| setRiskParamsScenariosliqSpr {ESG} | 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 |
[Package ESG version 1.3 Index]