- ECSHoliday - Class in org.drip.analytics.holset
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- ECSHoliday() - Constructor for class org.drip.analytics.holset.ECSHoliday
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- EDFComponent - Class in org.drip.product.rates
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EDFComponent contains the implementation of the Euro-dollar future contract/valuation (EDF).
- EDFComponent(JulianDate, JulianDate, String, String, String) - Constructor for class org.drip.product.rates.EDFComponent
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Constructs an EDFComponent Component
- EDFComponent(String, JulianDate, String) - Constructor for class org.drip.product.rates.EDFComponent
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Constructs an EDFComponent Component
- EDFComponent(byte[]) - Constructor for class org.drip.product.rates.EDFComponent
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EDFComponent de-serialization from input byte array
- EDFJacobianRegressorSet - Class in org.drip.regression.curveJacobian
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EDFJacobianRegressorSet implements the regression analysis set for the EDF product related Sensitivity
Jacobians.
- EDFJacobianRegressorSet() - Constructor for class org.drip.regression.curveJacobian.EDFJacobianRegressorSet
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- EDFutureBuilder - Class in org.drip.product.creator
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EDFutureBuilder contains the suite of helper functions for creating the EDFuture product from the
parameters/codes/byte array streams.
- EDFutureBuilder() - Constructor for class org.drip.product.creator.EDFutureBuilder
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- EEKHoliday - Class in org.drip.analytics.holset
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- EEKHoliday() - Constructor for class org.drip.analytics.holset.EEKHoliday
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- EffectiveDate(String) - Static method in class org.drip.service.api.CreditAnalytics
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Returns the effective date for the specified bond
- EGPHoliday - Class in org.drip.analytics.holset
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- EGPHoliday() - Constructor for class org.drip.analytics.holset.EGPHoliday
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- EmbeddedOptionSchedule - Class in org.drip.product.params
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EmbeddedOptionSchedule is a place holder for the embedded option schedule for the component.
- EmbeddedOptionSchedule(double[], double[], boolean, int, boolean, double, String, double) - Constructor for class org.drip.product.params.EmbeddedOptionSchedule
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Constructs the EOS from the array of dates and factors
- EmbeddedOptionSchedule(EmbeddedOptionSchedule) - Constructor for class org.drip.product.params.EmbeddedOptionSchedule
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Constructs a Deep Copy EOS from another EOS
- EmbeddedOptionSchedule(byte[]) - Constructor for class org.drip.product.params.EmbeddedOptionSchedule
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EmbeddedOptionSchedule de-serialization from input byte array
- EnvManager - Class in org.drip.service.env
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EnvManager sets the environment/connection parameters, and populates the market parameters for the given
EOD.
- EnvManager() - Constructor for class org.drip.service.env.EnvManager
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- EODCurves - Class in org.drip.service.env
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EODCurves that creates the closing curves from the closing marks available in the DB for a given EOD and
populates them onto the MPC.
