docs(readme): document swaption vol and cap-floor stripping features#632
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Update the README to reflect newly available term-structure capabilities. **Intro and feature list:** * Expanded the overview to mention swaption vol cubes (matrix, interpolated, or SABR-calibrated) and cap/floor optionlet-vol stripping as first-class market data. * Updated the L4 term-structures table row and the `termstructures` module description to include swaption vol surfaces and cap-floor term-vol surfaces with optionlet stripping. **Usage example:** * Added a runnable example querying a `SwaptionVolatilityMatrix`, showing ATM node lookup and bilinear interpolation, and noting the interpolated and SABR-calibrated cubes plus `BlackSwaptionEngine` pricing.
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Update the README to reflect newly available term-structure capabilities.
Intro and feature list:
termstructuresmodule description to include swaption vol surfaces and cap-floor term-vol surfaces with optionlet stripping.Usage example:
SwaptionVolatilityMatrix, showing ATM node lookup and bilinear interpolation, and noting the interpolated and SABR-calibrated cubes plusBlackSwaptionEnginepricing.