I haven't used quantlib anymore. I don't know quantlib. I look at this.

Hitry these pages on Bloomberg:1-IYC and find the Euro or US.2 and 3- SWYV

I'm calibrating the Hull-White 1-factor model. I have utilised the euro cap volatilities. I think my calibration is not good. Have anyone the estimation of the parameters at the 27/09/2007?Thanks.

Sorry, I seach the calibration using euro caps!!!!!!!

I'm calibrating the Hull-White 1-factor model. I have utilised the caps volatilities. I think my calibration is not good. Have anyone the estimation of the parameters at the 26/09/2007?Thanks a lot.

anyone knows some bloomberg pages to see the caps and floors or swaptions values (on euro)?

thanks, i'm seeing it. I will ask you if I don't understand somethink.

mutley, I haven't found it. In what date are you post your implementation?thanks a lot for your answer

thanks a lot. I will work with this.

<t>Hi,I want to valuate a coupon bond using a Hull-White one parameter trinomial tree with MATLAB. I need help with the estimation of the paramenters. I need the volatility and the parameter "a" (I don't know the name in english). What need I to estimate this?. I have the courve of zero rates. What ...

Then, how can I learn about the application of the models?

I have Hull and wilmott, but the problem is applicate these books, overall, the problem is the volatility, the smiling, how calculate it,... the application of the mettod.

I'm interested in valuate most of the financial products of the market.Do you recommend some books to learn it? I need to know how to valuate fixed income, derivatives,... how to calculate the volatility and correlation,... alls aspects.Thanks.

<t>I'm a bit lost.I don't speak english very well, and I'm reading the Hull book "options, futures,...", I'm in to 22'th chapter, I'm looking the Black's model for bond options. I have a similar problem than Slim. I want to find the bond vol. to calculate te price of a bond option. I don't understan...

I have found black article, thanks a lot.Before see it, what is the difference between black's volatility and ather volatilities?