Hull and White

Integrates the interest rate model into Fairmat.
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Hull and White Ranking & Summary

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  • Rating:
  • License:
  • Freeware
  • Price:
  • FREE
  • Publisher Name:
  • Fermat Consulting SRL
  • Publisher web site:
  • http://www.fairmat.com/home/
  • Operating Systems:
  • Mac OS X 10.0 or later
  • File Size:
  • 37 KB

Hull and White Tags


Hull and White Description

Integrates the interest rate model into Fairmat. Hull and White is a Fairmat plug-in that integrates the industry standard for modeling the short rate. Requirements: · Fairmat 0.98


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