3 #ifndef __cflHullWhiteModel_hpp__ 4 #define __cflHullWhiteModel_hpp__ 35 InterestRateModel
model(
const Data & rData,
double dInterval,
double dQuality);
48 InterestRateModel
model(
const Data & rData,
double dInterval,
double dQuality,
49 double dPathDependQuality);
62 InterestRateModel
model(
const Data & rData,
double dInterval,
const Brownian & rBrownian,
63 const Approx & rApprox);
76 InterestRateModel
model(
const Data & rData,
double dInterval,
const Brownian & rBrownian,
77 const Extended & rExtended);
83 #include "cfl/Inline/iHullWhiteModel.hpp" 84 #endif // of __cflHullWhiteModel_hpp__
Basic financial model where the state process is given by a one-dimensional Brownian motion...
InterestRateModel model(const Data &rData, double dInterval, double dQuality)
Main namespace for cfl library.
Definition: Approx.hpp:22
Parameters of Hull and White model.