- date() - Method in class org.drip.analytics.output.ExerciseInfo
-
Retrieve the Exercise Date
- date() - Method in class org.drip.param.valuation.WorkoutInfo
-
Retrieve the Work-out Date
- date() - Method in class org.drip.service.api.DateDiscountCurvePair
-
Retrieve the COB
- date() - Method in class org.drip.service.api.DiscountCurveInputInstrument
-
Retrieve the Curve Epoch Date
- DateAdjustParams - Class in org.drip.analytics.daycount
-
This class contains the parameters needed for adjusting dates.
- DateAdjustParams(int, String) - Constructor for class org.drip.analytics.daycount.DateAdjustParams
-
Create a DateAdjustParams instance from the roll mode and the calendar
- DateAdjustParams(byte[]) - Constructor for class org.drip.analytics.daycount.DateAdjustParams
-
De-serialization of DateAdjustParams from byte stream
- DateDiscountCurvePair - Class in org.drip.service.api
-
DateDiscountCurvePair contains the COB/Discount Curve Pair, and the corresponding computed outputs.
- DateDiscountCurvePair(JulianDate, DiscountCurve, List<String>) - Constructor for class org.drip.service.api.DateDiscountCurvePair
-
DateDiscountCurvePair constructor
- DateEOMAdjustment - Class in org.drip.analytics.daycount
-
This class holds the applicable adjustments for a given date pair.
- DateEOMAdjustment() - Constructor for class org.drip.analytics.daycount.DateEOMAdjustment
-
- DateTime - Class in org.drip.analytics.date
-
This class provides the representation of the instantiation-time date and time objects.
- DateTime() - Constructor for class org.drip.analytics.date.DateTime
-
Default constructor initializes the time and date to the current time and current date.
- DateTime(double, long) - Constructor for class org.drip.analytics.date.DateTime
-
Constructs DateTime from separate date and time inputs
- DateTime(byte[]) - Constructor for class org.drip.analytics.date.DateTime
-
DateTime de-serialization from input byte array
- DateUtil - Class in org.drip.quant.common
-
DateUtil implements date utility functions those are extraneous to the JulianDate implementation.
- DateUtil() - Constructor for class org.drip.quant.common.DateUtil
-
- Day(double) - Static method in class org.drip.analytics.date.JulianDate
-
Return the day corresponding to the Julian double
- DayChars(int) - Static method in class org.drip.analytics.date.JulianDate
-
Get the English word for day corresponding to the input integer
- DayCountAndCalendarAPI - Class in org.drip.sample.misc
-
DayCountAndCalendarAPI demonstrates Day-count and Calendar API FUnctionality.
- DayCountAndCalendarAPI() - Constructor for class org.drip.sample.misc.DayCountAndCalendarAPI
-
- DayCountAPISample() - Static method in class org.drip.tester.functional.CreditAnalyticsTestSuite
-
Sample API demonstrating the day count functionality
- daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DC28_360
-
- daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DC30_360
-
- daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DC30_365
-
- daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DC30_Act
-
- daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DC30E_360
-
- daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCAct_360
-
- daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCAct_364
-
- daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCAct_365
-
- daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCAct_365L
-
- daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCAct_Act
-
- daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCAct_Act_ISDA
-
- daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in interface org.drip.analytics.daycount.DCFCalculator
-
Calculates the number of days accrued between the two given days
- daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCNL_360
-
- daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCNL_365
-
- daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCNL_Act
-
- daysDiff(JulianDate) - Method in class org.drip.analytics.date.JulianDate
-
Difference in days between the current and the input date
- DaysElapsed(double) - Static method in class org.drip.analytics.date.JulianDate
-
Number of days elapsed in the year represented by the given Julian date
- DaysInMonth(int, int) - Static method in class org.drip.analytics.date.JulianDate
-
Get the maximum number of days in the given month and year
- DaysRemaining(double) - Static method in class org.drip.analytics.date.JulianDate
-
Returns the number of days remaining in the year represented by the given Julian year
- dc() - Method in class org.drip.service.api.DateDiscountCurvePair
-
Retrieve the Discount Curve
- DC28_360 - Class in org.drip.analytics.daycount
-
This class implements the 28/360 day count convention.
