Crate aprender_monte_carlo 

aprender-monte-carlo

CLI tool and utility library for Monte Carlo simulations.

This crate provides:

• CLI Interface: Run simulations from the command line
• CSV Data Loading: Load historical data from CSV files
• S&P 500 Data: Embedded historical S&P 500 data (1928-present)
• Business Revenue Modeling: Product revenue forecasting

Core Monte Carlo functionality

The core simulation engine, risk metrics, and models are provided by the main aprender crate’s monte_carlo module. This crate re-exports those for convenience and adds CLI-specific functionality.

Quick Start (Library)

use aprender_monte_carlo::prelude::*;

// Load S&P 500 data
let sp500 = Sp500Data::load();

// Run bootstrap simulation
let model = EmpiricalBootstrap::new(100.0, sp500.monthly_returns());
let engine = MonteCarloEngine::reproducible(42).with_n_simulations(10_000);
let result = engine.simulate(&model, &TimeHorizon::years(10));

// Generate risk report
let report = RiskReport::from_paths(&result.paths, 0.02)?;
println!("{}", report.summary());

Quick Start (CLI)

# Run S&P 500 simulation
aprender-monte-carlo sp500 --years 30 --simulations 10000

# Load custom CSV data
aprender-monte-carlo csv --file returns.csv --initial 100000

# Business revenue forecast
aprender-monte-carlo revenue --file products.csv --quarters 4

Modules

cli

Command-line interface for Monte Carlo simulations

core_models

Financial simulation models

data

Data loading and embedded historical data

engine

Core Monte Carlo simulation engine

error

Error types for Monte Carlo operations Error types for Monte Carlo simulations

models

Business and financial models for Monte Carlo simulation

prelude

Prelude for convenient imports

risk

Risk metrics for Monte Carlo simulations

Enums

MonteCarloError

Errors that can occur during Monte Carlo simulation

Type Aliases

Result

Result type for Monte Carlo operations