Vol

The column titled #Vol in the table associated with the key Vol Setis mandatory and contains elements of type Number.
Each element represents the Black volatility quote for the corresponding maturity.
In formal terms, the underlying assumption is that the underlying quantity Q (stock price, fx rate or something else) starts at time t = 0 with some known initial value Q₀ (referred to as spot price) and thereafter is diffused according to a lognormal process
The vol here equals the standard deviation of the terminal distribution divided by t¹ᐟ²

Regarding the maturities that do not appear in the #Maturity column, a separately supplied user-defined interpolation scheme must be provided through the key Interp Method and applied on the variance (not on the vol!).
Since the variance can never be negative, an error will be issued if the vol is required on a time that leads to a negative interpolated value for the variance.
Also note that since the initial variance is always zero, such an interpolation cannot be log based, since the logarithm of the initial zero value does not exist.