Sparse Impl Prices
Key _Sparse Impl Prices in Vol Curve refers to the table with the theoretical (i.e. implied by the calibrated SABR model) prices of the swaptions listed in _Sparse Mkt Swaptions, represented as an object of type Table
The dimensionality, structure and orientation of the table's axes can be configured through the key Implied Tables Config
Note, this table is generated ONLY IF Sparse Impl Prices? = true
All prices are calculated by assuming a volatility cube in accordance with the calibrated SABR parameters.
This means that the prices may do not axactly match the actual market prices that correspond to the input market vols defined in Vol Table
Note, this is generated as soon as the contents of a Vol Curve object are displayed, provided that Sparse Impl Prices? = true
For efficiency reasons this is never generated during the creation (but not display) of a Vol Curve object.
Note this key is prefixed by _, which indicates it is regarded as a read-only part of the object's data and therefore its associated value cannot be edited.
For that reason it does not appear as part of the input data.
It carries informational only value for the user and appears as part of its contents.
Also it completely depends on the remaining object contents and therefore is never part of the exported object's data.
