The Hull-White model is a single-factor interest model used to price interest rate derivatives. The Hull-White model assumes that short rates have a normal distribution and that the short rates are subject to mean reversion. In its most generic formulation, it belongs to the class of no-arbitrage models that are able to fit today's term structure of interest rates. I compared Vasicek model and Hull White model, then calibrated Hull White model with Python. You are welcome to provide your comments and subscribe to my YouTube channel. https://www.youtube.com/channel/UCDxUc83FlolAz2CeYr155WQ The idea mainly came from http://gouthamanbalaraman.com/blog/short-interest-rate-model-calibration-quantlib.html