Vol Log Jump Factor
Key Vol Log Jump Factor in Bates Model refers to the value of the parameter δ in the distribution of log(1+J) given by: log(1+J) ~ N(ν,δ²)
It equals the standard deviation of the logarithm of the "jump factor" S'/S = 1+J in the underlying price poisson process, where S' is the underlying price right after a jump.
Set it to some very small value to remove the jump size randomness (i.e. all jumps have the same fixed size), but the time occurrence of the jumps remains.
Do not set it to exact 0 because QuantLib then fails.