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); }
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); }