RegressionBasisFunctionsProvider (finmath lib 5.0.4 API)

All Known Implementing Classes:

BermudanSwaption, BermudanSwaptionFromSwapSchedules, Option, RegressionBasisFunctionsFromProducts
```
public interface RegressionBasisFunctionsProvider
```
Interfaces for object providing regression basis functions.

Version:

1.0

Author:

Christian Fries

Method Summary

All Methods Instance Methods Abstract Methods
Modifier and Type	Method	Description
`RandomVariable[]`	`getBasisFunctions(double evaluationTime, MonteCarloSimulationModel model)`	Provides a set of \( \mathcal{F}_{t} \)-measurable random variables which can serve as regression basis functions.

- Method Detail
  - getBasisFunctions
```
RandomVariable[] getBasisFunctions(double evaluationTime,
                                   MonteCarloSimulationModel model)
                            throws CalculationException
```
    Provides a set of \( \mathcal{F}_{t} \)-measurable random variables which can serve as regression basis functions.
    
    Parameters:
    
    evaluationTime - The evaluation time \( t \) at which the basis function should be observed.
    
    model - The Monte-Carlo model used to derive the basis function.
    
    Returns:
    
    An \( \mathcal{F}_{t} \)-measurable random variable.
    
    Throws:
    
    CalculationException - Thrown if derivation of the basis function fails.