[Quantlib-users] Two factor model

[philippe h. <pha...@ma...>]

Is there any QL 2 factor rate model implementation that has been exposed to Python? I am working on a CMBS Pool OAS model and need the ability to de-correlate short rates and long rates. 
But I would also need a calibration module to swaption vols and some way to calibrate the correlation parameters to match correlation matrices or rate changes by tenors.

Please let me know.

Regards

Philippe Hatstadt
+1-203-252-0408