Time Steps Per Year
Key Time Steps Per Year in Model[Variance Swap] refers to the number of timesteps per year that define how the time is discretized.
The entry here overrides the Time Steps when the latter is set to 0.
Key Time Steps Per Year in Model[Variance Swap] refers to the number of timesteps per year that define how the time is discretized.
The entry here overrides the Time Steps when the latter is set to 0.