Hello,
first of all thanks for the high-end opensource software that you are providing.
Currently I am trying to understand AAD and to do so I am looking into the pricing of a swaption, more specifically strata_examples SabrSwaptionCubePvRiskExample.java.
I was trying to change the input file that contains the quotes for the interest rates, in order to change the rates and obtain a new price. I believe that that information is stored in example-calibration/quotes/quotes-20160229-eur.csv.
However, the pricing does not change when I modify that file.
Do you maybe have any suggestion about how to change the input file for the interest rates?
Best,
Lucia