equity lsmc

financepy.models.equity_lsmc

Types

BoundaryFitTypes

Enum for polynomial fit types.

Members

HERMITE_E = 1

LAGUERRE = 2

HERMITE = 3

LEGENDRE = 4

CHEBYCHEV = 5

POLYNOMIAL = 6

Functions

equity_lsmc


equity_lsmc(
    spot_price,
    risk_free_rate,
    dividend_yield,
    sigma,
    num_paths,
    num_steps_per_year,
    time_to_expiry,
    opt_type_value,
    strike_price,
    poly_degree,
    fit_type_value,
    use_sobol,
    seed,
)

No description available.

Generated automatically from the FinancePy source code. Do not edit this file manually.