quantlib.math.hestonhwcorrelationconstraint.HestonHullWhiteCorrelationConstraint¶
- class HestonHullWhiteCorrelationConstraint(double equity_short_rate_corr)¶
Bases:
Constraint
- __init__(*args, **kwargs)¶
Methods
__init__
(*args, **kwargs)test
(self, Array a)