1. Cash Flow Engine Reference Guide
  2. Cash Flow Dictionary
  3. Cash Flow Columns
  4. Option Volatility Surface (OPTION_VOL_IRC_CD)
  5. Data Verification Requirements and Suggested Defaults

8.2.95.3 Data Verification Requirements and Suggested Defaults

The assigned option volatility surface must match instrument currency and As-of-Date.The instrument must be adjustable-rate type in Investments, Mortgages, Borrowings, and Caps/Floors, and have valid rate options and valid risk-free interest rate assigned.