Expand description
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