Gaussian1d Model
Key Gaussian1d Model in Model[FltFlt Swaption] refers to an object of type Gaussian 1d Model that supplies the volatility and mean reversion parameters that specify the exact dynamics of the short rate diffusion.
Key Gaussian1d Model in Model[FltFlt Swaption] refers to an object of type Gaussian 1d Model that supplies the volatility and mean reversion parameters that specify the exact dynamics of the short rate diffusion.