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From: <mad...@gm...> - 2022-09-30 09:18:34
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Hi all, Sorry, I sent the email in HTML format by mistake, so I send the same one in text format. I would like to calibrate G2++ model with some parameters (for example, correlation) fixed at some values. Is this possible by QuantLib Python? I found the similar e-mail in the archives, but I'm not clear and expect some updates in QuantLib Python since the e-mail was sent. Thank you, Kiichi |