randomvariable_ops.cpp File Reference

#include <qle/math/randomvariable_ops.hpp>
#include <ql/math/comparison.hpp>
#include <boost/math/distributions/normal.hpp>

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Namespaces
namespace	QuantExt

Functions
std::vector< RandomVariableOp >	getRandomVariableOps (const Size size, const Size regressionOrder, QuantLib::LsmBasisSystem::PolynomialType polynomType, const double eps, QuantLib::Real regressionVarianceCutoff)
std::vector< RandomVariableGrad >	getRandomVariableGradients (const Size size, const Size regressionOrder, const QuantLib::LsmBasisSystem::PolynomialType polynomType, const double eps, const Real regressionVarianceCutoff)
std::vector< RandomVariableOpNodeRequirements >	getRandomVariableOpNodeRequirements ()