quantlib-stochastic

Milstein Sim

Milstein SDE simulation (higher-order correction)

post/quantlib/stochastic/simulation/milstein

Request

  • Base URL: https://api.fincept.in (the document declares no server; this is the origin it was published from)
  • URL: https://api.fincept.in/quantlib/stochastic/simulation/milstein
  • Auth: API key in header X-API-Key

Request body

x0number
Tnumber
n_stepsinteger
n_pathsinteger
munumber
sigmanumber

Response

Successful Response

unknown required

Changes

No recorded changes to this operation across all 1 revision of this API.