Uses of Interface
net.finmath.montecarlo.conditionalexpectation.MonteCarloConditionalExpectationRegression.RegressionBasisFunctions
| Package | Description |
|---|---|
| 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 classMonteCarloConditionalExpectationRegression.RegressionBasisFunctionsGivenWrapper to an array of RandomVariable[] implementing RegressionBasisFunctionsMethods in net.finmath.montecarlo.conditionalexpectation that return MonteCarloConditionalExpectationRegression.RegressionBasisFunctions Modifier and Type Method Description MonteCarloConditionalExpectationRegression.RegressionBasisFunctionsMonteCarloConditionalExpectationRegression. getBasisFunctionsEstimator()MonteCarloConditionalExpectationRegression.RegressionBasisFunctionsMonteCarloConditionalExpectationRegression. getBasisFunctionsPredictor()