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Fully annotated reference manual - version 1.8.12
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randomvariablelsmbasissystem.cpp File Reference
#include <qle/math/randomvariablelsmbasissystem.hpp>
#include <ql/math/integrals/gaussianquadratures.hpp>
#include <boost/math/special_functions/binomial.hpp>
#include <numeric>
#include <set>

Go to the source code of this file.

Namespaces

namespace  QuantExt
 

Variable Documentation

◆ order_

const Size order_
private

Definition at line 85 of file randomvariablelsmbasissystem.cpp.

◆ b_

const VF_R b_
private

Definition at line 104 of file randomvariablelsmbasissystem.cpp.