3.5.5. sdepy.hull_white_1factor_process¶
-
class
sdepy.
hull_white_1factor_process
(paths=1, vshape=(), dtype=None, rng=None, steps=None, i0=0, info=None, getinfo=True, method='euler', x0=0., theta=0., k=1., sigma=1., dw=None, corr=None, rho=None)[source]¶ 1-factor Hull-White process (F=1 Hull-White process with F-index collapsed to a scalar). See
hull_white_process
class documentation.Notes
Class added for naming convenience. Differs from a
hull_white_process
withfactors=1
in that the last index of the process parameters has not been reserved to enumerate factors, and nofactors
parameter is present. Synonymous withornstein_uhlenbeck_process
.Attributes: - See SDE class documentation.
Methods
See SDE class documentation.