| Package | Description |
|---|---|
| com.opengamma.strata.pricer.impl.rate.model |
Internal implementations of analytic models.
|
| com.opengamma.strata.pricer.model |
Common code for model pricing.
|
| Class and Description |
|---|
| HullWhiteOneFactorPiecewiseConstantInterestRateModel
Methods related to the Hull-White one factor (extended Vasicek) model with piecewise constant volatility.
|
| Class and Description |
|---|
| 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.