DemoTSMCSimGen
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Function Description
Returns a two-dimensional array of (nUnderlying + nAdded)
x 10 terms representing unit normal random variables underlying the simulations
of portfolio payoffs used by MnDemoTSMC
NAVIGATION LINKS
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Output type / Parameter details
Output type: Double()
Parameter Name | Variable Type | Description |
nUnderlying | Integer | Number of simulations in 'underlying' simulation set |
nAdded | Integer | Number of simulations in 'added' simulation set |
nDims | Integer | Number of dimensions per simulaton |
RandSeed | Double | Random seed |
Links to:
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Interactively run function
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Interactive instructions
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Example calculation
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Output type / Parameter details
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Illustrative spreadsheet
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Other Tri-segmented Monte Carlo Demonstration functions
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Computation units used
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