Swap Rate
Key Swap Rate of function Calc Quantities in Gaussian 1d Modelrefers to an object of type Swap Rate that serves to define the forward swap rate, the price of which is reported in the column labeled #SwapRate
Key Swap Rate of function Calc Quantities in Gaussian 1d Modelrefers to an object of type Swap Rate that serves to define the forward swap rate, the price of which is reported in the column labeled #SwapRate