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quantlib.js
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"ql/methods/montecarlo/lsmbasissystem"
MultiDimFct
Class MultiDimFct
multiplies [Real -> Real] functors to create [Array -> Real] functor
Hierarchy
MultiDimFct
Implements
UnaryFunction
<
Real
[]
,
Real
>
Index
Constructors
constructor
Properties
_b
Methods
f
Constructors
constructor
new
Multi
Dim
Fct
(
b
:
VF_R
)
:
MultiDimFct
Parameters
b:
VF_R
Returns
MultiDimFct
Properties
Private
_b
_b
:
VF_R
Methods
f
f
(
a
:
Real
[]
)
:
Real
Parameters
a:
Real
[]
Returns
Real
Globals
"ql/methods/montecarlo/lsmbasissystem"
Lsm
Basis
System
Monomial
Fct
Multi
Dim
Fct
constructor
_b
f
VF_
A
VF_
R
VV
check_
tuples
next_
order_
tuples
multiplies [Real -> Real] functors to create [Array -> Real] functor