c13_07_BIS_interest_simulation.py 文件源码

def BIS_f(R,s,n):
    R=R0
    for i in sp.arange(0,n):
        deltaR=z[i]*s/sp.sqrt(2.)
        logR=sp.log(R)
        R=sp.exp(logR+deltaR)
        output.append(round(R,5))
    return output 
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