public ConditionalExpectationEstimator getConditionalExpectationEstimator ( double exerciseTime , LIBORModelMonteCarloSimulationModel model ) throws CalculationException { RandomVariable [ ] regressionBasisFunctions = regressionBasisFunctionProvider . getBasisFunctions ( exerciseTime , model ) ; return conditionalExpectationRegressionFactory . getConditionalExpectationEstimator ( regressionBasisFunctions , regressionBasisFunctions ) ; }
The conditional expectation is calculated using a Monte - Carlo regression technique .