## GSR Model

**is a direct subtype of Gaussian 1d Model with functions GSR Model Functions, keys GSR Model keys and example object GSRmdl that represents a one factor gaussian interest rate model whereby the short rate follows the Hull White model as implemented in the formula (10.14) of the book "Interest Rate Modeling. Volume 2: Term Structure Models" written by Leif B. G. Andersen and Vladimir V. Piterbarg**

*GSR Model*Web reference available here

Both reversion and volatility are piecewise constant.

Calibration is possible through the function described below.

The formulation is in forward measure