CapFlrVolSpec

TYPE
Include ATM
Sparse CapFlr Vols
Incl Missing CapFlrs
Optlet T Interp
-Define Time Interpolator
Optlet T Interpolator
Optlet K Interp
-Define Strike Interpolator
Optlet K Interpolator	Interp#13
Optlet Allow Extrap
Optlet T Extrap
Optlet K Extrap
Calendar	No
Date Bump	F
DayCount	ACT/365F
Instrument Type
Quote Type
CapFlr Vol Type
CapFlr Lognorm Shift	0
Flat First Period
SettleDays	0
-Custom Bootstrap
Bootstrap Spec	IterBS
Tolerance	1e-12
-Use Oi Term Model
OI Term Model