HW Interest Rates sctructure scenario generation

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Alexander
Alexander 2012-5-26
Hi All, Suppose I have an initial term structure for a currency and parameters for HW model (2 parameter HW model). I want to generate scenarios where at each time node I have the whole structure of interest rate but not only the short rate. How can I do so? The next question would be if I have several currencies how could I get both of IR and FX rates generated in each scenario?
Thank you in advance, Alexander

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