Add rates model calibration to European swaption vols #44
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- Add calibration of time-homogenous parameters - Add calibration of piece-wise vol parameters
Codecov Report
@@ Coverage Diff @@
## main #44 +/- ##
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+ Coverage 98.92% 98.95% +0.03%
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Files 57 58 +1
Lines 2783 2871 +88
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+ Hits 2753 2841 +88
Misses 30 30
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This PR adds methods to calibrate interest rate models.