Lognorm Shift
Key Lognorm Shift in Model[Vanilla Swaption] refers to the optional shift θ of the lognormal distribution as described in Black Displaced
Used only if Pricing Method = Black Displaced
If omitted, 0 is assumed.
Key Lognorm Shift in Model[Vanilla Swaption] refers to the optional shift θ of the lognormal distribution as described in Black Displaced
Used only if Pricing Method = Black Displaced
If omitted, 0 is assumed.