Stack Exchange network consists of 175 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.
In an article, it is mentioned that a parameter is "the variance swap volatility at time t".
I know what a variance swap is but I don't know what they could mean by "variance swap volatility".
i would guess the value of volatility that makes the variance swap with strike equal to it have zero value.
Required, but never shown