- DC28_360() - Constructor for class org.drip.analytics.daycount.DC28_360
-
Empty DC28_360 constructor
- DC30_360 - Class in org.drip.analytics.daycount
-
This class implements the 30/360 day count convention.
- DC30_360() - Constructor for class org.drip.analytics.daycount.DC30_360
-
Empty DC30_360 constructor
- DC30_365 - Class in org.drip.analytics.daycount
-
This class implements the 30/365 day count convention.
- DC30_365() - Constructor for class org.drip.analytics.daycount.DC30_365
-
Empty DC30_365 constructor
- DC30_Act - Class in org.drip.analytics.daycount
-
This class implements the 30/Act day count convention.
- DC30_Act() - Constructor for class org.drip.analytics.daycount.DC30_Act
-
Empty DC30_Act constructor
- DC30E_360 - Class in org.drip.analytics.daycount
-
This class implements the 30E/360 day count convention.
- DC30E_360() - Constructor for class org.drip.analytics.daycount.DC30E_360
-
Empty DC30E_360 constructor
- DC_BASE - Static variable in class org.drip.param.definition.ScenarioDiscountCurve
-
Base Discount Curve
- DC_FLAT_DN - Static variable in class org.drip.param.definition.ScenarioDiscountCurve
-
Discount Curve Parallel Bump Down
- DC_FLAT_UP - Static variable in class org.drip.param.definition.ScenarioDiscountCurve
-
Discount Curve Parallel Bump Up
- DC_TENOR_DN - Static variable in class org.drip.param.definition.ScenarioDiscountCurve
-
Discount Curve Tenor Bump Down
- DC_TENOR_UP - Static variable in class org.drip.param.definition.ScenarioDiscountCurve
-
Discount Curve Tenor Bump Up
- DCAct_360 - Class in org.drip.analytics.daycount
-
This class implements the Act/360 day count convention.
- DCAct_360() - Constructor for class org.drip.analytics.daycount.DCAct_360
-
Empty DCAct_360 constructor
- DCAct_364 - Class in org.drip.analytics.daycount
-
This class implements the Act/364 day count convention.
- DCAct_364() - Constructor for class org.drip.analytics.daycount.DCAct_364
-
Empty DCAct_364 constructor
- DCAct_365 - Class in org.drip.analytics.daycount
-
This class implements the Act/365 day count convention.
- DCAct_365() - Constructor for class org.drip.analytics.daycount.DCAct_365
-
Empty DCAct_365 constructor
- DCAct_365L - Class in org.drip.analytics.daycount
-
This class implements the Act/365L day count convention.
- DCAct_365L() - Constructor for class org.drip.analytics.daycount.DCAct_365L
-
Empty DCAct_365L constructor
- DCAct_Act - Class in org.drip.analytics.daycount
-
This class implements the Act/Act day count convention.
- DCAct_Act() - Constructor for class org.drip.analytics.daycount.DCAct_Act
-
Empty DCAct_Act constructor
- DCAct_Act_ISDA - Class in org.drip.analytics.daycount
-
This class implements the ISDA Act/Act day count convention.
- DCAct_Act_ISDA() - Constructor for class org.drip.analytics.daycount.DCAct_Act_ISDA
-
Empty DCAct_Act_ISDA constructor
- DCFCalculator - Interface in org.drip.analytics.daycount
-
This interface is the stub for all the day count convention functionality.
- DCNL_360 - Class in org.drip.analytics.daycount
-
This class implements the NL/360 day count convention.
- DCNL_360() - Constructor for class org.drip.analytics.daycount.DCNL_360
-
Empty DCNL_360 constructor
- DCNL_365 - Class in org.drip.analytics.daycount
-
This class implements the NL/365 day count convention.
