Optlet K Interp
Key Optlet K Interp in CapFlr Vol Spec refers to a choice from the list Interp Method
Currently, only the elementsvariant_#22are allowed.
The entry here is optional and supplies the interpolation method with respect to the optionlet (i.e. caplet and floorlet) expiry time that is required during the optionlet vol bootstrapping process as described in CapFlr Vol Spec
If omitted, the default is Cubic
The following interpolation methods require additional specifications that are defined in an object of type Interpolation that is optionally supplied through the key Optlet K Interpolator
variant_#23
If the value here is Cubic and the Interpolation is not supplied, the assumed default Interpolation object equals that associated with Nat Cubic.