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J

jackDCoeffDEdgeInputs() - Method in class org.drip.spline.segment.ConstitutiveState
Calculate the Jacobian of the Segment's Response Basis Function Coefficients to the Edge Inputs
jackDCoeffDEdgeParams(double[], double[], double[], double[], SegmentBasisFlexureConstraint[], SegmentBestFitResponse) - Method in class org.drip.spline.segment.ConstitutiveState
Calibrate the segment and calculate the Jacobian of the Segment's Response Basis Function Coefficients to the Edge Parameters
jackDCoeffDEdgeParams(double, double, double, double, double, double, SegmentBestFitResponse, SegmentBestFitResponse) - Method in class org.drip.spline.segment.ConstitutiveState
Calibrate the Coefficients from the Edge Response Values and the Left Edge Response Value Slope and calculate the Jacobian of the Segment's Response Basis Function Coefficients to the Edge Parameters
jackDCoeffDEdgeParams(ConstitutiveState, double, double, SegmentBestFitResponse, SegmentBestFitResponse) - Method in class org.drip.spline.segment.ConstitutiveState
Calibrate the coefficients from the prior Segment and the Response Value at the Right Predictor Ordinate and calculate the Jacobian of the Segment's Response Basis Function Coefficients to the Edge Parameters
jackDDFDQuote(double) - Method in class org.drip.analytics.rates.DiscountCurve
Retrieve the Quote Jacobian of the Discount Factor to the given date
jackDDFDQuote(JulianDate) - Method in class org.drip.analytics.rates.DiscountCurve
Retrieve the Quote Jacobian of the Discount Factor to the given date
jackDDFDQuote(String) - Method in class org.drip.analytics.rates.DiscountCurve
Retrieve the Quote Jacobian of the Discount Factor to the date implied by the given Tenor
jackDDFDQuote(double) - Method in class org.drip.state.curve.DerivedZeroRate
 
jackDDFDQuote(double) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
 
jackDDFDQuote(double) - Method in class org.drip.state.curve.FlatForwardDiscountCurve
 
jackDDFDQuote(double) - Method in class org.drip.state.curve.NonlinearDiscountFactorDiscountCurve
 
jackDDFDQuote(double) - Method in class org.drip.state.curve.ZeroRateDiscountCurve
 
jackDResponseDBasisCoeff(double, int) - Method in class org.drip.spline.segment.ConstitutiveState
Calculate the Jacobian of the Response to the Basis Coefficients at the given Predictor Ordinate
jackDResponseDCalibrationInput(double, int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
 
jackDResponseDCalibrationInput(double, int) - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial
 
jackDResponseDCalibrationInput(double, int) - Method in interface org.drip.spline.stretch.SingleSegmentSequence
Calculate the Response Derivative to the Calibration Inputs at the specified Ordinate
jackDResponseDEdgeInputs(double, int) - Method in class org.drip.spline.segment.ConstitutiveState
Calculate the Jacobian of the Response to the Edge Inputs at the given Predictor Ordinate
jackDResponseDQuote(double, int) - Method in class org.drip.spline.grid.OverlappingStretchSpan
 
jackDResponseDQuote(double, int) - Method in interface org.drip.spline.grid.Span
Calculate the Response Derivative to the Quote at the specified Ordinate
jackDResponseDQuote(double, int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
 
jackDResponseDQuote(double, int) - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial
 
jackDResponseDQuote(double, int) - Method in interface org.drip.spline.stretch.SingleSegmentSequence
Calculate the Response Derivative to the Quote at the specified Ordinate
JANUARY - Static variable in class org.drip.analytics.date.JulianDate
Integer Month - January
JMDHoliday - Class in org.drip.analytics.holset
 
JMDHoliday() - Constructor for class org.drip.analytics.holset.JMDHoliday
 
JPYHoliday - Class in org.drip.analytics.holset
 
JPYHoliday() - Constructor for class org.drip.analytics.holset.JPYHoliday
 
JulianDate - Class in org.drip.analytics.date
Class provides a comprehensive representation of Julian date and date manipulation functionality.
JulianDate(double) - Constructor for class org.drip.analytics.date.JulianDate
Create JulianDate from a double Julian
JULY - Static variable in class org.drip.analytics.date.JulianDate
Integer Month - July
JUNE - Static variable in class org.drip.analytics.date.JulianDate
Integer Month - June
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