Vol Set


Key Vol Set in
Vol Curve refers to a set containing market volatility quotes that consists of 2 columns (set in any order).
Applicable when
Vol Input = Maturity or CapFlr ATM
Also applicable when
Vol Input = CapFlr Surface and also holds that Include ATM = true
Expects an object of type
Set with column titles chosen from the list below.
#Maturity
#Vol