Uses of Interface
net.finmath.montecarlo.conditionalexpectation.RegressionBasisFunctionsProvider

Packages that use RegressionBasisFunctionsProvider

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.LIBORModelMonteCarloSimulationModel.
net.finmath.montecarlo.interestrate.products.components	Provides a set product components which allow to build financial products by composition.

Uses of RegressionBasisFunctionsProvider in net.finmath.montecarlo.conditionalexpectation

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

Modifier and Type	Class	Description
class	RegressionBasisFunctionsFromProducts	An implementation of an RegressionBasisFunctionsProvider using a list of AbstractMonteCarloProduct-s.

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

Classes in net.finmath.montecarlo.interestrate.products that implement RegressionBasisFunctionsProvider

Modifier and Type	Class	Description
class	BermudanSwaption	Implements the valuation of a Bermudan swaption under a LIBORModelMonteCarloSimulationModel
class	BermudanSwaptionFromSwapSchedules	Implements the valuation of a Bermudan swaption under a LIBORModelMonteCarloSimulationModel

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

Modifier and Type	Method	Description
RegressionBasisFunctionsProvider	BermudanSwaptionFromSwapSchedules.getBasisFunctionsProviderWithForwardRates()
RegressionBasisFunctionsProvider	BermudanSwaptionFromSwapSchedules.getBasisFunctionsProviderWithSwapRates()

Constructors in net.finmath.montecarlo.interestrate.products with parameters of type RegressionBasisFunctionsProvider

Constructor	Description
BermudanSwaption(boolean[] isPeriodStartDateExerciseDate, double[] fixingDates, double[] periodLength, double[] paymentDates, double[] periodNotionals, double[] swaprates, boolean isCallable, RegressionBasisFunctionsProvider regressionBasisFunctionsProvider)
BermudanSwaptionFromSwapSchedules(LocalDateTime referenceDate, BermudanSwaptionFromSwapSchedules.SwaptionType swaptionType, LocalDate[] exerciseDates, LocalDate swapEndDate, double[] swaprates, double[] notionals, Schedule[] fixSchedules, Schedule[] floatSchedules, MonteCarloConditionalExpectationRegressionFactory conditionalExpectationRegressionFactory, RegressionBasisFunctionsProvider regressionBasisFunctionProvider)	Create a Bermudan swaption from an array of underlying swap schedules (fix leg and float leg), swap rates and notionals.
BermudanSwaptionFromSwapSchedules(LocalDateTime referenceDate, BermudanSwaptionFromSwapSchedules.SwaptionType swaptionType, LocalDate[] exerciseDates, LocalDate swapEndDate, double[] swaprates, double[] notionals, Schedule[] fixSchedules, Schedule[] floatSchedules, RegressionBasisFunctionsProvider regressionBasisFunctionProvider)	Create a Bermudan swaption.

Uses of RegressionBasisFunctionsProvider in net.finmath.montecarlo.interestrate.products.components

Classes in net.finmath.montecarlo.interestrate.products.components that implement RegressionBasisFunctionsProvider

Modifier and Type	Class	Description
class	Option	An option.

Constructors in net.finmath.montecarlo.interestrate.products.components with parameters of type RegressionBasisFunctionsProvider

Constructor	Description
Option(double exerciseDate, boolean isCall, TermStructureMonteCarloProduct strikeProduct, AbstractLIBORMonteCarloProduct underlying, RegressionBasisFunctionsProvider regressionBasisFunctionsProvider)	Creates the function underlying(exerciseDate) ≥ strikeProduct ?
Option(double exerciseDate, double strikePrice, boolean isCall, AbstractLIBORMonteCarloProduct underlying, RegressionBasisFunctionsProvider regressionBasisFunctionsProvider)	Creates the function underlying(exerciseDate) ≥ strikePrice ?