org.jquantlib.processes

Class ForwardMeasureProcess1D

java.lang.Object

org.jquantlib.processes.StochasticProcess

org.jquantlib.processes.StochasticProcess1D

org.jquantlib.processes.ForwardMeasureProcess1D

All Implemented Interfaces:

Observable, Observer

Direct Known Subclasses:

HullWhiteForwardProcess

public abstract class ForwardMeasureProcess1D
extends StochasticProcess1D

Forward-measure 1-D stochastic process

1-D stochastic process whose dynamics are expressed in the forward measure.

Nested Class Summary

Nested classes/interfaces inherited from class org.jquantlib.processes.StochasticProcess1D

StochasticProcess1D.Discretization1D

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

StochasticProcess.Discretization

Constructor Summary

Constructors

Constructor and Description
ForwardMeasureProcess1D()

Method Summary

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

Methods inherited from class org.jquantlib.processes.StochasticProcess1D

apply, apply, covariance, diffusion, diffusion, drift, drift, evolve, evolve, expectation, expectation, initialValues, size, stdDeviation, stdDeviation, variance, x0

Methods inherited from class org.jquantlib.processes.StochasticProcess

addObserver, countObservers, deleteObserver, deleteObservers, factors, getObservers, notifyObservers, notifyObservers, time, update

Methods inherited from class java.lang.Object

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

Constructor Detail

ForwardMeasureProcess1D

public ForwardMeasureProcess1D()

Method Detail

getForwardMeasureTime

public double getForwardMeasureTime()

setForwardMeasureTime

public void setForwardMeasureTime(double T)