Uses of Interface
net.finmath.stochastic.ConditionalExpectationEstimatorInterface

Packages that use ConditionalExpectationEstimatorInterface

Package	Description
net.finmath.montecarlo.conditionalexpectation	Algorithms to perform the calculation of conditional expectations in Monte-Carlo simulations, also known as "American Monte-Carlo".
net.finmath.montecarlo.interestrate.products	Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationInterface.
net.finmath.stochastic	Interfaces specifying operations on random variables.

Uses of ConditionalExpectationEstimatorInterface in net.finmath.montecarlo.conditionalexpectation

Classes in net.finmath.montecarlo.conditionalexpectation that implement ConditionalExpectationEstimatorInterface

Modifier and Type	Class and Description
class	MonteCarloConditionalExpectationRegression A service that allows to estimate conditional expectation via regression.

Uses of ConditionalExpectationEstimatorInterface in net.finmath.montecarlo.interestrate.products

Methods in net.finmath.montecarlo.interestrate.products that return ConditionalExpectationEstimatorInterface

Modifier and Type	Method and Description
ConditionalExpectationEstimatorInterface	BermudanSwaption.getConditionalExpectationEstimator(double fixingDate, LIBORModelMonteCarloSimulationInterface model) Return the conditional expectation estimator suitable for this product.

Uses of ConditionalExpectationEstimatorInterface in net.finmath.stochastic

Methods in net.finmath.stochastic with parameters of type ConditionalExpectationEstimatorInterface

Modifier and Type	Method and Description
default RandomVariableInterface	RandomVariableInterface.getConditionalExpectation(ConditionalExpectationEstimatorInterface conditionalExpectationOperator) Returns the conditional expectation using a given conditional expectation estimator.