<t>Hi all,I would like to build a Hull White tree using Quantlib and I have implement the following C++ code:*************************************************************************************boost::shared_ptr<Exercise> bermudanExercise(new BermudanExercise(bermudanDates));Swaption bermudanSwaptio...

I tried to write the following, but seems fail, any idea? ThanksTrinomialTree hwTree = modelHW->tree;cout << hwTree.size(0);Kevin

The following is my HullWhite definition:TimeGrid grid(times.begin(), times.end(), 30);boost::shared_ptr<HullWhite> modelHW(new HullWhite(yieldCurve));Thanks for help

Hi all,How can I use Quantlib to print out each tree node value and probability for my Hull White trinomial tree? Thanks.Kevin

Hi all,For basis swap, say USD libor 1m vs 3m, should I apply the 1x3 basis spread in the discount curve for valuation?Similar case for currency basis swap, say USD 3m libor vs JPY 3m libor, should I apply the currency basis spread in the discount curve for valuation?Thanks for help.Kevin

<t>Hi all, I use the Bloomberg function "SWPM -ASW" to calculate the credit spread of a bond. Within this page, it allows me to choose receive fixed or receive float for calculation and both will get different result. Which one I should choose in order to calculate the credit spread correctly?Also w...