Class MarketModelBasisSystem
The basis functions a Longstaff-Schwartz regression reads at each exercise: a node-data provider whose data are the functions' values.
[WorkingType]
public abstract class MarketModelBasisSystem : MarketModelNodeDataProvider- Inheritance
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MarketModelBasisSystem
- Derived
- Inherited Members
Remarks
A working type and an extension point.
Constructors
MarketModelBasisSystem()
protected MarketModelBasisSystem()Methods
Clone()
A deep copy of the basis system, its state included.
public abstract MarketModelBasisSystem Clone()Returns
- MarketModelBasisSystem
The copy.
NumberOfData()
The number of data at each exercise: the basis functions'.
public override ImmutableArray<int> NumberOfData()Returns
- ImmutableArray<int>
One count an exercise.
NumberOfFunctions()
The number of basis functions at each exercise, possibly different for each.
public abstract ImmutableArray<int> NumberOfFunctions()Returns
- ImmutableArray<int>
One count an exercise.