Fairmat repository1.9
Version1.0.9
Version date19.04.2013
Requirements
Hull-White two factors model
License: Free
Author: Fairmat srl
This plug-in implements the two-factor Hull-White model. It is usually better to use the two factor model when pricing a derivative whose payoff depends on rates at different maturities.
Tags: stochastic process, short rate, interest rates
Downloads: 1353