parametricexercise.hpp File Reference

#include <ql/methods/montecarlo/nodedata.hpp>
#include <ql/math/optimization/method.hpp>

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Classes
class	ParametricExercise

Namespaces
namespace	QuantLib

Functions
Real	genericEarlyExerciseOptimization (std::vector< std::vector< NodeData > > &simulationData, const ParametricExercise &exercise, std::vector< std::vector< Real > > &parameters, const EndCriteria &endCriteria, OptimizationMethod &method)
	returns the biased estimate obtained while optimizing More...