MartingHoul/YuraWould you mind posting where I can find broker quotes for EURO Inflation vols?Specifically I am looking to find Vols on HICPxTobacco.Many Thanks,Mo

<t>Hello,Is there any way to adjust the historic volatility to the tenor of the option?I am trying to price a floor on the HICPxTobacco(EURO ZONE inflation) and since there is lack of available instruments to get implied vol from I have to resort to historical.How can I adjust the historic vol to ha...

what is BPISF23 ? is it a cap/floor? is it traded on the exchange? or is it a contributed price?I am trying to find vols to use on a floor on the HICPxTobacco.Any help would be appreciated,ThanksMo