Y Grid Points


Key Y Grid Points in
Markov Functional refers to the number of points N used in the discretization of the state variable along each direction, without the axis origin.
The total number of points is 2N+1
Testing shows that this entry has an effect on the pricing time for
FxdFlt Swaption and FltFlt Swaption
A minimum value of 2 is required, whereas 16 seems to be a descent input.