Uses of Interface
net.finmath.stochastic.ConditionalExpectationEstimator

Packages that use ConditionalExpectationEstimator

Package	Description
net.finmath.montecarlo	Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.
net.finmath.montecarlo.automaticdifferentiation.backward	Provides the implementation of backward automatic differentiation.
net.finmath.montecarlo.automaticdifferentiation.forward	Provides the implementation of forward automatic differentiation.
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.stochastic	Interfaces specifying operations on random variables.

Uses of ConditionalExpectationEstimator in net.finmath.montecarlo

Methods in net.finmath.montecarlo with parameters of type ConditionalExpectationEstimator

Modifier and Type	Method and Description
RandomVariable	RandomVariableFromDoubleArray.getConditionalExpectation(ConditionalExpectationEstimator conditionalExpectationOperator)
RandomVariable	RandomVariableFromFloatArray.getConditionalExpectation(ConditionalExpectationEstimator conditionalExpectationOperator)

Uses of ConditionalExpectationEstimator in net.finmath.montecarlo.automaticdifferentiation.backward

Methods in net.finmath.montecarlo.automaticdifferentiation.backward with parameters of type ConditionalExpectationEstimator

Modifier and Type	Method and Description
RandomVariable	RandomVariableDifferentiableAAD.getConditionalExpectation(ConditionalExpectationEstimator estimator)

Constructors in net.finmath.montecarlo.automaticdifferentiation.backward with parameters of type ConditionalExpectationEstimator

Constructor and Description
RandomVariableDifferentiableAAD(RandomVariable values, List<RandomVariable> arguments, ConditionalExpectationEstimator estimator, net.finmath.montecarlo.automaticdifferentiation.backward.RandomVariableDifferentiableAAD.OperatorType operator, RandomVariableDifferentiableAADFactory factory)
RandomVariableDifferentiableAAD(RandomVariable values, List<RandomVariable> arguments, ConditionalExpectationEstimator estimator, net.finmath.montecarlo.automaticdifferentiation.backward.RandomVariableDifferentiableAAD.OperatorType operator, RandomVariableDifferentiableAADFactory factory, int methodArgumentTypePriority)

Uses of ConditionalExpectationEstimator in net.finmath.montecarlo.automaticdifferentiation.forward

Methods in net.finmath.montecarlo.automaticdifferentiation.forward with parameters of type ConditionalExpectationEstimator

Modifier and Type	Method and Description
RandomVariable	RandomVariableDifferentiableAD.getConditionalExpectation(ConditionalExpectationEstimator estimator)

Constructors in net.finmath.montecarlo.automaticdifferentiation.forward with parameters of type ConditionalExpectationEstimator

Constructor and Description
RandomVariableDifferentiableAD(RandomVariable values, List<RandomVariable> arguments, ConditionalExpectationEstimator estimator, net.finmath.montecarlo.automaticdifferentiation.forward.RandomVariableDifferentiableAD.OperatorType operator)
RandomVariableDifferentiableAD(RandomVariable values, List<RandomVariable> arguments, ConditionalExpectationEstimator estimator, net.finmath.montecarlo.automaticdifferentiation.forward.RandomVariableDifferentiableAD.OperatorType operator, int methodArgumentTypePriority)

Uses of ConditionalExpectationEstimator in net.finmath.montecarlo.conditionalexpectation

Classes in net.finmath.montecarlo.conditionalexpectation that implement ConditionalExpectationEstimator

Modifier and Type	Class and Description
class	MonteCarloConditionalExpectationRegression A service that allows to estimate conditional expectation via regression.
class	MonteCarloConditionalExpectationRegressionLocalizedOnDependents A service that allows to estimate conditional expectation via regression.

Methods in net.finmath.montecarlo.conditionalexpectation that return ConditionalExpectationEstimator

Modifier and Type	Method and Description
ConditionalExpectationEstimator	MonteCarloConditionalExpectationRegressionFactory.getConditionalExpectationEstimator(RandomVariable[] basisFunctionsEstimator, RandomVariable[] basisFunctionsPredictor) Creates an object implementing a ConditionalExpectationEstimator for conditional expectation estimation.
ConditionalExpectationEstimator	MonteCarloConditionalExpectationLinearRegressionFactory.getConditionalExpectationEstimator(RandomVariable[] basisFunctionsEstimator, RandomVariable[] basisFunctionsPredictor)
ConditionalExpectationEstimator	MonteCarloConditionalExpectationLocalizedOnDependentRegressionFactory.getConditionalExpectationEstimator(RandomVariable[] basisFunctionsEstimator, RandomVariable[] basisFunctionsPredictor)

Uses of ConditionalExpectationEstimator in net.finmath.montecarlo.interestrate.products

Methods in net.finmath.montecarlo.interestrate.products that return ConditionalExpectationEstimator

Modifier and Type	Method and Description
ConditionalExpectationEstimator	BermudanSwaptionFromSwapSchedules.getConditionalExpectationEstimator(double exerciseTime, LIBORModelMonteCarloSimulationModel model) The conditional expectation is calculated using a Monte-Carlo regression technique.
ConditionalExpectationEstimator	BermudanSwaption.getConditionalExpectationEstimator(double fixingDate, LIBORModelMonteCarloSimulationModel model) Return the conditional expectation estimator suitable for this product.

Uses of ConditionalExpectationEstimator in net.finmath.stochastic

Methods in net.finmath.stochastic with parameters of type ConditionalExpectationEstimator

Modifier and Type	Method and Description
default RandomVariable	RandomVariable.getConditionalExpectation(ConditionalExpectationEstimator conditionalExpectationOperator) Returns the conditional expectation using a given conditional expectation estimator.
default RandomVariableArray	RandomVariableArray.getConditionalExpectation(ConditionalExpectationEstimator conditionalExpectationOperator)