- VACHoliday - Class in org.drip.analytics.holset
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- VACHoliday() - Constructor for class org.drip.analytics.holset.VACHoliday
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- Validatable - Interface in org.drip.product.params
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Validatable interface defines the validate function, which validates the current object state.
- validate(MarketParams) - Method in class org.drip.product.creator.BondProductBuilder
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Validate the state
- validate() - Method in class org.drip.product.creator.BondRefDataBuilder
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- validate() - Method in class org.drip.product.params.CDXRefDataParams
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Validate the CDXRefData instance
- validate() - Method in class org.drip.product.params.CouponSetting
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- validate() - Method in class org.drip.product.params.CreditSetting
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- validate() - Method in class org.drip.product.params.CurrencySet
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- validate() - Method in class org.drip.product.params.FloaterSetting
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- validate() - Method in class org.drip.product.params.FloatingRateIndex
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- validate() - Method in class org.drip.product.params.IdentifierSet
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- validate() - Method in class org.drip.product.params.NotionalSetting
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- validate() - Method in class org.drip.product.params.PeriodGenerator
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- validate() - Method in class org.drip.product.params.PeriodSet
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- validate() - Method in class org.drip.product.params.QuoteConvention
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- validate() - Method in class org.drip.product.params.RatesSetting
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- validate() - Method in class org.drip.product.params.TerminationSetting
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- validate() - Method in class org.drip.product.params.TreasuryBenchmark
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- validate() - Method in interface org.drip.product.params.Validatable
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Validate the current object state
- ValuationParams - Class in org.drip.param.valuation
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ValuationParams is the place-holder for the valuation parameters for a given product.
- ValuationParams(byte[]) - Constructor for class org.drip.param.valuation.ValuationParams
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ValuationParams de-serialization from input byte array
- ValuationParams(JulianDate, JulianDate, String) - Constructor for class org.drip.param.valuation.ValuationParams
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Construct ValuationParams from the Valuation Date and the Cash Pay Date parameters
- value(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.credit.BondComponent
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- value(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.credit.CDSComponent
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- value(ValuationParams, PricerParams, BasketMarketParams, QuotingParams) - Method in class org.drip.product.definition.BasketProduct
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Generate a full list of the basket product measures for the full input set of market parameters
- value(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.definition.Component
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Generate a full list of the component measures for the full input set of market parameters
- value(ValuationParams, DiscountCurve, DiscountCurve, double) - Method in class org.drip.product.definition.FXForward
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Calculation of the full set of measures of FXForward
- value(ValuationParams, DiscountCurve, DiscountCurve, double) - Method in class org.drip.product.fx.FXForwardContract
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- value(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.CashComponent
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- value(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.EDFComponent
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- value(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.FixedStream
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- value(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.FloatFloatComponent
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- value(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.FloatingStream
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- value(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.IRSComponent
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- valueDate() - Method in class org.drip.param.valuation.ValuationParams
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Retrieve the Valuation Date
- valueFromQuotedSpread(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams, double, double) - Method in class org.drip.product.credit.CDSComponent
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- valueFromQuotedSpread(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams, double, double) - Method in class org.drip.product.definition.CreditDefaultSwap
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Value the CDS from the Quoted Spread
- VanLeerLimiterC1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
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Generate a Van Leer Limiter C1 Array from the specified Array of Predictor Ordinates and the Response
Values.
- Variable - Class in org.drip.analytics.holiday
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Variable class contains the rule characterizing the variable holiday’s month, day in week, week in month,
and the weekend days.
- Variable(int, int, int, boolean, Weekend, String) - Constructor for class org.drip.analytics.holiday.Variable
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Construct the object from the week, day, month, from front/back, week end, and description
- Variable(byte[]) - Constructor for class org.drip.analytics.holiday.Variable
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De-serialization of FloatingHoliday from byte stream
- VariateIterationSelectorParams - Class in org.drip.quant.solver1D
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VariateIterationSelectorParams implements the control parameters for the compound variate selector scheme
used in Brent's method.
- VariateIterationSelectorParams() - Constructor for class org.drip.quant.solver1D.VariateIterationSelectorParams
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Default VariateIterationSelectorParams constructor
- VariateIterationSelectorParams(double, double, int, int) - Constructor for class org.drip.quant.solver1D.VariateIterationSelectorParams
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VariateIterationSelectorParams constructor
- VariateIteratorPrimitive - Class in org.drip.quant.solver1D
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VariateIteratorPrimitive implements the various Primitive Variate Iterator routines.
- VariateIteratorPrimitive() - Constructor for class org.drip.quant.solver1D.VariateIteratorPrimitive
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- VEBHoliday - Class in org.drip.analytics.holset
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- VEBHoliday() - Constructor for class org.drip.analytics.holset.VEBHoliday
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- VEFHoliday - Class in org.drip.analytics.holset
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- VEFHoliday() - Constructor for class org.drip.analytics.holset.VEFHoliday
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- verifyHardSearchEdges(InitializationHeuristics, double) - Method in class org.drip.quant.solver1D.ExecutionInitializer
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Initialize the starting bracket within the specified boundary
- VerifyHyman89QuinticMonotonicity(double[], double[], double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
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Verify if the given Quintic Polynomial is Monotone using the Hyman89 Algorithm
Doherty, Edelman, and Hyman (1989) Non-negative, monotonic, or convexity preserving cubic and quintic
Hermite interpolation - Mathematics of Computation 52 (186), 471-494.
- VERSION - Static variable in class org.drip.service.stream.Serializer
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Serialization Version - ALWAYS prepend this on all derived classes
- VNDHoliday - Class in org.drip.analytics.holset
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- VNDHoliday() - Constructor for class org.drip.analytics.holset.VNDHoliday
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