"""

Function to generate random numbers for simulation

Parameters

==========

M : int

number of time intervals for discretization

I : int

number of paths to be simulated

anti_paths : Boolean

use of antithetic variables

mo_math : Boolean

use of moment matching

"""

import numpy as np

import numpy.random as npr

if anti_paths is True:

sn = npr.standard_normal((M+1, I/2))

sn = np.concatenate((sn, -sn), axis=1)

else:

sn = npr.standard_normal((M+1, I))

if no_match is True:

sn = (sn - sn.mean())/sn.std()