Re: [Quantlib-users] Callable bonds and HW model question

[Josh C. <jo...@rq...>]

Hi El Yousfi,
Just for #1. You can take look at below link. 
http://gouthamanbalaraman.com/blog/short-interest-rate-model-calibration-quantlib.html

On Wed, Jun 22, 2022, at 18:20, El Yousfi Fahd wrote:
> Hello,
> I am new to Quantlib, and I am trying to evaluate callable bonds and I am using the HW 1 factor model for short rates.
> for now i calibrate the model using swaptions volatilities
> and I have some questions:
>  1 - can I calibrate the model using swaption prices? If yes can you show me an example or guide me? I'm using python
> 2 - is the HW model good in this case or should i switch to another model? I tried the 2 factor model but for some reason it gives me an error when I use the Function callableBond.OAS()
> any kind of help would be appreciated
> thank you
> 
> 
> 
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Josh Chien
Einstein's law of modeling says "Make it as simple as possible, but not simpler."