Rechercher une page de manuel
hullwhite.hpp
Langue: en
Version: 378852 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/models/shortrate/onefactormodels/hullwhite.hpp -Hull & White (HW) model.
SYNOPSIS
#include <ql/models/shortrate/onefactormodels/vasicek.hpp>
Classes
class HullWhite
Single-factor Hull-White (extended Vasicek) model class.
class HullWhite::Dynamics
Short-rate dynamics in the Hull-White model.
class HullWhite::FittingParameter
Analytical term-structure fitting parameter $ iled Description"
Detailed Description
Hull & White (HW) model.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre