DiscountCurveRegressor.new UnitRegressionExecutor() {...} | | 15% | | 10% | 6 | 8 | 23 | 27 | 1 | 3 | 0 | 1 |
DiscountCurveRegressor.new UnitRegressionExecutor() {...} | | 34% | | 25% | 6 | 10 | 24 | 35 | 1 | 4 | 0 | 1 |
CreditCurveRegressor.new UnitRegressionExecutor() {...} | | 19% | | 12% | 6 | 8 | 22 | 26 | 2 | 4 | 0 | 1 |
DiscountCurveRegressor.new UnitRegressionExecutor() {...} | | 24% | | 25% | 3 | 5 | 16 | 20 | 1 | 3 | 0 | 1 |
DiscountCurveRegressor.new UnitRegressionExecutor() {...} | | 24% | | 16% | 4 | 6 | 11 | 14 | 1 | 3 | 0 | 1 |
DiscountCurveRegressor.new UnitRegressionExecutor() {...} | | 97% | | 80% | 2 | 8 | 10 | 120 | 0 | 3 | 0 | 1 |
ZeroCurveRegressor.new UnitRegressionExecutor() {...} | | 92% | | 62% | 3 | 7 | 9 | 39 | 0 | 3 | 0 | 1 |
DiscountCurveRegressor.new UnitRegressionExecutor() {...} | | 91% | | 75% | 3 | 10 | 8 | 31 | 0 | 4 | 0 | 1 |
DiscountCurveRegressor.new UnitRegressionExecutor() {...} | | 90% | | 70% | 3 | 9 | 8 | 29 | 0 | 4 | 0 | 1 |
CreditCurveRegressor.new UnitRegressionExecutor() {...} | | 90% | | 62% | 3 | 8 | 7 | 33 | 0 | 4 | 0 | 1 |
CreditCurveRegressor.new UnitRegressionExecutor() {...} | | 92% | | 83% | 1 | 6 | 7 | 22 | 0 | 3 | 0 | 1 |
CreditCurveRegressor.new UnitRegressionExecutor() {...} | | 90% | | 87% | 1 | 8 | 7 | 23 | 0 | 4 | 0 | 1 |
DiscountCurveRegressor.new UnitRegressionExecutor() {...} | | 90% | | 87% | 1 | 8 | 7 | 23 | 0 | 4 | 0 | 1 |
DiscountCurveRegressor.new UnitRegressionExecutor() {...} | | 90% | | 87% | 1 | 8 | 7 | 23 | 0 | 4 | 0 | 1 |
CreditCurveRegressor.new UnitRegressionExecutor() {...} | | 91% | | 60% | 4 | 8 | 6 | 30 | 0 | 3 | 0 | 1 |
CreditCurveRegressor.new UnitRegressionExecutor() {...} | | 94% | | 70% | 3 | 9 | 5 | 29 | 0 | 4 | 0 | 1 |
DiscountCurveRegressor.new UnitRegressionExecutor() {...} | | 94% | | 70% | 3 | 9 | 5 | 28 | 0 | 4 | 0 | 1 |
CreditCurveRegressor.new UnitRegressionExecutor() {...} | | 93% | | 70% | 3 | 9 | 5 | 27 | 0 | 4 | 0 | 1 |
ZeroCurveRegressor.new UnitRegressionExecutor() {...} | | 91% | | 100% | 0 | 7 | 6 | 22 | 0 | 4 | 0 | 1 |
ZeroCurveRegressor.new UnitRegressionExecutor() {...} | | 91% | | 100% | 0 | 7 | 6 | 22 | 0 | 4 | 0 | 1 |
CreditCurveRegressor.new UnitRegressionExecutor() {...} | | 90% | | 62% | 3 | 7 | 5 | 20 | 0 | 3 | 0 | 1 |
CreditCurveRegressor.new UnitRegressionExecutor() {...} | | 89% | | 66% | 2 | 6 | 4 | 18 | 0 | 3 | 0 | 1 |
CreditCurveRegressor.new UnitRegressionExecutor() {...} | | 94% | | 66% | 2 | 6 | 4 | 26 | 0 | 3 | 0 | 1 |
DiscountCurveRegressor.new UnitRegressionExecutor() {...} | | 92% | | 66% | 2 | 6 | 4 | 16 | 0 | 3 | 0 | 1 |
CreditCurveRegressor.new UnitRegressionExecutor() {...} | | 91% | | 58% | 5 | 9 | 3 | 15 | 0 | 3 | 0 | 1 |
CreditCurveRegressor.new UnitRegressionExecutor() {...} | | 94% | | 60% | 4 | 8 | 3 | 18 | 0 | 3 | 0 | 1 |
CreditCurveRegressor | | 97% | | n/a | 0 | 4 | 3 | 27 | 0 | 4 | 0 | 1 |
DiscountCurveRegressor | | 96% | | n/a | 0 | 4 | 3 | 26 | 0 | 4 | 0 | 1 |
ZeroCurveRegressor | | 91% | | n/a | 0 | 4 | 3 | 15 | 0 | 4 | 0 | 1 |
CreditAnalyticsRegressionEngine | | 100% | | n/a | 0 | 3 | 0 | 10 | 0 | 3 | 0 | 1 |