Crate hull_white[−][src]
Functions
| american_payer_swaption_t | |
| american_receiver_swaption_t | |
| bond_call_now | |
| bond_call_t | |
| bond_price_now | |
| bond_price_t |
Returns price of a bond at some future date |
| bond_put_now | |
| bond_put_t | |
| caplet_now | |
| caplet_t | |
| coupon_bond_call_t | |
| coupon_bond_price_now | |
| coupon_bond_price_t | |
| coupon_bond_put_t | |
| euro_dollar_future_now | |
| euro_dollar_future_t | |
| european_payer_swaption_t | |
| european_receiver_swaption_t | |
| forward_libor_rate_now | |
| forward_libor_rate_t | |
| forward_swap_rate_t | |
| libor_rate_t | |
| mu_r |
Returns expectation of the interest rate process under the risk neutral measure. |
| swap_price_t | |
| swap_rate_t | |
| t_forward_bond_vol |
Returns volality of bond under the t-forward measure. |
| variance_r |
Returns variance of the interest rate process |