HI,I wonder if any of you has experience in implementing time dependent Hull WHite model via a binomial tree which can full fill:1. Perfect fit initial curve2. multiple coterminal swaption prices (say, 1-into-14, 2-into-13, ... 5-into-20 etc) generated from the Hull White model (say, you have had a hull white model with known parameters at hand which has been calibrated to the market prices of those coterminal swaptions)I found that it is possible to calibrate to 1 swaption. But as a whole, the binomial tree, while being intended to approximate the Hull white model, depicts quite a biased pattern of coterminal swaption prices.For example, the true coterminal swaption prices under original hull white model may decrease in expiry while the tree ones are increasing.Many thanks,tw813