- DCNL_365() - Constructor for class org.drip.analytics.daycount.DCNL_365
-
Empty DCNL_365 constructor
- DCNL_Act - Class in org.drip.analytics.daycount
-
This class implements the NL/Act day count convention.
- DCNL_Act() - Constructor for class org.drip.analytics.daycount.DCNL_Act
-
Empty DCNL_Act constructor
- DEBUG - Static variable in class org.drip.analytics.support.Logger
-
Logger level DEBUG
- DECEMBER - Static variable in class org.drip.analytics.date.JulianDate
-
Integer Month - December
- delocalize(double) - Method in class org.drip.spline.segment.InelasticConstitutiveState
-
Transform the Local Predictor Ordinate to the Segment Ordinate
- DEMHoliday - Class in org.drip.analytics.holset
-
- DEMHoliday() - Constructor for class org.drip.analytics.holset.DEMHoliday
-
- DENSE(String, ValuationParams, CalibratableComponent[], double[], CalibratableComponent[], double[], TurnListDiscountFactor) - Static method in class org.drip.param.creator.RatesScenarioCurveBuilder
-
The Standard DENSE Curve Creation Methodology - this uses no re-construction set for the short term,
and uses 3M dense re-construction for the Swap Set.
- DerivArrayFromSlope(int, double) - Static method in class org.drip.quant.common.CollectionUtil
-
Populate an array of derivatives using the input slope (and setting the other to zero)
- DerivativeControl - Class in org.drip.quant.calculus
-
DerivativeControl provides bumps needed for numerically approximating derivatives.
- DerivativeControl() - Constructor for class org.drip.quant.calculus.DerivativeControl
-
Empty DerivativeControl constructor
- DerivativeControl(double) - Constructor for class org.drip.quant.calculus.DerivativeControl
-
DerivativeControl constructor
- derivativeOrder() - Method in class org.drip.spline.params.SegmentFlexurePenaltyControl
-
Retrieve the Derivative Order
- derivDCoeffDQuote(double, int) - Method in class org.drip.spline.segment.ConstitutiveState
-
Calculate the Ordered Derivative of the Coefficient to the Quote
- DerivedFXBasis - Class in org.drip.state.curve
-
DerivedFXBasis manages the constant forward basis based FX Basis Curve holder object.
- DerivedFXBasis(CurrencyPair, JulianDate, double, double[], double[], boolean) - Constructor for class org.drip.state.curve.DerivedFXBasis
-
Construct an DerivedFXBasis instance from the currency pair, FX Spot, and FX basis parameters
- DerivedFXBasis(byte[]) - Constructor for class org.drip.state.curve.DerivedFXBasis
-
DerivedFXBasis de-serialization from input byte array
- DerivedFXForward - Class in org.drip.state.curve
-
DerivedFXForward manages the constant forward based FX Forward Curve holder object.
- DerivedFXForward(CurrencyPair, JulianDate, double, double[], double[], boolean[]) - Constructor for class org.drip.state.curve.DerivedFXForward
-
DerivedFXForward from the CurrencyPair, FX Spot, and the FX Forward parameters
- DerivedFXForward(byte[]) - Constructor for class org.drip.state.curve.DerivedFXForward
-
DerivedFXForward de-serialization from input byte array
- DerivedZeroRate - Class in org.drip.state.curve
-
DerivedZeroRate implements the delegated ZeroCurve functionality.
