refactor: add support for hardcoded risk factors

protocol/0018-RSKM-quant_risk_models.ipynb

@@ -112,7 +112,11 @@
                 "\n",
                 "### Fully-collateralised\n",
                 "\n",
-                "For products with pre-defined finite price range (e.g. [a futures contracts with [`max_price`](./0016-PFUT-product_builtin_future.md#1-product-parameters) parameter specified]) it is possible to make positions fully-collateralised so that for any position a margin can be chosen such that the party stays solvent at any price the market may attain. Using this mode removes the reliance on risk-factors, however the risk model might still be used for other aspects of market's functioning. To signify this and make it transparent to the user a fully-collateralised wrapped risk model is used in those cases."
+                "For products with pre-defined finite price range (e.g. [a futures contracts with [`max_price`](./0016-PFUT-product_builtin_future.md#1-product-parameters) parameter specified]) it is possible to make positions fully-collateralised so that for any position a margin can be chosen such that the party stays solvent at any price the market may attain. Using this mode removes the reliance on risk-factors, however the risk model might still be used for other aspects of market's functioning. To signify this and make it transparent to the user a fully-collateralised wrapped risk model is used in those cases.\n",
+                "\n",
+                "### Hardcoded risk factors\n",
+                "\n",
+                "For markets which should ignore model-implied risk factors and use hardcoded values instead a wrapped risk model should be used to signify that. The specified risk factors should be used wherever risk factors are expected and other model-implied outputs should be used for all other calculations based on a risk-model."
             ]
         },
         {