Rechercher une page de manuel
hullwhiteprocess.hpp
Langue: en
Version: 375012 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/processes/hullwhiteprocess.hpp -Hull-White stochastic processes.
SYNOPSIS
#include <ql/processes/forwardmeasureprocess.hpp>
#include <ql/processes/ornsteinuhlenbeckprocess.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
Classes
class HullWhiteProcess
Hull-White stochastic process.
class HullWhiteForwardProcess
Forward Hull-White stochastic process
Detailed Description
Hull-White stochastic processes.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre