Logo Search packages:      
Sourcecode: quantlib version File versions

lsmbasissystem.cpp File Reference


Detailed Description

utility classes for longstaff schwartz early exercise Monte Carlo

Definition in file lsmbasissystem.cpp.

#include <ql/methods/montecarlo/lsmbasissystem.hpp>
#include <ql/math/functional.hpp>
#include <ql/math/integrals/gaussianquadratures.hpp>
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
#include <boost/bind.hpp>
#include <boost/lambda/bind.hpp>
#include <boost/lambda/lambda.hpp>
#include <deque>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Functions

Real QuantLib::f_workaround (const Array &a, Size i)


Generated by  Doxygen 1.6.0   Back to index