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- RuntimeError: less functions (1) than available variables (5)
- modelG2=G2(spot_curve_handle,0.1,0.01,0.1,0.01,-0.75)
- engine =TreeSwaptionEngine(modelG2,25)
- swaptions= create_swaption_helpers(data, index, spot_curve_handle, engine)
- optimization_method = LevenbergMarquardt(1.0e-8,1.0e-8,1.0e-8)
- end_criteria = EndCriteria(1000, 100, 1e-6, 1e-8, 1e-8)
- modelG2.calibrate(swaptions, optimization_method, end_criteria, NoConstraint(), [], [False,False,False,False,False])
- NameError: name 'G2Process' is not defined:
- G2_process = G2Process(spot_curve_handle,a, sigma, b, eta, rho):
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