[Quantlib-users] swaption code

[Selvyr . <se...@ho...>]

Hi,

I'm trying to get some figures out of the quantlib libraries so that I can 
test the efficiency of running some genetic programs to predict results. I 
mainly code in java and do not have any real c++ experience. I've had a look 
through the mailing list and the bermuda swaption example code that comes 
with quantlib but have not quite figured out how to get the figures I am 
after. I have 4 files of data -

a rates yield curve with 25 entries of this format
MM.USD.LIBOR.ON.T3750	Yield	3.9 up to 
Swap.30Y.USD.LIBOR.6M/6M.T3750	Yield	5.25

500 days worth of shifts of this format
Days	US.USD.ISZ 1D	US.USD.ISZ 2D	US.USD.ISZ 7D
23/09/03	1.02	1.02	1.01

a volsurface with all the entries as 10 like this
SWAPTION.USD.Rec.1M.5Y.LIBOR.3M.T3750.R0.0	Yield	10

and vol shifts for 500 days as
Date	US.USD.ISO 1M.*.2Y	US.USD.ISO 1M.*.5Y	US.USD.ISO 1M.*.10Y
23/09/03	1.02	1.03	1.03

I was wondering if someone could let me know whether it would be reasonably 
straightforward to get market prices for the 500 days using the hull-white 
(analytic or numerical) models and if possible I would really be grateful if 
someone could show me some example code I could use for this. I run ubuntu 
and have installed the quantlib and boost libraries and can run the examples 
in quantlib fine. If I am trying to do something completely wrong please let 
me know because I only have a basic knowledge of finance and might be trying 
to obtain something impossible from the data I have.

Many thanks,

Selvyr

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