quantlib.sim.simulate.simulate_process

simulate_process(StochasticProcess process, int nbPaths, TimeGrid grid, BigNatural seed, bool antithetic=True)

Draws random paths from a stochastic process.

Parameters:

• process (StochasticProcess) – Process to simulate.

• nbPath (int) – Number of paths.

• grid (TimeGrid) – Time grid for the simulation.

• seed (int) – Seed for the random number generator.

• antithetic (bool (default True)) – Use antithetic variables.