Shadow Price Range Absolute Tolerance

Type: Floating Point Number

Range: [0, inf)

Default: 0

This option specifies the absolute tolerance for the shadow price range calculation. It is also used for the (variable) value range calculation.

If the value of this option is too large then the calculated shadow price ranges and/or value ranges might be unreliable.

Learn more about

• Calculation of Shadow Price Ranges

• Shadow Price Range Relative Tolerance