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Reference manual - version ored_version
Public Attributes | List of all members
Model::McParams Struct Reference

Public Attributes

Size seed = 42
 
Size trainingSeed = 43
 
Size trainingSamples = Null<Size>()
 
QuantExt::SequenceType sequenceType = QuantExt::SequenceType::SobolBrownianBridge
 
QuantExt::SequenceType trainingSequenceType = QuantExt::SequenceType::MersenneTwister
 
Size regressionOrder = 2
 
QuantLib::LsmBasisSystem::PolynomialType polynomType = QuantLib::LsmBasisSystem::PolynomialType::Monomial
 
QuantLib::SobolBrownianGenerator::Ordering sobolOrdering = QuantLib::SobolBrownianGenerator::Steps
 
QuantLib::SobolRsg::DirectionIntegers sobolDirectionIntegers = QuantLib::SobolRsg::DirectionIntegers::JoeKuoD7