Package | Description |
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org.drip.dynamics.hullwhite |
Modifier and Type | Method and Description |
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TrinomialTreeTransitionMetrics |
SingleFactorStateEvolver.evolveTrinomialTree(int iSpotDate,
int iInitialDate,
int iTerminalDate,
TrinomialTreeNodeMetrics hwnmInitial)
Generate the Metrics associated with the Transition that results from using a Trinomial Tree Using the
Starting Node Metrics
|
TrinomialTreeTransitionMetrics |
TrinomialTreeSequenceMetrics.transitionMetrics(long lTreeTimeIndex)
Retrieve the Transition Metrics associated with the specified Tree Time Index
|
Modifier and Type | Method and Description |
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java.util.Map<java.lang.Long,TrinomialTreeTransitionMetrics> |
TrinomialTreeSequenceMetrics.transitionMetrics()
Retrieve the Transition Metrics Map
|
Modifier and Type | Method and Description |
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boolean |
TrinomialTreeSequenceMetrics.addTransitionMetrics(TrinomialTreeTransitionMetrics hwtm)
Add a Path Transition Metrics Instance
|