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DROP Regression

DROP Regression implements the Regression Test Runs for Fixed Income, Numerical Analysis, and Spline Libraries.

Component Packages

  • Core DROP Regression Core implements the Regression Engine Core and the Unit Regressors.

  • Curve DROP Regression Curve implements the Curve Construction/Reconciliation Regression Engine.

  • Curve Jacobian DROP Regression Curve Jacobian implements the Curve Jacobian Reconciliation Regression Engine.

  • Fixed Point Finder DROP Regression Fixed Point Finder implements the Fixed Point Finder Regression Engine.

  • Spline DROP Regression Spline implements the Custom Basis Spline Regression Engine.

DROP Specifications