sdepy.full_heston_process.unpack¶
-
full_heston_process.
unpack
(X)¶ Unpacks the given array into multiple arrays (one per equation).
Parameters: - X : array
Array with a last dimension enumerating paths, and a second last dimension to be unpacked according to the
addaxis
attribute setting.
Returns: - x, y, … : list of arrays
List of
self.q
arrays, unpacking the givenX
.