*Last updated: 2023-03-16.*
# tf_quant_finance.models.hull_white.CalibrationResult
View source
Collection of calibrated one factor Hull-White parameters.
```python
tf_quant_finance.models.hull_white.CalibrationResult(
mean_reversion, volatility
)
```
For a review of the HullWhite model and the conventions used, please see the
docstring for `HullWhiteModel1F`, or for `calibration_from_swaptions` below.
#### Attributes:
* `mean_reversion`: An instance of `PiecewiseConstant` function specifying the
mean-reversion parameter.
* `volatility`: An instance of `PiecewiseConstant` specifying the volatility
parameter.
## Methods
__eq__
```python
__eq__(
other
)
```
Method generated by attrs for class CalibrationResult.
__ge__
```python
__ge__(
other
)
```
Method generated by attrs for class CalibrationResult.
__gt__
```python
__gt__(
other
)
```
Method generated by attrs for class CalibrationResult.
__iter__
View source
```python
__iter__()
```
__le__
```python
__le__(
other
)
```
Method generated by attrs for class CalibrationResult.
__len__
View source
```python
__len__()
```
__lt__
```python
__lt__(
other
)
```
Method generated by attrs for class CalibrationResult.
__ne__
```python
__ne__(
other
)
```
Method generated by attrs for class CalibrationResult.