Help needed in Swpation vols->Forward vols.

[amar singh]

I am trying to calculate forward rate volatility term structure, using the swaption voaltilities as given in file BermudanSwaption.cpp

Problem I get is, they seem to oscillate . Can someone please help and point where I am doing wrong?

Following is the forward rate voaltility I get:

i=0     0.215843
i=1     0.00816725
i=2     0.246151
i=3     0.0157046
i=4     0.0408067
i=5     0.125183
i=6     0.041791
i=7     0.0364067
i=8     0.0351871
i=9     0.199203
i=10     0.510105
i=11     0.040063
i=12     0.0508637
i=13     0.225536
i=14     0.284024
i=15     0.424684
i=16     0.0289657
i=17     0.0199317
i=18     0.159532
i=19     0.00558309
i=20     0.620033
i=21     0.281776
i=22     0.695902
i=23     0.0262417
i=24     0.84363
i=25     0.0273893
i=26     1.308

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