Package 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 Description
    TrinomialTreeCalibration()  

  • Method Summary

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

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • TrinomialTreeCalibration

      public TrinomialTreeCalibration()

  • Method Details

    • main

      public static final void main​(java.lang.String[] astrArgs) throws java.lang.Exception
      Entry Point
      Parameters:
      astrArgs - Command Line Argument Array
      Throws:
      java.lang.Exception - Thrown on Error/Exception Situation