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Swaption Cube Object #16

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domokane opened this issue Oct 1, 2020 · 0 comments
Open

Swaption Cube Object #16

domokane opened this issue Oct 1, 2020 · 0 comments
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enhancement New feature or request Finance Quant

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@domokane
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domokane commented Oct 1, 2020

Create an object to store volatility by start tenor, swap tenor and strike
Also does interpolation.
@domokane domokane added enhancement New feature or request Finance Quant labels Oct 1, 2020
FergalOK added a commit to FergalOK/FinancePy that referenced this issue Dec 30, 2020
@FergalOK
Merged in develop/user-guide (pull request domokane#16)
ee90de0 
Fix miscellaneous problems with `makeUserGuide`

Approved-by: Dominic O'Kane
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