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Credit Analytics Regression Framework


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.