setRiskParamsScenariosrt: setRiskParamsScenariosrt method

Description Arguments

Description

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

Arguments

vol

Volatility for rates in vasicek model

k

k for rates in vasicek model


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