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 class
CreditCurveRegressor
CreditCurveRegressor implements the regression set analysis for the Credit Curve.class
DiscountCurveRegressor
DiscountCurveRegressor implements the regression set analysis for the Discount Curve.class
ZeroCurveRegressor
ZeroCurveRegressor 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 class
CashJacobianRegressorSet
CashJacobianRegressorSet implements the regression analysis set for the Cash product related Sensitivity Jacobians.class
DiscountCurveJacobianRegressorSet
DiscountCurveJacobianRegressorSet implements the regression analysis for the full discount curve (built from cash/future/swap) Sensitivity Jacobians.class
EDFJacobianRegressorSet
EDFJacobianRegressorSet implements the regression analysis set for the EDF product related Sensitivity Jacobians.class
IRSJacobianRegressorSet
IRSJacobianRegressorSet 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 class
BracketingRegressorSet
BracketingRegressorSet implements regression run for the Primitive Bracketing Fixed Point Search Method.class
CompoundBracketingRegressorSet
CompoundBracketingRegressorSet implements regression run for the Compound Bracketing Fixed Point Search Method.class
OpenRegressorSet
OpenRegressorSet 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 class
BasisSplineRegressorSet
BasisSplineRegressorSet carries out regression testing for the following series of basis splines:
#1: Polynomial Basis Spline, n = 2 basis functions, and Ck = 0.