calibrate_swaption_vol
Calibrate a SABR swaption volatility cube by validating and forwarding pricing, curve, and surface request data to a QuantLib engine.
Instructions
Calibrate a SABR swaption cube (POST /calibrate-swaption-vol) from a raw
CalibrateSwaptionVolRequest body (pricing with a SwaptionSabrCalibrateSpec
surface, vol_id, discounting_curve_id, forwarding_curve_id). Validated
against the vendored spec, then forwarded; see the vol examples
(sabrcal_*) for complete bodies. summary selects the calibration block.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| body | Yes | ||
| request_id | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||