| setRiskParamsScenariosrt {ESG} | R Documentation |
setRiskParamsScenariosrt method
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 |
[Package ESG version 1.3 Index]