OBJECT

LogNormalRiskModel

A type of risk model for futures trading

link GraphQL Schema definition

1 type LogNormalRiskModel {
2
3 # Lambda parameter of the risk model
4 riskAversionParameter: Float!
5
6 # Tau parameter of the risk model
7 tau: Float!
8
9 # Params for the log normal risk model
10 params: LogNormalModelParams!
11
12 }

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