VF_R LsmBasisSystem::pathBasisSystem(Size order, PolynomType polyType) {
VF_R ret(order+1);
for (Size i=0; i<=order; ++i) {
switch (polyType) {
case Monomial:
ret[i] = MonomialFct(i);
break;
case Laguerre:
ret[i] = boost::bind(ptr_w, GaussLaguerrePolynomial(), i, _1);
break;
case Hermite:
ret[i] = boost::bind(ptr_w, GaussHermitePolynomial(), i, _1);
break;
case Hyperbolic:
ret[i] = boost::bind(ptr_w, GaussHyperbolicPolynomial(), i, _1);
break;
case Legendre:
ret[i] = boost::bind(ptr_w, GaussLegendrePolynomial(), i, _1);
break;
case Chebyshev:
ret[i] = boost::bind(ptr_w, GaussChebyshevPolynomial(), i, _1);
break;
case Chebyshev2nd:
ret[i] = boost::bind(ptr_w,GaussChebyshev2ndPolynomial(),i, _1);
break;
default:
QL_FAIL("unknown regression type");
}
}
return ret;
}
std::vector<boost::function1<Real, Real> >
LsmBasisSystem::pathBasisSystem(Size order, PolynomType polynomType) {
std::vector<boost::function1<Real, Real> > ret;
for (Size i=0; i<=order; ++i) {
switch (polynomType) {
case Monomial:
ret.push_back(MonomialFct(i));
break;
case Laguerre:
ret.push_back(
bind(&GaussianOrthogonalPolynomial::weightedValue,
GaussLaguerrePolynomial(), i, _1));
break;
case Hermite:
ret.push_back(
bind(&GaussianOrthogonalPolynomial::weightedValue,
GaussHermitePolynomial(), i, _1));
break;
case Hyperbolic:
ret.push_back(
bind(&GaussianOrthogonalPolynomial::weightedValue,
GaussHyperbolicPolynomial(), i, _1));
break;
case Legendre:
ret.push_back(
bind(&GaussianOrthogonalPolynomial::weightedValue,
GaussLegendrePolynomial(), i, _1));
break;
case Chebyshev:
ret.push_back(
bind(&GaussianOrthogonalPolynomial::weightedValue,
GaussChebyshevPolynomial(), i, _1));
break;
case Chebyshev2nd:
ret.push_back(
bind(&GaussianOrthogonalPolynomial::weightedValue,
GaussChebyshev2ndPolynomial(), i, _1));
break;
default:
QL_FAIL("unknown regression type");
}
}
return ret;
}
