How to get forward rate volatilities

Posted by amar singh on Oct 02, 2003; 12:41am
URL: http://quantlib.414.s1.nabble.com/How-to-get-forward-rate-volatilities-tp2700.html

Given SwaptionHelper and Termstructure objects calibrated using JamshidianSwaption on the HullWhite model(as mentioned in BermudanSwaption.cpp example ), how can I get the forward rate volatities for different points in the term structure? Or,is it an invalid question??

 

 

Thanks,

Amar

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