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lsmbasissystem.hpp
Langue: en
Version: 156507 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/methods/montecarlo/lsmbasissystem.hpp - utility classes for Longstaff-Schwartz early-exercise Monte CarloSYNOPSIS
#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
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