lsmbasissystem.hpp

Langue: en

Autres versions - même langue

Version: 375839 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/methods/montecarlo/lsmbasissystem.hpp -

utility classes for Longstaff-Schwartz early-exercise Monte Carlo

SYNOPSIS


#include <ql/qldefines.hpp>
#include <ql/math/array.hpp>
#include <boost/function.hpp>
#include <vector>

Detailed Description

utility classes for Longstaff-Schwartz early-exercise Monte Carlo

Author

Generated automatically by Doxygen for QuantLib from the source code.