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VaR_Spec__Process_Type__LogNormal

The simulated risk factor x follows a lognormal diffusion of the type Geom Brownian Process that has the SDE:
dx = μxdt + σxdw
The drift μ and vol σ must be supplied in the columns titled #Drift and #Vol of the table
Key VaR Spec::Simulated Market

Although not required, this setting is usually accompaqnied by a
VaR Spec::Modelled Factor setting of VaR Spec::Modelled Factor::Multiplier