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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2006 Banca Profilo S.p.A.
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
#include <ql/processes/forwardmeasureprocess.hpp>
namespace QuantLib {
// base class
ForwardMeasureProcess::ForwardMeasureProcess(
const ext::shared_ptr<discretization>& disc)
: StochasticProcess(disc) {}
void ForwardMeasureProcess::setForwardMeasureTime(Time T) {
T_ = T;
notifyObservers();
}
Time ForwardMeasureProcess::getForwardMeasureTime() const {
return T_;
}
// 1-D specialization
ForwardMeasureProcess1D::ForwardMeasureProcess1D(
const ext::shared_ptr<discretization>& disc)
: StochasticProcess1D(disc) {}
void ForwardMeasureProcess1D::setForwardMeasureTime(Time T) {
T_ = T;
notifyObservers();
}
Time ForwardMeasureProcess1D::getForwardMeasureTime() const {
return T_;
}
}
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