Re: [Quantlib-users] Time dependent volatility parameter

[Luigi B. <lui...@gm...>]

Hello,
    there's a GeneralizedHullWhite class
in ql/experimental/shortrate/generalizedhullwhite.hpp that can take a
series of dates and volatilities, but it's not much tested.

Luigi


On Sun, Apr 4, 2021 at 9:11 AM Hitesh Kapoor <hhi...@gm...>
wrote:

> Hi Quantlib Users,
>
> Is it possible to obtain time dependent volatility parameter
> in HW1F calibration using Quantlib.
>
> Thanks,
> _______________________________________________
> QuantLib-users mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>