Optlet T Extrap


Key Optlet T Extrap in
CapFlr Vol Spec refers to a choice from the list Extrap Method
The entry here is optional and supplies the extrapolation 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
As Per Interp