# 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** (const **Parameter** &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** (const **Parameter** &fitting, **Real** a, **Real** sigma)**Real variable** (**Time** t, **Rate** r=0.01) const**Real shortRate** (**Time** t, **Real** x) 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

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