Thanks for your response.In a next step I would like to estimate a, sigma and b which I would like to do by just having 1 interest curve as an input as I would like to keep it simple

<t>the tricky point is defining P(0,T), P(0,t). Are these the parameters that I would finally like to calculate which means the final discount factors of the bond.dlog P(0,t)/dt equals the Forwardrate F(0,t), thus can this also be calculated by bootstrapping and finally forward calculation of a simp...

<t>Hi,I'm currently struggeling with the problem that I don't know how to use the equation for bond prices in the HullWhite 1Factor Model.In Hull 2012 the bond function looks as the following:A(t,T) = P(0,T)/P(0,t)*EXP(-B(t,T)*dlogP(0;t)/dt-[sigma^2[EXP(-aT)-EXP(at)]^2*EXP(2at)-1]/(4a^3)I'm not sure...