Re : Hull White Tree
Posted by
keztenpens on
URL: http://quantlib.414.s1.nabble.com/Hull-White-Tree-tp5052p5053.html
Hi,
You have to perform a dynamic cast to the required type :
boost::shared_ptr<ShortRateTree> shortRateTree =
boost::dynamic_pointer_cast<<ShortRateTree>(hw->tree());
----- Message d'origine ----
De : Guowen Han <
[hidden email]>
À :
[hidden email]Envoyé le : Mercredi, 20 Septembre 2006, 5h47mn 43s
Objet : [Quantlib-users] Hull White Tree
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