Uses of Interface
net.finmath.montecarlo.conditionalexpectation.MonteCarloConditionalExpectationRegression.RegressionBasisFunctions
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Packages that use 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 static 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()
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