Vol_Curve__Value_Type

Available

The returned value represents the forward (at-the-money) Black variance for the given forward time, maturity and strike.

This type is not available for caps, swaptions and inflation options.

The returned value represents the forward (at-the-money) Black volatility for the given forward time, maturity and strike.

This type is not available for caps, swaptions and inflation options.

The returned value represents the spot total variance for the given maturity and strike.

In the case of swaption vol curve, the tenor of the underlying swap must be also specified.

In the case of inflation vol curve, the observation lag of the curve is assumed if not explicitly given.

The returned value represents the spot volatility for the given maturity and strike.

In the case of swaption vol curve, the tenor of the underlying swap must be also specified.

In the case of inflation vol curve, the observation lag of the curve is assumed if not explicitly given.