- TABHoliday - Class in org.drip.analytics.holset
-
- TABHoliday() - Constructor for class org.drip.analytics.holset.TABHoliday
-
- TD_BRIEF - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TD_DETAILED - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TD_SUCCESS_FAILURE - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TemplatedDiscountCurveBuilder - Class in org.drip.sample.rates
-
TemplatedDiscountCurveBuilder sample demonstrates the usage of the different pre-built Discount Curve
Builders.
- TemplatedDiscountCurveBuilder() - Constructor for class org.drip.sample.rates.TemplatedDiscountCurveBuilder
-
- TemplatedDiscountCurveBuilderSample() - Static method in class org.drip.sample.rates.TemplatedDiscountCurveBuilder
-
- tenor() - Method in class org.drip.analytics.rates.DiscountForwardEstimator
-
- tenor() - Method in class org.drip.analytics.rates.ForwardCurve
-
- tenor() - Method in interface org.drip.analytics.rates.ForwardRateEstimator
-
Retrieve the Forward Rate Tenor
- tenor() - Method in class org.drip.product.definition.Component
-
Retrieve the Instrument's Imputed Tenor
- tenor() - Method in class org.drip.product.params.FloatingRateIndex
-
Retrieve the Tenor
- tension() - Method in class org.drip.spline.basis.BSplineSequenceParams
-
Retrieve the Tension
- tension(int) - Method in class org.drip.spline.basis.ExponentialMixtureSetParams
-
Get the Indexed Exponential Tension Entry
- tension() - Method in class org.drip.spline.basis.ExponentialTensionSetParams
-
Get the Segment Tension
- tension() - Method in class org.drip.spline.bspline.SegmentBasisFunctionSet
-
Retrieve the Tension Parameter
- tension() - Method in class org.drip.spline.bspline.TensionBasisHat
-
Retrieve the Tension
- TensionBasisHat - Class in org.drip.spline.bspline
-
TensionBasisHat implements the common basis hat function that form the basis for all B Splines.
- TensionProcessedBasisHat - Class in org.drip.spline.bspline
-
TensionProcessedBasisHat implements the processed hat basis function of the form laid out in the basic
framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
- TensionProcessedBasisHat(TensionBasisHat, int) - Constructor for class org.drip.spline.bspline.TensionProcessedBasisHat
-
TensionProcessedBasisHat constructor
- TensionStretchEstimation - Class in org.drip.sample.stretch
-
StretchEstimation demonstrates the Stretch builder and usage API.
- TensionStretchEstimation() - Constructor for class org.drip.sample.stretch.TensionStretchEstimation
-
- TensionStretchEstimationSample() - Static method in class org.drip.sample.stretch.TensionStretchEstimation
-
- terminalDate() - Method in class org.drip.product.definition.CalibratableComponent
-
Return the last Date that is relevant for the Calibration
- TerminationSetting - Class in org.drip.product.params
-
TerminationSetting class contains the current "liveness" state of the component, and, if inactive, how it
entered that state.
- TerminationSetting(boolean, boolean, boolean) - Constructor for class org.drip.product.params.TerminationSetting
-
Construct the TerminationSetting object from the perpetual flag, defaulted flag, and the has
been exercised flag.
- TerminationSetting(byte[]) - Constructor for class org.drip.product.params.TerminationSetting
-
TerminationSetting de-serialization from input byte array
- testCC(MarketParams, JulianDate, int, int) - Static method in class org.drip.tester.functional.ProductTestSuite
-
- TGTHoliday - Class in org.drip.analytics.holset
-
- TGTHoliday() - Constructor for class org.drip.analytics.holset.TGTHoliday
-
- THBHoliday - Class in org.drip.analytics.holset
-
- THBHoliday() - Constructor for class org.drip.analytics.holset.THBHoliday
-
- ThreeDSDMapToFlatString(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>, String, String, String) - Static method in class org.drip.quant.common.CollectionUtil
-
Flatten a 3D SSD map structure onto a string array
- THURSDAY - Static variable in class org.drip.analytics.date.JulianDate
-
Days of the week - Thursday
- time() - Method in class org.drip.quant.solver1D.ExecutionInitializationOutput
-
Return the time elapsed for the execution initialization operation
- time() - Method in class org.drip.quant.solver1D.FixedPointFinderOutput
-
Return the time elapsed for the the full root finding operation
- TM_BASE - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_CC_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_CC_SET_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_CC_SET_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_CC_TENOR_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_CC_TENOR_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_CC_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_IR_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_IR_SET_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_IR_SET_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_IR_TENOR_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_IR_TENOR_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_IR_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_RR_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_RR_SET_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_RR_SET_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_RR_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_TSY_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_TSY_SET_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_TSY_SET_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_TSY_TENOR_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_TSY_TENOR_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TM_TSY_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- toArray() - Method in class org.drip.service.api.ForwardRates
-
Convert the List of Forwards to an Array
- toArray() - Method in class org.drip.service.api.InstrMetric
-
Reduce the PnL/forward metrics to an array
- toArray() - Method in class org.drip.service.api.ProductDailyPnL
-
Retrieve the Array of Metrics
- Today() - Static method in class org.drip.analytics.date.JulianDate
-
Return a Julian Date corresponding to today
- toJSON() - Method in class org.drip.product.creator.BondRefDataBuilder
-
- toJulian(int, int, int) - Static method in class org.drip.analytics.date.JulianDate
-
Convert YMD to a Julian double.
