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I

IBRHoliday - Class in org.drip.analytics.holset
 
IBRHoliday() - Constructor for class org.drip.analytics.holset.IBRHoliday
 
IdentifierSet - Class in org.drip.product.params
IdentifierSet contains the component's identifier parameters - ISIN, CUSIP, ID, and ticker.
IdentifierSet(String, String, String, String) - Constructor for class org.drip.product.params.IdentifierSet
Constructs the IdentifierSet from ISIN, CUSIP, ID, and ticker.
IdentifierSet(byte[]) - Constructor for class org.drip.product.params.IdentifierSet
IdentifierSet de-serialization from input byte array
IDRHoliday - Class in org.drip.analytics.holset
 
IDRHoliday() - Constructor for class org.drip.analytics.holset.IDRHoliday
 
IEPHoliday - Class in org.drip.analytics.holset
 
IEPHoliday() - Constructor for class org.drip.analytics.holset.IEPHoliday
 
IGPHoliday - Class in org.drip.analytics.holset
 
IGPHoliday() - Constructor for class org.drip.analytics.holset.IGPHoliday
 
ILSHoliday - Class in org.drip.analytics.holset
 
ILSHoliday() - Constructor for class org.drip.analytics.holset.ILSHoliday
 
implyFXForward(ValuationParams, DiscountCurve, DiscountCurve, double, boolean) - Method in class org.drip.product.definition.FXForward
Imply the FX Forward
implyFXForward(ValuationParams, DiscountCurve, DiscountCurve, double, boolean) - Method in class org.drip.product.fx.FXForwardContract
 
incremental(double, double) - Method in class org.drip.math.distribution.Univariate
Compute the incremental under the distribution between the 2 variates
incremental(double, double) - Method in class org.drip.math.distribution.UnivariateNormal
 
incrIterations() - Method in class org.drip.math.solver1D.ExecutionInitializationOutput
Increment the Number of Iterations
incrIterations() - Method in class org.drip.math.solver1D.FixedPointFinderOutput
Increment the number of Iterations
incrOFCalcs() - Method in class org.drip.math.solver1D.ExecutionInitializationOutput
Increment the Number of Objective Function Evaluations
incrOFCalcs() - Method in class org.drip.math.solver1D.FixedPointFinderOutput
Increment the number of Objective Function evaluations
incrOFDerivCalcs() - Method in class org.drip.math.solver1D.ExecutionInitializationOutput
Increment the number of Objective Function Derivative evaluations
incrOFDerivCalcs() - Method in class org.drip.math.solver1D.FixedPointFinderOutput
Increment the number of Objective Function Derivative evaluations
Inelastics - Class in org.drip.math.grid
This class contains the spline segment in-elastic fields - in this case the start/end ranges.
Inelastics(double, double) - Constructor for class org.drip.math.grid.Inelastics
Inelastics constructor
inFirstCouponPeriod(double) - Method in class org.drip.product.credit.BondComponent
 
inFirstCouponPeriod(double) - Method in class org.drip.product.definition.Bond
Indicates whether the given date is in the first coupon period
InFirstPeriod(String, double) - Static method in class org.drip.service.api.CreditAnalytics
Indicates whether the specified date exists in the first coupon period
INFLECTION - Static variable in class org.drip.math.grid.SegmentMonotonocity
NON MONOTONE - INFLECTION
INFO - Static variable in class org.drip.analytics.support.Logger
Logger level INFO
Init(String) - Static method in class org.drip.analytics.daycount.Convention
Initialize the day count basis object from the calendar set
Init() - Static method in class org.drip.analytics.support.AnalyticsHelper
Initializes IR switcher and Bloomberg day count maps
Init(String) - Static method in class org.drip.analytics.support.Logger
Initializes the logger from a configuration file
Init(String) - Static method in class org.drip.service.api.CreditAnalytics
Initializes the CreditAnalytics DRIP library.
InitAnalServer(String) - Static method in class org.drip.param.config.ConfigLoader
Initialize the analytics server from the connection parameters set in the XML Configuration file
InitEnv(String) - Static method in class org.drip.service.env.EnvManager
Initializes the logger, the database connections, the day count parameters, and day count objects
InitFullCDXRefDataSet() - Static method in class org.drip.product.creator.CDXRefDataHolder
 
