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Each waypoint stores information about itself, such as what path it is in, its position in that path, and what paths are connected to that waypoint. 1134 and Target Price at 1. Example Example 1: Valuation of a Variance Swap using a Portfolio of European Options On January 2, 2008, we seek to value a variance swap that came into effect on November 1, 2007 and expires on April 2, 2008.
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