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From: K Y <mad...@gm...> - 2024-04-15 06:22:30
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Hi all, When calibrating a short rate model, say a G2 model, is there a way to fix some parameters to specific values and calibrate only the remaining parameters? I have asked this same question before, but I am not confident that I communicated it well, so I will ask it again. Thank you, Kiichi |