Credit Analytics Regression Framework

Full featured financial fixed-income, credit, and bond analytics/risk

Brought to you by: lakshmi7977

Milestone: 1.5

Status: open

Owner: nobody

Labels: Credit Analytics Regression Framework (1)

Updated: 2012-05-28

Created: 2012-05-28

Private: No

Need to create the full regression frame work for curve analytics, with the following components:

Regression Scenario Container: Contains place holders for the full set of implementations of the curve analytics regression, along with base-lined tolerance checks
Curve Regressors: Implementation of specific, elaborate functional regressions for each of the curve analytic objects.
Regression output suite: Storing the results of the regression - the time stamps, elapsed time, regression success/failure, and other regression details.