Cut off Strike
Key Cut off Strike in SABR Model refers to a technical cut off level used by QuantLib for avoiding having too small swaption strikes.
If absent, it is set by default to 0.0001.
Key Cut off Strike in SABR Model refers to a technical cut off level used by QuantLib for avoiding having too small swaption strikes.
If absent, it is set by default to 0.0001.