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P

PABHoliday - Class in org.drip.analytics.holset
 
PABHoliday() - Constructor for class org.drip.analytics.holset.PABHoliday
 
parallelShiftManifestMeasure(double) - Method in class org.drip.analytics.rates.ForwardCurve
 
parallelShiftManifestMeasure(double) - Method in class org.drip.state.curve.DerivedFXBasis
 
parallelShiftManifestMeasure(double) - Method in class org.drip.state.curve.DerivedFXForward
 
parallelShiftManifestMeasure(double) - Method in class org.drip.state.curve.DerivedZeroRate
 
parallelShiftManifestMeasure(double) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
 
parallelShiftManifestMeasure(double) - Method in class org.drip.state.curve.FlatForwardDiscountCurve
 
parallelShiftManifestMeasure(double) - Method in class org.drip.state.curve.ForwardHazardCreditCurve
 
parallelShiftManifestMeasure(double) - Method in class org.drip.state.curve.NonlinearDiscountFactorDiscountCurve
 
parallelShiftManifestMeasure(double) - Method in class org.drip.state.curve.ZeroRateDiscountCurve
 
parallelShiftManifestMeasure(double) - Method in interface org.drip.state.representation.LatentState
Create a LatentState Instance from the Manifest Measure Parallel Shift
parallelShiftQuantificationMetric(double) - Method in class org.drip.analytics.rates.ForwardCurve
 
parallelShiftQuantificationMetric(double) - Method in class org.drip.state.curve.DerivedFXBasis
 
parallelShiftQuantificationMetric(double) - Method in class org.drip.state.curve.DerivedFXForward
 
parallelShiftQuantificationMetric(double) - Method in class org.drip.state.curve.DerivedZeroRate
 
parallelShiftQuantificationMetric(double) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
 
parallelShiftQuantificationMetric(double) - Method in class org.drip.state.curve.FlatForwardDiscountCurve
 
parallelShiftQuantificationMetric(double) - Method in class org.drip.state.curve.ForwardHazardCreditCurve
 
parallelShiftQuantificationMetric(double) - Method in class org.drip.state.curve.NonlinearDiscountFactorDiscountCurve
 
parallelShiftQuantificationMetric(double) - Method in class org.drip.state.curve.ZeroRateDiscountCurve
 
parallelShiftQuantificationMetric(double) - Method in interface org.drip.state.representation.LatentState
Create a LatentState Instance from the Quantification Metric Parallel Shift
ParseFromBBGDCCode(String) - Static method in class org.drip.analytics.support.AnalyticsHelper
Convert the Bloomberg day count code to DRIP day count code.
ParseFromUnitaryString(String) - Static method in class org.drip.quant.common.StringUtil
Check if the string represents an unitary boolean
partOfMergeState(double, LatentStateLabel) - Method in class org.drip.state.representation.MergeSubStretchManager
Indicates whether the specified Latent State Label is Part of the Merge Stretch
PEFHoliday - Class in org.drip.analytics.holset
 
PEFHoliday() - Constructor for class org.drip.analytics.holset.PEFHoliday
 
PenalizedCurvatureFit - Class in org.drip.sample.stretch
PenalizedCurvatureFit demonstrates the setting up and the usage of the curvature and closeness of fit penalizing spline.
PenalizedCurvatureFit() - Constructor for class org.drip.sample.stretch.PenalizedCurvatureFit
 
PenalizedCurvatureFitTest() - Static method in class org.drip.sample.stretch.PenalizedCurvatureFit
 
PenalizedCurvatureLengthFit - Class in org.drip.sample.stretch
PenalizedCurvatureLengthFit demonstrates the setting up and the usage of the curvature, the length, and the closeness of fit penalizing spline.
PenalizedCurvatureLengthFit() - Constructor for class org.drip.sample.stretch.PenalizedCurvatureLengthFit
 
PenalizedCurvatureLengthFitTest() - Static method in class org.drip.sample.stretch.PenalizedCurvatureLengthFit
 
