Uses of Class
org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics
Package | Description |
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org.drip.dynamics.hullwhite |
Hull White Latent State Evolution
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Uses of TrinomialTreeTransitionMetrics in org.drip.dynamics.hullwhite
Methods in org.drip.dynamics.hullwhite that return TrinomialTreeTransitionMetrics Modifier and Type Method Description 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 MetricsTrinomialTreeTransitionMetrics
TrinomialTreeSequenceMetrics. transitionMetrics(long lTreeTimeIndex)
Retrieve the Transition Metrics associated with the specified Tree Time IndexMethods in org.drip.dynamics.hullwhite that return types with arguments of type TrinomialTreeTransitionMetrics Modifier and Type Method Description java.util.Map<java.lang.Long,TrinomialTreeTransitionMetrics>
TrinomialTreeSequenceMetrics. transitionMetrics()
Retrieve the Transition Metrics MapMethods in org.drip.dynamics.hullwhite with parameters of type TrinomialTreeTransitionMetrics Modifier and Type Method Description boolean
TrinomialTreeSequenceMetrics. addTransitionMetrics(TrinomialTreeTransitionMetrics hwtm)
Add a Path Transition Metrics Instance