Before revision: This study focuses on the pricing of the variance swap in the financial market where the stochastic interest rate and the volatility of the stock are  driven by Cox-Ingersoll-Ross model and Heston model with simultaneous L\'{e}vy jumps , respectively.
After revision: This study focuses on the pricing of the variance swap in an incomplete market where the stochastic interest rate and the volatility of the stock are driven by Cox-Ingersoll-Ross model and Heston model with simultaneous L\'{e}vy jumps , respectively.