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Hi Toyin, my name is Marco and I am one of the persons who contributed the forward processes files to QuantLib.
Actually I have to say that we cannot find the files you mentioned in your mail...
We have the 0.3.12 release, but we do not find the forward processes neither the mcHullWhite pricing engine class.
Where did you find them?
Anyway I cannot clearly understand your problem: I mean, the two processes are nearly the same so you should be able to instantiate them in the same way and you can avoid to set the ForwardMeasureTime.
But probably if I could see the files I would better understand.
On the other side you are also right: at the moment you have to instantiate only simple StochasticProcess1D objects if you need to use the stocahsticProcessArray. Actually, when we developed the forward processes classes, we focused on the pricing side of the problem. When the process is in the risk neutral measure, you cannot price the instrument (e.g. a cap) via Monte Carlo.
This problem was much more evident in the g2Process, where passing to the forward measure also the correlation matrix changes: we spent a lot of time on this silly fact...
I do not know what you are really interested in, but if you need a process containing two other process, I sugget you to follow the g2Process idea, that is creating a new stochasticProcess containing two simple processes, and these processes could be either forward processes or not. Just be careful when considering the measure in which you're doing the pricing!!
I hope I've been clear, please feel free to contact me for any other question.
Regards,
Marco
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