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QuantLib::SalvagingAlgorithm::Type | salvagingAlgorithm = SalvagingAlgorithm::None |
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Size | seed = 42 |
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Size | trainingSeed = 43 |
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Size | trainingSamples = Null<Size>() |
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QuantExt::SequenceType | sequenceType = QuantExt::SequenceType::SobolBrownianBridge |
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QuantExt::SequenceType | trainingSequenceType = QuantExt::SequenceType::MersenneTwister |
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bool | externalDeviceCompatibilityMode = false |
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Size | regressionOrder = 2 |
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QuantLib::LsmBasisSystem::PolynomialType | polynomType = QuantLib::LsmBasisSystem::PolynomialType::Monomial |
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QuantLib::SobolBrownianGenerator::Ordering | sobolOrdering = QuantLib::SobolBrownianGenerator::Steps |
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QuantLib::SobolRsg::DirectionIntegers | sobolDirectionIntegers = QuantLib::SobolRsg::DirectionIntegers::JoeKuoD7 |
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QuantLib::Real | regressionVarianceCutoff = Null<QuantLib::Real>() |
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Real | mesherEpsilon = 1E-4 |
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Real | mesherScaling = 1.5 |
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Real | mesherConcentration = 0.1 |
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Size | mesherMaxConcentratingPoints = 9999 |
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bool | staticMesher = false |
