Uses of Class
com.quantfinlib.simulation.SimulationResult

Packages that use SimulationResult

Package	Description
com.quantfinlib.simulation	Monte Carlo simulation of portfolio and multi-asset price paths.

Uses of SimulationResult in com.quantfinlib.simulation

Methods in com.quantfinlib.simulation that return SimulationResult

Modifier and Type	Method	Description
SimulationResult	MonteCarloSimulator.simulate(double initialValue, double annualReturn, double annualVol, int horizonDays, int simulations)	Single-asset GBM terminal values after horizonDays trading days (T = horizonDays/252): V_T = V_0·exp((μ − σ²/2)T + σ√T·Z).
SimulationResult	MonteCarloSimulator.simulatePortfolio(double initialValue, double[] weights, double[] dailyMeanLogReturns, double[][] dailyCovariance, int horizonDays, int simulations)	Buy-and-hold multi-asset portfolio.