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Merge remote-tracking branch 'gbfredrik/comdty-vol-docs' into ghpr_20230907
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Docs/UserGuide/curve_configurations/commodity_volatilities.tex

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@@ -303,9 +303,12 @@ \subsubsection{Commodity Volatilities}
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\item \lstinline!PutDeltas!:
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A comma separated list of one or more put deltas to use in the volatility surface. Note that the put deltas should be given without a sign e.g.\ \lstinline!<PutDeltas>0.10,0.20,0.30,0.40</PutDeltas>! would be an example.
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\item \lstinline!PutDeltas!:
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\item \lstinline!CallDeltas!:
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A comma separated list of one or more call deltas to use in the volatility surface.
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\item \lstinline!Expiries!:
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A comma separated list of one or more expiries (e.g. 1W, 1M) to load. Supports using the single wildcard value \lstinline!*!.
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\item \lstinline!TimeInterpolation!:
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Only \lstinline!Linear! is currently supported here.
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Docs/UserGuide/tradedata/commodityapo.tex

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@@ -27,7 +27,7 @@ \subsubsection{Commodity Average Price Option}
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Allowable values: See \lstinline!Name! for commodity trades in Table \ref{tab:commodity_data}.
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\item \lstinline!Currency!: The currency of the payoff which must be consistent with either currency of the market data set up for the commodity or the other currency specified in !lstinline!FXIndex! (see below).
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\item \lstinline!Currency!: The currency of the payoff which must be consistent with either currency of the market data set up for the commodity or the other currency specified in \lstinline!FXIndex! (see below).
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Allowable values: See \lstinline!Currency! in Table \ref{tab:allow_stand_data}.
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