QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Types | Static Public Member Functions | List of all members
LsmBasisSystem Class Reference

#include <lsmbasissystem.hpp>

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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

Enumerator
Monomial 
Laguerre 
Hermite 
Hyperbolic 
Legendre 
Chebyshev 
Chebyshev2nd 

Definition at line 39 of file lsmbasissystem.hpp.

Member Function Documentation

◆ pathBasisSystem()

VF_R pathBasisSystem ( Size  order,
PolynomialType  type 
)
static

Definition at line 109 of file lsmbasissystem.cpp.

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◆ multiPathBasisSystem()

VF_A multiPathBasisSystem ( Size  dim,
Size  order,
PolynomialType  type 
)
static

Definition at line 159 of file lsmbasissystem.cpp.

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