functions to construct and use short-rate model objects.
The first step is to load the QuantLib package.
Needs["QuantLib`"]
Within the ShortRateModels part there are several constructors and no member functions available
In[138]:=
Select[Category[ShortRateModels],QLConstructor[#]&]
Out[138]=
Select[Category[ShortRateModels],QLMember[#]&]
obj=HullWhite[YieldCurve,A,Sigma]
Vasicek
In[133]:=
In[137]:=
obj=Vasicek[A,B,Lambda,Sigma]
Out[137]=