org.drip.sample.hullwhite

Class TrinomialTreeCalibration

java.lang.Object

org.drip.sample.hullwhite.TrinomialTreeCalibration

public class TrinomialTreeCalibration
extends java.lang.Object

TrinomialTreeCalibration demonstrates the Construction and Calibration of the Hull-White Trinomial Tree and the Eventual Evolution of the Short Rate on it.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
TrinomialTreeCalibration()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] astrArgs)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

TrinomialTreeCalibration

public TrinomialTreeCalibration()

Method Detail

main

public static final void main(java.lang.String[] astrArgs)
                       throws java.lang.Exception

Throws:

java.lang.Exception