Implied Tables Config
Key Implied Tables Config in Vol Curve refers to an optional text that defines the structure of the various reported 3-dim tables in the sense of the ordering and orientation of the three axes spanning the option expiries, swap maturities and strikes.
The text must be formatted according to the rules that apply for the key New_Axes in the function Rearrange.
If omitted, the default is:
AtmSpread+Expiry,SwapMat
If the text is formed using integers instead of titles to represent the table axes, the following correspondence holds:
1 → #AtmSpread
2 → #Expiry
3 → #SwapMat
