Equity Lsmc
financepy.models.equity_lsmc
Classes
BoundaryFitTypes
BoundaryFitTypes(*values)
Inherits from: Enum
Enum for polynomial fit types.
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.