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Module ou

Module ou 

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The Ornstein-Uhlenbeck path generator.

A mean-reverting path is a simulation kernel, not a volatility model: it reports crate::error::SimulationError and names nothing from the pricing layer. volatility::generate_ou_process re-exports it, so the 0.21 path is unchanged.

Functionsยง

generate_ou_process
Generates a mean-reverting Ornstein-Uhlenbeck process time series