Swaption Model
Key Swaption Model of function Calibrate in GSR Modelrefers to an object of type Gaussian 1d Swaption Model containing various modelling assumptions relating to swaptions being used for calibration purposes.
Key Swaption Model of function Calibrate in GSR Modelrefers to an object of type Gaussian 1d Swaption Model containing various modelling assumptions relating to swaptions being used for calibration purposes.