Vol Cube Object

[mwalkup55]

Vol cub objects would be very helpful, possibly if they are SABR vol cubes. could pass a series of VolSurface objects at varying strikes, or perhaps the SABR parameter matrices for tenor x expiry x strike

[domokane]

I am working towards something like this at the moment. Currently I am working on a swaption calibration (all swaps to same maturity date) using SABR and shifted-SABR. Once this works I can extend in the maturity dimension.