The FRTBParameters file is loaded into the FRTBParameters store. store.Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
Use this file to discover all available pages before exploring further.
| 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 |