CapFlr Interp2D


Key CapFlr Interp2D in
CapFlr Vol Spec refers to a choice from the list Interp2D Method
The entry here is optional and supplies a two-dimensional interpolation method to be used in the calculation of the missing cap/floor vols, as described in
Incl Missing CapFlrs
Currently, only the elements
variant_#19are allowed.
It applies only if
Sparse CapFlr Vols = false and Incl Missing CapFlrs = true
If omitted, the default is
Bicubic