Understanding What Is Displayed in the Swaption Forward Rates Page

By default, the Swaption Forward Rates page opens with the market data displayed for the current currency, trade date and market data cut-off set in the pricing page from which it was opened. The other settings, for example, the swaption expiries and swap terms displayed, and which rates are displayed and in which order, etc., come from the customize settings (for more information see Customizing the Market Data in the Swaptions Forward Rates Page & the Cap Term Structure Page ).

In the page itself you can control:

For which currency the volatility surface is displayed. Although by default this is taken from the pricing page from which this page was opened, but you can change it using the Currency dropdown list.

For which market data cut-off time the swaption forward rates are displayed.

By default this is taken from the pricing page from which this page was opened, but you can change it using the Cut Off dropdown list. For more information on this feature see Changing the Market Data Cut-off Time.