Sparse Mkt Swaptions
Key _Sparse Mkt Swaptions in Vol Curve refers to the table with the swaptions that correspond to the market strikes, option expiries and swap tenors, 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 Mkt Swaptions? = true
The swaptions are represented as objects of type Vanilla Swaption - that correspond to the market strikes, option expiries and swap tenors.
Note, this is generated as soon as the contents of a Vol Curve object are displayed, provided that Sparse Mkt Swaptions? = true
For efficiency reasons this is never generated during the creation of a Vol Curve object as long as the object's contents are not displayed.
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.
