Package | Description |
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com.opengamma.strata.pricer.impl.rate.model |
Internal implementations of analytic models.
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com.opengamma.strata.pricer.model |
Common code for model pricing.
|
Class and Description |
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HullWhiteOneFactorPiecewiseConstantInterestRateModel
Methods related to the Hull-White one factor (extended Vasicek) model with piecewise constant volatility.
|
Class and Description |
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HullWhiteOneFactorPiecewiseConstantInterestRateModel
Methods related to the Hull-White one factor (extended Vasicek) model with piecewise constant volatility.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.