Uses of Class
net.finmath.montecarlo.interestrate.models.HullWhiteModel
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Uses of HullWhiteModel in net.finmath.montecarlo.interestrate.models
Modifier and TypeMethodDescriptionHullWhiteModel.getCloneWithModifiedVolatilityModel
(ShortRateVolatilityModel volatilityModel) static HullWhiteModel
HullWhiteModel.of
(RandomVariableFactory randomVariableFactory, TimeDiscretization liborPeriodDiscretization, AnalyticModel analyticModel, ForwardCurve forwardRateCurve, DiscountCurve discountCurve, ShortRateVolatilityModel volatilityModel, CalibrationProduct[] calibrationProducts, Map<String, Object> properties) Creates a Hull-White model which implementsLIBORMarketModel
.