Regression Curve Jacobian Discount Curve Jacobian Regressor Set

[lakshmiDRIP]

DiscountCurveJacobianRegressorSet implements the regression analysis for the full discount curve (built from cash/future/swap) Sensitivity Jacobians. Specifically, it computes the PVDF micro-Jack.

• Module = Numerical Core Module
• Library = Algorithm Support Library
• Project = Regression
• Package = Curve Jacobian