Package | Description |
---|---|
org.drip.regression.core | |
org.drip.regression.curve | |
org.drip.regression.curvejacobian | |
org.drip.regression.fixedpointfinder | |
org.drip.regression.spline |
Modifier and Type | Class and Description |
---|---|
class |
UnitRegressionExecutor
UnitRegressionExecutor implements the UnitRegressor, and splits the regression execution into pre-,
execute, and post-regression.
|
Modifier and Type | Method and Description |
---|---|
java.util.List<UnitRegressor> |
RegressorSet.getRegressorSet()
Retrieve the list of regressors
|
Modifier and Type | Method and Description |
---|---|
java.util.List<UnitRegressor> |
ZeroCurveRegressor.getRegressorSet() |
java.util.List<UnitRegressor> |
DiscountCurveRegressor.getRegressorSet() |
java.util.List<UnitRegressor> |
CreditCurveRegressor.getRegressorSet() |
Modifier and Type | Method and Description |
---|---|
java.util.List<UnitRegressor> |
IRSJacobianRegressorSet.getRegressorSet() |
java.util.List<UnitRegressor> |
EDFJacobianRegressorSet.getRegressorSet() |
java.util.List<UnitRegressor> |
DiscountCurveJacobianRegressorSet.getRegressorSet() |
java.util.List<UnitRegressor> |
CashJacobianRegressorSet.getRegressorSet() |
Modifier and Type | Method and Description |
---|---|
java.util.List<UnitRegressor> |
OpenRegressorSet.getRegressorSet() |
java.util.List<UnitRegressor> |
CompoundBracketingRegressorSet.getRegressorSet() |
java.util.List<UnitRegressor> |
BracketingRegressorSet.getRegressorSet() |
Modifier and Type | Class and Description |
---|---|
class |
BasisSplineRegressor
BasisSplineRegressor implements the custom basis spline regressor for the given basis spline.
|
class |
HermiteBasisSplineRegressor
HermiteBasisSplineRegressor implements the Hermite basis spline regressor for the given basis spline.
|
class |
LagrangePolynomialStretchRegressor
LagrangePolynomialStretchRegressor implements the local control basis spline regressor for the given basis
spline.
|
class |
LocalControlBasisSplineRegressor
LocalControlBasisSplineRegressor implements the local control basis spline regressor for the given basis
spline.
|
Modifier and Type | Method and Description |
---|---|
java.util.List<UnitRegressor> |
BasisSplineRegressorSet.getRegressorSet() |