#include <ql/methods/montecarlo/lsmbasissystem.hpp>
Collaboration diagram for LsmBasisSystem:
Public Types | |
| enum | PolynomialType { Monomial , Laguerre , Hermite , Hyperbolic , Legendre , Chebyshev , Chebyshev2nd } |
Static Public Member Functions | |
| static std::vector< ext::function< Real(Real)> > | pathBasisSystem (Size order, PolynomialType type) |
| static std::vector< ext::function< Real(Array)> > | multiPathBasisSystem (Size dim, Size order, PolynomialType type) |
Detailed Description
Definition at line 37 of file lsmbasissystem.hpp.
Member Enumeration Documentation
◆ PolynomialType
| enum PolynomialType |
| Enumerator | |
|---|---|
| Monomial | |
| Laguerre | |
| Hermite | |
| Hyperbolic | |
| Legendre | |
| Chebyshev | |
| Chebyshev2nd | |
Definition at line 39 of file lsmbasissystem.hpp.
Member Function Documentation
◆ pathBasisSystem()
|
static |
Definition at line 109 of file lsmbasissystem.cpp.
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◆ multiPathBasisSystem()
|
static |
