sdepy.full_heston_SDE.source_dn¶
-
full_heston_SDE.
source_dn
(dn=None, ptype=<class 'int'>, lam=1.0)¶ Setup a source of Poisson process increments, to be used as ‘dn’ during integration.
Parameters: - dn : source, or source subclass, or None
If an object complying with the
source
protocol, it is returned (ptype
andlam
are ignored). If a source subclass, it is instantiated with the given parameters, and returned. If None, a new instance ofpoisson_source
is returned, with the given parameters.- ptype, lam : see
poisson_source
documentation
Returns: - An object complying with the
source
protocol, - instantiating the requested stochasticity source.
- The shape of source values is set to
wshape
.
See also