FinancePy

FinancePy API Reference

Black Scholes Mc

financepy.models.black_scholes_mc

Functions

value_mc_nonumba_nonumpy

value_mc_nonumba_nonumpy(s: float, t: float, k: float, r: float, q: float, v: float, opt_type: int, num_paths: int, seed: int, use_sobol: int) -> float

No description available.

value_mc_numpy_only

value_mc_numpy_only(s: float, t: float, k: float, r: float, q: float, v: float, opt_type: int, num_paths: int, seed: int, use_sobol: int) -> float

No description available.

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