quantlib.pricingengines.vanilla.vanilla.AnalyticBSMHullWhiteEngine¶
- class AnalyticBSMHullWhiteEngine(Real equity_short_rate_correlation, GeneralizedBlackScholesProcess process, HullWhite hw_model)¶
Bases:
PricingEngine
- __init__(*args, **kwargs)¶
Methods
__init__
(*args, **kwargs)