InitializationHeuristics - Class in org.drip.math.solver1D
InitializationHeuristics implements several heuristics used to kick off the fixed point bracketing/search process.
InitializationHeuristics(int, double, double, double, double, double, double, double, BracketingControlParams) - Constructor for class org.drip.math.solver1D.InitializationHeuristics
Constructs an Initialization Heuristics Instance from the set of Heuristics Parameters
initializeBracket(InitializationHeuristics, double) - Method in class org.drip.math.solver1D.ExecutionInitializer
Sets up the bracket to be used for the eventual search kick-off
initializeCalibrationRun(double) - Method in class org.drip.analytics.curve.ConstantForwardHazard
 
initializeCalibrationRun(double) - Method in class org.drip.analytics.curve.ConstantForwardRate
 
initializeCalibrationRun(double) - Method in class org.drip.analytics.curve.DerivedFXBasis
 
initializeCalibrationRun(double) - Method in class org.drip.analytics.curve.DerivedFXForward
 
initializeCalibrationRun(double) - Method in class org.drip.analytics.curve.HyperbolicTensionForwardRate
 
initializeCalibrationRun(double) - Method in class org.drip.analytics.curve.PolynomialForwardRate
 
initializeCalibrationRun(double) - Method in class org.drip.analytics.curve.PolynomialSplineDF
 
initializeCalibrationRun(double) - Method in interface org.drip.analytics.definition.Curve
Initialize the Calibration Run with the Left Slope
initializeCalibrationRun(double) - Method in class org.drip.analytics.definition.ZeroCurve
 
initializeVariate(InitializationHeuristics, double) - Method in class org.drip.math.solver1D.ExecutionInitializer
Initialize the starting variate to within the fixed point convergence zone
initRegressionEnv() - Method in class org.drip.regression.core.RegressionEngine
One-time initialization of the regression engine environment
initRegressionEnv() - Method in class org.drip.regression.curve.CreditAnalyticsRegressionEngine
 
initRegressionEnv() - Method in class org.drip.regression.curveJacobian.CurveJacobianRegressionEngine
 
initRegressionEnv() - Method in class org.drip.regression.spline.BasisSplineRegressionEngine
 
InitStandardCDXSeries() - Static method in class org.drip.service.env.StandardCDXManager
 
inLastCouponPeriod(double) - Method in class org.drip.product.credit.BondComponent
 
inLastCouponPeriod(double) - Method in class org.drip.product.definition.Bond
Indicates whether the given date is in the final coupon period
InLastPeriod(String, double) - Static method in class org.drip.service.api.CreditAnalytics
Indicates whether the specified date exists in the last coupon period
INRHoliday - Class in org.drip.analytics.holset
 
INRHoliday() - Constructor for class org.drip.analytics.holset.INRHoliday
 
insertKnot(double, double) - Method in class org.drip.math.grid.Span
Insert a Knot
IntegerListFromString(List<Integer>, String, String) - Static method in class org.drip.math.common.StringUtil
Create a list of integers from a delimited string
Integrator - Class in org.drip.math.calculus
Integrator implements the following routines for integrating the objective function: - Mid-Point Scheme - Trapezoidal Scheme - Simpson/Simpson38 schemes - Boole Scheme
Integrator() - Constructor for class org.drip.math.calculus.Integrator
 
interpMeasure(double) - Method in class org.drip.analytics.definition.DiscountCurve
Estimates the Interpolated calibrated measure value for the given date
invCumulative(double) - Method in class org.drip.math.distribution.Univariate
Compute the inverse cumulative under the distribution corresponding to the given value
invCumulative(double) - Method in class org.drip.math.distribution.UnivariateNormal
 
INVERSE_QUADRATIC_INTERPOLATION - Static variable in class org.drip.math.solver1D.VariateIteratorPrimitive
Inverse Quadratic Interpolation
InverseQuadraticInterpolation(double, double, double, double, double, double) - Static method in class org.drip.math.solver1D.VariateIteratorPrimitive
Iterate for the next variate using inverse quadratic interpolation
Invert(double[][], String) - Static method in class org.drip.math.linearalgebra.Matrix
Invert the input matrix using the specified Method
Invert2DMatrixUsingCramerRule(double[][]) - Static method in class org.drip.math.linearalgebra.Matrix
Invert a 2D Matrix using Cramer's Rule
InvertUsingGaussianElimination(double[][]) - Static method in class org.drip.math.linearalgebra.Matrix
Invert the Source Matrix using Gaussian Elimination
IPCHoliday - Class in org.drip.analytics.holset
 
IPCHoliday() - Constructor for class org.drip.analytics.holset.IPCHoliday
 
IRSComponent - Class in org.drip.product.rates
IRSComponent contains the implementation of the Interest Rate Swap product contract/valuation details.
IRSComponent(RatesComponent, RatesComponent) - Constructor for class org.drip.product.rates.IRSComponent
Construct the IRSComponent from the fixed and the floating streams
IRSComponent(byte[]) - Constructor for class org.drip.product.rates.IRSComponent
De-serialize the IRSComponent from the byte array
IRSFromByteArray(byte[]) - Static method in class org.drip.product.creator.RatesStreamBuilder
Create a IRS Instance from the byte array
IRSJacobianRegressorSet - Class in org.drip.regression.curveJacobian
IRSJacobianRegressorSet implements the regression analysis set for the IRS product related Sensitivity Jacobians.
IRSJacobianRegressorSet() - Constructor for class org.drip.regression.curveJacobian.IRSJacobianRegressorSet
 
isBaseNatural() - Method in class org.drip.math.function.ExponentialTension
Is the base natural?
IsBasisBootstrapped() - Method in class org.drip.analytics.curve.DerivedFXBasis
 
