Financial Toolkit : Distribution Of Price Of Zero Coupon Bond Using Hull White Model

Input
No of steps No of trials
Initial zero (spot rate) curve
Year 0 1 2 3 4 5 6 7 8 9 10
Interest rates in %
Zero coupon bond
Valuation date in yrs Maturity date
Note : step size = valuation date/(no of steps). The spot rate at time 0 is the short rate at time 0.