Hello !
I am now working on the calculation of the CVA. To do this I need to make a Hull&White single factor model on Matlab that will enable me to compute the exposures. In HW model I have 10 dates and I simulate 100 trajectories and I had some questions:
1)is it normal if each trajectory is totally random and does not look like an interest rate curve ?
2)from my HW model, how do you suggest me to compute the exposures ?
Thank you very much !