quantlib.pricingengines.swaption.fdhullwhite_swaption_engine.

FdHullWhiteSwaptionEngine

class FdHullWhiteSwaptionEngine(HullWhite model, Size t_grid=100, Size x_grid=100, Size damping_steps=0, Real inv_eps=1e-5, FdmSchemeDesc scheme=FdmSchemeDesc.Douglas())

Bases: PricingEngine