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Curves.ConvexityAdjustment

ConvexityAdjustment for the curves.

Value Description Data type Optional Default value
meanReversionPercent The mean reversion speed rate used to calculate the convexity adjustment of the curve. The value is expressed in percentages. number Yes -
volatilityPercent The volatility percent used to calculate the convexity adjustment of the curve. The value is expressed in percentages. number Yes -
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