المدربThe flat volatility of a cap is the single volatility at which the sum of its caplets’ prices equals the cap’s price. A caplet volatility is the volatility of one caplet, a function of its fixing date (and strike); the caplet volatilities of all caps of one strike form a single term structure.
Quantitative Finance · المسرد
ما معنى Flat volatility, caplet volatility؟
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