VolPickMdl
TYPE
Vol Crv Pick Model
Model[Vol Curve]
Model[Valuation]
Model[Market]
Model
Type
Vol Type
Black
Normal
Shifted Lognormal
Vol Log Shift
0
In parent: Model[Vol Curve]
Delta Mode
By Bucket
Flat
Alpha Shift
0
Beta Shift
0
Nu Shift
0
Rho Shift
0
In parent: Model[Valuation]
Delta Def
NPV Change
Ratio
Delta Shift
0
In parent: Model[Market]
ID
Modelled Market