Package org.drip.regression.core

Interface RegressorSet

All Known Implementing Classes:
BasisSplineRegressorSet, BracketingRegressorSet, CashJacobianRegressorSet, CompoundBracketingRegressorSet, CreditCurveRegressor, DiscountCurveJacobianRegressorSet, DiscountCurveRegressor, EDFJacobianRegressorSet, IRSJacobianRegressorSet, OpenRegressorSet, ZeroCurveRegressor
public interface RegressorSet
RegressorSet interface provides the Regression set stubs. It contains a set regressors and is associated with a unique name. It provides functionality to set up the contained regressors.



Author:
Lakshmi Krishnamurthy

  • Method Summary

    Modifier and Type Method 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

  • Method Details

    • setupRegressors

      boolean setupRegressors()
      Set up the list of Regressors in the set
      Returns:
      TRUE if set up is successful

    • getRegressorSet

      java.util.List<UnitRegressor> getRegressorSet()
      Retrieve the list of regressors
      Returns:
      List of regressors

    • getSetName

      java.lang.String getSetName()
      Retrieve the Regression Set Name
      Returns:
      Regression Set Name