org.drip.regression.curve

Class ZeroCurveRegressor

java.lang.Object

org.drip.regression.curve.ZeroCurveRegressor

All Implemented Interfaces:

RegressorSet

public class ZeroCurveRegressor
extends java.lang.Object
implements RegressorSet

ZeroCurveRegressor implements the regression analysis set for the Zero Curve. The regression tests do the consists of the following: - Build a discount curve, followed by the zero curve - Regressor #1: Compute zero curve discount factors - Regressor #2: Compute zero curve zero rates

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
ZeroCurveRegressor() ZeroCurveRegressor constructor - Creates the base zero curve and initializes the regression objects

Method Summary

Modifier and Type	Method and Description
java.util.List<UnitRegressor>	getRegressorSet() Retrieve the list of regressors
java.lang.String	getSetName() Retrieve the Regression Set Name
boolean	setupRegressors() Set up the list of Regressors in the set

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ZeroCurveRegressor

public ZeroCurveRegressor()

ZeroCurveRegressor constructor - Creates the base zero curve and initializes the regression objects

Method Detail

setupRegressors

public boolean setupRegressors()

Description copied from interface: RegressorSet

Set up the list of Regressors in the set

Specified by:

setupRegressors in interface RegressorSet

Returns:

TRUE if set up is successful

getRegressorSet

public java.util.List<UnitRegressor> getRegressorSet()

Description copied from interface: RegressorSet

Retrieve the list of regressors

Specified by:

getRegressorSet in interface RegressorSet

Returns:

List of regressors

getSetName

public java.lang.String getSetName()

Description copied from interface: RegressorSet

Retrieve the Regression Set Name

Specified by:

getSetName in interface RegressorSet

Returns:

Regression Set Name