QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | |
class | ParametricExercise |
Namespaces | |
namespace | QuantLib |
Functions | |
Real | genericEarlyExerciseOptimization (std::vector< std::vector< NodeData > > &simulationData, const ParametricExercise &exercise, std::vector< std::vector< Real > > ¶meters, const EndCriteria &endCriteria, OptimizationMethod &method) |
returns the biased estimate obtained while optimizing More... | |