rLiquiditySpread.RdDirect liquidity spread generation. Object creation is managed internally.
rLiquiditySpread(horizon, nScenarios, eta,
liquiditySpread0)rLiquiditySpread(horizon=5, nScenarios=15, eta=.05, liquiditySpread0=.01)
#> [,1] [,2] [,3] [,4] [,5] [,6]
#> [1,] 0.01 0.0339572322 -0.040053013 -0.018664748 -0.064011671 0.019554993
#> [2,] 0.01 -0.0057904176 0.012541742 -0.046517303 -0.024952873 -0.216545706
#> [3,] 0.01 -0.0131289116 -0.018990870 -0.052617397 -0.040568948 -0.061572295
#> [4,] 0.01 -0.0092301997 -0.062793301 -0.037208263 0.018362605 -0.015388491
#> [5,] 0.01 -0.0238512528 -0.134022856 -0.105051997 -0.016477524 0.013884517
#> [6,] 0.01 0.0123888481 0.041521868 0.046143346 -0.004182647 0.062577041
#> [7,] 0.01 -0.0803740205 -0.099856217 -0.066680841 -0.004653502 0.033380628
#> [8,] 0.01 -0.0126257187 -0.046403407 0.012119600 0.061052754 0.061415893
#> [9,] 0.01 -0.0059115930 0.016012773 -0.079778989 -0.096724634 -0.182306676
#> [10,] 0.01 0.0002084573 -0.062717972 -0.046524414 -0.183956820 -0.187912434
#> [11,] 0.01 0.0398785465 0.001881043 0.005569413 -0.013465834 0.040963810
#> [12,] 0.01 0.0299476011 -0.046466031 -0.060452150 -0.002872854 -0.072235534
#> [13,] 0.01 0.0414262348 0.011487742 -0.019075135 -0.018872149 -0.007005766
#> [14,] 0.01 0.0923632741 0.181750858 0.116550891 0.109891765 0.058843200
#> [15,] 0.01 -0.0180399624 -0.070352879 -0.168219999 -0.190989507 -0.159699254