quantlib.models.shortrate.onefactormodels.gsr.
Gsr
¶
class
Gsr
(
HandleYieldTermStructure
h
,
vol_step_date
,
vector[Real]
volatilities
,
Real
reversion
,
Real
T=60.0
)
¶
Bases:
Gaussian1dModel
Quantlib cython wrapper
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quantlib.models.shortrate.onefactormodels.gsr
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