Uses of Class
net.finmath.montecarlo.interestrate.models.HullWhiteModel

Packages that use HullWhiteModel

Package	Description
net.finmath.montecarlo.interestrate.models	Interest rate models implementing ProcessModel e.g. by extending AbstractProcessModel.

Uses of HullWhiteModel in net.finmath.montecarlo.interestrate.models

Methods in net.finmath.montecarlo.interestrate.models that return HullWhiteModel

Modifier and Type	Method and Description
HullWhiteModel	HullWhiteModel.getCloneWithModifiedVolatilityModel(ShortRateVolatilityModel volatilityModel)
static HullWhiteModel	HullWhiteModel.of(AbstractRandomVariableFactory randomVariableFactory, TimeDiscretization liborPeriodDiscretization, AnalyticModel analyticModel, ForwardCurve forwardRateCurve, DiscountCurve discountCurve, ShortRateVolatilityModel volatilityModel, CalibrationProduct[] calibrationProducts, Map<String,Object> properties) Creates a Hull-White model which implements LIBORMarketModel.