@frolloos It is true that I am aggressive in my answers to that person only , the reasons is that it is not his first attempt, take a look at his other answers, and how condescending he is. In this forum, we can see very good quality posts from guys who never behave like him.
Is he acting that way to fill in the gaps in his knowledge ? Yes he can impress graduate students, with the big words in his 2-word answers, but he must keep in mind that we are not all newbies, and I could tell just by reading his answers that he is a fraud. I already explained why in that particular question.
True, we are all one-liners when the question is relatively obvious as we expect the OP to finish the job, but in his case, how can you finish the job when his words are crap but the guy does not even try to understand or even ask clarifications? I am honestly fine with cockiness if the guy actually delivers
Back to the subject, rate practitioners would have pinpoint right away the legitimacy of my question. In the short-term rate market, rate vols are usually extracted from Eurodollar options. The issue is that Eurodollar options are American but not margined (@frolloos, that is why the opengamma paper is not practical, true that in the case of a margined options, there is no funding, hence no american features), therefore, if one uses SABR+Black/Bachelier, and price Eurodollar options as Europeans, the model parameters will capture more vols than it is supposed to do. Worse, the lending/funding rate may have an impact on your exercise decision as @agnoatto mentioned.
Now, with what I have said how can someone take a guy seriously when he says "Dupire callibrated to Europeans" then "As far as I know models should be calibrated." So again, move away.