| Units: | - |
| Mode: | Input Only |
| Multi-band: | False |
| Default Value: | 0 |
| Validation Rule: | Any Value |
| Key Property: | No |
| Description: | Jump frequency in jump-diffusion model |
Variable Jump Frequency is the number of jumps per year (assume 365 days a year) in the jump-diffusion model.
The number of jumps per period should be a value much smaller than 1.0, otherwise the resolution is too low and the generated sample is not good.