Math::Random::Normal::Leva - generate normally distributed PRN using Leva method
This document describes Math::Random::Normal::Leva version 0.02
use Math::Random::Normal::Leva; my @normal = map { random_normal() } 1..1000;
Generates normally distributed pseudorandom numbers using algorithm described in the paper "A Fast Normal Random Number Generator", Joseph L. Leva, 1992 (http://saluc.engr.uconn.edu/refs/crypto/rng/leva92afast.pdf)
Returns a random number sampled from the normal distribution.
is the value of the stock initially
Generates a random sample price of a stock following Geometric Brownian Motion after t years.
is the annual volatility of the stock
is the time elapsed in years
is the annualized drift rate
is the annualized dividend rate
custom rand generated if not passed will use Math::Random::Secure::rand
note: all rates are taken as decimals (.06 for 6%)
Please report any bugs or feature requests via GitHub bug tracker at http://github.com/binary-com/perl-Math-Random-Normal-Leva/issues.
Binary.com <binary at cpan.org>
<binary at cpan.org>
Copyright (C) 2014 Binary.com
This program is free software; you can redistribute it and/or modify it under the terms of either: the GNU General Public License as published by the Free Software Foundation; or the Artistic License.
See http://dev.perl.org/licenses/ for more information.
To install Math::Random::Normal::Leva, copy and paste the appropriate command in to your terminal.
cpanm
cpanm Math::Random::Normal::Leva
CPAN shell
perl -MCPAN -e shell install Math::Random::Normal::Leva
For more information on module installation, please visit the detailed CPAN module installation guide.