Hello,I have implemented the Hull and White model [Valuation of a CDO and an nth to Default CDS Without Monte Carlo Simulation]...I have used a 30 point Gaussian Quadrature for numerical integration. As you would see from the results below, except for the equity tranche, the results for other tranches look fairly accurate. I am not sure if this is due to the numerical integration technique. I'll really appreciate any ideas/hints.Hull and White Implementation Results [correlation 0.40]-------------------------------------------------equity : 26.3 %mezz 4 : 4.34 % mezz 3 : 2.27 % mezz 2 : 1.16 %mezz 1 : 0.35 %My Implementation Results [correlation 0.40]----------------------------------equity : 23.87 % mezz 4 : 4.39 % mezz 3 : 2.25 % mezz 2 : 1.22 %mezz 1 : 0.35 %Thanks,Tarun Makhija