ORE-Python - Model Calibration Errors Report Output for calibration #299
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benedicttan88
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Does anyone know how to output the model calibration report/errors in ORE Python?
In the userguide, if we set calibration= Y:
I only see outputs of model calibrated parameters, but not the individual instrument pricing error. Is there a way to view in in ORE Python?
Output of calibration:
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