I implemented the Hull White one factor model in Monte Carlo simulation, and got the short rate on each node (time step =1month). my question is how to get the forward rate from the short rate? I am using the formula for zero coupon bond P(t,T)=A(t,T)*EXP(−B(t,T)*rt) (J.Hull's book), P(t,T) can be the discount factor between t and t+ 1month and then can be converted into a 1 month forward rate. To get a 3 month forward rate, I integrated those three 1month forward rate and then added a 1month-3month spread to obtain the simulated 3 month forward rate. can anyone advice if this approach is reasonable? The claims in contingent on 3month libor, for now I am just assume single curve. Thanks!