[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a4_Fundamentals/FairValueProviders/LinearRegression ILinearRegressionValuesProvider.cs, NONE, 1.1

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a4_Fundamentals/FairValueProviders/LinearRegression
In directory vz-cvs-3.sog:/tmp/cvs-serv13847

Added Files:
	ILinearRegressionValuesProvider.cs 
Log Message:
Added ILinearRegressionValuesProvider, interface providing regressands and regressors for estimation of regression coefficients

--- NEW FILE: ILinearRegressionValuesProvider.cs ---
/*
QuantProject - Quantitative Finance Library

ILinearRegressionValuesProvider.cs
Copyright (C) 2011
Marco Milletti

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.*/

using System;
using QuantProject.ADT.Timing;

namespace QuantProject.Business.Financial.Fundamentals.FairValueProviders.LinearRegression
{
	/// <summary>
	/// Interface to be implemented by classes
	/// providing values (regressand and regressors)
	/// for a regression model
	/// </summary>
	public interface ILinearRegressionValuesProvider
	{
		double[] GetRegressand(DateTime dateTime);
		
		double[,] GetRegressors(DateTime dateTime);
	}
}