Using Short Rate Models in XL

[newbie73]

Is it possible to use an instance of the HullWhite Short Rate model to calculate theoretical forward rates and discount factors?  I've tried unsuccesfully to do this using the functions which call for a TermStructure object.

The idea is to use the Short Rate models to create theoretical yield curves that can be plotted for analysis and it seemed that the HullWhite model was the easiest to start with.  Any pointers will be greatly appreciated.

Thanks!

- Luis