sdepy.heston_SDE.source_dn¶

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` and `lam` are ignored). If a source subclass, it is instantiated with the given parameters, and returned. If None, a new instance of `poisson_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`.