Using Dupire local volatility feature


I am using the demo version to configure swap view (the swap parity view comewith the demo), but do not see result in the analytics report.

I added the following in the view config. but no result showing
LocalVolatilitySurfaceCalculationMethod = DupireLocalSurfaceMethod

Is there another property I need to set ithe view? Do I need to define the vol surface fist? If so ,how? thanks!


At the moment, local volatility surfaces are not available for swaptions. We will be adding support at some point in the future. In general, if adding properties to a column in the view definition means that the result disappears, then these properties do not apply to the instrument / value requirement name.