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Model[Variance_Swap]

"Model[Variance Swap]" is a special type of Model that represents all modelling assumptions needed in valuation algorithms concerning objects of type Variance Swap.
The pricing succeeds by any of 2 different methods listed in
Model[Variance Swap]::Pricing Method

The volatility input, apart from flat, may also be
Vol Curve::Vol Input::Maturity or Vol Curve::Vol Input::Maturity-Strike

The following quantities may be also calculated and reported along the price.
Price
The output refers to the price of the referenced tradable contract.
Variance
Refers to the output of QuantLib's variance function.
optionWeights
Additional data returned by QuantLib.

The quantities listed in
McSimulation Extra Data are reportable when Monte Carlo Simulation is used.