Package org.drip.regression.curve

Curve Construction/Reconciliation Regression Engine
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    CreditAnalyticsRegressionEngine
    CreditAnalyticsRegressionEngine implements the RegressionEngine for the curve regression.
    CreditCurveRegressor
    CreditCurveRegressor implements the regression set analysis for the Credit Curve.
    DiscountCurveRegressor
    DiscountCurveRegressor implements the regression set analysis for the Discount Curve.
    ZeroCurveRegressor
    ZeroCurveRegressor implements the regression analysis set for the Zero Curve.