Package org.drip.regression.curve

Class CreditAnalyticsRegressionEngine

java.lang.Object

org.drip.regression.core.RegressionEngine

org.drip.regression.curve.CreditAnalyticsRegressionEngine

public class CreditAnalyticsRegressionEngine
extends RegressionEngine

CreditAnalyticsRegressionEngine implements the RegressionEngine for the curve regression. It adds the CreditCurveRegressor, DiscountCurveRegressor, and ZeroCurveRegressor, and launches the regression engine.

• Module = Computational Core Module
• Library = Computation Support
• Project = Regression Engine Core and the Unit Regressors
• Package = Curve Construction/Reconciliation Regression Engine

Author:

Lakshmi Krishnamurthy

Field Summary

Fields inherited from class org.drip.regression.core.RegressionEngine

REGRESSION_DETAIL_MODULE_AGGREGATED, REGRESSION_DETAIL_MODULE_UNIT_AGGREGATED, REGRESSION_DETAIL_MODULE_UNIT_DECOMPOSED, REGRESSION_DETAIL_STATS

Constructor Summary

Constructors

Constructor	Description
CreditAnalyticsRegressionEngine(int iNumRuns, int iRegressionDetail)	Initialize the Credit Analytics Regression Engine

Method Summary

Modifier and Type	Method	Description
boolean	initRegressionEnv()	One-time initialization of the regression engine environment

Methods inherited from class java.lang.Object

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

Constructor Details

CreditAnalyticsRegressionEngine

public CreditAnalyticsRegressionEngine(int iNumRuns,
int iRegressionDetail)
                                throws java.lang.Exception

Initialize the Credit Analytics Regression Engine

Parameters:

iNumRuns - Number of runs to be initialized with

iRegressionDetail - Detail of the regression run

Throws:

java.lang.Exception - Thrown from the super

Method Details

initRegressionEnv

public boolean initRegressionEnv()

Description copied from class: RegressionEngine

One-time initialization of the regression engine environment

Overrides:

initRegressionEnv in class RegressionEngine

Returns:

TRUE - Regression Environment initialized successfully