USD swaption normal bpv

Posted by T. Nicolas Steinbach on Oct 20, 2014; 6:25pm
URL: http://quantlib.414.s1.nabble.com/USD-swaption-normal-bpv-tp15986.html

I have looked through several examples relating to Swaption pricing and have seen the use of log-vol only.

As the market today European and USD Swaptions in normal vol, I was curious if there was a way to specify these units in either a pricing engine or a model?

 

Any examples using QuantlibXL would be greatly appreciated?

 

Thanks in advance,

T. Nicolas

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