[Haskell-cafe] Multiple State Monads
Luke Palmer
lrpalmer at gmail.com
Mon Jan 12 21:55:13 EST 2009
On Mon, Jan 12, 2009 at 6:34 PM, Phil <pbeadling at 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
-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://www.haskell.org/pipermail/haskell-cafe/attachments/20090112/022569dd/attachment.htm
More information about the Haskell-Cafe
mailing list