class HullWhiteOneFactorDataBundle extends StandardDiscountBondModelDataBundle {

  public double getReversionSpeed() {
    return _reversionSpeed;
  }

  public  HullWhiteOneFactorDataBundle(final YieldAndDiscountCurve shortRateCurve, final VolatilityCurve shortRateVolatilityCurve, final ZonedDateTime date, final double reversionSpeed);

}