Source of test data ? #209
suhasghorp
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Is it possible to mention the source of the test data that is used in testing various models or jupyter notebooks? For example, I am looking at Equity Vol Surface SVI parametrization notebook and there are strikes/expiry/market vol quotes but I do not know which book or paper or actual market (Bloomberg terminal) this data came from. It would be beneficial to learn the source and maybe compare the model results to the original source. Thank you.
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