- FactorSchedule - Class in org.drip.product.params
-
Contains array of dates and factors
- FactorSchedule(byte[]) - Constructor for class org.drip.product.params.FactorSchedule
-
FactorSchedule de-serialization from input byte array
- FEBRUARY - Static variable in class org.drip.analytics.date.JulianDate
-
Integer Month - February
- FIMHoliday - Class in org.drip.analytics.holset
-
- FIMHoliday() - Constructor for class org.drip.analytics.holset.FIMHoliday
-
- Fixed - Class in org.drip.analytics.holiday
-
This class contains the fixed holiday’s date and month.
- Fixed(int, int, Weekend, String) - Constructor for class org.drip.analytics.holiday.Fixed
-
Constructs the object from the day, month, weekend, and description
- Fixed(byte[]) - Constructor for class org.drip.analytics.holiday.Fixed
-
De-serialization of FixedHoliday from byte stream
- FlatStringTo2DSDMap(String, String, String, boolean, String) - Static method in class org.drip.analytics.support.GenericUtil
-
Turns an flattened 2D (string, double) string sequence into its corresponding map
- FlatStringTo3DSDMap(String, String, String, String, boolean, String) - Static method in class org.drip.analytics.support.GenericUtil
-
Turns an flattened 3D (string, string, double) string sequence into its corresponding map
- FlatStringTo4DSDMap(String, String, String, String, boolean, String) - Static method in class org.drip.analytics.support.GenericUtil
-
Turns an flattened 4D (string, string, string, double) string sequence into its corresponding map
- FloaterSetting - Class in org.drip.product.params
-
Contains the component's floating rate parameters.
- FloaterSetting(String, String, double, double) - Constructor for class org.drip.product.params.FloaterSetting
-
Constructs the FloaterSetting from rate index, floating day count, float spread, and current coupon
- FloaterSetting(byte[]) - Constructor for class org.drip.product.params.FloaterSetting
-
FloaterSetting de-serialization from input byte array
- FormatPrice(double, int, int, double) - Static method in class org.drip.analytics.support.GenericUtil
-
Formats the double input by multiplying, and then adding left and right adjustments
- FormatPrice(double) - Static method in class org.drip.analytics.support.GenericUtil
-
Formats the double input by multiplying by 100, then justifies the left and the right by 2 and 3 zeros
- FormatSpread(double) - Static method in class org.drip.analytics.support.GenericUtil
-
Formats the double input by multiplying by 10000, no justification
- FormatSpreadSimple(double, int, int, double) - Static method in class org.drip.analytics.support.GenericUtil
-
Formats the double input by multiplying, and then adding left and right adjustments
- FormatSpreadSimple(double) - Static method in class org.drip.analytics.support.GenericUtil
-
Formats the double input by multiplying by 100, then justifies the left and the right by 1 and 3 zeros
- FourDSDMapToFlatString(Map<String, Map<String, Map<String, Double>>>, String, String, String) - Static method in class org.drip.analytics.support.GenericUtil
-
Flattens a 4D SSSD map structure onto a string array
- FRFHoliday - Class in org.drip.analytics.holset
-
- FRFHoliday() - Constructor for class org.drip.analytics.holset.FRFHoliday
-
- FRIDAY - Static variable in class org.drip.analytics.date.JulianDate
-
Days of the week - Friday
- fromAmerican(double, double[], double[], boolean, int, boolean, double, String, double) - Static method in class org.drip.product.params.EmbeddedOptionSchedule
-
Creates the discretized American EOS schedule from the array of dates and factors
- FromByteArray(byte[]) - Static method in class org.drip.analytics.creator.CreditCurveBuilder
-
Creates the credit curve from the given byte array
- FromByteArray(byte[]) - Static method in class org.drip.analytics.creator.DiscountCurveBuilder
-
Create a discount curve instance from the byte array
- FromByteArray(byte[]) - Static method in class org.drip.analytics.creator.FXBasisCurveBuilder
-
Creates the FXBasisCurve from the given byte array
- FromByteArray(byte[]) - Static method in class org.drip.analytics.creator.FXForwardCurveBuilder
-
Creates the FXForwardCurve from the given byte array
- FromByteArray(byte[]) - Static method in class org.drip.analytics.creator.ZeroCurveBuilder
-
Create a Zero curve instance from the byte array
- FromByteArray(byte[]) - Static method in class org.drip.param.creator.BasketMarketParamsBuilder
-
Create a Basket Market Parameter Instance from the byte array
- FromByteArray(byte[]) - Static method in class org.drip.param.creator.ComponentMarketParamsBuilder
-
Create a Component Market Parameter Instance from the byte array
- FromByteArray(byte[]) - Static method in class org.drip.param.creator.ComponentQuoteBuilder
-
Create a Component Quote Instance from the byte array
- FromByteArray(byte[]) - Static method in class org.drip.param.creator.QuoteBuilder
-
Create a Quote Instance from the byte array
- FromByteArray(byte[]) - Static method in class org.drip.product.creator.BondBasketBuilder
-
Create a BondBasket Instance from the byte array
- FromByteArray(byte[]) - Static method in class org.drip.product.creator.BondBuilder
-
Create a Bond Instance from the byte array
- FromByteArray(byte[]) - Static method in class org.drip.product.creator.CashBuilder
-
Create a Cash Instance from the byte array
- FromByteArray(byte[]) - Static method in class org.drip.product.creator.CDSBasketBuilder
-
Create a CDSBasket Instance from the byte array
