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write_cap_vol

Function write_cap_vol 

fn write_cap_vol(
    f: &mut Formatter<'_>,
    currency: Currency,
    expiry_bp: u32,
    tenor_bp: u32,
    strike_bp: Option<i32>,
) -> Result
Expand description

A cap vol node’s label: "cap vol CCY 1y x 0.25y", with @ 3% where the surface carries a strike column.