org.jquantlib.processes

Class ForwardMeasureProcess

java.lang.Object

org.jquantlib.processes.StochasticProcess

org.jquantlib.processes.ForwardMeasureProcess

All Implemented Interfaces:

Observable, Observer

public abstract class ForwardMeasureProcess
extends StochasticProcess

Forward-measure stochastic process

Stochastic process whose dynamics are expressed in the forward measure.

Nested Class Summary

Nested classes/interfaces inherited from class org.jquantlib.processes.StochasticProcess

StochasticProcess.Discretization

Constructor Summary

Constructors

Constructor and Description
ForwardMeasureProcess(StochasticProcess.Discretization discretization)

Method Summary

Modifier and Type	Method and Description
double	getForwardMeasureTime()
void	setForwardMeasureTime(double T)

Methods inherited from class org.jquantlib.processes.StochasticProcess

addObserver, apply, countObservers, covariance, deleteObserver, deleteObservers, diffusion, drift, evolve, expectation, factors, getObservers, initialValues, notifyObservers, notifyObservers, size, stdDeviation, time, update

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ForwardMeasureProcess

public ForwardMeasureProcess(StochasticProcess.Discretization discretization)

Method Detail

getForwardMeasureTime

public double getForwardMeasureTime()

setForwardMeasureTime

public void setForwardMeasureTime(double T)