new volatility curve generator uk power established set power volatility curves efa monthly level detail marked market 6 years beyond volatility decays understand long term level power volatility given understanding behaviour forward prices large time scales swaption traders fit first 5 6 years volatility curve market observed baseload swaption implied volatilities typically 3 12 months duration underlying swap good position price swaptions including swaptions individual efa slots consistent curve may also impact daily var calculation illustration current volatility curves pasted curves reset market moves allow mark market approach followed volatility book spreadsheet model saved readwrte elec _ uk models xls also attached houston staff review stinson grateful could offer opinion audit ensure missed anything thanks regards anjam x 35383