Class EDFJacobianRegressorSet
java.lang.Object
org.drip.regression.curvejacobian.EDFJacobianRegressorSet
- All Implemented Interfaces:
RegressorSet
public class EDFJacobianRegressorSet extends java.lang.Object implements RegressorSet
EDFJacobianRegressorSet implements the regression analysis set for the EDF product related
Sensitivity Jacobians. Specifically, it computes the PVDF micro-Jack.
- Module = Computational Core Module
- Library = Computation Support
- Project = Regression Engine Core and the Unit Regressors
- Package = Curve Jacobian Reconciliation Regression Engine
- Author:
- Lakshmi Krishnamurthy
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Constructor Summary
Constructors Constructor Description EDFJacobianRegressorSet()
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Method Summary
Modifier and Type Method Description java.util.List<UnitRegressor>
getRegressorSet()
Retrieve the list of regressorsjava.lang.String
getSetName()
Retrieve the Regression Set Nameboolean
setupRegressors()
Set up the list of Regressors in the setMethods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Constructor Details
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EDFJacobianRegressorSet
public EDFJacobianRegressorSet()
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Method Details
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getRegressorSet
Description copied from interface:RegressorSet
Retrieve the list of regressors- Specified by:
getRegressorSet
in interfaceRegressorSet
- Returns:
- List of regressors
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setupRegressors
public boolean setupRegressors()Description copied from interface:RegressorSet
Set up the list of Regressors in the set- Specified by:
setupRegressors
in interfaceRegressorSet
- Returns:
- TRUE if set up is successful
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getSetName
public java.lang.String getSetName()Description copied from interface:RegressorSet
Retrieve the Regression Set Name- Specified by:
getSetName
in interfaceRegressorSet
- Returns:
- Regression Set Name
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