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Hull White in Quantlib (build tree)

Posted: July 22nd, 2015, 3:00 am
by ksmchan
Hi all,How can I use Quantlib to print out each tree node value and probability for my Hull White trinomial tree? Thanks.Kevin

Hull White in Quantlib (build tree)

Posted: July 22nd, 2015, 3:08 am
by ksmchan
The following is my HullWhite definition:TimeGrid grid(times.begin(), times.end(), 30);boost::shared_ptr<HullWhite> modelHW(new HullWhite(yieldCurve));Thanks for help

Hull White in Quantlib (build tree)

Posted: July 22nd, 2015, 8:18 am
by ksmchan
I tried to write the following, but seems fail, any idea? ThanksTrinomialTree hwTree = modelHW->tree;cout << hwTree.size(0);Kevin