quantlib.processes.hybrid_heston_hullwhite_process.
HybridHestonHullWhiteProcess¶
- class HybridHestonHullWhiteProcess(HestonProcess heston_process, HullWhiteForwardProcess hull_white_process, Real corr_equity_short_rate, Discretization discretization=Discretization.BSMHullWhite)¶
Bases:
StochasticProcessMethods
factors(self)size(self)