Uses of Class
net.finmath.finitedifference.interestrate.models.FDMHullWhiteModel

Packages that use FDMHullWhiteModel

Package	Description
net.finmath.finitedifference.interestrate.boundaries	Package net.finmath.finitedifference.interestrate.boundaries.
net.finmath.finitedifference.interestrate.models	Package net.finmath.finitedifference.interestrate.models.

Uses of FDMHullWhiteModel in net.finmath.finitedifference.interestrate.boundaries

Constructors in net.finmath.finitedifference.interestrate.boundaries with parameters of type FDMHullWhiteModel

Modifier	Constructor	Description
	BondHullWhiteModelBoundary(FDMHullWhiteModel model)	Creates the exact Hull-White boundary for deterministic-cashflow bonds.
	OptionOnBondHullWhiteModelBoundary(FDMHullWhiteModel model)	Creates the exact Hull-White boundary for OptionOnBond.
	ResolvedSwaptionHullWhiteModelBoundary(FDMHullWhiteModel model)	Creates the boundary wrapper.
	SwaptionHullWhiteModelBoundary(FDMHullWhiteModel model)	Creates the Hull-White boundary for Swaption.

Uses of FDMHullWhiteModel in net.finmath.finitedifference.interestrate.models

Methods in net.finmath.finitedifference.interestrate.models that return FDMHullWhiteModel

Modifier and Type	Method	Description
FDMHullWhiteModel	FDMHullWhiteModel.getCloneWithModifiedSpaceTimeDiscretization(SpaceTimeDiscretization newSpaceTimeDiscretization)