setRiskParamsScenariosliqSpr: setRiskParamsScenariosliqSpr method

Description Arguments

Description

Set risk parameters related to the spread in a Scenarios object (these parameters are contained in a [ParamsScenarios] sub-object)

Arguments

eta

eta Volatility for LMN model

liquiditySpread0

Initial liquidity for LMN model


ESG documentation built on May 30, 2017, 12:34 a.m.