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 transforming the physical probability measure to the forward measure , we obtain a closed-form solution of the related moment-generating function having the martingale property and the affine structure .
After 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 . By using the equilibrium framework , we obtain a closed-form solution of the related moment-generating function having the martingale property and the affine structure .