![]() QuantLib 0.3.3User manualIntroduction to QuantLibQuantLib componentsReference manual |
HullWhite Class Reference#include <hullwhite.hpp>
Inheritance diagram for HullWhite: ![]() Detailed DescriptionSingle-factor Hull-White (extended Vasicek) model class.This class implements the standard single-factor Hull-White model defined by
where
The documentation for this class was generated from the following files:
|
QuantLib.org![]() |
Hosted by![]() |
Documentation generated by![]() |