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*Last updated: 2023-03-16.*

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# Module: tf_quant_finance.experimental.lsm_algorithm

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<a target="_blank" href="https://github.com/paolodelia99/tf-quant-finance/blob/main/tf_quant_finance/experimental/lsm_algorithm/__init__.py">View source</a>



LSM algorithm methods.



## Functions

[`least_square_mc(...)`](../../tf_quant_finance/experimental/lsm_algorithm/least_square_mc.md): Values Amercian style options using the LSM algorithm.

[`least_square_mc_v2(...)`](../../tf_quant_finance/experimental/lsm_algorithm/least_square_mc_v2.md): Values Amercian style options using the LSM algorithm.

[`make_basket_put_payoff(...)`](../../tf_quant_finance/experimental/lsm_algorithm/make_basket_put_payoff.md): Produces a callable from samples to payoff of a simple basket put option.

[`make_polynomial_basis(...)`](../../tf_quant_finance/experimental/lsm_algorithm/make_polynomial_basis.md): Produces a callable from samples to polynomial basis for use in regression.

[`make_polynomial_basis_v2(...)`](../../tf_quant_finance/experimental/lsm_algorithm/make_polynomial_basis_v2.md): Produces a callable from samples to polynomial basis for use in regression.

