Hull-White Swaption Pricing: Calibration, Jamshidian Decomposition, and Trinomial Tree

Hull-White Swaption Pricing: Calibration, Jamshidian Decomposition, and Trinomial Tree: a task in skilltrainbench-public: skilltrainbench training tasks (Harbor dataset). Calibrate a one-factor Hull-White short-rate model to market caplet prices, then price European and Bermudan swaptions using…