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I've been hacking around the G2++ code, and have managed to get it up and
running.
Has anyone else looked into this?
Am I duplicating others' efforts?
If not, could someone be able to supply me with the yield curve numbers as
used in Brigo and Mercurio's book (I have the book, but would like the actual
numbers) so that I can confirm the model against their numbers?
Mike
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