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write_rate_vol

Function write_rate_vol 

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

A swaption vol node’s label: "rate vol CCY 1y x 5y", with @ +25bp where the surface carries a smile column.