# QuantLib_GeneralizedHullWhite_Dynamics man page

GeneralizedHullWhite::Dynamics — Short-rate dynamics in the generalized Hull-White model.

## Synopsis

`#include <ql/experimental/shortrate/generalizedhullwhite.hpp>`

Inherits ShortRateDynamics.

### Public Member Functions

Dynamics(constParameter&fitting, const boost::function<Real(Time)> &alpha, const boost::function<Real(Time)> &sigma, const boost::function<Real(Real)> &f, const boost::function<Real(Real)> &fInverse)Dynamics(constParameter&fitting,Reala,Realsigma)Real variable(Timet,Rater=0.01) constReal shortRate(Timet,Realx) const

## Detailed Description

Short-rate dynamics in the generalized Hull-White model.

The short-rate is here

f(r_t) = x_t + g(t)

where g is the deterministic time-dependent parameter (which can't be determined analytically) used for initial term-structure fitting and x_t is the state variable following an Ornstein-Uhlenbeck process.

In this version, the function f may also be defined as a piece-wise linear function and can be calibrated to the away-from-the-money instruments.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Info

Fri Sep 23 2016 Version 1.8.1 QuantLib