sdepy.cox_ingersoll_ross_process.pace¶
-
cox_ingersoll_ross_process.
pace
(timeline)¶ Target integration steps for the current integration.
Parameters: - timeline : array
Requested simulation timeline, cast as an array of float data-type.
Returns: - array
Target time points to be touched during the simulation (typically, more thinly spaced than the output time points in
timeline
, based on thesteps
parameter), to be merged withtimeline
.- May be overridden by subclasses. For default behaviour,
- see paths_generator class documentation.