I'm exploring the SABR-LMM model. In particular, have been trying to study the effect of the parameters and their time evolution.
However, the data seems to be a major issue here. Prices for caps/floors or swaptions are hard to find. For instance, I have only been able to find ATM swaption vols.
Is it possible to do any calibration of this model using only Bloomberg data (or any database academics typically have access to?)