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Reference manual - version qle_version
Static Public Member Functions | List of all members
RandomVariableLsmBasisSystem Class Reference

Static Public Member Functions

static std::vector< std::function< RandomVariable(const RandomVariable &)> > pathBasisSystem (Size order, QuantLib::LsmBasisSystem::PolynomialType type)
 
static std::vector< std::function< RandomVariable(const std::vector< const RandomVariable * > &)> > multiPathBasisSystem (Size dim, Size order, QuantLib::LsmBasisSystem::PolynomialType type)
 
static Real size (Size dim, Size order)