dimregressioncalculator.hpp File Reference

Dynamic Initial Margin calculator by regression. More...

#include <orea/aggregation/dimcalculator.hpp>

Classes
class	RegressionDynamicInitialMarginCalculator
	Dynamic Initial Margin Calculator using polynomial regression. More...

Namespaces
namespace	ore
namespace	ore::analytics

Functions
bool	lessThan (const Array &a, const Array &b)

Detailed Description

Dynamic Initial Margin calculator by regression.