- DerivedZeroRate(int, String, String, boolean, List<CashflowPeriod>, double, double, DiscountCurve, QuotingParams, double) - Constructor for class org.drip.state.curve.DerivedZeroRate
-
DerivedZeroRate constructor from period, work-out, settle, and quoting parameters
- DerivedZeroRate(byte[]) - Constructor for class org.drip.state.curve.DerivedZeroRate
-
DerivedZeroRate de-serialization from input byte array
- deserialize(byte[]) - Method in class org.drip.analytics.date.DateTime
-
- deserialize(byte[]) - Method in class org.drip.analytics.daycount.ActActDCParams
-
- deserialize(byte[]) - Method in class org.drip.analytics.daycount.DateAdjustParams
-
- deserialize(byte[]) - Method in class org.drip.analytics.holiday.Fixed
-
- deserialize(byte[]) - Method in class org.drip.analytics.holiday.Static
-
- deserialize(byte[]) - Method in class org.drip.analytics.holiday.Variable
-
- deserialize(byte[]) - Method in class org.drip.analytics.holiday.Weekend
-
- deserialize(byte[]) - Method in class org.drip.analytics.output.BasketMeasures
-
- deserialize(byte[]) - Method in class org.drip.analytics.output.BondCouponMeasures
-
- deserialize(byte[]) - Method in class org.drip.analytics.output.BondRVMeasures
-
- deserialize(byte[]) - Method in class org.drip.analytics.output.BondWorkoutMeasures
-
- deserialize(byte[]) - Method in class org.drip.analytics.output.ComponentMeasures
-
- deserialize(byte[]) - Method in class org.drip.analytics.output.ExerciseInfo
-
- deserialize(byte[]) - Method in class org.drip.analytics.period.Period
-
- deserialize(byte[]) - Method in class org.drip.param.definition.CalibrationParams
-
- deserialize(byte[]) - Method in class org.drip.param.definition.ResponseValueTweakParams
-
- deserialize(byte[]) - Method in class org.drip.param.market.BasketMarketParamSet
-
- deserialize(byte[]) - Method in class org.drip.param.market.ComponentMarketParamSet
-
- deserialize(byte[]) - Method in class org.drip.param.market.ComponentMultiMeasureQuote
-
- deserialize(byte[]) - Method in class org.drip.param.market.ComponentTickQuote
-
- deserialize(byte[]) - Method in class org.drip.param.market.MultiSidedQuote
-
- deserialize(byte[]) - Method in class org.drip.param.pricer.PricerParams
-
- deserialize(byte[]) - Method in class org.drip.param.quoting.QuotedSpreadInterpreter
-
- deserialize(byte[]) - Method in class org.drip.param.quoting.YieldInterpreter
-
- deserialize(byte[]) - Method in class org.drip.param.valuation.CashSettleParams
-
- deserialize(byte[]) - Method in class org.drip.param.valuation.QuotingParams
-
- deserialize(byte[]) - Method in class org.drip.param.valuation.ValuationParams
-
- deserialize(byte[]) - Method in class org.drip.param.valuation.WorkoutInfo
-
- deserialize(byte[]) - Method in class org.drip.product.creator.BondProductBuilder
-
- deserialize(byte[]) - Method in class org.drip.product.creator.BondRefDataBuilder
-
- deserialize(byte[]) - Method in class org.drip.product.credit.BondBasket
-
- deserialize(byte[]) - Method in class org.drip.product.credit.BondComponent
-
- deserialize(byte[]) - Method in class org.drip.product.credit.CDSBasket
-
- deserialize(byte[]) - Method in class org.drip.product.credit.CDSComponent
-
- deserialize(byte[]) - Method in class org.drip.product.fx.FXForwardContract
-
- deserialize(byte[]) - Method in class org.drip.product.fx.FXSpotContract
-
- deserialize(byte[]) - Method in class org.drip.product.params.CDXIdentifier
-
- deserialize(byte[]) - Method in class org.drip.product.params.CouponSetting
-
- deserialize(byte[]) - Method in class org.drip.product.params.CreditSetting
-
- deserialize(byte[]) - Method in class org.drip.product.params.CurrencyPair
-
- deserialize(byte[]) - Method in class org.drip.product.params.CurrencySet
-
