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I am looking for implementation in R, VBA, C++, Python (or in any other programming language) of one-factor Hull-White short rate interest model according to the following article:

Hull J. and White A., "The General Hull-White Model and Super Calibration", Financial Analysts Journal, volume 57, issue 6.

Link:

https://www.cfapubs.org/doi/abs/10.2469/faj.v57.n6.2491

Is there any R package which covers model mentioned above?

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Learning Quantlib just for this implementation seems kinda like an overkill to me. But the RQuantlib Package could be very useful: https://cran.r-project.org/web/packages/RQuantLib/RQuantLib.pdf

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For C++, you may wish to have a look at what is done in Quantlib.

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