CFL
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Implementation of Hull and White model. More...
#include "cfl/HullWhiteData.hpp"
#include "cfl/Brownian.hpp"
#include "cfl/InterestRateModel.hpp"
#include "cfl/Inline/iHullWhiteModel.hpp"
Go to the source code of this file.
Namespaces | |
cfl | |
Main namespace for cfl library. | |
cfl::HullWhite | |
Hull and White model for interest rates. | |
Functions | |
InterestRateModel | cfl::HullWhite::model (const Data &rData, double dInterval, double dQuality) |
InterestRateModel | cfl::HullWhite::model (const Data &rData, double dInterval, double dQuality, double dPathDependQuality) |
InterestRateModel | cfl::HullWhite::model (const Data &rData, double dInterval, const Brownian &rBrownian, const Approx &rApprox) |
InterestRateModel | cfl::HullWhite::model (const Data &rData, double dInterval, const Brownian &rBrownian, const Extended &rExtended) |
Contains the implementation of Hull and White model for interest rates.