Uses of Class
org.drip.dynamics.hullwhite.TrinomialTreeSequenceMetrics
| Package | Description |
|---|---|
| org.drip.dynamics.hullwhite |
Hull White Latent State Evolution
|
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Uses of TrinomialTreeSequenceMetrics in org.drip.dynamics.hullwhite
Methods in org.drip.dynamics.hullwhite that return TrinomialTreeSequenceMetrics Modifier and Type Method Description TrinomialTreeSequenceMetricsSingleFactorStateEvolver. evolveTrinomialTreeSequence(int iSpotDate, int iDayIncrement, int iNumIncrement)Evolve the Trinomial Tree SequenceMethods in org.drip.dynamics.hullwhite with parameters of type TrinomialTreeSequenceMetrics Modifier and Type Method Description booleanSingleFactorStateEvolver. evolveTrinomialTreeSequence(int iSpotDate, int iInitialDate, int iDayIncrement, int iNumIncrement, TrinomialTreeNodeMetrics hwnm, TrinomialTreeSequenceMetrics hwsm)Evolve the Trinomial Tree Sequence