
Hi R user:

Does anyone know which library in R has function to 
estimate the parameters, alpha & Sigma, of Hull-White One-Factor 
Model ?

I'm coding pricing function in VBA for callable bond, yet
 need an alternative tool to validate my result.
I just know there is
 the same function for callable bond in RQuantLib Library. However, I 
can't find estimation function for Hull-White one-factor model.

thanks
 a lot.

Sincerely,
C. Chien 		 	   		  
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