| Class | Description |
|---|---|
| CashJacobianRegressorSet |
CashJacobianRegressorSet implements the regression analysis set for the Cash product related Sensitivity
Jacobians.
|
| CurveJacobianRegressionEngine |
CurveJacobianRegressionEngine implements the RegressionEngine for the curve Jacobian regression.
|
| DiscountCurveJacobianRegressorSet |
DiscountCurveJacobianRegressorSet implements the regression analysis for the full discount curve (built
from cash/future/swap) Sensitivity Jacobians.
|
| EDFJacobianRegressorSet |
EDFJacobianRegressorSet implements the regression analysis set for the EDF product related Sensitivity
Jacobians.
|
| IRSJacobianRegressorSet |
IRSJacobianRegressorSet implements the regression analysis set for the IRS product related Sensitivity
Jacobians.
|