The impact cost algorithm was adjusted as follows.
C = vol * β, β = 0.00001
Upgrade time: Aug-16-2021 07:50 AM +UTC
github: https://github.com/Computable-Finance/CoFiX-V2.1
CoFiXCore
2021.08.16
The impact cost algorithm was adjusted as follows.
C = vol * β, β = 0.00001
Upgrade time: Aug-16-2021 07:50 AM +UTC
github: https://github.com/Computable-Finance/CoFiX-V2.1
CoFiXCore
2021.08.16