- FromByteArray(byte[]) - Static method in class org.drip.product.creator.CDSBuilder
-
Create a CDS Instance from the byte array
- FromByteArray(byte[]) - Static method in class org.drip.product.creator.EDFutureBuilder
-
Create a EDFuture Instance from the byte array
- FromByteArray(byte[]) - Static method in class org.drip.product.creator.FXForwardBuilder
-
Create a FXForward Instance from the byte array
- FromByteArray(byte[]) - Static method in class org.drip.product.creator.FXSpotBuilder
-
Create a FXSpot Instance from the byte array
- FromByteArray(byte[]) - Static method in class org.drip.product.creator.IRSBuilder
-
Create a IRS Instance from the byte array
- FromFlatHazard(double, String, double, double) - Static method in class org.drip.analytics.creator.CreditCurveBuilder
-
Creates a CreditCurve instance from a single node hazard rate
- FromHazardNode(double, String, double, double, double) - Static method in class org.drip.analytics.creator.CreditCurveBuilder
-
Creates an instance of the CreditCurve object from a solitary hazard rate node
- FromIRCSG(String, CalibratableComponent[]) - Static method in class org.drip.param.creator.RatesScenarioCurveBuilder
-
Creates an RatesScenarioCurve Instance from the currency and the array of the calibration
instruments
- fromJulian(double) - Static method in class org.drip.analytics.date.JulianDate
-
Creates a MM/DD/YYYY string from the input Julian double
- FromSurvival(double, String, double[], double[], double) - Static method in class org.drip.analytics.creator.CreditCurveBuilder
-
Creates a CreditCurve instance from the input array of survival probabilities
- FullBondMarketAnalytics(MarketParams, JulianDate) - Static method in class org.drip.service.env.BondManager
-
Calculates the complete set of bond measures for all the bonds from their closing bid/ask prices.
- FXAPI - Class in org.drip.service.sample
-
Demo of the FX API Sample
- FXAPI() - Constructor for class org.drip.service.sample.FXAPI
-
- FXAPISample() - Static method in class org.drip.tester.functional.CreditAnalyticsTestSuite
-
Sample demonstrating the creation/usage of the FX API
- FXBasisCurve - Class in org.drip.analytics.definition
-
This abstract class exposes the FXBasis curve representing term structure of FX basis.
- FXBasisCurve() - Constructor for class org.drip.analytics.definition.FXBasisCurve
-
- FXBasisCurveBuilder - Class in org.drip.analytics.creator
-
This class contains the baseline FX Basis curve builder object.
- FXBasisCurveBuilder() - Constructor for class org.drip.analytics.creator.FXBasisCurveBuilder
-
- FXCurveRegressor - Class in org.drip.regression.sample
-
This sample implements the regression analysis set for the FX Curve.
- FXCurveRegressor() - Constructor for class org.drip.regression.sample.FXCurveRegressor
-
Do nothing FXCurveRegressor constructor
- FXForward - Class in org.drip.product.definition
-
Base abstract class exposes the functionality behind the FXForward Contract.
- FXForward() - Constructor for class org.drip.product.definition.FXForward
-
- FXForwardBuilder - Class in org.drip.product.creator
-
This class contains the suite of helper functions for creating FX Forward Contract.
- FXForwardBuilder() - Constructor for class org.drip.product.creator.FXForwardBuilder
-
- FXForwardContract - Class in org.drip.product.fx
-
Class contains the FX forward product contract details - the effective date, the maturity date, the
currency pair and the product code.
- FXForwardContract(CurrencyPair, JulianDate, JulianDate) - Constructor for class org.drip.product.fx.FXForwardContract
-
Create an FXForward Contract from the currency pair, the effective and the maturity dates
- FXForwardContract(byte[]) - Constructor for class org.drip.product.fx.FXForwardContract
-
FXForward de-serialization from input byte array
- FXForwardContract.FXBasisCalibrator - Class in org.drip.product.fx
-
- FXForwardContract.FXBasisCalibrator(FXForwardContract) - Constructor for class org.drip.product.fx.FXForwardContract.FXBasisCalibrator
-
Constructor: Constructs the basis calibrator from the FXForward parent
- FXForwardCurve - Class in org.drip.analytics.definition
-
This abstract class contains the stub functionality for the term structure of dates/times and FX forwards
(PIP/outright), and Spot FX info for the given currency pair.
- FXForwardCurve() - Constructor for class org.drip.analytics.definition.FXForwardCurve
-
- FXForwardCurveBuilder - Class in org.drip.analytics.creator
-
This class contains the baseline FX Forward curve builder object.
- FXForwardCurveBuilder() - Constructor for class org.drip.analytics.creator.FXForwardCurveBuilder
-
- FXSpot - Class in org.drip.product.definition
-
Base abstract class exposes the functionality behind the FXSpot Contract.
- FXSpot() - Constructor for class org.drip.product.definition.FXSpot
-
- FXSpotBuilder - Class in org.drip.product.creator
-
This class contains the suite of helper functions for creating FX Spot Contract.
- FXSpotBuilder() - Constructor for class org.drip.product.creator.FXSpotBuilder
-
- FXSpotContract - Class in org.drip.product.fx
-
Class contains the FX spot contract parameters - the spot date and the currency pair.
- FXSpotContract(JulianDate, CurrencyPair) - Constructor for class org.drip.product.fx.FXSpotContract
-
Constructor: Creates the FX spot object from the spot date and the currency pair.
- FXSpotContract(byte[]) - Constructor for class org.drip.product.fx.FXSpotContract
-
FXSpot de-serialization from input byte array