-
Notifications
You must be signed in to change notification settings - Fork 50
Expand file tree
/
Copy path09_24_2020.txt
More file actions
22 lines (18 loc) · 941 Bytes
/
09_24_2020.txt
File metadata and controls
22 lines (18 loc) · 941 Bytes
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
Features:
Bug Fixes/Re-organization:
Samples:
- RNG Shift Register Short (1, 2, 3, 4)
- SABR Black Volatility (5, 6, 7, 8)
- SABR Forward Rate Evolution (9, 10, 11, 12)
- Sample Statistics Standard Exponential PIT (13, 14, 15, 16)
- Sample Statistics Standard Exponential T Statistic (17, 18, 19, 20)
- Sample Statistics Standard Normal PIT (21, 22, 23, 24)
- Sample Statistics Standard Normal T Statistic (25, 26, 27, 28)
- Sample Statistics Standard Uniform PIT (29, 30, 31, 32)
- Sample Statistics Standard Uniforem T Statistic (33, 34, 35, 36)
- Scaled Exponential G Function Estimate (37, 38, 39, 40)
- Scaled Exponential Half Beta (41, 42, 43, 44)
- Scaled Exponential Kohlrausch Function Estimate (45, 46, 47, 48)
- Scaled Exponential Kohlrausch Function Estimate 2 (49, 50, 51, 52)
- Scaled Exponential Kohlrausch Moment Estimate (53, 54, 55, 56)
- Scaled Exponential Kohlrausch Moment Estimate 2 (57, 58, 59, 60)