On Aug 6, 2008, at 9:42 PM, Li, Peter wrote:
> Is the TrinomialTree in TrinomialTree.cpp the same as well-known
> Hull-White TrinomialTree?
> If different, any reference?
Peter,
apologies for the delay (vacations and all that.)
TrinomialTree is a generic trinomial tree (i.e., three children per
node.) Hull-White is a particular kind of trinomial tree, and in fact
the HullWhite class uses the TrinomialTree class for creating a tree
by feeding it its specific dynamics (see the HullWhite::tree method.)
Luigi
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