{ "terms": { "url": "https://www.bankofcanada.ca/terms/" }, "groupDetail": { "label": "Staff Working Paper 2013-37", "description": "This file contains data based on the Bank of Canada research paper described below. The data is not an official statistical release by the Bank of Canada, and it is provided on a voluntary basis by the author(s). The Bank and the author(s) are not responsible for errors in this file and do not guarantee that the series will be updated in the future. A contact person is listed below for any question or other inquiry.\r\nSources:\r\nMontréal Exchange, Thomson Reuters\r\nContact person:\r\nBo Young Chang (bchang@bank-banque-canada.ca)", "link": "https://www.bankofcanada.ca/?p=132554" }, "seriesDetail": { "SWP_CHBO_20160630_01": { "label": "BAX implied volatility - percent annualized - Vasicek model is used to compute implied volatility", "description": "BAX implied volatility - percent annualized - Vasicek model is used to compute implied volatility", "dimension": { "key": "d", "name": "Date" } } }, "observations": [ { "d": "2006-01-03", "SWP_CHBO_20160630_01": { "v": "1.4564778805" } }, { "d": "2006-01-04", "SWP_CHBO_20160630_01": { "v": "1.8993961811" } }, { "d": "2006-01-05", "SWP_CHBO_20160630_01": { "v": "2.0422334671" } }, { "d": "2006-01-06", "SWP_CHBO_20160630_01": { "v": "1.9959036112" } }, { "d": "2006-01-09", "SWP_CHBO_20160630_01": { "v": "1.9159610271" } }, { "d": "2006-01-10", "SWP_CHBO_20160630_01": { "v": 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