Package org.jquantlib.samples.util

Examples of org.jquantlib.samples.util.ReplicationError.compute()

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      final int scenarios = 50000;
      int hedgesNum;

      hedgesNum = 21;
      rp.compute(hedgesNum, scenarios);

      hedgesNum = 84;
      rp.compute(hedgesNum, scenarios);

      clock.stopClock();
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      hedgesNum = 21;
      rp.compute(hedgesNum, scenarios);

      hedgesNum = 84;
      rp.compute(hedgesNum, scenarios);

      clock.stopClock();
      clock.log();
    }
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