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How to construct interest rate trinomial tree for Hull-White model using QuantLib and Python

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How to construct interest rate trinomial tree for Hull-White model using QuantLib and Python

Paul Symonds
Good evening

Would anyone be able to offer tips for how to construct trinomial trees with Quantlib using Python ?
>
> http://quant.stackexchange.com/q/32094/24026
>
>
> Regards
>
> Paul
>

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Re: How to construct interest rate trinomial tree for Hull-White model using QuantLib and Python

Luigi Ballabio
I see you got an answer on Stack Exchange. As I commented there, though, the low-level tree interfaces are not yet exported to Python. You can instantiate a Hull-White model, or any other model that uses a trinomial tree internally, and pass it to a pricing engine, but that's all.

Luigi


On Wed, Jan 25, 2017 at 8:18 PM Paul Symonds <[hidden email]> wrote:
Good evening

Would anyone be able to offer tips for how to construct trinomial trees with Quantlib using Python ?
>
> http://quant.stackexchange.com/q/32094/24026
>
>
> Regards
>
> Paul
>

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