*Last updated: 2023-03-16.*
# Module: tf_quant_finance.models.hull_white
View source
TensorFlow Quantitative Finance tools to build Hull White type models.
## Classes
[`class CalibrationResult`](../../tf_quant_finance/models/hull_white/CalibrationResult.md): Collection of calibrated one factor Hull-White parameters.
[`class HullWhiteModel1F`](../../tf_quant_finance/models/hull_white/HullWhiteModel1F.md): One Factor Hull-White Model.
[`class VectorHullWhiteModel`](../../tf_quant_finance/models/hull_white/VectorHullWhiteModel.md): Ensemble of correlated Hull-White Models.
## Functions
[`bermudan_swaption_price(...)`](../../tf_quant_finance/models/hull_white/bermudan_swaption_price.md): Calculates the price of Bermudan Swaptions using the Hull-White model.
[`bond_option_price(...)`](../../tf_quant_finance/models/hull_white/bond_option_price.md): Calculates European bond option prices using the Hull-White model.
[`calibration_from_cap_floors(...)`](../../tf_quant_finance/models/hull_white/calibration_from_cap_floors.md): Calibrates the Hull-White model using the observed Cap/Floor prices.
[`calibration_from_swaptions(...)`](../../tf_quant_finance/models/hull_white/calibration_from_swaptions.md): Calibrates the Hull-White model using European Swaptions.
[`cap_floor_price(...)`](../../tf_quant_finance/models/hull_white/cap_floor_price.md): Calculates the prices of interest rate Caps/Floors using Hull-White model.
[`swaption_price(...)`](../../tf_quant_finance/models/hull_white/swaption_price.md): Calculates the price of European Swaptions using the Hull-White model.