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Time QuantLib::GeneralizedBlackScholesProcess::time ( const Date  ) const [virtual, inherited]

returns the time value corresponding to the given date in the reference system of the stochastic process.

As a number of processes might not need this functionality, a default implementation is given which raises an exception.

Reimplemented from QuantLib::StochasticProcess.

Definition at line 81 of file blackscholesprocess.cpp.

        return riskFreeRate_->dayCounter().yearFraction(
                                           riskFreeRate_->referenceDate(), d);

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