Uses of Class
org.quantlib.LsmBasisSystem.PolynomialType

Uses of LsmBasisSystem.PolynomialType in org.quantlib

Fields in org.quantlib declared as LsmBasisSystem.PolynomialType

Modifier and Type	Field	Description
static LsmBasisSystem.PolynomialType	LsmBasisSystem.PolynomialType.Chebyshev
static LsmBasisSystem.PolynomialType	LsmBasisSystem.PolynomialType.Chebyshev2nd
static LsmBasisSystem.PolynomialType	LsmBasisSystem.PolynomialType.Hermite
static LsmBasisSystem.PolynomialType	LsmBasisSystem.PolynomialType.Hyperbolic
static LsmBasisSystem.PolynomialType	LsmBasisSystem.PolynomialType.Laguerre
static LsmBasisSystem.PolynomialType	LsmBasisSystem.PolynomialType.Legendre
static LsmBasisSystem.PolynomialType	LsmBasisSystem.PolynomialType.Monomial

Methods in org.quantlib that return LsmBasisSystem.PolynomialType

Modifier and Type	Method	Description
static LsmBasisSystem.PolynomialType	LsmBasisSystem.PolynomialType.swigToEnum(int swigValue)

Constructors in org.quantlib with parameters of type LsmBasisSystem.PolynomialType

Constructor	Description
MCLDAmericanBasketEngine(StochasticProcessArray process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, long nCalibrationSamples, long polynomOrder, LsmBasisSystem.PolynomialType polynomType)
MCLDAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, int polynomOrder, LsmBasisSystem.PolynomialType polynomType)
MCLDAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, int polynomOrder, LsmBasisSystem.PolynomialType polynomType, int nCalibrationSamples)
MCLDAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, int polynomOrder, LsmBasisSystem.PolynomialType polynomType, int nCalibrationSamples, OptionalBool antitheticVariateCalibration)
MCLDAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, int polynomOrder, LsmBasisSystem.PolynomialType polynomType, int nCalibrationSamples, OptionalBool antitheticVariateCalibration, long seedCalibration)
MCPRAmericanBasketEngine(StochasticProcessArray process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, long nCalibrationSamples, long polynomOrder, LsmBasisSystem.PolynomialType polynomType)
MCPRAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, int polynomOrder, LsmBasisSystem.PolynomialType polynomType)
MCPRAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, int polynomOrder, LsmBasisSystem.PolynomialType polynomType, int nCalibrationSamples)
MCPRAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, int polynomOrder, LsmBasisSystem.PolynomialType polynomType, int nCalibrationSamples, OptionalBool antitheticVariateCalibration)
MCPRAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, int polynomOrder, LsmBasisSystem.PolynomialType polynomType, int nCalibrationSamples, OptionalBool antitheticVariateCalibration, long seedCalibration)