mcs

Documentation

Index

• func NetCashflows(cfg Config, seed uint64, cpus int) ([]float64, []float64, []float64)
• type Cashflow
  • func (cf Cashflow) String() string
• type Config
  • func ParseFile(filename string) (Config, error)
  • func (c *Config) UnmarshalJSON(b []byte) error
• type Fixed
  • func NewFixed(num float64) Fixed
  • func (f Fixed) Randomize(src rand.Source) Rander
  • func (f Fixed) String() string
  • func (f *Fixed) UnmarshalJSON(data []byte) error
• type Growth
  • func (g Growth) String() string
• type PERT
  • func NewPERT(min, max, mode float64) PERT
  • func (p PERT) Randomize(src rand.Source) Rander
  • func (p PERT) String() string
  • func (p *PERT) UnmarshalJSON(data []byte) error
• type PERTOne
  • func NewPERTOne(min, max, mode float64) PERTOne
  • func (po PERTOne) Randomize(src rand.Source) Rander
  • func (po PERTOne) String() string
  • func (po *PERTOne) UnmarshalJSON(data []byte) error
• type Rander
• type Randomizer
• type Triangle
  • func NewTriangle(min, max, mode float64) Triangle
  • func (t Triangle) Randomize(src rand.Source) Rander
  • func (t Triangle) String() string
  • func (t *Triangle) UnmarshalJSON(data []byte) error
• type TriangleOne
  • func NewTriangleOne(min, max, mode float64) TriangleOne
  • func (to TriangleOne) Randomize(src rand.Source) Rander
  • func (to TriangleOne) String() string
  • func (to *TriangleOne) UnmarshalJSON(data []byte) error
• type Uniform
  • func NewUniform(min, max float64) Uniform
  • func (u Uniform) Randomize(src rand.Source) Rander
  • func (u Uniform) String() string
  • func (u *Uniform) UnmarshalJSON(data []byte) error

Functions

func NetCashflows

func NetCashflows(cfg Config, seed uint64, cpus int) ([]float64, []float64, []float64)

NetCashflows calculates the net cashflows, cash inflows, and cash outflows for a given number of simulations, number of periods, cashflow distributions, and random source.

Types

type Cashflow

type Cashflow struct {
	Name      string
	IsOutflow bool
	Periods   string
	Dist      Randomizer
	Growth    Growth
}

Cashflow models the setup information needed for a cashflow for the Monte Carlo simulation.

func (Cashflow) String

func (cf Cashflow) String() string

type Config

type Config struct {
	Name        string     `json:"name"`
	StartPeriod int        `json:"startPeriod"`
	EndPeriod   int        `json:"endPeriod"`
	Sims        int        `json:"sims"`
	Cashflows   []Cashflow `json:"cashflows"`
}

Config models the net cashflows configuration information.

func ParseFile

func ParseFile(filename string) (Config, error)

ParseFile parses the JSON configuration file into a Config struct.

func (*Config) UnmarshalJSON

func (c *Config) UnmarshalJSON(b []byte) error

UnmarshalJSON unmarshals the given JSON byte slice into a Config struct.

type Fixed

type Fixed float64

Fixed is a fixed number.

func NewFixed

func NewFixed(num float64) Fixed

NewFixed returns a Fixed distribution.

func (Fixed) Randomize

func (f Fixed) Randomize(src rand.Source) Rander

Randomize a new fixed number.

func (Fixed) String

func (f Fixed) String() string

String implements the io.Stringer interface.

func (*Fixed) UnmarshalJSON

func (f *Fixed) UnmarshalJSON(data []byte) error

UnmarshalJSON unmarshals the given JSON data into a Fixed MCS distribution.

type Growth

type Growth struct {
	Periods string
	Dist    Randomizer
	Name    string
}

Growth models the setup information for a Growth rate.

func (Growth) String

func (g Growth) String() string

type PERT

type PERT struct {
	// contains filtered or unexported fields
}

PERT models a PERT distribution with the values min, max, mode but without a random source.

