New Routines

The following routines are new at Mark 28.5.

rand - Random Number Generators

quasi_lognormal_bydim

Generates a log-normal quasi-random number sequence, for a subset of dimensions.

For the documentation of this routine, see quasi_lognormal_bydim.

quasi_normal_bydim

Generates a Normal quasi-random number sequence, for a subset of dimensions.

For the documentation of this routine, see quasi_normal_bydim.

quasi_uniform_bydim

Generates a uniform quasi-random number sequence, for a subset of dimensions.

For the documentation of this routine, see quasi_uniform_bydim.

specfun - Approximations of Special Functions

opt_heston_more_greeks

Heston’s model option pricing formula with Greeks, sensitivities of model parameters and negative rates.

For the documentation of this routine, see opt_heston_more_greeks.