- RateIndexFromCcyAndCouponFreq(String, int) - Static method in class org.drip.analytics.support.AnalyticsHelper
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Calculates the rate index from currency and coupon frequency
- RatesAnalyticsAPI - Class in org.drip.service.sample
-
RatesAnalyticsAPIcontains a demo of the Rates Analytics API Usage.
- RatesAnalyticsAPI() - Constructor for class org.drip.service.sample.RatesAnalyticsAPI
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- RatesBasket - Class in org.drip.product.rates
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RatesBasket contains the implementation of the Basket of Rates Component legs.
- RatesBasket(String, FixedStream[], FloatingStream[]) - Constructor for class org.drip.product.rates.RatesBasket
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RatesBasket constructor
- RatesBasket(byte[]) - Constructor for class org.drip.product.rates.RatesBasket
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RatesBasket de-serialization from input byte array
- RatesComponent - Class in org.drip.product.definition
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RatesComponent is the abstract class that extends CalibratableComponent on top of which all rates
components are implemented.
- RatesComponent() - Constructor for class org.drip.product.definition.RatesComponent
-
- RatesCurveAPISample() - Static method in class org.drip.service.sample.RatesLiveAndEODAPI
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Sample API demonstrating the creation/usage of rates curve
USE WITH CARE: This sample ignores errors and does not handle exceptions.
- RatesCurveScenarioContainer - Class in org.drip.param.market
-
RatesCurveScenarioContainer implements the RatesScenarioCurve abstract class that exposes the interface
the constructs scenario discount curves.
- RatesCurveScenarioContainer(RatesCurveScenarioGenerator) - Constructor for class org.drip.param.market.RatesCurveScenarioContainer
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Constructs an IRCurveScenarioContainer instance from the corresponding IRCurveScenarioGenerator
- RatesCurveScenarioGenerator - Class in org.drip.analytics.calibration
-
This calls contains the interest rate calibration instruments to be used with the component calibrator to
produce scenario interest rate curves.
- RatesCurveScenarioGenerator(String, String, CalibratableComponent[]) - Constructor for class org.drip.analytics.calibration.RatesCurveScenarioGenerator
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Constructs a CreditCurveScenarioGenerator instance from the calibratable instrument array
- RatesLiveAndEODAPI - Class in org.drip.service.sample
-
RatesLiveAndEODAPI contains the sample API demonstrating the usage of the Rates Live and EOD functions.
- RatesLiveAndEODAPI() - Constructor for class org.drip.service.sample.RatesLiveAndEODAPI
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- RatesManager - Class in org.drip.service.env
-
RatesManager manages the creation/loading of rates curves of different kinds for a given EOD.
- RatesManager() - Constructor for class org.drip.service.env.RatesManager
-
- RatesScenarioCurve - Class in org.drip.param.definition
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RatesScenarioCurve abstract class exposes the interface the constructs scenario discount curves.
- RatesScenarioCurve() - Constructor for class org.drip.param.definition.RatesScenarioCurve
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- RatesScenarioCurveBuilder - Class in org.drip.param.creator
-
RatesScenarioCurveBuilder implements the the construction of the scenario discount curve using the input
discount curve instruments.
- RatesScenarioCurveBuilder() - Constructor for class org.drip.param.creator.RatesScenarioCurveBuilder
-
- RatesSetting - Class in org.drip.product.params
-
RatesSetting contains the rate related valuation parameters - the discount curves to be used for
discounting the coupon, the redemption, the principal, and the settle cash flows.
- RatesSetting(String, String, String, String) - Constructor for class org.drip.product.params.RatesSetting
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RatesSetting constructor
- RatesSetting(byte[]) - Constructor for class org.drip.product.params.RatesSetting
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RatesSetting de-serialization from input byte array
- RatesStreamBuilder - Class in org.drip.product.creator
-
RatesStreamBuilder contains the suite of helper functions for creating the Stream-based Rates Products
from different kinds of inputs.
- RatesStreamBuilder() - Constructor for class org.drip.product.creator.RatesStreamBuilder
-
- RationalShapeControl - Class in org.drip.math.function
-
RationalShapeControl implements the deterministic rational shape control functionality on top of
interpolating basis splines inside - [0,...,1) - Globally [x_0,...,x_1):
y = 1 / [1 + lambda * x * (1-x)]
where is the normalized ordinate mapped as
x => (x - x_i-1) / (x_i - x_i-1)
- RationalShapeControl(double) - Constructor for class org.drip.math.function.RationalShapeControl
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RationalShapeControl constructor
- regress() - Method in class org.drip.regression.core.UnitRegressionExecutor
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- regress() - Method in interface org.drip.regression.core.UnitRegressor
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This method performs the feature by feature regression for the given object.
- REGRESSION_DETAIL_MODULE_AGGREGATED - Static variable in class org.drip.regression.core.RegressionEngine
-
Regression outputs rolled up to Modules
- REGRESSION_DETAIL_MODULE_UNIT_AGGREGATED - Static variable in class org.drip.regression.core.RegressionEngine
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Regression outputs rolled up to Module Units
- REGRESSION_DETAIL_MODULE_UNIT_DECOMPOSED - Static variable in class org.drip.regression.core.RegressionEngine
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Regression outputs decomposed at individual Module Units
- REGRESSION_DETAIL_STATS - Static variable in class org.drip.regression.core.RegressionEngine
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Regression Output: Statistics
- RegressionEngine - Class in org.drip.regression.core
-
RegressionEngine provides the control and frame-work functionality for the General Purpose Regression
Suite.
