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Version: testnet (v0.73)


Parameters for the log normal risk model

type LogNormalModelParams {
mu: Float!
r: Float!
sigma: Float!

Fields ● Float! non-null scalar

Mu parameter, annualised growth rate of the underlying asset

LogNormalModelParams.r ● Float! non-null scalar

R parameter, annualised growth rate of the risk-free asset, used for discounting of future cash flows, can be any real number

LogNormalModelParams.sigma ● Float! non-null scalar

Sigma parameter, annualised volatility of the underlying asset, must be a strictly non-negative real number

Member of

LogNormalRiskModel object