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Calibrate instantaneous correlation between forward rates.

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KJ77
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Calibrate instantaneous correlation between forward rates.

KJ77
Hi quantlib-users,

 While I'm doing calibration of 'Libor Market Model' using QuantLibXL, I can calibrate instantaneous volatility of forward rate using 'qlAbcdCalibration()' function. However I can not find exact function for calibrating correlation between forward rates.

 Could you let me know the function I'm looking for OR relative method?

Thanks,
Jin
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