h_ (3) Linux Manual Page
NAME QuantLib::HullWhiteProcess – Hull-White stochastic process. SYNOPSIS #include <ql/processes/hullwhiteprocess.hpp> Inherits QuantLib::StochasticProcess1D. Public Member Functions HullWhiteProcess (const Handle< YieldTermStructure > &h, Real a, Real sigma) StochasticProcess1D interface Real x0 () const returns the initial value of the state variable Real drift (Time t, Real x) const returns the drift part of the equation, i.e. $ mu(t,…
