SeanDaws

## IL_Report_Example1.m
(*This is code that generates Example 1 of the report. Change these \
parameters to see how they affect IL*)

Rval = 1;(*This is the skew ratio*)
\[Sigma]0val =
  1; (*This is the baseline volatility for the given expiry*)
\
\[Alpha]val =
  0.0125; (*This is the skew ratio update parameter*)
\[Beta]val =
	(*This is code that generates Example 1 of the report. Change these \
	parameters to see how they affect IL*)

	Rval = 1;(This is the skew ratio)
	\[Sigma]0val =
	1; (This is the baseline volatility for the given expiry)
	\
	\[Alpha]val =
	0.0125; (This is the skew ratio update parameter)
	\[Beta]val =