I am very new to QuantLib and am trying to do Swaption Model calibration following the example here:http://gouthamanbalaraman.com/blog/short-interest-rate-model-calibration-quantlib.html
Appreciate if someone could help me with the following question:
what is model behind the implied volatility data as the input for calibration? On bloomberg there are black model and normal model. I am thinking is black model as the vol for normal model is generally much smaller.
How to feed in the term structure from the market and do the interpolation? Using Bloomberg I can get the discount factors and the zero rate for 1 week up to 50 years. How should I provide this data into the YieldTermStructureHandle function to construct my term structure?