- RegressionRunDetail - Class in org.drip.regression.core
-
RegressionRunDetail contains named field level detailed output of the regression activity.
- RegressionRunDetail() - Constructor for class org.drip.regression.core.RegressionRunDetail
-
Empty constructor: Regression detail fields will be initialized
- RegressionRunOutput - Class in org.drip.regression.core
-
RegressionRunOutput contains the output of a single regression activity.
- RegressionRunOutput(String) - Constructor for class org.drip.regression.core.RegressionRunOutput
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Empty Regression Run Output Constructor
- RegressorSet - Interface in org.drip.regression.core
-
RegressorSet interface provides the Regression set stubs.
- RegulariseRow(double[][], double[], int, int) - Static method in class org.drip.math.linearalgebra.LinearSystemSolver
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Regularize (i.e., convert the diagonal entries of the given cell to non-zero using suitable linear
transformations)
- Regularize(MatrixComplementTransform) - Static method in class org.drip.math.linearalgebra.Matrix
-
Regularize the specified diagonal entry of the input matrix
- remove(Object) - Method in class org.drip.analytics.support.CaseInsensitiveHashMap
-
- remove(Object) - Method in class org.drip.analytics.support.CaseInsensitiveTreeMap
-
- RemoveBond(String) - Static method in class org.drip.service.api.CreditAnalytics
-
Removes the bond ID from the cache
- removeCompQuote(String) - Method in class org.drip.param.definition.MarketParams
-
Removes the component quote
- removeCompQuote(String) - Method in class org.drip.param.market.MarketParamsContainer
-
- removeFixings(JulianDate, String) - Method in class org.drip.param.definition.MarketParams
-
Removes the fixing corresponding to the given date and index
- removeFixings(JulianDate, String) - Method in class org.drip.param.market.MarketParamsContainer
-
- removeMarketQuote() - Method in class org.drip.param.definition.ComponentQuote
-
Removes the market quote
- removeMarketQuote() - Method in class org.drip.param.market.ComponentMultiMeasureQuote
-
- removeQuote(String) - Method in class org.drip.param.definition.ComponentQuote
-
Remove the named Quote
- removeQuote(String) - Method in class org.drip.param.market.ComponentMultiMeasureQuote
-
- removeScenCC(String) - Method in class org.drip.param.definition.MarketParams
-
Removes the named scenario CC
- removeScenCC(String) - Method in class org.drip.param.market.MarketParamsContainer
-
- removeScenDC(String) - Method in class org.drip.param.definition.MarketParams
-
Removes the named scenario DC
- removeScenDC(String) - Method in class org.drip.param.market.MarketParamsContainer
-
- removeTSYQuote(String) - Method in class org.drip.param.definition.MarketParams
-
Removes the named Treasury Quote
- removeTSYQuote(String) - Method in class org.drip.param.market.MarketParamsContainer
-
- resetCoupon(double) - Method in class org.drip.product.credit.CDSComponent
-
Resets the CDS's coupon
- resetCoupon(double) - Method in class org.drip.product.definition.CreditDefaultSwap
-
Resets the CDS's coupon
- resetNode(int, double) - Method in class org.drip.math.grid.Span
-
Reset the given node with the given value
- RIDDER - Static variable in class org.drip.math.solver1D.VariateIteratorPrimitive
-
Ridder's Method
- Ridder(double, double, double, double, double, double) - Static method in class org.drip.math.solver1D.VariateIteratorPrimitive
-
Iterate for the next variate using Ridder's method
- RIGHT_INCLUDE - Static variable in class org.drip.analytics.date.JulianDate
-
RIGHT_INCLUDE includes the end date in the Feb29 check
- RIGHT_NODE_VALUE_PARAMETER_INDEX - Static variable in class org.drip.math.grid.Segment
-
RIGHT NODE VALUE PARAMETER INDEX
- Roll(double) - Method in class org.drip.analytics.daycount.DateAdjustParams
-
Rolls the given date
- RollDate(double, int, String) - Static method in class org.drip.analytics.daycount.Convention
-
Rolls the given date in accordance with the roll mode and the calendar set
- RollDate(JulianDate, String, int) - Static method in class org.drip.service.api.CreditAnalytics
-
Rolls the given date according to the calendar set and the roll mode
- RollHoliday(double, boolean, Weekend) - Static method in class org.drip.analytics.holiday.Base
-
Rolls the date to a non-holiday according to the rule specified
- RootFinder - Class in org.drip.math.sample
-
RootFinder contains a sample illustration of usage of the Root Finder Library.
- RootFinder() - Constructor for class org.drip.math.sample.RootFinder
-
- RUBHoliday - Class in org.drip.analytics.holset
-
- RUBHoliday() - Constructor for class org.drip.analytics.holset.RUBHoliday
-
- RunFullBondTests(MarketParams, JulianDate, double, double) - Static method in class org.drip.tester.functional.BondTestSuite
-
- RunFullMarketBondTests(MarketParams, JulianDate) - Static method in class org.drip.tester.functional.BondTestSuite
-
- RURHoliday - Class in org.drip.analytics.holset
-
- RURHoliday() - Constructor for class org.drip.analytics.holset.RURHoliday
-