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]