Hello,
I would like to use the ProxyGreekEngine for the LMM. I am wondering,
if it is fully working already since the testsuite provides examples,
where the functionality is shown for a flat vol LMM model only and, in
fact, I tried to use it for non-flat models and I did not get
reasonable results. Before going too much into detail, I would like to
know if there is a chance to make it running - or if I am tilting at
windmills.
Thanks in advance,
Reik
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