Scenarios


Key Scenarios in
Model[Simulation] refers to the number of scenarios generated during the Monte Carlo simulation.
Each scenario is associated with a set of values realized by the underlying variables under that scenario.

If
Simulation Type = QL, set to 0 to force Quantlib to generate enough paths to meet the tolerance target specified in Absolute Tolerance

If
Simulation Type = DS and Random Generator = Low Discrepancy, the number here should optimally be set as described at Sobol Constraints