Package org.drip.sample.hullwhite

Hull White Trinomial Tree Dynamics
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    EvolutionMetrics
    EvolutionMetrics demonstrates the Construction and Usage of the Hull-White Metrics Using Hull-White 1F Model Dynamics for the Evolution of the Short Rate.
    ShortRateDynamics
    ShortRateDynamics demonstrates the Construction and Usage of the Hull-White 1F Model Dynamics for the Evolution of the Short Rate.
    TrinomialTreeCalibration
    TrinomialTreeCalibration demonstrates the Construction and Calibration of the Hull-White Trinomial Tree and the Eventual Evolution of the Short Rate on it.
    TrinomialTreeEvolution
    TrinomialTreeEvolution demonstrates the Construction and Usage of the Hull-White Trinomial Tree and the Eventual Evolution of the Short Rate on it.