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H

HaganWestForwardInterpolator - Class in org.drip.sample.rates
This sample illustrates using the Hagan and West (2006) Estimator.
HaganWestForwardInterpolator() - Constructor for class org.drip.sample.rates.HaganWestForwardInterpolator
 
HarmonicC1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
Generate a Harmonic C1 Array from the specified Array of Predictor Ordinates and the Response Values Fritcsh and Butland (1984) A Method for constructing local monotonic piece-wise cubic interpolants - SIAM J on Scientific and Statistical Computing 5, 300-304.
hasBeenExercised() - Method in class org.drip.product.credit.BondComponent
 
hasBeenExercised() - Method in class org.drip.product.definition.Bond
Indicate if the bond has been exercised
hasDefaulted() - Method in class org.drip.product.credit.BondComponent
 
hasDefaulted() - Method in class org.drip.product.definition.Bond
Indicate if the bond has defaulted
hashCode() - Method in class org.drip.analytics.date.JulianDate
 
hashCode() - Method in class org.drip.analytics.period.Period
 
hashCode() - Method in class org.drip.spline.segment.InelasticConstitutiveState
 
hasOFReachedGoal(double, double, double) - Method in class org.drip.quant.solver1D.ExecutionControl
Check to see if the OF has reached the goal
hasVariableCoupon() - Method in class org.drip.product.credit.BondComponent
 
hasVariableCoupon() - Method in class org.drip.product.definition.Bond
Indicate if the bond has variable coupon
hat() - Method in class org.drip.spline.basis.BSplineSequenceParams
Retrieve the Basis Hat Type
HermiteBasisSplineRegressor - Class in org.drip.regression.spline
HermiteBasisSplineRegressor implements the Hermite basis spline regressor for the given basis spline.
HKDHoliday - Class in org.drip.analytics.holset
 
HKDHoliday() - Constructor for class org.drip.analytics.holset.HKDHoliday
 
Holidays(double, double, String) - Static method in class org.drip.analytics.daycount.Convention
Calculate the number of holidays between the start and the end dates
HolidaySet(double, double, String) - Static method in class org.drip.analytics.daycount.Convention
Calculate the set of holidays between the start and the end dates
HRKHoliday - Class in org.drip.analytics.holset
 
HRKHoliday() - Constructor for class org.drip.analytics.holset.HRKHoliday
 
HUFHoliday - Class in org.drip.analytics.holset
 
HUFHoliday() - Constructor for class org.drip.analytics.holset.HUFHoliday
 
HuynhLeFlochLimiterC1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
Generate a Huynh Le Floch Limiter C1 Array from the specified Array of Predictor Ordinates and the Response Values.
Hyman83C1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
Generate a Hyman83 C1 Array from the specified Array of Predictor Ordinates and the Response Values Hyman (1983) Accurate Monotonicity Preserving Cubic Interpolation - SIAM J on Numerical Analysis 4 (4), 645-654.
Hyman89C1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
Generate a Hyman89 C1 Array from the specified Array of Predictor Ordinates and the Response Values Doherty, Edelman, and Hyman (1989) Non-negative, monotonic, or convexity preserving cubic and quintic Hermite interpolation - Mathematics of Computation 52 (186), 471-494.
Hyman89QuinticMonotoneC1(double[], double[], double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
Generate C1 Slope 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.
HyperbolicTension - Class in org.drip.quant.function1D
HyperbolicTension provides the evaluation of the Hyperbolic Tension Function and its derivatives for a specified variate.
HyperbolicTension(int, double) - Constructor for class org.drip.quant.function1D.HyperbolicTension
HyperbolicTension constructor
HyperbolicTensionBasisSet(ExponentialTensionSetParams) - Static method in class org.drip.spline.basis.FunctionSetBuilder
This function implements the elastic coefficients for the segment using tension hyperbolic basis splines inside - [0,...,1) - Globally [x_0,...,x_1).
HyperbolicTensionHatPair(double, double, double, double) - Static method in class org.drip.spline.bspline.BasisHatPairGenerator
Generate the array of the Hyperbolic Phy and Psy Hat Function Pair
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