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,
) -> tuple[float, float]

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