func NewPERT

func NewPERT(min, max, mode float64) PERT

NewPERT constructs a new PERT distribution without a random source using the given min, max, and mode. Constraints are min < max and min ≤ mode ≤ max.

func (PERT) Randomize

func (p PERT) Randomize(src rand.Source) Rander

Randomize sets up a new PERT distribution using the given random source.

func (PERT) String

func (p PERT) String() string

String implements the io.Stringer interface.

func (*PERT) UnmarshalJSON

func (p *PERT) UnmarshalJSON(data []byte) error

UnmarshalJSON unmarshals the given JSON data into a PERT MCS distribution.

type PERTOne

type PERTOne struct {
	// contains filtered or unexported fields
}

PERTOne models a PERT distribution once with the values min, max, mode, and then returns the same number each time. PERTOne does not have a random source.

func NewPERTOne

func NewPERTOne(min, max, mode float64) PERTOne

NewPERTOne constructs a new PERT distribution without a random source using the given min, max, and mode. Constraints are min < max and min ≤ mode ≤ max. Once the random number has been generated using the PERT distribution, the same number will be returned each time.

func (PERTOne) Randomize

func (po PERTOne) Randomize(src rand.Source) Rander

Randomize sets up a new one-time only PERT distribution.

func (PERTOne) String

func (po PERTOne) String() string

String implements the io.Stringer interface.

func (*PERTOne) UnmarshalJSON

func (po *PERTOne) UnmarshalJSON(data []byte) error

UnmarshalJSON unmarshals the given JSON data into a PERT MCS distribution.

type Rander

type Rander interface {
	Rand() float64
}

Rander is the interface that wraps the Rand method.

The Rand method returns a random sample drawn from the distribution.

type Randomizer

type Randomizer interface {
	Randomize(src rand.Source) Rander
	String() string
}

Randomizer is the interface that wraps the Randomize method.

Randomizer allows different random sources to be injected into the returned Rander interface. The ability to inject random sources is why the cashflows don't simply take a Rander but instead use a Randomizer for their distributions.

type Triangle

type Triangle struct {
	// contains filtered or unexported fields
}

Triangle is a triangle distribution with the values min, max, mode.

func NewTriangle

func NewTriangle(min, max, mode float64) Triangle

NewTriangle returns a new triangle distribution with the values min, max, and mode.

func (Triangle) Randomize

func (t Triangle) Randomize(src rand.Source) Rander

Randomize sets up a new triangle distribution.

func (Triangle) String

func (t Triangle) String() string

String implements the io.Stringer interface.

func (*Triangle) UnmarshalJSON

func (t *Triangle) UnmarshalJSON(data []byte) error

UnmarshalJSON unmarshals the given JSON data into a PERT MCS distribution.

type TriangleOne

type TriangleOne struct {
	// contains filtered or unexported fields
}

TriangleOne use a triangle distribution once and then returns the same number each time.

func NewTriangleOne

func NewTriangleOne(min, max, mode float64) TriangleOne

func (TriangleOne) Randomize

func (to TriangleOne) Randomize(src rand.Source) Rander

Randomize sets up a new one-time only triangle distribution.

func (TriangleOne) String

func (to TriangleOne) String() string

String implements the io.Stringer interface.

func (*TriangleOne) UnmarshalJSON

func (to *TriangleOne) UnmarshalJSON(data []byte) error

UnmarshalJSON unmarshals the given JSON data into a PERT MCS distribution.

type Uniform

type Uniform struct {
	// contains filtered or unexported fields
}

Uniform is a uniform distribution with the values min and max.

func NewUniform

func NewUniform(min, max float64) Uniform

NewUniform constructs a new Uniform distribution without a random source using the given min and max values.

func (Uniform) Randomize

func (u Uniform) Randomize(src rand.Source) Rander

Randomize sets up a new uniform distribution.

func (Uniform) String

func (u Uniform) String() string

String implements the io.Stringer interface.

func (*Uniform) UnmarshalJSON

func (u *Uniform) UnmarshalJSON(data []byte) error

UnmarshalJSON unmarshals the given JSON data into a PERT MCS distribution.