[Quantlib-dev] [ quantlib-Bugs-2091327 ] Legendre basis system is missing

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Bugs item #2091327, was opened at 2008-09-03 17:17
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Mustapha MARCHOUD (marcmus)
Assigned to: Nobody/Anonymous (nobody)
Summary: Legendre basis system is missing

Initial Comment:
The Legendre polynomial as basis system is missing in the Monte Carlo American engine even if its implementation was provided.

Suggested solution : 
Add the test for Legendre basis system in the QL_REQUIRE statement inside the constrcutor  AmericanPathPricer::AmericanPathPricer (file : MCAmericanEngine.cpp)

Best regards,

ma...@gm...



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You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2091327&group_id=12740