# Calibrate an HJM model in a multicurve setup

I am a mathematician and I'm working on my thesis on Financial Mathematics.

I studied this model HJM in a multicurve setup:

$$\begin{cases} df(t,T)=a(t,T)dt+\sigma(t,T)dW_t & (\mbox{rik-free})\\ d\bar{f}(t,T)=\bar{a}(t,T)dt+\bar{\sigma}(t,T)dW_t &(\mbox{risk}) \end{cases}$$ where $$W_t$$ is $$d-$$dimensional and $$\sigma dW_t$$ and $$\bar{\sigma}dW_T$$ are scalar products.

After studied this model theoretically, I want do to somenthing pratical. After bootstrapped the zero curve and the swap curve how i can calibrate it? I can apply both drift conditions. I can suppose that the dimension is $$2$$. What I can do with FRA prices or any derivative prices that i can take from Bloomberg to calibrate the model? Suppose that the tenor $$\Delta$$ is fixed. Example 6 months.