template class xf::fintech::internal::HullWhitePathGenΒΆ
#include "path_generator.hpp"
template < typename DT, int SampNum > class HullWhitePathGen // fields static const int OutN DT alpha DT theta DT sigma DT r0 DT singlePeriod DT rateBuffer[SampNum] DT drift_factor1 DT drift_factor2 DT volatility