Calibration Fit
Key _Calibration Fit in GSR Model refers to a table containing the result of the calibration.
Expects an object of type Set consisting of 5 columns (set in any order) with the following titles:
#Swaption
#Market Vol
#Market Price
#Model Price
#Relative Error
Each entry in the #Relative Error column is the ratio |mdl-mkt|/mkt, where mdl is the corresponding entry under #Model Price and mkt the one under #Market Price
Note this key is prefixed by _, which indicates it is regarded as a read-only part of the object's data and therefore its associated value cannot be edited.
For that reason it does not appear as part of the input data.
It carries informational only value for the user and appears as part of its contents.
Also it completely depends on the remaining object contents and therefore is never part of the exported object's data.
