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Miscellaneous Parameters
The FRTBParameters file is loaded into the FRTBParameters store.
store.
| Parameter |
Parameter Name |
Default Value |
| Default maturity scaling when no maturity is provided |
sa.drc.maturity.default |
0.25 |
| Floor for maturity scaling |
sa.drc.maturity.min |
0.25 |
| Ceiling for maturity scaling |
sa.drc.maturity.max |
1 |