CFL
Classes | Functions

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)
 

Detailed Description

This namespace contains classes and functions related with Hull and White model for interest rates.