process simulator

financepy.models.process_simulator

Types

No description available.

EULER = 1

LOGNORMAL = 2

MILSTEIN = 3

KAHLJACKEL = 4

EXACT = 5

No description available.

NORMAL = 1

ANTITHETIC = 2

No description available.

EULER = 1

EULERLOG = 2

QUADEXP = 3

No description available.

GBM_PROCESS = 1

CIR_PROCESS = 2

HESTON_PROCESS = 3

VASICEK_PROCESS = 4

CEV_PROCESS = 5

JUMP_DIFFUSION_PROCESS = 6

No description available.

NORMAL = 1

ANTITHETIC = 2

ProcessSimulator()

No description available.


get_process(
    self,
    process_type,
    t,
    model_params,
    num_annual_steps,
    num_paths,
    seed,
)

No description available.

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