2.5.15. sdepy.hull_white_SDE

class sdepy.hull_white_SDE(*, paths=1, vshape=(), dtype=None, steps=None, i0=0, info=None, getinfo=True, method='euler', **args)[source]

SDE for an F-factors Hull White process.

Attributes:
See SDE class documentation.

Methods

See SDE class documentation.