quantlib-stochastic

Measure Change

Simulate under risk-neutral measure (Girsanov transform)

post/quantlib/stochastic/theory/girsanov/measure-change

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/theory/girsanov/measure-change
  • Auth: API key in header X-API-Key

Request body

timesnumber[] required
munumber
rnumber
sigmanumber

Response

Successful Response

unknown required

Changes

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