NFCP (version 1.0.1)

Spot.Price.Simulate: Simulate N-Factor Model Spot Prices

Description

`r lifecycle::badge("deprecated")`

This function was deprecated due to a change in the name of the function to adhere to the tidyverse style guide.

Usage

Spot.Price.Simulate(
  X.0,
  parameters,
  t = 1,
  dt = 1,
  n = 2,
  antithetic = TRUE,
  verbose = FALSE
)

Examples

# NOT RUN {
output <- Spot.Price.Simulate(
X.0 = c(3,0),
parameters = SS.Oil$Two.Factor,
t = 1,
dt = 1/12,
n = 1e3,
antithetic = TRUE,
verbose = TRUE)

## ->

output <- spot_price_simulate(
 x_0 = c(3,0),
 parameters = SS_oil$two_factor,
 t = 1,
 dt = 1/12,
 N_simulations = 1e3,
 antithetic = TRUE,
 verbose = TRUE)


# }