The BasicHullWhite Model¶
BasicHullWhite preforms Monte-Carlo simulations
and generates paths of the instantaneous short rate based on the Hull-White model.
Many properties of the Hull-White model are analytically solvable,
BasicHullWhite also includes formulas analytically solving for the properties.
Formulas for the Monte-Carlo simulation perform computation fast, as they operate on numpy vectors to process all scenarios at once.
All the contents are defined in
The main Space in the