lsmbasissystem.cpp File Reference

utility classes for longstaff schwartz early exercise Monte Carlo More...

#include <ql/math/integrals/gaussianquadratures.hpp>
#include <ql/methods/montecarlo/lsmbasissystem.hpp>
#include <numeric>
#include <set>
#include <utility>

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Namespaces
namespace	QuantLib

Detailed Description

utility classes for longstaff schwartz early exercise Monte Carlo

Definition in file lsmbasissystem.cpp.

Variable Documentation

order_

const Size order_

private

Definition at line 51 of file lsmbasissystem.cpp.

b_

const VF_R b_

private

Definition at line 71 of file lsmbasissystem.cpp.