- EODCurves() - Constructor for class org.drip.service.env.EODCurves
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- equals(Object) - Method in class org.drip.analytics.date.JulianDate
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- ERROR - Static variable in class org.drip.analytics.support.Logger
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Logger level ERROR
- ESBHoliday - Class in org.drip.analytics.holset
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- ESBHoliday() - Constructor for class org.drip.analytics.holset.ESBHoliday
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- ESPHoliday - Class in org.drip.analytics.holset
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- ESPHoliday() - Constructor for class org.drip.analytics.holset.ESPHoliday
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- ESTHoliday - Class in org.drip.analytics.holset
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- ESTHoliday() - Constructor for class org.drip.analytics.holset.ESTHoliday
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- EUBHoliday - Class in org.drip.analytics.holset
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- EUBHoliday() - Constructor for class org.drip.analytics.holset.EUBHoliday
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- EURHoliday - Class in org.drip.analytics.holset
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- EURHoliday() - Constructor for class org.drip.analytics.holset.EURHoliday
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- evaluate(double) - Method in class org.drip.math.function.AbstractUnivariate
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Evaluate for the given variate
- evaluate(double) - Method in class org.drip.math.function.ExponentialTension
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- evaluate(double) - Method in class org.drip.math.function.HyperbolicTension
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- evaluate(double) - Method in class org.drip.math.function.NaturalLogSeriesElement
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- evaluate(double) - Method in class org.drip.math.function.Polynomial
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- evaluate(double) - Method in class org.drip.math.function.RationalShapeControl
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- evaluate(double) - Method in class org.drip.math.function.UnivariateConvolution
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- evaluate(double) - Method in class org.drip.math.function.UnivariateReflection
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- evaluate(double) - Method in class org.drip.math.grid.Span
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- execRegression() - Method in class org.drip.regression.core.UnitRegressionExecutor
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Executes the regression call within this function
- execRegression() - Method in class org.drip.regression.spline.BasisSplineRegressor
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- ExecutionControl - Class in org.drip.math.solver1D
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ExecutionControl implements the core fixed point search execution control and customization functionality.
- ExecutionControl(AbstractUnivariate, ExecutionControlParams) - Constructor for class org.drip.math.solver1D.ExecutionControl
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ExecutionControl constructor
- ExecutionControlParams - Class in org.drip.math.solver1D
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ExecutionControlParams holds the parameters needed for controlling the execution of the fixed point
finder.
- ExecutionControlParams() - Constructor for class org.drip.math.solver1D.ExecutionControlParams
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Default Execution Control Parameters constructor
- ExecutionControlParams(int, boolean, double, double, double, double) - Constructor for class org.drip.math.solver1D.ExecutionControlParams
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Execution Control Parameters constructor
- ExecutionInitializationOutput - Class in org.drip.math.solver1D
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ExecutionInitializationOutput holds the output of the root initializer calculation.
- ExecutionInitializer - Class in org.drip.math.solver1D
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ExecutionInitializer implements the initialization execution and customization functionality.
- ExecutionInitializer(AbstractUnivariate, ConvergenceControlParams) - Constructor for class org.drip.math.solver1D.ExecutionInitializer
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ExecutionInitializer constructor
- ExerciseInfo - Class in org.drip.analytics.output
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ExerciseInfo is a place-holder for the full set of exercise information.
- ExerciseInfo(double, double, int) - Constructor for class org.drip.analytics.output.ExerciseInfo
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Constructs the ExerciseInfo from the work-out date, type, and the exercise factor
- ExerciseInfo(byte[]) - Constructor for class org.drip.analytics.output.ExerciseInfo
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ExerciseInfo de-serialization from input byte array
- ExponentialTension - Class in org.drip.math.function
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ExponentialTension provides the evaluation of the Exponential Tension Function and its derivatives for a
specified variate.
- ExponentialTension(double, double) - Constructor for class org.drip.math.function.ExponentialTension
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ExponentialTension constructor
- ExponentialTensionBasisSet(ExponentialTensionBasisSetParams) - Static method in class org.drip.math.spline.SegmentBasisSetBuilder
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This function implements the elastic coefficients for the segment using tension exponential basis
splines inside - [0,...,1) - Globally [x_0,...,x_1).
- ExponentialTensionBasisSetParams - Class in org.drip.math.spline
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ExponentialTensionBasisSetParams implements per-segment parameters for the exponential tension basis set -
currently it only contains the tension parameter.
- ExponentialTensionBasisSetParams(double) - Constructor for class org.drip.math.spline.ExponentialTensionBasisSetParams
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ExponentialTensionBasisSetParams constructor
- ExponentialTensionSegmentControlParams(double, SegmentInelasticParams, AbstractUnivariate) - Static method in class org.drip.math.sample.SpanInterpolator
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Build Exponential Tension Segment Control Parameters