Changing the Market Data Source in the Cap/Floor Volatility Surface

By default, the Cap/Floor Volatility Surface opens with your default market data source setting. This is set via the Settings window > Default Settings tab > Market Data Source dropdown list.

In the Volatility Surface you can always see which rates you are using, even if you only have one market data source. You see this via the Market Data Source dropdown list.

In addition, if you have access to multiple market data sources rates and you have permission to toggle between those sources, you can also manually change the market data source currently used for the page for the current session using the Market Data Source dropdown list.

In the Volatility Surface, even if you choose to use your own rate feed for the volatility surface, if any data needed for this page is missing from your rate feed, the system uses SD’s rates for those missing rates.

For more information see Changing the Market Data Source.

To change the market data source in the Cap/Floor Volatility Surface:

In the Cap/Floor Volatility Surface in the Market Data Source dropdown list select a different source. The page is updated using the data from the selected source.