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I am trying to price an exotic option that requires me to simulate 10 yr swap rates. I have calibrated a 1 factor HW model to swaption prices. However, my understanding is that the HW model describes the evolution of short rates. Is there any way or where can I read to find out more on how to convert my simulated short rates in every Monte Carlo path into the swap rate?

Thank you very much in advance for any advice.

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