Uses of Class
org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics
| Package | Description |
|---|---|
| org.drip.dynamics.hullwhite |
Hull White Latent State Evolution
|
-
Uses of TrinomialTreeTransitionMetrics in org.drip.dynamics.hullwhite
Methods in org.drip.dynamics.hullwhite that return TrinomialTreeTransitionMetrics Modifier and Type Method Description TrinomialTreeTransitionMetricsSingleFactorStateEvolver. 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 MetricsTrinomialTreeTransitionMetricsTrinomialTreeSequenceMetrics. 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 booleanTrinomialTreeSequenceMetrics. addTransitionMetrics(TrinomialTreeTransitionMetrics hwtm)Add a Path Transition Metrics Instance