Re: [Quantlib-dev] Basis functions for Longstaff-Schwartz method

[Klaus S. <kl...@sp...>]

Hi

> ..The size of basis is not the same for different
> polynomial types.  

I've fixed one issue in the SVN. 

> .. I reworked the 
> implementation, so that basis sizes are the same for all polynomial
> types and no duplicates are created during the process. I would like
> to submit my code to QuantLib, but not sure how to do it.

Please submit the code to this mailing list or via email. I'm going to merge 
it into the SVN.

thanks in advance
 Klaus