Matching results between HW tree and simulation models

Posted by Rakesh on Mar 23, 2015; 4:59pm
URL: http://quantlib.414.s1.nabble.com/Matching-results-between-HW-tree-and-simulation-models-tp16399.html

Folks -

 I would assume that the Hull-white tree (or lattice) based model and the
HW simulation model should be equivalent.

Would that be an incorrect assumption in the context of QuantLib?

Rakesh



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