2.6.18. sdepy.hw2f_mean¶

class sdepy.hw2f_mean(t, *, x0=(0., 0.), theta=(0., 0.), k=(1., 1.), sigma=(1., 1.), rho=0.)[source]¶

Mean of values at time t of a Hull-White 2-factors process (as per the hull_white_process class) with time-independent parameters.

See also