[Quantlib-users] Calibration short rate models

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Hi,
It seems to be common practice to use a flat forward rate when calibrating the short rate models using QuantLib (example<https://github.com/lballabio/QuantLib/blob/940a3b4db517ebae000e968875e7d0483ac901a4/test-suite/shortratemodels.cpp>). What is the explanation for that? Is there any rationale for choosing a specific forward term? Using the full term structure yields quite different results. I am a bit confused. Thanks