def __init__(self, market_params):
'''
'''
self.market_params = market_params
self.spots = market_params['spots']
self.rates = market_params['rates']
self.cov = market_params['cov']
self.generator = NormalGenerator(normal)
def __init__(self, market_params, path_construction='incremental'):
'''
'''
self.market_params = market_params #Should clean this up
self.spot = market_params['spot']
self.rate = market_params['rate']
self.vol = market_params['vol']
self.generator = NormalGenerator()
self.path_construction = path_construction
rate = 0.05
vol = 0.05
# times = list(np.linspace(0.0, stop=1.0, num=4))
times = list(np.linspace(0.0, stop=1.0, num=3))
times = times[1:]
print times
# times = [1.]
market_params = {'spot': spot, 'rate': rate, 'vol': vol}
bgmgen = GeneratorGBM(market_params, "brownian_bridge")
# bgmgen = GeneratorGBM(market_params)
bgmgen.sim_setup(times)
#Change random generator
generator = NormalGenerator() #Make generator out of np normal generator
athetic = Antithetic(generator)
bgmgen.generator = athetic
# print athetic.get_variates(0, 1, 3)
# print athetic.get_variates(0, 1, 3)
path = bgmgen.do_one_path()
# print len(path)
# print list(times)
plt.plot(times, path)
plt.show()
# vals = [bgmgen.do_one_path() for i in range(0,3)]
# print vals
