Interp Missing Vols
Key Interp Missing Vols in Vol Curve refers to an optional Boolean that may be used to replace any empty vol cells in the table supplied through the key Vol Table with their interpolated values.
Set to TRUE to apply bilinear interpolation for implying the values with which to replace any missing original vol data.
Set to FALSE to retain such missing data.
If omitted, default is FALSE so that the time consuming interpolation routine is avoided in not needed.
