This is my first question here and I hope that my question is appropriate.
I have some data about swaptions that are from the bloomberg terminal and basically I am performing a risk-neutral calibration of the Hull-White model on these swaptions. However I don't know if the premiums quoted on the bloomberg terminal are linked to receiver swaptions or payer swaptions.
I don't know if it can help, but the type of the ticker are "EUSPXY" where X is the maturity of the option while Y is the maturity of the underlying swap (example : EUSP0101).
It seems like some details are not shown for those swaptions. For example I had to check manually that the notional was actually 10 000 000, which is the default value.