hi here I give simple example in python how to price swap for N scenarios using hull white model .

http://www.pricederivatives.com/en/derivatives-cva-example-monte-carlo-python/



On Sun, Mar 9, 2014 at 10:13 PM, andrnev <neville.andrade@yahoo.com> wrote:
I'm interested in this too.



--
View this message in context: http://quantlib.10058.n7.nabble.com/CVA-Modelling-for-counter-party-credit-Risk-in-quantlib-tp15051p15054.html
Sent from the quantlib-users mailing list archive at Nabble.com.

------------------------------------------------------------------------------
Subversion Kills Productivity. Get off Subversion & Make the Move to Perforce.
With Perforce, you get hassle-free workflows. Merge that actually works.
Faster operations. Version large binaries.  Built-in WAN optimization and the
freedom to use Git, Perforce or both. Make the move to Perforce.
http://pubads.g.doubleclick.net/gampad/clk?id=122218951&iu=/4140/ostg.clktrk
_______________________________________________
QuantLib-users mailing list
QuantLib-users@lists.sourceforge.net
https://lists.sourceforge.net/lists/listinfo/quantlib-users




--

Regards,
Alex