# QuantLib_HullWhite_Dynamics man page

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

## Synopsis

`#include <ql/models/shortrate/onefactormodels/hullwhite.hpp>`

Inherits **OneFactorModel::ShortRateDynamics**.

### Public Member Functions

**Dynamics** (const **Parameter** &fitting, **Real** a, **Real** sigma)**Real variable** (**Time** t, **Rate** r) const

Compute state variable from short rate. **Real shortRate** (**Time** t, **Real** x) const

Compute short rate from state variable.

## Detailed Description

Short-rate dynamics in the Hull-White model.

The short-rate is here [ r_t = varphi(t) + x_t ] where $ varphi(t) $ is the deterministic time-dependent parameter used for term-structure fitting and $ x_t $ is the state variable following an Ornstein-Uhlenbeck process.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Info

Fri Sep 1 2017 Version 1.10.1 QuantLib