finMath lib documentation
net.finmath.stochastic

## Interface ConditionalExpectationEstimatorInterface

• All Known Implementing Classes:
MonteCarloConditionalExpectationRegression

public interface ConditionalExpectationEstimatorInterface
The interface which has to be implemented by a fixed conditional expectation operator, i.e., E( · | Z ) for a fixed Z.
Author:
Christian Fries
• ### Method Summary

All Methods
Modifier and Type Method and Description
RandomVariableInterface getConditionalExpectation(RandomVariableInterface randomVariable)
Return the conditional expectation of a given random variable.
• ### Method Detail

• #### getConditionalExpectation

RandomVariableInterface getConditionalExpectation(RandomVariableInterface randomVariable)
Return the conditional expectation of a given random variable. The definition of the filtration time is part of the object implementing this interface.
Parameters:
randomVariable - Given random variable.
Returns:
The conditional expectation of randomVariable.