Module net.finmath.lib

Package net.finmath.montecarlo.conditionalexpectation

Class MonteCarloConditionalExpectationRegression.RegressionBasisFunctionsGiven

java.lang.Object

net.finmath.montecarlo.conditionalexpectation.MonteCarloConditionalExpectationRegression.RegressionBasisFunctionsGiven

All Implemented Interfaces:

MonteCarloConditionalExpectationRegression.RegressionBasisFunctions

Enclosing class:

MonteCarloConditionalExpectationRegression

public static class MonteCarloConditionalExpectationRegression.RegressionBasisFunctionsGiven
extends Object
implements MonteCarloConditionalExpectationRegression.RegressionBasisFunctions

Wrapper to an array of RandomVariable[] implementing RegressionBasisFunctions

Author:

Christian Fries

Constructor Summary

Constructors

Constructor	Description
RegressionBasisFunctionsGiven(RandomVariable[] basisFunctions)

Method Summary

Modifier and Type	Method	Description
RandomVariable[]	getBasisFunctions()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

RegressionBasisFunctionsGiven

public RegressionBasisFunctionsGiven(RandomVariable[] basisFunctions)

Method Details

getBasisFunctions

public RandomVariable[] getBasisFunctions()

Specified by:

getBasisFunctions in interface MonteCarloConditionalExpectationRegression.RegressionBasisFunctions