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Recently I would like to look for excel template of hull white one-factor calibration model using swaption data for my urgent task? However, it seems that I cannot find suitable one in the web.

Please kindly advise whether there are hull white one-factor calibration excel template in the web. Is there any implementation note of hull white one-factor calibration excel template downloaded in the web?

Thanks...

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I'm giving no assurance that this model is rigorous/functional. It also appears that time steps are severely limited.

In general, though, the only way to ensure that something is created well is to create it yourself. I have been burned by canned functions/models in the past, so I avoid them whenever able or if I'm doing anything that is actually important.

http://www.anandgoel.org/Interest%20Rate%20Trees%20and%20Valuation.xlsm

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