% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/merton_sim.R
\name{jdSampleData}
\alias{jdSampleData}
\title{Generate Synthetic Log-Returns from a Jump-Diffusion Model}
\usage{
jdSampleData(
  model = "merton",
  n = 500,
  mu = 0.05,
  sigma = 0.2,
  lambda = 1,
  mu_j = -0.1,
  sigma_j = 0.15,
  dt = 1/252,
  seed = 42L
)
}
\arguments{
\item{model}{Character. Model type: \code{"merton"} (default).}

\item{n}{Integer. Number of log-returns to generate (default 500).}

\item{mu}{Numeric. Drift (default 0.05).}

\item{sigma}{Positive numeric. Diffusion vol (default 0.20).}

\item{lambda}{Non-negative numeric. Jump intensity (default 1).}

\item{mu_j}{Numeric. Mean log-jump (default -0.10).}

\item{sigma_j}{Positive numeric. Std dev of log-jumps (default 0.15).}

\item{dt}{Numeric. Time step (default 1/252).}

\item{seed}{Integer. Random seed (default 42).}
}
\value{
Numeric vector of \code{n} log-returns.
}
\description{
Convenience function for generating reproducible synthetic log-returns
for use in examples, tests, and vignettes. All package examples and
tests use this function to avoid any dependency on live market data.
}
\examples{
ret <- jdSampleData("merton", n = 200, seed = 42)
head(ret)
hist(ret, breaks = 40, main = "Synthetic Merton Returns")

}
