volatility to premium for swaptions (Black76 model)

This function convert ATM volatility surface into swaption premiums and par rates.

% This function determines the matrix of swaption premiums
% and the corresponding ATM par rates. The structure of the output
% is identical to the Volatility surface matrix V, which is assumed
% to be 10y X 10y of Expiry X Maturity.
% It is assumed single curve discounting and 1,000 notional.
%
% input
% Curve : interest rate curve object
% V : volatility matrix
% Period : frequency of payments of the underlying swaps