finMath lib documentation
net.finmath.montecarlo.conditionalexpectation

## Interface RegressionBasisFunctionsProvider

• ### Method Summary

All Methods
Modifier and Type Method and Description
RandomVariable[] getBasisFunctions(double evaluationTime, MonteCarloSimulationModel model)
Provides a set of $$\mathcal{F}_{t}$$-measurable random variables which can serve as regression basis functions.
• ### 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.
Parameters:
evaluationTime - The evaluation time $$t$$ at which the basis function should be observed.
model - The Monte-Carlo model used to derive the basis function.
Returns:
An $$\mathcal{F}_{t}$$-measurable random variable.
Throws:
CalculationException - Thrown if derivation of the basis function fails.