Regression Curve Jacobian Curve Jacobian Regression Engine

[lakshmiDRIP]

CurveJacobianRegressionEngine implements the RegressionEngine for the curve Jacobian regression. It adds the CashJacobianRegressorSet, the EDFJacobianRegressorSet, the IRSJacobianRegressorSet, and the DiscountCurveJacobianRegressorSet, and launches the regression engine.

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