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Vol_Curve__Value_Type

Value Type refers to List of possible output types of the function Vol Curve::Implied Value
Available Value Type types:
Fwd Variance
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.
Fwd Vol
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.
Variance
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.
Vol
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.