Returns Swaption Relative Strike

The following SQL sample query returns swaption normal volatilities, log normal volatilities expressed in relative strikes as per a valuation date.

Enhancement Date: 9/15/2025

  • SourceMarket Intelligence
  • Data Packages Required
    OTC Derivatives Data
  • Associated Datasets
    店頭デリバティブデータ

Query Types

  • Snowflake