org.drip.sample.hullwhite

Class TrinomialTreeEvolution

java.lang.Object

org.drip.sample.hullwhite.TrinomialTreeEvolution

public class TrinomialTreeEvolution
extends java.lang.Object

TrinomialTreeEvolution demonstrates the Construction and Usage 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
TrinomialTreeEvolution()

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

TrinomialTreeEvolution

public TrinomialTreeEvolution()

Method Detail

main

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

Throws:

java.lang.Exception