- UAHHoliday - Class in org.drip.analytics.holset
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- UAHHoliday() - Constructor for class org.drip.analytics.holset.UAHHoliday
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- UnitRegressionExecutor - Class in org.drip.regression.core
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UnitRegressionExecutor implements the UnitRegressor, and splits the regression execution into pre-,
execute, and post-regression.
- UnitRegressionStat - Class in org.drip.regression.core
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UnitRegressionStat creates the statistical details for the Unit Regressor.
- UnitRegressionStat() - Constructor for class org.drip.regression.core.UnitRegressionStat
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Empty Constructor
- UnitRegressor - Interface in org.drip.regression.core
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UnitRegressor provides the stub functionality for the Individual Regressors.
- Univariate - Class in org.drip.quant.distribution
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Univariate implements the base abstract class behind univariate distributions.
- Univariate() - Constructor for class org.drip.quant.distribution.Univariate
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- UnivariateConvolution - Class in org.drip.quant.function1D
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This class provides the evaluation of the Convolution au1 * au2 and its derivatives for a specified
variate.
- UnivariateConvolution(AbstractUnivariate, AbstractUnivariate) - Constructor for class org.drip.quant.function1D.UnivariateConvolution
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Construct a PolynomialMirrorCross instance
- UnivariateNormal - Class in org.drip.quant.distribution
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UnivariateNormal implements the univariate normal distribution.
- UnivariateNormal(double, double) - Constructor for class org.drip.quant.distribution.UnivariateNormal
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Construct a univariate Gaussian/normal distribution
- UnivariateReflection - Class in org.drip.quant.function1D
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UnivariateReflection provides the evaluation f(1-x) instead of f(x) for a given f.
- UnivariateReflection(AbstractUnivariate) - Constructor for class org.drip.quant.function1D.UnivariateReflection
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UnivariateReflection constructor
- unsetSpecificDefault() - Method in class org.drip.analytics.definition.CreditCurve
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Remove the Specific Default Date
- unshapedBasisFunctionDerivative(double[], double, int) - Method in interface org.drip.spline.segment.BasisEvaluator
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Compute the Ordered Derivative of the Response Value off of the Basis Function Set at the specified
Predictor Ordinate
- unshapedBasisFunctionDerivative(double[], double, int) - Method in class org.drip.spline.segment.SegmentBasisEvaluator
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- unshapedResponseValue(double[], double) - Method in interface org.drip.spline.segment.BasisEvaluator
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Compute the Basis Function Value at the specified Predictor Ordinate
- unshapedResponseValue(double[], double) - Method in class org.drip.spline.segment.SegmentBasisEvaluator
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- updateDValueDQuote(double) - Method in class org.drip.state.estimator.PredictorResponseWeightConstraint
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Update the Constraint Value Sensitivity
- updateValue(double) - Method in class org.drip.state.estimator.PredictorResponseWeightConstraint
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Update the Constraint Value
- USDHoliday - Class in org.drip.analytics.holset
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- USDHoliday() - Constructor for class org.drip.analytics.holset.USDHoliday
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- USVHoliday - Class in org.drip.analytics.holset
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- USVHoliday() - Constructor for class org.drip.analytics.holset.USVHoliday
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- UVRHoliday - Class in org.drip.analytics.holset
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- UVRHoliday() - Constructor for class org.drip.analytics.holset.UVRHoliday
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- UYUHoliday - Class in org.drip.analytics.holset
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- UYUHoliday() - Constructor for class org.drip.analytics.holset.UYUHoliday
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