sde-sim-rs 0.3.0

Powerful and flexible stochastic differential equation (quasi) Monte-Carlo simulation library written in Rust with Python bindings
Documentation 
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pub mod pseudo;
pub mod sobol;

/// Trait for generating random or quasi-random numbers.
pub trait Rng {
    fn sample(&mut self, time_idx: usize, scenario_idx: usize, increment_idx: usize) -> f64;
}

/// Caches the generated random numbers for the current time step.
struct StepCache {
    time_idx: Option<usize>,
    scenario_idx: usize,
    values: Vec<f64>,
}