public AnalyticHestonHullWhiteEngine(HestonModel hestonModel, HullWhite hullWhiteModel, double relTolerance, int maxEvaluations) : base(hestonModel, relTolerance, maxEvaluations) { hullWhiteModel_ = hullWhiteModel; update(); hullWhiteModel_.registerWith(update); }
// see AnalticHestonEninge for usage of different constructors public AnalyticHestonHullWhiteEngine(HestonModel hestonModel, HullWhite hullWhiteModel, int integrationOrder = 144) : base(hestonModel, integrationOrder) { hullWhiteModel_ = hullWhiteModel; update(); hullWhiteModel_.registerWith(update); }