ops for type randomvariable
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#include <qle/math/randomvariable.hpp>
#include <qle/math/randomvariable_opcodes.hpp>
#include <ql/methods/montecarlo/lsmbasissystem.hpp>
#include <map>
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using | RandomVariableOp = std::function< RandomVariable(const std::vector< const RandomVariable * > &)> |
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using | RandomVariableGrad = std::function< std::vector< RandomVariable >(const std::vector< const RandomVariable * > &, const RandomVariable *)> |
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using | RandomVariableOpNodeRequirements = std::function< std::pair< std::vector< bool >, bool >(const std::size_t)> |
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std::vector< RandomVariableOp > | getRandomVariableOps (const Size size, const Size regressionOrder=2, const QuantLib::LsmBasisSystem::PolynomialType polynomType=QuantLib::LsmBasisSystem::Monomial, const double eps=0.0, QuantLib::Real regressionVarianceCutoff=Null< Real >()) |
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std::vector< RandomVariableGrad > | getRandomVariableGradients (const Size size, const Size regressionOrder=2, const QuantLib::LsmBasisSystem::PolynomialType polynomType=QuantLib::LsmBasisSystem::Monomial, const double eps=0.2, QuantLib::Real regressionVarianceCutoff=Null< Real >()) |
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std::vector< RandomVariableOpNodeRequirements > | getRandomVariableOpNodeRequirements () |
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ops for type randomvariable
