QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <ql/methods/montecarlo/nodedata.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... | |