rLiquiditySpread: rLiquiditySpread

Description Usage Arguments Examples

View source: R/Interface.R

Description

Direct liquidity spread generation. Object creation is managed internally.

Usage

1
2
  rLiquiditySpread(horizon, nScenarios, eta,
    liquiditySpread0)

Arguments

horizon

Horizon of projection

nScenarios

Number of scenarios

eta

eta Volatility for LMN model

liquiditySpread0

Initial value for liquidity spread

Examples

1
rLiquiditySpread(horizon=5, nScenarios=15, eta=.05, liquiditySpread0=.01)

ESG documentation built on Nov. 30, 2020, 1:06 a.m.