Interest Rate Models

This package contains various interest rate models implemented in TorchQuantLib.

• Black-Karasinski Model
  • BlackKarasinski
  • Class Methods
• Cox-Ingersoll-Ross (CIR) Model
  • CIR
  • Class Methods
• Hull-White Model
  • HullWhiteModel
  • Class Methods
• Libor Market Model (LMM)
  • LMM
  • Class Methods
• Vasicek Model
  • Vasicek
  • Class Methods