Hull White Process MonteCarlo

Posted by LE Ruiqi on Jun 24, 2004; 4:26am
URL: http://quantlib.414.s1.nabble.com/Hull-White-Process-MonteCarlo-tp3028.html

Hi All,
I found that there is no dircet way to monte carlo the sequence of short rate for HW model in quantlib,
remember that r =x + Phi (where r is short rate, x is the Ulenbeck Process, Phi is the parameter fitting )
then :
1)I monte carlo the Ulenbeck Process at first, where x + = path.drift()[i] + path.diffusion()[i]; ( but i found that in quantlib asset * =Exp(drift()[i]+diffusion()[i]), am I wrong????  
2) add the Phi to x, then derive the r sequence;

but unfortunately, i use the short rate r to price the put option on zero bond, and found that the relative price error is about 10%, which is much high.
so can someone tell me how to monte carlo the short rate process?

thx

Ruiqi