Gaus1DSwpMdl
TYPE
Gaussian 1d Swaption Model
Model[Swap Rate]
Model[Interest Rate]
Model[Quotable]
Model
Type
Integration Points
16
Std Devs
7
Extrapolate Payoff
true
false
Disc Crv Issuer
In parent: Model[Quotable]
ID
Modelled Quotable
