Markets

This section is the reference for each market's conventions and quoted vol surfaces. Its convention tables are printed from the library's registries on every build, so they cannot drift from the release. Product pages link here instead of restating a convention. For how a vol surface is quoted and read, start with How vol surfaces work.

Pages

Page	What it covers
How vol surfaces work	the FX smile and its quotes, placing nodes by delta, total variance across expiry, rate grids, normal and lognormal vols, strike axes
rates-conventions	overnight, term and price indices; overnight swap conventions; every rates template
fx-conventions	FX swap and cross-currency swap templates
non-deliverable-conventions	NDF, NDS and NDO templates
bond-conventions	bond and bond future option templates
credit-conventions	CDS and total return swap templates
repo-conventions	general-collateral repo templates
rate-vol-surface	the grid, smile and cube constructors, the read, strike axes, pinning on a market
fx-vol-surface	the surface constructor, smiles from three quotes, reads by quote, strike and delta, smile scenarios

Common tasks

You want to	Go to
look up an overnight index's day count and lag	rates-conventions
see which NDF markets are registered	non-deliverable-conventions
read a swaption vol between quotes	rate-vol-surface
turn an FX delta into a strike	fx-vol-surface
price an FX option from a delta quote	Price an FX option from a delta quote