CapFlr K Interp
Key CapFlr K Interp in CapFlr Vol Spec refers to a choice from the list Interp Method
Currently, only the elementsvariant_#21are allowed.
The entry here is optional, used only if Sparse CapFlr Vols = true and supplies the interpolation method with respect to the cap/floor strike as described in Sparse CapFlr Vols
If omitted, the default is Cubic
If the value here is Cubic, the assumed default Interpolation object equals that associated with Nat Cubic.