PENHoliday - Class in org.drip.analytics.holset
 
PENHoliday() - Constructor for class org.drip.analytics.holset.PENHoliday
 
Period - Class in org.drip.analytics.period
Period serves as a holder for the period dates.
Period(double, double, double, double, double, double) - Constructor for class org.drip.analytics.period.Period
Construct a period object instance from the corresponding date parameters
Period(byte[]) - Constructor for class org.drip.analytics.period.Period
De-serialization of Period from byte stream
PERIOD_AMORT_AT_END - Static variable in class org.drip.product.params.NotionalSetting
Period amortization proxies to the period end factor
PERIOD_AMORT_AT_START - Static variable in class org.drip.product.params.NotionalSetting
Period amortization proxies to the period start factor
PERIOD_AMORT_EFFECTIVE - Static variable in class org.drip.product.params.NotionalSetting
Period amortization proxies to the period effective factor
PERIOD_DAY_STEPS_MINIMUM - Static variable in class org.drip.param.pricer.PricerParams
Minimum number of days per unit
PERIOD_DISCRETIZATION_DAY_STEP - Static variable in class org.drip.param.pricer.PricerParams
Discretization as a sequence of day steps
PERIOD_DISCRETIZATION_FULL_COUPON - Static variable in class org.drip.param.pricer.PricerParams
No discretization at all - just the full coupon period
PERIOD_DISCRETIZATION_PERIOD_STEP - Static variable in class org.drip.param.pricer.PricerParams
Discretization as a sequence of time space divided periods
PeriodGenerator - Class in org.drip.product.params
PeriodGenerator generates the component coupon periods from flexible inputs.
PeriodGenerator(double, double, double, double, double, int, String, String, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, String, boolean, String) - Constructor for class org.drip.product.params.PeriodGenerator
Generate the coupon periods from the date rules and the date adjustment rules for the different period dates
PeriodGenerator(byte[]) - Constructor for class org.drip.product.params.PeriodGenerator
PeriodGenerator de-serialization from input byte array
PeriodSet - Class in org.drip.product.params
PeriodSet is the place-holder for the component’s period generation parameters.
PeriodSet(double, String, int, List<CashflowPeriod>) - Constructor for class org.drip.product.params.PeriodSet
Construct PeriodSet from the effective date, day count, frequency, and the list of coupon periods
PeriodSet(byte[]) - Constructor for class org.drip.product.params.PeriodSet
PeriodSet de-serialization from input byte array
PESHoliday - Class in org.drip.analytics.holset
 
PESHoliday() - Constructor for class org.drip.analytics.holset.PESHoliday
 
PHPHoliday - Class in org.drip.analytics.holset
 
PHPHoliday() - Constructor for class org.drip.analytics.holset.PHPHoliday
 
Pivot(double[][], double[]) - Static method in class org.drip.quant.linearalgebra.LinearSystemSolver
Pivots the matrix A (Refer to wikipedia to find out what "pivot a matrix" means ;))
PivotDiagonal(double[][]) - Static method in class org.drip.quant.linearalgebra.Matrix
Pivot the Diagonal of the Input Matrix
PLNHoliday - Class in org.drip.analytics.holset
 
PLNHoliday() - Constructor for class org.drip.analytics.holset.PLNHoliday
 
PLZHoliday - Class in org.drip.analytics.holset
 
PLZHoliday() - Constructor for class org.drip.analytics.holset.PLZHoliday
 
pnlMetric() - Method in class org.drip.service.api.InstrMetric
Retrieve the PnL Metric
Polynomial - Class in org.drip.quant.function1D
Polynomial provides the evaluation of the n-th order Polynomial and its derivatives for a specified variate.
Polynomial(int) - Constructor for class org.drip.quant.function1D.Polynomial
Polynomial constructor
PolynomialBasisSet(PolynomialFunctionSetParams) - Static method in class org.drip.spline.basis.FunctionSetBuilder
This function implements the elastic coefficients for the segment using polynomial basis splines inside [0,...,1) - Globally [x_0,...,x_1): y = Sum (A_i*x^i) i = 0,...,n (0 and n inclusive) where x is the normalized ordinate mapped as x => (x - x_i-1) / (x_i - x_i-1)
PolynomialBasisSpline - Class in org.drip.sample.spline
PolynomialBasisSpline implements Samples for the Construction and the usage of polynomial (both regular and Hermite) basis spline functions.
PolynomialBasisSpline() - Constructor for class org.drip.sample.spline.PolynomialBasisSpline
 
