public Startup(IConfiguration configuration)
{
Configuration = configuration;
normalZigg = new Ziggurat(PDFType.Normal);
laplaceZigg = new Ziggurat(PDFType.Laplace);
tZigg = new Ziggurat(PDFType.T);
}
public Carlo(double expectedReturn, double standardDeviation, int time, Ziggurat ziggurat)
{
this.expectedReturn = expectedReturn;
this.standardDeviation = standardDeviation;
this.time = time;
this.ziggurat = ziggurat;
//var iops = new ParallelOptions() { MaxDegreeOfParallelism = Environment.ProcessorCount }; //if this server were to run other things this could be turned down
Parallel.For(0, trials, element =>
{
GetRates();
});
}
public float NextGaussian(float mu, float sigma)
{
return(Ziggurat.NextGaussian(this, mu, sigma));
}