Swaption volatility cube 1

Hello,
I am trying to implement the swaption volatility cube using qlswaptionvolcube1
(SABR interpolation) but I have some doubt about the meaning of 2 parameters:

The first parameter is the <forward> into the function qlSABRInterpolation:
does it refer to the swap length?

The second parameter is the <guess>  into the function qlSwaptionVolCube1 : is
this the matrix of alpha,beta,nu,rho parameters for each triplet option tenor /
swap length /strike spread)?

thanks in advance
Paolo

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[Peter Caspers]

<forward> think it is the forward swap rate corresponding to the swaption
<guess> (alpha,beta,nu,rho) for each option tenor / swap length, i.e. for
each single smile
best, Peter



                                                                           
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                    an                  volatility cube 1                  
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Hello,
I am trying to implement the swaption volatility cube using
qlswaptionvolcube1
(SABR interpolation) but I have some doubt about the meaning of 2
parameters:

The first parameter is the <forward> into the function qlSABRInterpolation:

does it refer to the swap length?

The second parameter is the <guess>  into the function qlSwaptionVolCube1 :
is
this the matrix of alpha,beta,nu,rho parameters for each triplet option
tenor /
swap length /strike spread)?

thanks in advance
Paolo

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