Re: Estimate parameters of Hull-White single-factor model

Posted by Khanh Nguyen-4 on Apr 03, 2010; 3:21pm
URL: http://quantlib.414.s1.nabble.com/Estimate-parameters-of-Hull-White-single-factor-model-tp752p754.html

Thank you very much Marcin..

-k

> Use calibration helpers (caphelper or swaptionhelper). You can find an
> example in testsuite/shortratemodels.cpp.
>
> M.
>

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