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)
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