quantlib.processes.forwardmeasureprocess.

ForwardMeasureProcess1D

class ForwardMeasureProcess1D

Bases: StochasticProcess1D

Attributes:

forward_measure_time

x0

Methods

diffusion(self, Time t, Real x)
drift(self, Time t, Real x)
expectation(self, Time t0, Real x0, Time dt)
factors(self)
size(self)
std_deviation(self, Time t0, Real x0, Time dt)
variance(self, Time t0, Real x0, Time dt)