HullWhiteProcess (3) Linux Manual Page

ql/processes/hullwhiteprocess.hpp – Hull-White stochastic processes.

Synopsis

#include <ql/processes/forwardmeasureprocess.hpp>
#include <ql/processes/ornsteinuhlenbeckprocess.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

Classes

class HullWhiteProcess
Hull-White stochastic process.
class HullWhiteForwardProcess
Forward Hull-White stochastic process

Detailed Description

Hull-White stochastic processes.

Author

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