QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <lsmbasissystem.hpp>
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) |
Definition at line 37 of file lsmbasissystem.hpp.
enum PolynomialType |
Enumerator | |
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Monomial | |
Laguerre | |
Hermite | |
Hyperbolic | |
Legendre | |
Chebyshev | |
Chebyshev2nd |
Definition at line 39 of file lsmbasissystem.hpp.
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static |
Definition at line 109 of file lsmbasissystem.cpp.
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static |