2.6.21. sdepy.hw2f_pdf¶
-
class
sdepy.
hw2f_pdf
(t, x, *, x0=(0., 0.), theta=(0., 0.), k=(1., 1.), sigma=(1., 1.), rho=0.)[source]¶ Probability distribution function of values at time t of a Hull-White 2-factors process (as per the hull_white_process class) with time-independent parameters, evaluated at x.
See also
Attributes: - params
Methods
__call__