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N

name() - Method in class org.drip.analytics.definition.CreditCurve
 
name() - Method in interface org.drip.analytics.definition.Curve
Get the Curve Name
name() - Method in class org.drip.analytics.rates.DiscountCurve
 
name() - Method in class org.drip.analytics.rates.ForwardCurve
 
name() - Method in class org.drip.service.api.CDXCOB
The CDX Name
name() - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
 
name() - Method in interface org.drip.spline.stretch.MultiSegmentSequence
Retrieve the Stretch Name
name() - Method in class org.drip.state.curve.DerivedFXBasis
 
name() - Method in class org.drip.state.curve.DerivedFXForward
 
name() - Method in class org.drip.state.curve.DerivedZeroRate
 
NaturalLogSeriesElement - Class in org.drip.quant.function1D
NaturalLogSeriesElement implements an element in the natural log series expansion.
NaturalLogSeriesElement(int) - Constructor for class org.drip.quant.function1D.NaturalLogSeriesElement
NaturalLogSeriesElement constructor
NaturalStandard() - Static method in class org.drip.spline.stretch.BoundarySettings
Return the Instance of the Standard Natural Boundary Condition
NCK(int, int) - Static method in class org.drip.quant.common.NumberUtil
This function implements N choose K.
NextCouponDate(String, JulianDate) - Static method in class org.drip.service.api.CreditAnalytics
Returns the coupon date for the period subsequent to the specified date for the specified bond
NextExerciseInfo(String, JulianDate) - Static method in class org.drip.service.api.CreditAnalytics
Returns the next valid exercise info (post notice period adjustments) subsequent to the specified date
NLGHoliday - Class in org.drip.analytics.holset
 
NLGHoliday() - Constructor for class org.drip.analytics.holset.NLGHoliday
 
NOKHoliday - Class in org.drip.analytics.holset
 
NOKHoliday() - Constructor for class org.drip.analytics.holset.NOKHoliday
 
NON_MONOTONIC - Static variable in class org.drip.spline.segment.Monotonocity
NON-MONOTONIC
NonlinearBuild(JulianDate, String, String, CalibratableComponent[], double[], String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>) - Static method in class org.drip.param.creator.RatesScenarioCurveBuilder
Create Discount Curve from the Rates Calibration Instruments
NonlinearCurveCalibrator - Class in org.drip.state.estimator
NonlinearCurveCalibrator calibrates the discount and credit/hazard curves from the components and their quotes.
NonlinearCurveCalibrator() - Constructor for class org.drip.state.estimator.NonlinearCurveCalibrator
Construct an empty NonlinearCurveCalibrator
NonlinearDiscountFactorDiscountCurve - Class in org.drip.state.curve
NonlinearDiscountFactorDiscountCurve manages the Discounting Latent State, using the Forward Rate as the State Response Representation.
NonlinearDiscountFactorDiscountCurve(JulianDate, String, double[], double[]) - Constructor for class org.drip.state.curve.NonlinearDiscountFactorDiscountCurve
Construct NonlinearDiscountFactorDiscountCurve instance from an array of dates and forward rates
NonlinearDiscountFactorDiscountCurve(byte[]) - Constructor for class org.drip.state.curve.NonlinearDiscountFactorDiscountCurve
NonlinearDiscountFactorDiscountCurve de-serialization from input byte array
normalizedCumulative(double) - Method in class org.drip.spline.bspline.SegmentBasisFunction
Evaluate the Cumulative Normalized Integrand up to the given ordinate
normalizedCumulative(double) - Method in class org.drip.spline.bspline.SegmentMonicBasisFunction
 
normalizedCumulative(double) - Method in class org.drip.spline.bspline.SegmentMulticBasisFunction
 
normalizer() - Method in class org.drip.spline.bspline.CubicRationalLeftRaw
 
normalizer() - Method in class org.drip.spline.bspline.CubicRationalRightRaw
 
normalizer() - Method in class org.drip.spline.bspline.ExponentialTensionLeftHat
 
normalizer() - Method in class org.drip.spline.bspline.ExponentialTensionLeftRaw
 
normalizer() - Method in class org.drip.spline.bspline.ExponentialTensionRightHat
 
normalizer() - Method in class org.drip.spline.bspline.ExponentialTensionRightRaw
 
normalizer() - Method in class org.drip.spline.bspline.LeftHatShapeControl
 
normalizer() - Method in class org.drip.spline.bspline.RightHatShapeControl
 
normalizer() - Method in class org.drip.spline.bspline.SegmentBasisFunction
Compute the complete Envelope Integrand - this will serve as the Envelope Normalizer.
normalizer() - Method in class org.drip.spline.bspline.SegmentMonicBasisFunction
 
normalizer() - Method in class org.drip.spline.bspline.SegmentMulticBasisFunction
 
normalizer() - Method in class org.drip.spline.bspline.TensionBasisHat
Compute the Normalizer
normalizer() - Method in class org.drip.spline.bspline.TensionProcessedBasisHat
 
NotAKnotStandard(int, int) - Static method in class org.drip.spline.stretch.BoundarySettings
Return the Instance of the Standard Not-A-Knot Boundary Condition
NotionalSetting - Class in org.drip.product.params
NotionalSetting contains the product's notional schedule and the amount.
NotionalSetting(FactorSchedule, double, int, boolean) - Constructor for class org.drip.product.params.NotionalSetting
Construct the NotionalSetting from the notional schedule and the amount.
NotionalSetting(byte[]) - Constructor for class org.drip.product.params.NotionalSetting
NotionalSetting de-serialization from input byte array
NOVEMBER - Static variable in class org.drip.analytics.date.JulianDate
Integer Month - November
NPK(int, int) - Static method in class org.drip.quant.common.NumberUtil
This function implements N Permute K.
NULL_SER_STRING - Static variable in class org.drip.service.stream.Serializer
Null serialized string
numBasis() - Method in class org.drip.spline.basis.BSplineSequenceParams
Retrieve the Number of Basis Functions
numBasis() - Method in class org.drip.spline.basis.FunctionSet
Retrieve the Number of Basis Functions
numBasis() - Method in class org.drip.spline.basis.PolynomialFunctionSetParams
Get the Number of Spline Basis Functions in the Set
numBasis() - Method in interface org.drip.spline.segment.BasisEvaluator
Retrieve the number of Segment's Basis Functions
numBasis() - Method in class org.drip.spline.segment.SegmentBasisEvaluator
 
NumberUtil - Class in org.drip.quant.common
NumberUtil implements number utility functions.
NumberUtil() - Constructor for class org.drip.quant.common.NumberUtil
 
NumFeb29(double, double, int) - Static method in class org.drip.analytics.date.JulianDate
Calculate how many leap days exist between the 2 given Julian days
numParameters() - Method in class org.drip.quant.calculus.WengertJacobian
Retrieve the number of Parameters
numParameters() - Method in class org.drip.spline.segment.ConstitutiveState
Retrieve the Number of Parameters
numPoint() - Method in class org.drip.spline.params.SegmentBestFitResponse
Retrieve the Number of Fitness Points
numPoint() - Method in class org.drip.spline.params.StretchBestFitResponse
Retrieve the Number of Fitness Points
numWengerts() - Method in class org.drip.quant.calculus.WengertJacobian
Retrieve the number of Wengert Variables
NZDHoliday - Class in org.drip.analytics.holset
 
NZDHoliday() - Constructor for class org.drip.analytics.holset.NZDHoliday
 
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