quant_analytics_flow.calculators package¶

Submodules¶

quant_analytics_flow.calculators.multivariatebrownianbridge module¶

class MultivariateBrownianBridge(forwardCovarianceMatrices)[source]¶

Bases: object

__init__(forwardCovarianceMatrices)[source]¶

path(number)[source]¶

quant_analytics_flow.calculators.univariatebrownianbridge module¶

class UnivariateBrownianBridge(number_time_steps)[source]¶

Bases: object

__init__(number_time_steps)[source]¶

buildPath(increment, number_time_steps, left_index, right_index, bridge_index, left_weight, right_weight, std_dev)[source]¶

path(z, increment)[source]¶

Module contents¶