Crate hull_white
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This is a library of fixed income pricers using a Hull White process as the underlying process. The fundamental times here are (0, t, T, TM). 0 is the current time (and is reflective of the current yield curve) while t is some future time that we may want to price options at given the underlying at that time. T and TM are shorthands for a variety of asset times. For example, an option on a bond requires an option maturity and a bond maturity. The option maturity should be before the bond maturity, but after the future time t. Note that ALL TIMES ARE WITH RESPECT TO 0!