I am a quantitative finance student and I am currently focusing on interest rate models. In that regard, I was trying to implement the interest rate trinomial tree following the Generalized Hull-White model, from the 2017 paper by Hull and White (see: http://www-2.rotman.utoronto.ca/~hull/downloadablepublications/TreeExtension.pdf , the example in paragraph 5 in particular). In the paper itself the model is implemented manually with a three-period example, however I am trying to make it work for more periods.
Does anyone have any piece of code which implements or tries to replicate the GHW interest rate trinomial tree? It would also work if you have anything for the classical Hull-White model (1994). Thanks in advance for your help.