PolynomialFunctionSetParams - Class in org.drip.spline.basis
PolynomialFunctionSetParams implements per-segment basis set parameters for the polynomial basis spline - currently it holds the number of basis functions.
PolynomialFunctionSetParams(int) - Constructor for class org.drip.spline.basis.PolynomialFunctionSetParams
PolynomialFunctionSetParams constructor
PolynomialSegmentControlParams(int, SegmentDesignInelasticControl, ResponseScalingShapeControl) - Static method in class org.drip.sample.stretch.PenalizedCurvatureFit
 
PolynomialSegmentControlParams(int, SegmentDesignInelasticControl, ResponseScalingShapeControl) - Static method in class org.drip.sample.stretch.PenalizedCurvatureLengthFit
 
polynomialTensionDegree() - Method in class org.drip.spline.basis.KaklisPandelisSetParams
Get the Segment Polynomial Tension Degree
PopulateMPC(Statement, JulianDate) - Static method in class org.drip.service.env.EnvManager
Populate the MarketParams with the closing discount curves, closing credit curves, and other market objects for the given EOD.
posterior() - Method in class org.drip.analytics.daycount.DateEOMAdjustment
Retrieve the Posterior Date Adjustment
postRegression(RegressionRunDetail) - Method in class org.drip.regression.core.UnitRegressionExecutor
Clean-up of the objects set-up for the regression
postRegression(RegressionRunDetail) - Method in class org.drip.regression.spline.BasisSplineRegressor
 
postRegression(RegressionRunDetail) - Method in class org.drip.regression.spline.HermiteBasisSplineRegressor
 
postRegression(RegressionRunDetail) - Method in class org.drip.regression.spline.LagrangePolynomialStretchRegressor
 
postRegression(RegressionRunDetail) - Method in class org.drip.regression.spline.LocalControlBasisSplineRegressor
 
predictorOrdinate() - Method in class org.drip.spline.params.SegmentBestFitResponse
Retrieve the Array of Predictor Ordinates
predictorOrdinate(int) - Method in class org.drip.spline.params.SegmentBestFitResponse
Retrieve the Indexed Predictor Ordinate Element
predictorOrdinate() - Method in class org.drip.spline.params.StretchBestFitResponse
Retrieve the Array of Predictor Ordinates
predictorOrdinate(int) - Method in class org.drip.spline.params.StretchBestFitResponse
Retrieve the Indexed Predictor Ordinate Element
predictorOrdinates() - Method in class org.drip.spline.basis.BSplineSequenceParams
Retrieve the Array of Predictor Ordinates
predictorOrdinates() - Method in class org.drip.spline.params.SegmentResponseValueConstraint
Retrieve the Array of Predictor Ordinates
predictorOrdinates() - Method in class org.drip.spline.params.SegmentStateCalibration
Retrieve the Array of the Calibration Predictor Ordinates
predictorOrdinates() - Method in class org.drip.spline.pchip.MonotoneConvexHaganWest
Retrieve the Array of Predictor Ordinates
PredictorResponseWeightConstraint - Class in org.drip.state.estimator
PredictorResponseWeightConstraint holds the Linearized Constraints (and, optionally, their quote sensitivities) necessary needed for the Linear Calibration.
PredictorResponseWeightConstraint() - Constructor for class org.drip.state.estimator.PredictorResponseWeightConstraint
Empty PredictorResponseWeightConstraint constructor
PrefixKeys(CaseInsensitiveTreeMap<Double>, String) - Static method in class org.drip.quant.common.CollectionUtil
Prefix the keys in the input map, and return them in a new map
PrePad(int) - Static method in class org.drip.quant.common.FormatUtil
Pre-pad a single digit integer with zeros
preRegression() - Method in class org.drip.regression.core.UnitRegressionExecutor
One-time initialization to set up the objects needed for the regression
preRegression() - Method in class org.drip.regression.spline.BasisSplineRegressor
 
preRegression() - Method in class org.drip.regression.spline.LagrangePolynomialStretchRegressor
 
preRegression() - Method in class org.drip.regression.spline.LocalControlBasisSplineRegressor
 
