# Financial Toolkit : Variance Swap - Par Variance

Input
 Asset spot price $$S_{0}$$ Interest rate in % Time to maturity in yrs
 No of calls 1234567891011121314 0 1 2 3 4 5 6 7 8 Strike Volatility in %

 No of puts 1234567891011121314 0 1 2 3 4 5 6 7 8 9 10 11 Strike Volatility in %

The first call strike and put strike must be the equal. This common value is $$S_{*}$$.