quantlib-stochastic

Vg Simulate

post/quantlib/stochastic/variance-gamma/simulate

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/variance-gamma/simulate
  • Auth: API key in header X-API-Key

Request body

S0number required
rnumber required
sigmanumber required
theta_vgnumber required
nunumber required
Tnumber required
n_stepsinteger
n_pathsinteger
seedinteger nullable

Response

Successful Response

unknown required

Changes

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