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answered How to build the short end of a zero coupon curve for non-core Eurozone countries?
Jun
20
comment Free data on swap options
The series USSN0C2 is the atm vol (bps) for the normally distributed interest rate model. The Black or lognormal interest rate model vol is in USSV0C2. You can mine the rest of the atm grid by varying xxY in USS[VN]xxY.
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