sdepy.merton_jumpdiff_SDE.source_dj¶
-
merton_jumpdiff_SDE.
source_dj
(dj=None, dn=None, ptype=<class 'int'>, lam=1.0, a=0.0, b=1.0)[source]¶ Set up a source of compound Poisson process increments (jumps), to be used as ‘dj’ during integration.
Parameters: - dj : source, or source subclass, or None
If an object complying with the
source
protocol, it is returned (ptype
,lam
andy
are ignored). If a source subclass, it is instantiated with the given parameters, and returned. If None, a new instance ofcpoisson_source
is returned, with the given parameters.- ptype, lam, y : see
cpoisson_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