- HaganWestForwardInterpolator - Class in org.drip.sample.rates
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This sample illustrates using the Hagan and West (2006) Estimator.
- HaganWestForwardInterpolator() - Constructor for class org.drip.sample.rates.HaganWestForwardInterpolator
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- HarmonicC1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
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Generate a Harmonic C1 Array from the specified Array of Predictor Ordinates and the Response Values
Fritcsh and Butland (1984) A Method for constructing local monotonic piece-wise cubic interpolants -
SIAM J on Scientific and Statistical Computing 5, 300-304.
- hasBeenExercised() - Method in class org.drip.product.credit.BondComponent
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- hasBeenExercised() - Method in class org.drip.product.definition.Bond
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Indicate if the bond has been exercised
- hasDefaulted() - Method in class org.drip.product.credit.BondComponent
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- hasDefaulted() - Method in class org.drip.product.definition.Bond
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Indicate if the bond has defaulted
- hashCode() - Method in class org.drip.analytics.date.JulianDate
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- hashCode() - Method in class org.drip.analytics.period.Period
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- hashCode() - Method in class org.drip.spline.segment.InelasticConstitutiveState
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- hasOFReachedGoal(double, double, double) - Method in class org.drip.quant.solver1D.ExecutionControl
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Check to see if the OF has reached the goal
- hasVariableCoupon() - Method in class org.drip.product.credit.BondComponent
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- hasVariableCoupon() - Method in class org.drip.product.definition.Bond
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Indicate if the bond has variable coupon
- hat() - Method in class org.drip.spline.basis.BSplineSequenceParams
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Retrieve the Basis Hat Type
- HermiteBasisSplineRegressor - Class in org.drip.regression.spline
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HermiteBasisSplineRegressor implements the Hermite basis spline regressor for the given basis spline.
- HKDHoliday - Class in org.drip.analytics.holset
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- HKDHoliday() - Constructor for class org.drip.analytics.holset.HKDHoliday
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- Holidays(double, double, String) - Static method in class org.drip.analytics.daycount.Convention
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Calculate the number of holidays between the start and the end dates
- HolidaySet(double, double, String) - Static method in class org.drip.analytics.daycount.Convention
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Calculate the set of holidays between the start and the end dates
- HRKHoliday - Class in org.drip.analytics.holset
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- HRKHoliday() - Constructor for class org.drip.analytics.holset.HRKHoliday
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- HUFHoliday - Class in org.drip.analytics.holset
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- HUFHoliday() - Constructor for class org.drip.analytics.holset.HUFHoliday
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- HuynhLeFlochLimiterC1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
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Generate a Huynh Le Floch Limiter C1 Array from the specified Array of Predictor Ordinates and the
Response Values.
- Hyman83C1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
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Generate a Hyman83 C1 Array from the specified Array of Predictor Ordinates and the Response Values
Hyman (1983) Accurate Monotonicity Preserving Cubic Interpolation -
SIAM J on Numerical Analysis 4 (4), 645-654.
- Hyman89C1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
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Generate a Hyman89 C1 Array from the specified Array of Predictor Ordinates and the Response Values
Doherty, Edelman, and Hyman (1989) Non-negative, monotonic, or convexity preserving cubic and quintic
Hermite interpolation - Mathematics of Computation 52 (186), 471-494.
- Hyman89QuinticMonotoneC1(double[], double[], double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
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Generate C1 Slope Quintic Polynomial is Monotone using the Hyman89 Algorithm
Doherty, Edelman, and Hyman (1989) Non-negative, monotonic, or convexity preserving cubic and quintic
Hermite interpolation - Mathematics of Computation 52 (186), 471-494.
- HyperbolicTension - Class in org.drip.quant.function1D
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HyperbolicTension provides the evaluation of the Hyperbolic Tension Function and its derivatives for a
specified variate.
- HyperbolicTension(int, double) - Constructor for class org.drip.quant.function1D.HyperbolicTension
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HyperbolicTension constructor
- HyperbolicTensionBasisSet(ExponentialTensionSetParams) - Static method in class org.drip.spline.basis.FunctionSetBuilder
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This function implements the elastic coefficients for the segment using tension hyperbolic basis
splines inside - [0,...,1) - Globally [x_0,...,x_1).
- HyperbolicTensionHatPair(double, double, double, double) - Static method in class org.drip.spline.bspline.BasisHatPairGenerator
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Generate the array of the Hyperbolic Phy and Psy Hat Function Pair