Uses of Package
net.finmath.montecarlo.conditionalexpectation

Packages that use net.finmath.montecarlo.conditionalexpectation

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.

Classes in net.finmath.montecarlo.conditionalexpectation used by net.finmath.montecarlo.conditionalexpectation

Class	Description
MonteCarloConditionalExpectationRegression	A service that allows to estimate conditional expectation via regression.
MonteCarloConditionalExpectationRegression.RegressionBasisFunctions	Interface for objects specifying regression basis functions (a vector of random variables).
MonteCarloConditionalExpectationRegressionFactory	Interface implemented by classes providing a ConditionalExpectationEstimator for conditional expectation estimation.
RegressionBasisFunctionsProvider	Interfaces for object providing regression basis functions.

Classes in net.finmath.montecarlo.conditionalexpectation used by net.finmath.montecarlo.interestrate.products

Class	Description
MonteCarloConditionalExpectationRegressionFactory	Interface implemented by classes providing a ConditionalExpectationEstimator for conditional expectation estimation.
RegressionBasisFunctionsProvider	Interfaces for object providing regression basis functions.

Classes in net.finmath.montecarlo.conditionalexpectation used by net.finmath.montecarlo.interestrate.products.components

Class	Description
RegressionBasisFunctionsProvider	Interfaces for object providing regression basis functions.