The tool to calibrate HJM (correlation and volatility term structure)
parameters. Details of the calibration procedure are explained in
HJM Calibration article.
If you need help with model inputs or if you have other questions,
please contact us at:
Data table with historical forward price curves. First two elements of each
row are dates (in Excel format): mark date and month which represents prompt
month. The rest of the numbers in the row - forward prices, starting with
prompt month. The rows should be in increasing mark date order.