On Mon, Jan 12, 2009 at 6:34 PM, Phil <pbeadl...@mail2web.com> wrote:
> -- Monad Implementation > > evolveUnderlying :: (Double, Word64) -> ( (), (Double, Word64) ) > evolveUnderlying (stock, state) = ( (), ( newStock, newState ) ) > where > newState = ranq1Increment state > newStock = stock * exp ( ( ir - (0.5*(vol*vol)) )*timeStep + ( > vol*sqrt(timeStep)*normalFromRngState(state) ) ) > How about: evolveUnderlying :: (Double, Word64) -> (Double, Word64) evolveUnderlying (stock, state) = (newStock, newState) where ... getEvolution = modify evolveUnderlying Luke
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