- deserialize(byte[]) - Method in class org.drip.product.params.EmbeddedOptionSchedule
-
- deserialize(byte[]) - Method in class org.drip.product.params.FactorSchedule
-
- deserialize(byte[]) - Method in class org.drip.product.params.FloaterSetting
-
- deserialize(byte[]) - Method in class org.drip.product.params.FloatingRateIndex
-
- deserialize(byte[]) - Method in class org.drip.product.params.IdentifierSet
-
- deserialize(byte[]) - Method in class org.drip.product.params.NotionalSetting
-
- deserialize(byte[]) - Method in class org.drip.product.params.PeriodSet
-
- deserialize(byte[]) - Method in class org.drip.product.params.QuoteConvention
-
- deserialize(byte[]) - Method in class org.drip.product.params.RatesSetting
-
- deserialize(byte[]) - Method in class org.drip.product.params.TerminationSetting
-
- deserialize(byte[]) - Method in class org.drip.product.params.TreasuryBenchmark
-
- deserialize(byte[]) - Method in class org.drip.product.params.TsyBmkSet
-
- deserialize(byte[]) - Method in class org.drip.product.rates.CashComponent
-
- deserialize(byte[]) - Method in class org.drip.product.rates.EDFComponent
-
- deserialize(byte[]) - Method in class org.drip.product.rates.FixedStream
-
- deserialize(byte[]) - Method in class org.drip.product.rates.FloatFloatComponent
-
- deserialize(byte[]) - Method in class org.drip.product.rates.FloatingStream
-
- deserialize(byte[]) - Method in class org.drip.product.rates.IRSComponent
-
- deserialize(byte[]) - Method in class org.drip.product.rates.RatesBasket
-
- deserialize(byte[]) - Method in class org.drip.service.bridge.CreditAnalyticsRequest
-
- deserialize(byte[]) - Method in class org.drip.service.bridge.CreditAnalyticsResponse
-
- deserialize(byte[]) - Method in class org.drip.service.stream.Serializer
-
De-serialize from a byte array.
- deserialize(byte[]) - Method in class org.drip.state.curve.BasisSplineForwardRate
-
- deserialize(byte[]) - Method in class org.drip.state.curve.DerivedFXBasis
-
- deserialize(byte[]) - Method in class org.drip.state.curve.DerivedFXForward
-
- deserialize(byte[]) - Method in class org.drip.state.curve.DerivedZeroRate
-
- deserialize(byte[]) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
-
- deserialize(byte[]) - Method in class org.drip.state.curve.FlatForwardDiscountCurve
-
- deserialize(byte[]) - Method in class org.drip.state.curve.ForwardHazardCreditCurve
-
- deserialize(byte[]) - Method in class org.drip.state.curve.NonlinearDiscountFactorDiscountCurve
-
- deserialize(byte[]) - Method in class org.drip.state.curve.ZeroRateDiscountCurve
-
- designControl() - Method in class org.drip.spline.segment.ConstitutiveState
-
Retrieve the Segment Design Inelastic Control
- df(JulianDate) - Method in class org.drip.analytics.rates.DiscountCurve
-
- df(String) - Method in class org.drip.analytics.rates.DiscountCurve
-
- df(double) - Method in interface org.drip.analytics.rates.DiscountFactorEstimator
-
Calculate the Discount Factor to the given Date
- df(JulianDate) - Method in interface org.drip.analytics.rates.DiscountFactorEstimator
-
Calculate the discount factor to the given date
- df(String) - Method in interface org.drip.analytics.rates.DiscountFactorEstimator
-
Calculate the Discount Factor to the given Tenor
- df(double) - Method in class org.drip.state.curve.DerivedZeroRate
-
- df(double) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
-
- df(double) - Method in class org.drip.state.curve.FlatForwardDiscountCurve
-
- df(double) - Method in class org.drip.state.curve.NonlinearDiscountFactorDiscountCurve
-
- df(double) - Method in class org.drip.state.curve.ZeroRateDiscountCurve
-
- DF2Yield(int, double, double) - Static method in class org.drip.analytics.support.AnalyticsHelper
-
Calculate the yield from the specified discount factor to the given time.
