CFL
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Hull and White model for interest rates. More...
Classes | |
class | Data |
The parameters of Hull and White model. More... | |
Functions | |
InterestRateModel | model (const Data &rData, double dInterval, double dQuality) |
InterestRateModel | model (const Data &rData, double dInterval, double dQuality, double dPathDependQuality) |
InterestRateModel | model (const Data &rData, double dInterval, const Brownian &rBrownian, const Approx &rApprox) |
InterestRateModel | model (const Data &rData, double dInterval, const Brownian &rBrownian, const Extended &rExtended) |
This namespace contains classes and functions related with Hull and White model for interest rates.