calibrate_swaption_model
Calibrate a Hull-White model to swaption volatilities, returning fitted parameters, RMSE, and helper count for pricing and risk analysis.
Instructions
Calibrate a Hull-White model to swaption vols (POST /calibrate-swaption-model)
from a raw CalibrateSwaptionModelRequest body (pricing with a
SwaptionModelSpec in Calibrate mode and its hw_calibration block,
model_id). Validated, then forwarded; see the hwcal_* examples.
summary: hw_a, hw_sigma, rmse, num_helpers.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| body | Yes | ||
| request_id | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||