- DFRateShapePreserver(String, ValuationParams, PricerParams, ComponentMarketParams, QuotingParams, String, FunctionSetBuilderParams, CalibratableComponent[], double[], CalibratableComponent[], double[], double, boolean) - Static method in class org.drip.param.creator.RatesScenarioCurveBuilder
-
Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set
builder parameters.
- DiagonalizeRow(int, double[][], double[][]) - Static method in class org.drip.quant.linearalgebra.Matrix
-
Diagonalize the specified row in the source matrix, and apply comparable operations to the target
- Differential - Class in org.drip.quant.calculus
-
Differential holds the incremental differentials for the variate and the objective function.
- Differential(double, double) - Constructor for class org.drip.quant.calculus.Differential
-
Differential constructor
- DiscountCurve - Class in org.drip.analytics.rates
-
DiscountCurve is the stub for the discount curve functionality.
- DiscountCurveAPISample() - Static method in class org.drip.sample.rates.RatesAnalyticsAPI
-
Sample API demonstrating the creation/usage of discount curve
USE WITH CARE: This sample ignores errors and does not handle exceptions.
- DiscountCurveAPISample() - Static method in class org.drip.tester.functional.CreditAnalyticsTestSuite
-
Sample API demonstrating the creation/usage of discount curve
- DiscountCurveBuilder - Class in org.drip.state.creator
-
This class contains the builder functions that construct the discount curve (comprising both the rates and
the discount factors) instance.
- DiscountCurveBuilder() - Constructor for class org.drip.state.creator.DiscountCurveBuilder
-
- DiscountCurveFromCash() - Static method in class org.drip.sample.rates.RatesAnalyticsAPI
-
- DiscountCurveFromEDF() - Static method in class org.drip.sample.rates.RatesAnalyticsAPI
-
- DiscountCurveFromIRS() - Static method in class org.drip.sample.rates.RatesAnalyticsAPI
-
- DiscountCurveFromRatesInstruments() - Static method in class org.drip.sample.rates.RatesAnalyticsAPI
-
Sample API demonstrating the creation of the discount curve from the rates input instruments
USE WITH CARE: This sample ignores errors and does not handle exceptions.
- DiscountCurveInputInstrument - Class in org.drip.service.api
-
DiscountCuveInputInstrument contains the input instruments and their quotes.
- DiscountCurveInputInstrument(JulianDate, List<String>, List<Double>, List<String>, List<Double>) - Constructor for class org.drip.service.api.DiscountCurveInputInstrument
-
DiscountCurveInputInstrument constructor
- DiscountCurveJacobianRegressorSet - Class in org.drip.regression.curveJacobian
-
DiscountCurveJacobianRegressorSet implements the regression analysis for the full discount curve (built
from cash/future/swap) Sensitivity Jacobians.
- DiscountCurveJacobianRegressorSet() - Constructor for class org.drip.regression.curveJacobian.DiscountCurveJacobianRegressorSet
-
- DiscountCurveQuoteSensitivity - Class in org.drip.sample.rates
-
DiscountCurveQuoteSensitivity demonstrates the calculation of the discount curve sensitivity to the
calibration instrument quotes.
- DiscountCurveQuoteSensitivity() - Constructor for class org.drip.sample.rates.DiscountCurveQuoteSensitivity
-
- DiscountCurveRegressor - Class in org.drip.regression.curve
-
DiscountCurveRegressor implements the regression set analysis for the Discount Curve.
- DiscountCurveRegressor() - Constructor for class org.drip.regression.curve.DiscountCurveRegressor
-
Do Nothing DiscountCurveRegressor constructor
- DiscountFactorDiscountCurve - Class in org.drip.state.curve
-
DiscountFactorDiscountCurve manages the Discounting Latent State, using the Discount Factor as the State
Response Representation.
