## Model[Simulation]

"Model[Simulation]" is a special type of Model

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#### TYPE INCLUSION RELATIONSHIPS

#### AVAILABLE FUNCTIONS

#### AVAILABLE CREATE FUNCTION KEYS

Absolute Tolerance

Antithetic

Brownian Bridge

Calibration Samples

Control Variate

Early Exercise

Exec Policy

Histogram Buckets

Lsm Basis System

Polynomial Order

Quantile Probs

Random Generator

Randomized Averages

Randomized Runs

Report Distribution

Report Quantile Std Devs

Report Quantiles

Scenarios

Seed

Simulated Values

Simulation Type

Sobol Constraints

Steps

Use Brownian Bridge

Use Control Variate

Use LSM

Vol Time DC

#### TYPICAL OBJECTS OF TYPE Model[Simulation]

This type represents that represents all modelling assumptions needed in valuation algorithms concerning objects of type Simulation.

This type supports both the corresponding structure expected by QuantLib in the course of applying QuantLib MonteCarlo and a pure Deriscope structure involved in the calculation of VaR and the pricing of tradables of type Structured Note

It supports the random number generators Random Generator and the optional usage of antithetic variable and brownian bridge.

In the special case of the quasi random Sobol generator, the technique of randomization is also supported as a means of calculating the associated standard error estimate.