Re: [Quantlib-users] Swaptions volatilities

[Peter C. <pca...@gm...>]

Hi,
you can't derive implied swaption volatilities from other, publicly
available data. Same for swap rates by the way.
Thanks
Peter

On Thu, 23 Jun 2022 at 16:17, El Yousfi Fahd <fah...@gm...> wrote:
>
> Hi,
> now i am using swaption volatilities to calibrate HW 1 factor short rate model.
> but i am getting these data from a service provider and swaptions and swaps are OTC so getting these type of data kinda hard.
> I want to know if there is a way to generate swaption volatilities (something like pricing swaps then swaption in quantlib and getting the volatilities) or that's kind ambitious ?
> Thank you.
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