QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
processes
forwardmeasureprocess.cpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2006 Banca Profilo S.p.A.
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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#include <
ql/processes/forwardmeasureprocess.hpp
>
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namespace
QuantLib
{
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// base class
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ForwardMeasureProcess::ForwardMeasureProcess
(
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const
ext::shared_ptr<discretization>& disc)
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:
StochasticProcess
(disc) {}
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void
ForwardMeasureProcess::setForwardMeasureTime
(
Time
T
) {
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T_
=
T
;
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notifyObservers
();
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}
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Time
ForwardMeasureProcess::getForwardMeasureTime
()
const
{
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return
T_
;
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}
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// 1-D specialization
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ForwardMeasureProcess1D::ForwardMeasureProcess1D
(
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const
ext::shared_ptr<discretization>& disc)
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:
StochasticProcess1D
(disc) {}
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void
ForwardMeasureProcess1D::setForwardMeasureTime
(
Time
T
) {
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T_
=
T
;
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notifyObservers
();
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}
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Time
ForwardMeasureProcess1D::getForwardMeasureTime
()
const
{
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return
T_
;
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}
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}
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QuantLib::ForwardMeasureProcess1D::T_
Time T_
Definition:
forwardmeasureprocess.hpp:64
QuantLib::ForwardMeasureProcess1D::setForwardMeasureTime
virtual void setForwardMeasureTime(Time)
Definition:
forwardmeasureprocess.cpp:45
QuantLib::ForwardMeasureProcess1D::ForwardMeasureProcess1D
ForwardMeasureProcess1D()=default
QuantLib::ForwardMeasureProcess1D::getForwardMeasureTime
Time getForwardMeasureTime() const
Definition:
forwardmeasureprocess.cpp:50
QuantLib::ForwardMeasureProcess::T_
Time T_
Definition:
forwardmeasureprocess.hpp:46
QuantLib::ForwardMeasureProcess::setForwardMeasureTime
virtual void setForwardMeasureTime(Time)
Definition:
forwardmeasureprocess.cpp:30
QuantLib::ForwardMeasureProcess::ForwardMeasureProcess
ForwardMeasureProcess()=default
QuantLib::ForwardMeasureProcess::getForwardMeasureTime
Time getForwardMeasureTime() const
Definition:
forwardmeasureprocess.cpp:35
QuantLib::Observable::notifyObservers
void notifyObservers()
Definition:
observable.cpp:56
QuantLib::StochasticProcess1D
1-dimensional stochastic process
Definition:
stochasticprocess.hpp:163
QuantLib::StochasticProcess
multi-dimensional stochastic process class.
Definition:
stochasticprocess.hpp:42
T
Time T
Definition:
defaultdensitystructure.cpp:33
forwardmeasureprocess.hpp
forward-measure stochastic processes
QuantLib::Time
Real Time
continuous quantity with 1-year units
Definition:
types.hpp:62
QuantLib
Definition:
any.hpp:35
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