Re: [Quantlib-users] Calibration classes for G2 model parameters on SwaptionHelpers

[Luigi B. <lui...@gm...>]

Hello,
    see Examples/BermudanSwaption/BermudanSwaption.cpp.

Luigi


On Fri, Jul 3, 2020 at 2:50 PM Amine Ifri <ami...@gm...> wrote:

> Hi all,
>
> Looking to calibrate model parameters of a G2 model for rates on a set of
> swaption volatilities, is there a class in QuantLib that does just that, or
> does one need to write it from scratch?
>
> Thanks,
> Amine
>
>