QuantLibAddin::HullWhite Class Reference
#include <qlo/shortratemodels.hpp>
Inheritance diagram for QuantLibAddin::HullWhite:
Collaboration diagram for QuantLibAddin::HullWhite:
Public Member Functions | |
| HullWhite (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::YieldTermStructure > &hYTS, QuantLib::Real a, QuantLib::Real sigma, bool permanent) | |
 Public Member Functions inherited from QuantLibAddin::Vasicek | |
| Vasicek (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::Rate r0=0.05, QuantLib::Real a=0.1, QuantLib::Real b=0.05, QuantLib::Real sigma=0.01, QuantLib::Real lambda=0.0, bool permanent=true) | |
| Public Member Functions inherited from QuantLibAddin::OneFactorAffineModel | |
| OneFactorAffineModel (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, bool permanent) | |
Constructor & Destructor Documentation
◆ HullWhite()
| QuantLibAddin::HullWhite::HullWhite | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
| const QuantLib::Handle< QuantLib::YieldTermStructure > & | hYTS, | ||
| QuantLib::Real | a, | ||
| QuantLib::Real | sigma, | ||
| bool | permanent | ||
| ) |
The documentation for this class was generated from the following file: