CFL
Classes | Namespaces
HullWhiteData.hpp File Reference

Parameters of Hull and White model. More...

#include "cfl/Data.hpp"
#include "cfl/Inline/iHullWhiteData.hpp"
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Classes

class  cfl::HullWhite::Data
 The parameters of Hull and White model. More...
 

Namespaces

 cfl
 Main namespace for cfl library.
 
 cfl::HullWhite
 Hull and White model for interest rates.
 

Detailed Description

Author
Dmitry Kramkov
Date
2000-2006

Contains the class which defines the parameters of Hull and White model.