RandomVariableLsmBasisSystem Class Reference

Static Public Member Functions
static std::vector< std::function< RandomVariable(const RandomVariable &)> >	pathBasisSystem (Size order, QuantLib::LsmBasisSystem::PolynomialType type)
static std::vector< std::function< RandomVariable(const std::vector< const RandomVariable * > &)> >	multiPathBasisSystem (Size dim, Size order, QuantLib::LsmBasisSystem::PolynomialType type, const std::set< std::set< Size > > &varGroups={})
static Real	size (Size dim, Size order, const std::set< std::set< Size > > &varGroups={})