- toMap(String) - Method in class org.drip.analytics.output.BondCouponMeasures
-
Return the state as a named measure map
- toMap(String) - Method in class org.drip.analytics.output.BondRVMeasures
-
Return the state as a measure map
- toMap(String) - Method in class org.drip.analytics.output.BondWorkoutMeasures
-
Return the state as a measure map
- toNonOverlapping() - Method in class org.drip.spline.grid.OverlappingStretchSpan
-
Convert the Overlapping Stretch Span to a non-overlapping Stretch Span.
- toOracleDate() - Method in class org.drip.analytics.date.JulianDate
-
Return a trigram representation of date
- toString() - Method in class org.drip.analytics.date.JulianDate
-
- toString() - Method in class org.drip.service.api.ForwardRates
-
- toString() - Method in class org.drip.service.api.InstrMetric
-
- toString() - Method in class org.drip.service.api.ProductDailyPnL
-
- toString() - Method in class org.drip.spline.segment.Monotonocity
-
- toYYYYMMDD(String) - Method in class org.drip.analytics.date.JulianDate
-
Return a representation of date as YYYYMMDD
- TP_BASKET_BOND - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TP_CASH - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TP_CDS - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TP_CDX - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TP_EDF - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TP_FIXED_BOND - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TP_IRS - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- TP_NONE - Static variable in class org.drip.tester.functional.ProductTestSuite
-
- trailing() - Method in class org.drip.spline.bspline.SegmentBasisFunction
-
Retrieve the Trailing Predictor Ordinate
- Trapezoidal(AbstractUnivariate, double, double) - Static method in class org.drip.quant.calculus.Integrator
-
Compute the function's integral within the specified limits using the Trapezoidal rule.
- TreasuryBenchmark - Class in org.drip.product.params
-
TreasuryBenchmark contains component treasury benchmark parameters - the treasury benchmark set, and the
names of the treasury and the EDSF IR curves.
- TreasuryBenchmark(TsyBmkSet, String, String) - Constructor for class org.drip.product.params.TreasuryBenchmark
-
Create the TreasuryBenchmark object from the treasury benchmark set, and the names of the
treasury and the EDF IR curves.
- TreasuryBenchmark(byte[]) - Constructor for class org.drip.product.params.TreasuryBenchmark
-
TreasuryBenchmark de-serialization from input byte array
- TreasuryCurveAPI - Class in org.drip.sample.rates
-
TreasuryCurveAPI contains a demo of construction and usage of the treasury discount curve from government
bond inputs.
- TreasuryCurveAPI() - Constructor for class org.drip.sample.rates.TreasuryCurveAPI
-
- TRLHoliday - Class in org.drip.analytics.holset
-
- TRLHoliday() - Constructor for class org.drip.analytics.holset.TRLHoliday
-
- TRYHoliday - Class in org.drip.analytics.holset
-
- TRYHoliday() - Constructor for class org.drip.analytics.holset.TRYHoliday
-
- TsyBmkSet - Class in org.drip.product.params
-
TsyBmkSet contains the treasury benchmark set - the primary treasury benchmark, and an array of secondary
treasury benchmarks.
- TsyBmkSet(String, String[]) - Constructor for class org.drip.product.params.TsyBmkSet
-
Construct the treasury benchmark set from the primary treasury benchmark, and an array of secondary
treasury benchmarks
- TsyBmkSet(byte[]) - Constructor for class org.drip.product.params.TsyBmkSet
-
TsyBmkSet de-serialization from input byte array
- TUESDAY - Static variable in class org.drip.analytics.date.JulianDate
-
Days of the week - Tuesday
- Turn - Class in org.drip.analytics.rates
-
Turn implements rate spread at discrete time spans.
- Turn(double, double, double) - Constructor for class org.drip.analytics.rates.Turn
-
Turn Constructor
- turnAdjust(double, double) - Method in class org.drip.analytics.rates.DiscountCurve
-
Apply the Turns' DF Adjustment
- turnAdjust(double, double) - Method in class org.drip.analytics.rates.TurnListDiscountFactor
-
Apply the Turns' DF Adjustment
- TurnListDiscountFactor - Class in org.drip.analytics.rates
-
TurnListDiscountFactor implements the discounting based off of the turns list.
- TurnListDiscountFactor() - Constructor for class org.drip.analytics.rates.TurnListDiscountFactor
-
Empty TurnListDiscountFactor constructor
- turnsDiscount() - Method in class org.drip.analytics.rates.RatesLSMM
-
Retrieve the Turn List Discount Factor
- TWDHoliday - Class in org.drip.analytics.holset
-
- TWDHoliday() - Constructor for class org.drip.analytics.holset.TWDHoliday
-
- TweakManifestMeasure(double[], ResponseValueTweakParams) - Static method in class org.drip.analytics.support.AnalyticsHelper
-
Tweak the Manifest Measures (gor the given set of nodes) in accordance with the specified tweak
parameters
- TwoDSDMapToFlatString(CaseInsensitiveTreeMap<Double>, String, String) - Static method in class org.drip.quant.common.CollectionUtil
-
Flatten an input 2D string/double map into a delimited string array
- type() - Method in class org.drip.param.definition.CalibrationParams
-
Retrieve the Calibration Type
- type() - Method in class org.drip.param.valuation.WorkoutInfo
-
Retrieve the Work-out Type
- type() - Method in class org.drip.spline.segment.Monotonocity
-
Retrieve the Monotone Type