Vanilla Swaption Price Table Info
In the Vanilla Swaption case, the table may have up to 3 dimensions that span respectively the at-the-money underlying swap rate spread, expiry and underlying tenor of the involved swaptions.
In the Vanilla Swaption case, the table may have up to 3 dimensions that span respectively the at-the-money underlying swap rate spread, expiry and underlying tenor of the involved swaptions.