SimpleRiskModelParams

Parameters for the simple risk model

type SimpleRiskModelParams {
  factorLong: Float!
  factorShort: Float!
}

Fields

SimpleRiskModelParams.factorLong ● Float! non-null scalar

Risk factor for long

SimpleRiskModelParams.factorShort ● Float! non-null scalar

Risk factor for short

Member of

SimpleRiskModel object ● UpdateMarketSimpleRiskModel object