How to construct interest rate trinomial tree for Hull-White model using QuantLib and Python
Posted by
Paul Symonds on
Jan 25, 2017; 5:42pm
URL: http://quantlib.414.s1.nabble.com/How-to-construct-interest-rate-trinomial-tree-for-Hull-White-model-using-QuantLib-and-Python-tp17996.html
Good evening
Would anyone be able to offer tips for how to construct trinomial trees with Quantlib using Python ?
>
>
http://quant.stackexchange.com/q/32094/24026>
>
> Regards
>
> Paul
>
------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, SlashDot.org!
http://sdm.link/slashdot_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users