| Package | Description |
|---|---|
| com.opengamma.strata.pricer.impl.rate.model |
Internal implementations of analytic models.
|
| com.opengamma.strata.pricer.model |
Common code for model pricing.
|
| Modifier and Type | Field and Description |
|---|---|
static HullWhiteOneFactorPiecewiseConstantInterestRateModel |
HullWhiteOneFactorPiecewiseConstantInterestRateModel.DEFAULT
Default instance.
|
| Modifier and Type | Method and Description |
|---|---|
static org.joda.beans.TypedMetaBean<HullWhiteOneFactorPiecewiseConstantInterestRateModel> |
HullWhiteOneFactorPiecewiseConstantInterestRateModel.meta()
The meta-bean for
HullWhiteOneFactorPiecewiseConstantInterestRateModel. |
org.joda.beans.TypedMetaBean<HullWhiteOneFactorPiecewiseConstantInterestRateModel> |
HullWhiteOneFactorPiecewiseConstantInterestRateModel.metaBean() |
| Modifier and Type | Method and Description |
|---|---|
HullWhiteOneFactorPiecewiseConstantInterestRateModel |
HullWhiteOneFactorPiecewiseConstantParametersProvider.getModel()
Returns a Hull-White one-factor model.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.