quantlib.processes.forwardmeasureprocess.ForwardMeasureProcess1D¶
- class ForwardMeasureProcess1D¶
Bases:
StochasticProcess1D- __init__()¶
Methods
__init__()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)Attributes
forward_measure_timex0