.. role:: hidden
    :class: hidden-section

pfhedge.stochastic
==================

.. currentmodule:: pfhedge.stochastic

Stochastic Processes
--------------------

.. autosummary::
    :nosignatures:
    :toctree: generated

    generate_brownian
    generate_cir
    generate_geometric_brownian
    generate_heston
    generate_local_volatility_process
    generate_vasicek
    generate_merton_jump
    generate_rough_bergomi

Generators
----------

.. autosummary::
    :nosignatures:
    :toctree: generated

    randn_antithetic
    randn_sobol_boxmuller