Zero Curve Regression
Registered by
Lakshmi Krishnamurthy
Implementation of functional regression for the following features of zero curve analytics:
- Zero Curve creation from the curve coupon periods, and the quoting parameters
- Implying of the zero curve discount factors and the rates
Blueprint information
- Status:
- Started
- Approver:
- None
- Priority:
- High
- Drafter:
- None
- Direction:
- Approved
- Assignee:
- None
- Definition:
- Approved
- Series goal:
- Accepted for 1.5
- Implementation:
-
Deployment
- Milestone target:
-
creditanalytics1.5
- Started by
- Lakshmi Krishnamurthy
- Completed by
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