*Last updated: 2023-03-16.*
# Module: tf_quant_finance.models.hjm
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HJM model.
## Classes
[`class CalibrationResult`](../../tf_quant_finance/models/hjm/CalibrationResult.md): Collection of calibrated QuasiGaussianHJM parameters.
[`class GaussianHJM`](../../tf_quant_finance/models/hjm/GaussianHJM.md): Gaussian HJM model for term-structure modeling.
[`class QuasiGaussianHJM`](../../tf_quant_finance/models/hjm/QuasiGaussianHJM.md): Quasi-Gaussian HJM model for term-structure modeling.
## Functions
[`bond_option_price(...)`](../../tf_quant_finance/models/hjm/bond_option_price.md): Calculates European bond option prices using the HJM model.
[`calibration_from_swaptions(...)`](../../tf_quant_finance/models/hjm/calibration_from_swaptions.md): Calibrates a batch of HJM models using European Swaption prices.
[`cap_floor_price(...)`](../../tf_quant_finance/models/hjm/cap_floor_price.md): Calculates the prices of interest rate Caps/Floors using the HJM model.
[`swaption_price(...)`](../../tf_quant_finance/models/hjm/swaption_price.md): Calculates the price of European swaptions using the HJM model.