Interface RegressionBasisFunctionsProvider

    • 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.
        evaluationTime - The evaluation time \( t \) at which the basis function should be observed.
        model - The Monte-Carlo model used to derive the basis function.
        An \( \mathcal{F}_{t} \)-measurable random variable.
        CalculationException - Thrown if derivation of the basis function fails.