- DiscountFactorDiscountCurve(String, Span) - Constructor for class org.drip.state.curve.DiscountFactorDiscountCurve
-
DiscountFactorDiscountCurve constructor
- DiscountFactorEstimator - Interface in org.drip.analytics.rates
-
DiscountFactorEstimator is the interface that exposes the calculation of the Discount Factor for a
specific Sovereign/Jurisdiction Span.
- DiscountForwardEstimator - Class in org.drip.analytics.rates
-
DiscountForwardEstimator exposes the "native" forward curve associated with the specified discount curve.
- DiscountForwardEstimator(DiscountFactorEstimator, FloatingRateIndex) - Constructor for class org.drip.analytics.rates.DiscountForwardEstimator
-
DiscountForwardEstimator constructor
- display() - Method in class org.drip.service.api.CDXCOB
-
Display the CDXCOB Content
- displayString() - Method in class org.drip.quant.calculus.WengertJacobian
-
Stringifies the contents of WengertJacobian
- displayString() - Method in class org.drip.quant.solver1D.BracketingOutput
-
- displayString() - Method in class org.drip.quant.solver1D.ExecutionInitializationOutput
-
Return a string form of the Initializer output
- displayString() - Method in class org.drip.quant.solver1D.FixedPointFinderOutput
-
Return a string form of the root finder output
- displayString(boolean) - Method in class org.drip.regression.core.RegressionRunOutput
-
Print the contents of the regression output
- displayString(String) - Method in class org.drip.regression.core.UnitRegressionStat
-
Return the string version of the statistics
- displayString() - Method in class org.drip.spline.grid.OverlappingStretchSpan
-
- displayString() - Method in interface org.drip.spline.grid.Span
-
Display the Span Edge Coordinates
- displayString() - Method in class org.drip.spline.segment.ConstitutiveState
-
Display the string representation for diagnostic purposes
- displayString() - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
-
- displayString() - Method in interface org.drip.spline.stretch.MultiSegmentSequence
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Display the Segments
- displayString() - Method in class org.drip.state.estimator.PredictorResponseWeightConstraint
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Display the Constraints and the corresponding Weights
- DKKHoliday - Class in org.drip.analytics.holset
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- DKKHoliday() - Constructor for class org.drip.analytics.holset.DKKHoliday
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- done(double, double, double, double, double) - Method in class org.drip.quant.solver1D.BracketingOutput
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Set the brackets in the output object
- done(double) - Method in class org.drip.quant.solver1D.ConvergenceOutput
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Indicate that the initialization is completed
- DOPHoliday - Class in org.drip.analytics.holset
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- DOPHoliday() - Constructor for class org.drip.analytics.holset.DOPHoliday
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- DR_ACTUAL - Static variable in class org.drip.analytics.daycount.Convention
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Date Roll Actual
- DR_FOLL - Static variable in class org.drip.analytics.daycount.Convention
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Date Roll Following
- DR_MOD_FOLL - Static variable in class org.drip.analytics.daycount.Convention
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Date Roll Modified Following
- DR_MOD_PREV - Static variable in class org.drip.analytics.daycount.Convention
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Date Roll Modified Previous
- DR_PREV - Static variable in class org.drip.analytics.daycount.Convention
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Date Roll Previous
- DTFHoliday - Class in org.drip.analytics.holset
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- DTFHoliday() - Constructor for class org.drip.analytics.holset.DTFHoliday
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- DUALDENSE(String, ValuationParams, CalibratableComponent[], double[], String, CalibratableComponent[], double[], String, TurnListDiscountFactor) - Static method in class org.drip.param.creator.RatesScenarioCurveBuilder
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The DUAL DENSE Curve Creation Methodology - this uses configurable re-construction set for the short
term, and another configurable re-construction for the Swap Set.
- DV01() - Method in class org.drip.service.api.ProductDailyPnL
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Retrieve the DV01