Uses of Interface
org.drip.regression.core.RegressorSet
| Package | Description |
|---|---|
| org.drip.regression.curve |
Curve Construction/Reconciliation Regression Engine
|
| org.drip.regression.curvejacobian |
Curve Jacobian Reconciliation Regression Engine
|
| org.drip.regression.fixedpointfinder |
Fixed Point Finder Regression Engine
|
| org.drip.regression.spline |
Custom Basis Spline Regression Engine
|
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Uses of RegressorSet in org.drip.regression.curve
Classes in org.drip.regression.curve that implement RegressorSet Modifier and Type Class Description classCreditCurveRegressorCreditCurveRegressor implements the regression set analysis for the Credit Curve.classDiscountCurveRegressorDiscountCurveRegressor implements the regression set analysis for the Discount Curve.classZeroCurveRegressorZeroCurveRegressor implements the regression analysis set for the Zero Curve. -
Uses of RegressorSet in org.drip.regression.curvejacobian
Classes in org.drip.regression.curvejacobian that implement RegressorSet Modifier and Type Class Description classCashJacobianRegressorSetCashJacobianRegressorSet implements the regression analysis set for the Cash product related Sensitivity Jacobians.classDiscountCurveJacobianRegressorSetDiscountCurveJacobianRegressorSet implements the regression analysis for the full discount curve (built from cash/future/swap) Sensitivity Jacobians.classEDFJacobianRegressorSetEDFJacobianRegressorSet implements the regression analysis set for the EDF product related Sensitivity Jacobians.classIRSJacobianRegressorSetIRSJacobianRegressorSet implements the regression analysis set for the IRS product related Sensitivity Jacobians. -
Uses of RegressorSet in org.drip.regression.fixedpointfinder
Classes in org.drip.regression.fixedpointfinder that implement RegressorSet Modifier and Type Class Description classBracketingRegressorSetBracketingRegressorSet implements regression run for the Primitive Bracketing Fixed Point Search Method.classCompoundBracketingRegressorSetCompoundBracketingRegressorSet implements regression run for the Compound Bracketing Fixed Point Search Method.classOpenRegressorSetOpenRegressorSet implements the regression run for the Open (i.e., Newton) Fixed Point Search Method. -
Uses of RegressorSet in org.drip.regression.spline
Classes in org.drip.regression.spline that implement RegressorSet Modifier and Type Class Description classBasisSplineRegressorSetBasisSplineRegressorSet carries out regression testing for the following series of basis splines:
#1: Polynomial Basis Spline, n = 2 basis functions, and Ck = 0.