Class LsmBasisSystem

Hierarchy

LsmBasisSystem

Index

Enumerations

PolynomType

Methods

Methods

Static multiPathBasisSystem

multiPathBasisSystem(dim: Size, order: Size, polyType: PolynomType): Array<UnaryFunction<Real[], Real>>

- Defined in ql/methods/montecarlo/lsmbasissystem.ts:155
Parameters
- dim: Size
- order: Size
- polyType: PolynomType
Returns Array<UnaryFunction<Real[], Real>>

Static pathBasisSystem

pathBasisSystem(order: Size, polyType: PolynomType): Array<UnaryFunction<Real, Real>>

- Defined in ql/methods/montecarlo/lsmbasissystem.ts:98
Parameters
- order: Size
- polyType: PolynomType
Returns Array<UnaryFunction<Real, Real>>