IsBasisBootstrapped() - Method in class org.drip.analytics.definition.FXBasisCurve
Returns if the inputs are for bootstrapped FX basis
IsBondFloater(String) - Static method in class org.drip.service.api.CreditAnalytics
Is this floating rate bond
isCallable() - Method in class org.drip.product.credit.BondComponent
 
isCallable() - Method in class org.drip.product.definition.Bond
Indicates if the bond is callable
isCoMonotone(double[]) - Method in class org.drip.math.grid.Span
Verify whether the segment and spline mini-max behavior matches
IsDiagonallyDominant(double[][], boolean) - Static method in class org.drip.math.linearalgebra.LinearSystemSolver
Check to see if the matrix is diagonally dominant.
isDone() - Method in class org.drip.math.solver1D.ExecutionInitializationOutput
Indicate if the execution initialization is done
IsEOM(double) - Static method in class org.drip.analytics.date.JulianDate
Indicates if the given Julian double corresponds to an end of month day
isFixToFloatOnExercise() - Method in class org.drip.product.params.EmbeddedOptionSchedule
Returns whether the component is fix to float on exercise
isFloater() - Method in class org.drip.product.credit.BondComponent
 
isFloater() - Method in class org.drip.product.definition.Bond
Returns whether the bond is a floater
IsHoliday(double, String, int) - Static method in class org.drip.analytics.daycount.Convention
Indicates whether the given date is a holiday in the specified location(s)
IsHoliday(double, String) - Static method in class org.drip.analytics.daycount.Convention
Indicates whether the given date is a holiday in the specified location(s)
IsHoliday(String, JulianDate) - Static method in class org.drip.service.api.CreditAnalytics
Indicates whether the given date is a holiday in the calendar set.
isInSegment(double) - Method in class org.drip.math.grid.Inelastics
Finds out if the point is inside the segment - left/right is inclusive.
isKnot(double) - Method in class org.drip.math.grid.Span
Is the given X a knot location
IsLeapYear(double) - Static method in class org.drip.analytics.date.JulianDate
Indicates if the year in the given Julian date is a leap year
isLeftWeekend(double) - Method in class org.drip.analytics.holiday.Weekend
Is the given date a left weekend day
isLocallyMonotone() - Method in class org.drip.math.grid.Span
Indicates if all the comprising segments are monotone
isMark() - Method in class org.drip.param.market.ComponentTickQuote
Indicate whether the quote may be treated as a mark
isPerpetual() - Method in class org.drip.product.credit.BondComponent
 
isPerpetual() - Method in class org.drip.product.definition.Bond
Indicates if the bond is perpetual
isPut() - Method in class org.drip.product.params.EmbeddedOptionSchedule
Whether the component is putable or callable
isPutable() - Method in class org.drip.product.credit.BondComponent
 
isPutable() - Method in class org.drip.product.definition.Bond
Indicates if the bond is putable
isRightWeekend(double) - Method in class org.drip.analytics.holiday.Weekend
Is the given date a right weekend day
isSinkable() - Method in class org.drip.product.credit.BondComponent
 
isSinkable() - Method in class org.drip.product.definition.Bond
Indicates if the bond is sinkable
isTradeable(ValuationParams) - Method in class org.drip.product.credit.BondComponent
 
isTradeable(ValuationParams) - Method in class org.drip.product.definition.Bond
Calculates if the bond is tradeable on the given date
IsValid(double) - Static method in class org.drip.math.common.NumberUtil
Checks if the input double is Infinite or NaN
IsValid(double[]) - Static method in class org.drip.math.common.NumberUtil
Checks if the input double array contains an Infinite or an NaN
isVariateConvergenceCheckEnabled() - Method in class org.drip.math.solver1D.ExecutionControl
Indicates if the variate convergence check has been turned on
isVariateConvergenceCheckEnabled() - Method in class org.drip.math.solver1D.ExecutionControlParams
Indicates if the variate convergence check has been turned on
isWeekend(double) - Method in class org.drip.analytics.holiday.Weekend
Is the given date a weekend day
IteratedBracket - Class in org.drip.math.solver1D
IteratedBracket holds the left/right bracket variates and the corresponding values for the objective function during each iteration.
IteratedBracket(BracketingOutput) - Constructor for class org.drip.math.solver1D.IteratedBracket
BracketingVariateIterator constructor
IteratedVariate - Class in org.drip.math.solver1D
IteratedVariate holds the variate and the corresponding value for the objective function during each iteration.
IteratedVariate(ExecutionInitializationOutput, double) - Constructor for class org.drip.math.solver1D.IteratedVariate
IteratedVariate constructor
ITLHoliday - Class in org.drip.analytics.holset
 
ITLHoliday() - Constructor for class org.drip.analytics.holset.ITLHoliday
 
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