Hi,I have implemented a BDT model according to the Clewlow and Strickland book. It prices the bond option correctly that are detailed in this book. (low number of steps)However when I compare the price produced by my BDT model to market european swaption/caplet prices (getting prices using Black's model and market vols) i need a significantly higher vol (approx 2%) in the BDT tree than the market quotes to match the prices. (across a range of swaptions into the same swap although more marked at the near end)Does anyone have any references to any papers that give information (values) for options (bond/caplets/swaptions) priced using the BDT framework with a larger number of times (say 100+). I just want to check my implementation.Thanks in advance.Seant