Hi, what is the correct use of shortSwapIndexBase and swapIndexBase in the
swaption volatility cube classes?
For swap lenghts leq the tenor of the short index this index is used to
calculate atm, for all longer tenors the other index is used (no matter
what tenor is specified for this)?
Is that all one has to keep in mind or is there more to these two indices?
Thank you a lot, best regards, Peter
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