[Quantlib-users] Question about fitting SwaptionVolCube2 with SOFR swaptions

[Jason L. <lee...@gm...>]

Hi,

For fitting SwaptionVolCube2, we need to specify the swapindexbase and
shortswapindexbase.  While Libor is available, I used swapindex class, with
familyname = usdliborswapisdafixa and tenor = 1y and 2y, as parameters.  My
question is, most traded swaptions now are sofr1d based, how should I set
up the related parameters in this case?  Also, some details on these two
parameters would be highly appreciated.  I tried to research online but
couldn't seem to find a good resource.  Is it related to the payment
frequency on fix or float leg?


Thank you so much!

Best,
Jason