Hull White Tree

Posted by Guowen Han-2 on
URL: http://quantlib.414.s1.nabble.com/Hull-White-Tree-tp5052.html

Hi Group,

 

In the Hull White class, as of the document, the member function tree() returns a trinomial tree. However the prototype is boost::shared_ptr<NumericMethod>, it does not have member functions such as discount(), probability(). Can someone tell me how to access the trinomial tree structure?

 

Thanks.

 

Guowen