Esempio n. 1
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 public void NegativeMultani1()
 {
     double[] initialValues = null;
     double[] stDevs        = new[] { 0.1, -0.2, 0.3 };
     double[] drifts        = null;
     double[,] correlations = null;
     int randomSeed = 44;
     var c          = new CorrelatedGeometricBrownianMotionFuelPriceSimulator(initialValues, stDevs, drifts, correlations, randomSeed);
 }
Esempio n. 2
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 public void PositiveMultani1()
 {
     double[] initialValues = new[] { 1.0, 2.0, 3.0 };
     double[] stDevs        = new[] { 0.1, 0.2, 0.3 };
     double[] drifts        = new[] { 0.1, 0.1, 0.1 };
     double[,] correlations = new double[3, 3] {
         { 0.1, 0.1, 0.1 }, { 0.1, 0.1, 0.1 }, { 0.1, 0.1, 0.1 }
     };
     int randomSeed = 44;
     var c          = new CorrelatedGeometricBrownianMotionFuelPriceSimulator(initialValues, stDevs, drifts, correlations, randomSeed);
 }