On Thu, Aug 7, 2008 at 11:35 PM, Siddharth Alexander <
[hidden email]> wrote:
> Hi- Is there a sample spreadsheet of how to build a swaptionvolcube with
> many, strikes, tenors, and skews?
No
> Where can I find the difference between
> SwaptionVolCube1 and SwaptionVolCube2?
SwaptionVolCube1 aimed to be a better implementation of
SwaptionVolCube2, but it was never really finished, because while
working on that I realized that a radically different approach was
needed. Stick with SwaptionVolCube2, at least until the new
experimental classes become fully functional
ciao -- Nando
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