_quant_lib_1_1_stochastic_process1_d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aee564ee8adf46c50265cd990b1dcd8a3 inherit pub_methods_class_quant_lib_1_1_stochastic_process1_d"><td class="memItemLeft" align="right" valign="top">virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#aee564ee8adf46c50265cd990b1dcd8a3">expectation</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#ac02c619851c7c95e6a7f08a284c568b0">x0</a>, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> dt) const</td></tr>
<tr class="separator:aee564ee8adf46c50265cd990b1dcd8a3 inherit pub_methods_class_quant_lib_1_1_stochastic_process1_d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:abb8a7016bec7d28872df221fb8995853 inherit pub_methods_class_quant_lib_1_1_stochastic_process1_d"><td class="memItemLeft" align="right" valign="top">virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#abb8a7016bec7d28872df221fb8995853">stdDeviation</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#ac02c619851c7c95e6a7f08a284c568b0">x0</a>, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> dt) const</td></tr>
<tr class="separator:abb8a7016bec7d28872df221fb8995853 inherit pub_methods_class_quant_lib_1_1_stochastic_process1_d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5e92435fcc5c43be09e627494cf7a9d0 inherit pub_methods_class_quant_lib_1_1_stochastic_process1_d"><td class="memItemLeft" align="right" valign="top">virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#a5e92435fcc5c43be09e627494cf7a9d0">variance</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#ac02c619851c7c95e6a7f08a284c568b0">x0</a>, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> dt) const</td></tr>
<tr class="separator:a5e92435fcc5c43be09e627494cf7a9d0 inherit pub_methods_class_quant_lib_1_1_stochastic_process1_d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a096b196eb0c6e453acbd428ae378c7de inherit pub_methods_class_quant_lib_1_1_stochastic_process1_d"><td class="memItemLeft" align="right" valign="top">virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#a096b196eb0c6e453acbd428ae378c7de">evolve</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#ac02c619851c7c95e6a7f08a284c568b0">x0</a>, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> dt, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> dw) const</td></tr>
<tr class="separator:a096b196eb0c6e453acbd428ae378c7de inherit pub_methods_class_quant_lib_1_1_stochastic_process1_d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6c8e95cb5b48a9ca86fef990c92c58c9 inherit pub_methods_class_quant_lib_1_1_stochastic_process1_d"><td class="memItemLeft" align="right" valign="top">virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#a6c8e95cb5b48a9ca86fef990c92c58c9">apply</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#ac02c619851c7c95e6a7f08a284c568b0">x0</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> dx) const</td></tr>
<tr class="separator:a6c8e95cb5b48a9ca86fef990c92c58c9 inherit pub_methods_class_quant_lib_1_1_stochastic_process1_d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_stochastic_process"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_stochastic_process')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a></td></tr>
<tr class="memitem:a33d9dda89ba7db93ae8b7d8c64122597 inherit pub_methods_class_quant_lib_1_1_stochastic_process"><td class="memItemLeft" align="right" valign="top"><a id="a33d9dda89ba7db93ae8b7d8c64122597"></a>
virtual <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stochastic_process.html#a33d9dda89ba7db93ae8b7d8c64122597">factors</a> () const</td></tr>
<tr class="memdesc:a33d9dda89ba7db93ae8b7d8c64122597 inherit pub_methods_class_quant_lib_1_1_stochastic_process"><td class="mdescLeft"> </td><td class="mdescRight">returns the number of independent factors of the process <br /></td></tr>
<tr class="separator:a33d9dda89ba7db93ae8b7d8c64122597 inherit pub_methods_class_quant_lib_1_1_stochastic_process"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a077542ff55ad755add55e8e5e8172cca inherit pub_methods_class_quant_lib_1_1_stochastic_process"><td class="memItemLeft" align="right" valign="top">virtual <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stochastic_process.html#a077542ff55ad755add55e8e5e8172cca">time</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &) const</td></tr>
<tr class="separator:a077542ff55ad755add55e8e5e8172cca inherit pub_methods_class_quant_lib_1_1_stochastic_process"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_stochastic_process"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stochastic_process.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr class="separator:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_stochastic_process"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="af6a9d3ca0b7f388f3b7ccb1eccf11f63"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
<tr class="separator:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a6810b3645967da11d5f5d4804d37bacc"></a>
<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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std::pair< iterator, bool > </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> > &)</td></tr>
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<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
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<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_observable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observable')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
<tr class="memitem:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a id="a840dd96e33a304cbf681d357de7f48d0"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
