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finMath lib documentation

Package net.finmath.marketdata.model.curves.locallinearregression

Provided classes implementing the local linear regression method, see see https://ssrn.com/abstract=3073942

See: Description

Package net.finmath.marketdata.model.curves.locallinearregression Description

Provided classes implementing the local linear regression method, see see https://ssrn.com/abstract=3073942
Author:
Christian Fries, Moritz Scherrmann
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Copyright © 2018 Christian P. Fries.

Copyright © 2018. All rights reserved.