Hi, Anyone could give me an independent check of a series of cap prices as of 5/29/2009? I am looking for a several year forward 4 year CMS caps last for 1 year that strike at 8%. Here is what I got: 1 year forward : Vol 34.55%, Forward Rate 3.55% Price - 1bp1 year forward : Vol 27.74%, Forward Rate 4.11% Price - 5bps1 year forward : Vol 25.17%, Forward Rate 4.52% Price - 11bps1 year forward : Vol 23.44%, Forward Rate 4.76% Price - 18bps1 year forward : Vol 21.64%, Forward Rate 4.86% Price - 21bps1 year forward : Vol 20.52%, Forward Rate 4.88% Price - 23bpsI picked up the vols from Bloomberg's VCUB function and the Forward Rate has been adjusted for convexity. The model is a black model which I assume the same vol for the 4 caplets. Thanks for your input. Seahawks