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<tr class="memitem:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">operator=</a> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
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<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a> ()</td></tr>
<tr class="separator:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr class="memitem:a9c6bf2f5efefe24710ba87321fe8c055"><td class="memItemLeft" align="right" valign="top"><a id="a9c6bf2f5efefe24710ba87321fe8c055"></a>
 </td><td class="memItemRight" valign="bottom"><b>ForwardMeasureProcess1D</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> T)</td></tr>
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<tr class="memitem:a3aa9c0c98d7423cad7446d9ca81edc14"><td class="memItemLeft" align="right" valign="top"><a id="a3aa9c0c98d7423cad7446d9ca81edc14"></a>
 </td><td class="memItemRight" valign="bottom"><b>ForwardMeasureProcess1D</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_stochastic_process_1_1discretization.html">discretization</a> > &)</td></tr>
<tr class="separator:a3aa9c0c98d7423cad7446d9ca81edc14"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_stochastic_process1_d"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_stochastic_process1_d')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html">StochasticProcess1D</a></td></tr>
<tr class="memitem:ad98007dd5c830d050dfb0d4205094b9e inherit pro_methods_class_quant_lib_1_1_stochastic_process1_d"><td class="memItemLeft" align="right" valign="top"><a id="ad98007dd5c830d050dfb0d4205094b9e"></a>
 </td><td class="memItemRight" valign="bottom"><b>StochasticProcess1D</b> ()</td></tr>
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<tr class="memitem:a7119a443854b505713e5e409dc6bf3e7 inherit pro_methods_class_quant_lib_1_1_stochastic_process1_d"><td class="memItemLeft" align="right" valign="top"><a id="a7119a443854b505713e5e409dc6bf3e7"></a>
 </td><td class="memItemRight" valign="bottom"><b>StochasticProcess1D</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_stochastic_process1_d_1_1discretization.html">discretization</a> > &)</td></tr>
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<tr class="inherit_header pro_methods_class_quant_lib_1_1_stochastic_process"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_stochastic_process')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a></td></tr>
<tr class="memitem:afbd1bbfbbd50f17d99fa61f74dc16437 inherit pro_methods_class_quant_lib_1_1_stochastic_process"><td class="memItemLeft" align="right" valign="top"><a id="afbd1bbfbbd50f17d99fa61f74dc16437"></a>
 </td><td class="memItemRight" valign="bottom"><b>StochasticProcess</b> ()</td></tr>
<tr class="separator:afbd1bbfbbd50f17d99fa61f74dc16437 inherit pro_methods_class_quant_lib_1_1_stochastic_process"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a84749d046d61db59992e49b8a7940bc5 inherit pro_methods_class_quant_lib_1_1_stochastic_process"><td class="memItemLeft" align="right" valign="top"><a id="a84749d046d61db59992e49b8a7940bc5"></a>
 </td><td class="memItemRight" valign="bottom"><b>StochasticProcess</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_stochastic_process_1_1discretization.html">discretization</a> > &)</td></tr>
<tr class="separator:a84749d046d61db59992e49b8a7940bc5 inherit pro_methods_class_quant_lib_1_1_stochastic_process"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr class="memitem:a0a04e1aa89ae3670613ee52a136b31dd"><td class="memItemLeft" align="right" valign="top"><a id="a0a04e1aa89ae3670613ee52a136b31dd"></a>
<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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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_stochastic_process1_d"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_stochastic_process1_d')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html">StochasticProcess1D</a></td></tr>
<tr class="memitem:a51a940500df8f947d270aaab06f53371 inherit pro_attribs_class_quant_lib_1_1_stochastic_process1_d"><td class="memItemLeft" align="right" valign="top"><a id="a51a940500df8f947d270aaab06f53371"></a>
ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_stochastic_process1_d_1_1discretization.html">discretization</a> > </td><td class="memItemRight" valign="bottom"><b>discretization_</b></td></tr>
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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_stochastic_process"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_stochastic_process')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a></td></tr>
<tr class="memitem:a51a940500df8f947d270aaab06f53371 inherit pro_attribs_class_quant_lib_1_1_stochastic_process"><td class="memItemLeft" align="right" valign="top"><a id="a51a940500df8f947d270aaab06f53371"></a>
ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_stochastic_process_1_1discretization.html">discretization</a> > </td><td class="memItemRight" valign="bottom"><b>discretization_</b></td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a78de5f2b6bce96d718e3c18b9f52d67c"></a>
typedef boost::unordered_set< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > > </td><td class="memItemRight" valign="bottom"><b>set_type</b></td></tr>
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typedef set_type::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>forward-measure 1-D stochastic process </p>
<p>1-D stochastic process whose dynamics are expressed in the forward measure. </p>
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