%% Create a hwv Object
% The Hull-White/Vasicek (HWV) short rate class derives directly from SDE with mean-reverting drift (that is, SDEMRD): $d{X_t} = S(t)[L(t) - {X_t}]dt + V(t)d{W_t}.
% Create an hwv object to represent the model: $d{X_t} = 0.2(0.1 - {X_t})dt + 0.05d{W_t}.

obj = hwv(0.2, 0.1, 0.05)  % (Speed, Level, Sigma)

% Copyright 2012 The MathWorks, Inc.