GitHub / open-source-modelling / one_factor_Hull_White_python
Simple implementation of the one factor Hull-White model of short rates.
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PURL: pkg:github/open-source-modelling/one_factor_Hull_White_python
Stars: 5
Forks: 2
Open issues: 0
License: mit
Language: Python
Size: 25.4 KB
Dependencies parsed at: Pending
Created at: over 2 years ago
Updated at: about 1 year ago
Pushed at: about 1 year ago
Last synced at: about 1 year ago
Topics: actuarial, algorithms, finance, python, risk, short-rates
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