| 1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
|---|---|
| 2 | |
| 3 | /* |
| 4 | Copyright (C) 2006 Banca Profilo S.p.A. |
| 5 | |
| 6 | This file is part of QuantLib, a free-software/open-source library |
| 7 | for financial quantitative analysts and developers - http://quantlib.org/ |
| 8 | |
| 9 | QuantLib is free software: you can redistribute it and/or modify it |
| 10 | under the terms of the QuantLib license. You should have received a |
| 11 | copy of the license along with this program; if not, please email |
| 12 | <quantlib-dev@lists.sf.net>. The license is also available online at |
| 13 | <http://quantlib.org/license.shtml>. |
| 14 | |
| 15 | This program is distributed in the hope that it will be useful, but WITHOUT |
| 16 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
| 17 | FOR A PARTICULAR PURPOSE. See the license for more details. |
| 18 | */ |
| 19 | |
| 20 | #include <ql/processes/forwardmeasureprocess.hpp> |
| 21 | |
| 22 | namespace QuantLib { |
| 23 | |
| 24 | // base class |
| 25 | |
| 26 | ForwardMeasureProcess::ForwardMeasureProcess( |
| 27 | const ext::shared_ptr<discretization>& disc) |
| 28 | : StochasticProcess(disc) {} |
| 29 | |
| 30 | void ForwardMeasureProcess::setForwardMeasureTime(Time T) { |
| 31 | T_ = T; |
| 32 | notifyObservers(); |
| 33 | } |
| 34 | |
| 35 | Time ForwardMeasureProcess::getForwardMeasureTime() const { |
| 36 | return T_; |
| 37 | } |
| 38 | |
| 39 | // 1-D specialization |
| 40 | |
| 41 | ForwardMeasureProcess1D::ForwardMeasureProcess1D( |
| 42 | const ext::shared_ptr<discretization>& disc) |
| 43 | : StochasticProcess1D(disc) {} |
| 44 | |
| 45 | void ForwardMeasureProcess1D::setForwardMeasureTime(Time T) { |
| 46 | T_ = T; |
| 47 | notifyObservers(); |
| 48 | } |
| 49 | |
| 50 | Time ForwardMeasureProcess1D::getForwardMeasureTime() const { |
| 51 | return T_; |
| 52 | } |
| 53 | } |
| 54 | |
| 55 |