| Name | Description |
|---|---|
| CapHW1 | This class implements the HW1 model for pricing of a Cap (caplets portfolio) and a Floor (floorlets portfolio). |
| CapsHW1OptimizationProblem | Implementation of HW1 Calibration Problem (Caps matrix based). |
| CapsHWEstimator | |
| CapsHWEstimatorLegacy | |
| HW1 | |
| HW1Choice | |
| HWCompactSimulator | Implementation of a simple Monte Carlo Simulator for the Hull and White model. |
| SwaptionHW1 | This class provides closed form pricing of for Swaptions (the holder has the right to pay the fixed rate and receive floating rate) using the HW1 factor model. |
| SwaptionHW1OptimizationProblem | Implementation of HW1 Calibration Problem (Swaption matrix based). |
| SwaptionHW1RealWorldEstimator | |
| SwaptionHWEstimator | |
| TestHW1 | |
| TestHW1BondCall | |
| TestHW1Cap | |
| TestHW1Caplet |