Re: How to construct interest rate trinomial tree for Hull-White model using QuantLib and Python

Posted by Luigi Ballabio on Jan 27, 2017; 9:13am
URL: http://quantlib.414.s1.nabble.com/How-to-construct-interest-rate-trinomial-tree-for-Hull-White-model-using-QuantLib-and-Python-tp17996p18033.html

I see you got an answer on Stack Exchange. As I commented there, though, the low-level tree interfaces are not yet exported to Python. You can instantiate a Hull-White model, or any other model that uses a trinomial tree internally, and pass it to a pricing engine, but that's all.

Luigi

On Wed, Jan 25, 2017 at 8:18 PM Paul Symonds <[hidden email]> wrote:

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
>

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