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.

Attributes:
params

Methods

__call__