PreviousCouponDate(String, JulianDate) - Static method in class org.drip.service.api.CreditAnalytics
Returns the coupon date for the period prior to the specified date for the specified bond
price() - Method in class org.drip.service.api.CDXCOB
The COB Price
PricerParams - Class in org.drip.param.pricer
PricerParams contains the pricer parameters - the discrete unit size, calibration mode on/off, survival to pay/end date, and the discretization scheme
PricerParams(int, CalibrationParams, boolean, int) - Constructor for class org.drip.param.pricer.PricerParams
Create the pricer parameters from the discrete unit size, calibration mode on/off, survival to pay/end date, and the discretization scheme
PricerParams(byte[]) - Constructor for class org.drip.param.pricer.PricerParams
PricerParams de-serialization from input byte array
Print1DArray(String, double[], boolean) - Static method in class org.drip.quant.common.NumberUtil
Print the contents of the 1D array
Print2DArray(String, double[][], boolean) - Static method in class org.drip.quant.common.NumberUtil
Print the contents of the 2D array
Print2DArrayPair(String, String, double[][], double[][], boolean) - Static method in class org.drip.quant.common.NumberUtil
Print the Contents of the 2D Array Pair
Print2DArrayTriplet(String, String, String, double[][], double[][], double[][], boolean) - Static method in class org.drip.quant.common.NumberUtil
Print the Contents of the 2D Array Triplet
procBasisDerivOrder() - Method in class org.drip.spline.basis.BSplineSequenceParams
Retrieve the Processed Basis Derivative Order
ProcessCDXQuote(Map<JulianDate, List<CDXCOB>>) - Static method in class org.drip.feed.loader.RatesClosesLoader
 
processCouponWindow(double, double) - Method in class org.drip.product.params.CouponSetting
Trim the component coupon if it falls outside the (optionally) specified coupon window.
PROCESSED_CUBIC_RATIONAL - Static variable in class org.drip.spline.bspline.BasisHatPairGenerator
Processed Cubic Rational B Spline Basis Hat Phy and Psy
PROCESSED_TENSION_HYPERBOLIC - Static variable in class org.drip.spline.bspline.BasisHatPairGenerator
Processed Tension Hyperbolic B Spline Basis Hat Phy and Psy
ProcessedCubicRationalHatPair(String, double, double, double, int, double) - Static method in class org.drip.spline.bspline.BasisHatPairGenerator
Generate the array of the Cubic Rational Phy and Psy Hat Function Pair From their Raw Counterparts
ProcessedHyperbolicTensionHatPair(double, double, double, int, double) - Static method in class org.drip.spline.bspline.BasisHatPairGenerator
Generate the array of the Hyperbolic Phy and Psy Hat Function Pair From their Raw Counterparts
ProcessInputForNULL(String, boolean) - Static method in class org.drip.quant.common.StringUtil
Check the Input String to Check for NULL - and return it
ProcessRecord(DateDiscountCurvePair, String[], String[], String, boolean) - Static method in class org.drip.feed.loader.RatesClosesLoader
 
Product(double[][], double[]) - Static method in class org.drip.quant.linearalgebra.Matrix
Compute the Product of an input matrix and a column
Product(double[], double[][]) - Static method in class org.drip.quant.linearalgebra.Matrix
Compute the Product of an input column and a matrix
Product(double[][], double[][]) - Static method in class org.drip.quant.linearalgebra.Matrix
Compute the Product of the input matrices
ProductDailyPnL - Class in org.drip.service.api
ProductDailyPnL contains the following daily measures computed: - 1D Carry, Roll Down, Curve Shift, and Full Return PnL - 3D Carry and Roll Down PnL - 3M Carry and Roll Down PnL - Current DV01
ProductDailyPnL(double, double, double, double, double, double, double, double, double) - Constructor for class org.drip.service.api.ProductDailyPnL
ProductDailyPnL constructor
ProductTestSuite - Class in org.drip.tester.functional
ProductTestSuite tests more-or-less the full suite of the product valuation functionality exposed in CreditAnalytics API.
ProductTestSuite() - Constructor for class org.drip.tester.functional.ProductTestSuite
 
PTEHoliday - Class in org.drip.analytics.holset
 
PTEHoliday() - Constructor for class org.drip.analytics.holset.PTEHoliday
 
put(String, V) - Method in class org.drip.analytics.support.CaseInsensitiveHashMap
 
put(String, V) - Method in class org.drip.analytics.support.CaseInsensitiveTreeMap
 
PutBond(String, Bond) - Static method in class org.drip.service.api.CreditAnalytics
Maps the bond to an ID and adds it to the cache
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