Uses of Interface
net.finmath.montecarlo.conditionalexpectation.MonteCarloConditionalExpectationRegression.RegressionBasisFunctions
Package | Description |
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net.finmath.montecarlo.conditionalexpectation |
Algorithms to perform the calculation of conditional expectations in Monte-Carlo simulations,
also known as "American Monte-Carlo".
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Uses of MonteCarloConditionalExpectationRegression.RegressionBasisFunctions in net.finmath.montecarlo.conditionalexpectation
Classes in net.finmath.montecarlo.conditionalexpectation that implement MonteCarloConditionalExpectationRegression.RegressionBasisFunctions Modifier and Type Class Description class
MonteCarloConditionalExpectationRegression.RegressionBasisFunctionsGiven
Wrapper to an array of RandomVariable[] implementing RegressionBasisFunctionsMethods in net.finmath.montecarlo.conditionalexpectation that return MonteCarloConditionalExpectationRegression.RegressionBasisFunctions Modifier and Type Method Description MonteCarloConditionalExpectationRegression.RegressionBasisFunctions
MonteCarloConditionalExpectationRegression. getBasisFunctionsEstimator()
MonteCarloConditionalExpectationRegression.RegressionBasisFunctions
MonteCarloConditionalExpectationRegression. getBasisFunctionsPredictor()