genericlsregression.cpp File Reference

#include <ql/methods/montecarlo/genericlsregression.hpp>
#include <ql/math/statistics/sequencestatistics.hpp>
#include <ql/math/matrixutilities/svd.hpp>

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Namespaces
namespace	QuantLib

Functions
Real	genericLongstaffSchwartzRegression (std::vector< std::vector< NodeData > > &simulationData, std::vector< std::vector< Real > > &basisCoefficients)
	returns the biased estimate obtained while regressing More...