Module utils

Structs§

bivariate_norm_cdf: Cumulative bivariate normal distribution P(X <= a, Y <= b) for standard normals with correlation rho.
inv_norm_cdf: Inverse of the standard normal CDF (quantile function).
norm_cdf: Cumulative distribution function of a standard normal random variable x.
norm_pdf: Probability density function of a standard normal random variable x.
times_to_grid_steps: Map exercise/observation times to 1-based indices on an equally spaced grid of steps steps over [0, t]: nearest step, clamped to [1, steps], strictly increasing so no two times collapse.