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Does implied volatility of swap rates decreases both with start and tenor?

Given a Swaption price and a discount curve I calculate the swap_rate from the curve, then I define implied volatility as the volatility $V_{impl}$ such that the price returned by BS formula with spot = strike = swap_rate and volatility = $V_{impl}$ exactly matches the given swaption price.

I've seen such implied volatility decreasing both with tenor and with start. This surprises me.

I wonder if there is a good reason for that.

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If you are given a price for a particular swaption why are you later setting strike to something else? –  Brian B Oct 22 '13 at 14:18
@BrianB The price I'm given is the price of the option: the option on the swap. The strike I'm setting is a rate, I exercise if the rate at maturity (of the option) is above the strike (rate). –  jimifiki Oct 22 '13 at 14:46

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