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NFCP

Spot.Price.Simulate

Simulate N-Factor Model Spot Prices

Description

'r lifecycle::badge("deprecated")'

This function was deprecated due to a change in the name of the function to adhere to the tidyverse style guide.

Usage

Spot.Price.Simulate(
  X.0,
  parameters,
  t = 1,
  dt = 1,
  n = 2,
  antithetic = TRUE,
  verbose = FALSE
)

Examples

output <- Spot.Price.Simulate(
X.0 = c(3,0),
parameters = SS.Oil$Two.Factor,
t = 1,
dt = 1/12,
n = 1e3,
antithetic = TRUE,
verbose = TRUE)

## ->

output <- spot_price_simulate(
 x_0 = c(3,0),
 parameters = SS_oil$two_factor,
 t = 1,
 dt = 1/12,
 N_simulations = 1e3,
 antithetic = TRUE,
 verbose = TRUE)
NFCP

N-Factor Commodity Pricing Through Term Structure Estimation

v1.0.1
GPL-3
Authors
Thomas Aspinall [aut, cre] (<https://orcid.org/0000-0002-6968-1989>), Adrian Gepp [aut] (<https://orcid.org/0000-0003-1666-5501>), Geoff Harris [aut] (<https://orcid.org/0000-0003-4284-8619>), Simone Kelly [aut] (<https://orcid.org/0000-0002-6528-8557>), Colette Southam [aut] (<https://orcid.org/0000-0001-7263-2347>), Bruce Vanstone [aut] (<https://orcid.org/0000-0002-3977-2468>)
Initial release

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