- Joined
- 12/16/14
- Messages
- 3
- Points
- 11
Hello, I am an actuarial science student and I am currently stuck with the coding part of my model. I am pricing swaptions using the Hull WHite trinomial tree using matlab. I have been able to code the hull white trinomial tree for a simple option but I am truly very stuck with adjusting for the swaption.
Someone who is known to MATLAB or R please help me.
However, I do have a code I got on a forum for swaption pricing but it is in c++ but I don't know this language. Moreover, a friend of mine tried to decode it and it was found that the c++ code makes reference to other classes (data types and functions) that are implemented somewhere else, so we can't know what's happening in those functions or whether they are relevant to your goal.
Please help me
This thesis is very important for upgrading my grade.
Someone who is known to MATLAB or R please help me.
However, I do have a code I got on a forum for swaption pricing but it is in c++ but I don't know this language. Moreover, a friend of mine tried to decode it and it was found that the c++ code makes reference to other classes (data types and functions) that are implemented somewhere else, so we can't know what's happening in those functions or whether they are relevant to your goal.
Please help me
This thesis is very important for upgrading my grade.
