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ESG (version 1.2)

setRiskParamsScenariosliqSpr: 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