setRiskParamsScenariosliqSpr: setRiskParamsScenariosliqSpr method
In ESG: A Package for Asset Projection
setRiskParamsScenariosliqSpr R Documentation
setRiskParamsScenariosliqSpr method
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 Aug. 29, 2023, 5:08 p.m.
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| setRiskParamsScenariosliqSpr | R Documentation |
setRiskParamsScenariosliqSpr method
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 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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