- QuantLib
- HullWhite
- FittingParameter
 
Analytical term-structure fitting parameter  .  
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.  
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#include <ql/models/shortrate/onefactormodels/hullwhite.hpp>

| Public Member Functions | |
| FittingParameter (const Handle< YieldTermStructure > &termStructure, Real a, Real sigma) | |
Analytical term-structure fitting parameter  .
. 
 is analytically defined by
 is analytically defined by 
![\[ \varphi(t) = f(t) + \frac{1}{2}[\frac{\sigma(1-e^{-at})}{a}]^2, \]](form_306.png) 
 where  is the instantaneous forward rate at
 is the instantaneous forward rate at  .
.