sdepy.hull_white_SDE.source_dn¶
-
hull_white_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
, as well asself.rng
, 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 and paths of source values are set to
self.paths
,self.wshape
respectively.- If instantiated,
rng=self.rng
keyword is used - upon instantiation.
See also