- KaklisPandelisBasisSet(KaklisPandelisSetParams) - Static method in class org.drip.spline.basis.FunctionSetBuilder
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Construct KaklisPandelis from the polynomial tension basis function set
y = A * (1-x) + B * x + C * x * (1-x)^m + D * x^m * (1-x)
- KaklisPandelisSetParams - Class in org.drip.spline.basis
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KaklisPandelisSetParams implements per-segment parameters for the Kaklis Pandelis basis set -
currently it only holds the polynomial tension degree.
- KaklisPandelisSetParams(int) - Constructor for class org.drip.spline.basis.KaklisPandelisSetParams
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KaklisPandelisSetParams constructor
- KeyValueListFromStringArray(List<Double>, List<Double>, String, String, String) - Static method in class org.drip.quant.common.StringUtil
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Split the string array into pairs of key-value doubles and returns them
- KLKHyperbolicTensionPhy - Class in org.drip.spline.tension
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KLKHyperbolicTensionPhy implements the basic framework and the family of C2 Tension Splines outlined in
Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
- KLKHyperbolicTensionPhy(double) - Constructor for class org.drip.spline.tension.KLKHyperbolicTensionPhy
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KLKHyperbolicTensionPhy constructor
- KLKHyperbolicTensionPsy - Class in org.drip.spline.tension
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KLKHyperbolicTensionPsy implements the basic framework and the family of C2 Tension Splines outlined in
Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
- KLKHyperbolicTensionPsy(double) - Constructor for class org.drip.spline.tension.KLKHyperbolicTensionPsy
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KLKHyperbolicTensionPsy constructor
- knotPosition(double) - Method in class org.drip.spline.params.SegmentResponseValueConstraint
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Get the Position of the Predictor Knot relative to the Constraints
- KochLycheKvasovBasis - Class in org.drip.spline.tension
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This class implements the basic framework and the family of C2 Tension Splines outlined in Koch and Lyche
(1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
- KochLycheKvasovBasis() - Constructor for class org.drip.spline.tension.KochLycheKvasovBasis
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- KochLycheKvasovFamily - Class in org.drip.spline.tension
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This class implements the basic framework and the family of C2 Tension Splines outlined in Koch and Lyche
(1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
- KochLycheKvasovFamily() - Constructor for class org.drip.spline.tension.KochLycheKvasovFamily
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- KPWHoliday - Class in org.drip.analytics.holset
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- KPWHoliday() - Constructor for class org.drip.analytics.holset.KPWHoliday
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- KrugerC1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
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Generate a Kruger C1 Array from the specified Array of Predictor Ordinates and the Response Values.
- KRWHoliday - Class in org.drip.analytics.holset
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- KRWHoliday() - Constructor for class org.drip.analytics.holset.KRWHoliday
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- KWDHoliday - Class in org.drip.analytics.holset
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- KWDHoliday() - Constructor for class org.drip.analytics.holset.KWDHoliday
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- KYDHoliday - Class in org.drip.analytics.holset
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- KYDHoliday() - Constructor for class org.drip.analytics.holset.KYDHoliday
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- KZTHoliday - Class in org.drip.analytics.holset
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- KZTHoliday() - Constructor for class org.drip.analytics.holset.KZTHoliday
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