trinomal implementation

Posted by Guowen Han on
URL: http://quantlib.414.s1.nabble.com/trinomal-implementation-tp3855.html


Hi, all;

I am currently studing the Hull-White trinomial implementation in QuantLib. I have two questtions regarding this.
1. The trinomial implementation does not follow HW's tree-building procedure, is there any background theory for this?
2. Current implementation is suspicious when  "isPositive = true". It only cuts off the negative portion of the tree without using three different branching methods.


Thanks.

Guowen