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latestOpenAPI 3.0.1Apache 2.02026-07-2623201.3 MB

Assets / Monte Carlo Returns Simulation

Corrected Cornish-Fisher Distribution

Simulate asset returns using a corrected Cornish-Fisher distribution.

References

post/assets/returns/simulation/monte-carlo/cornish-fisher/corrected

simulationsinteger

The number of simulations to perform

simulationsLengthinteger

The number of time period(s) to simulate per simulation