- DateAdjustParams - Class in org.drip.analytics.daycount
-
This class contains the parameters needed for adjusting dates – holiday calendar and adjustment type.
- DateAdjustParams(int, String) - Constructor for class org.drip.analytics.daycount.DateAdjustParams
-
Creates a DateAdjustParams class from the roll mode and the calendar
- DateAdjustParams(byte[]) - Constructor for class org.drip.analytics.daycount.DateAdjustParams
-
De-serialization of DateAdjustParams from byte stream
- DateEOMAdjustment - Class in org.drip.analytics.daycount
-
This class holds the applicable anterior and posterior EOM adjustments for a given date pair.
- 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.math.common
-
DateUtil implements date utility functions those are extraneous to the JulianDate implementation.
- DateUtil() - Constructor for class org.drip.math.common.DateUtil
-
- Day(double) - Static method in class org.drip.analytics.date.JulianDate
-
Returns the day corresponding to the Julain double
- DayCountAndCalendarAPI - Class in org.drip.service.sample
-
DayCountAndCalendarAPI demonstrates Day-count and Calendar API FUnctionality.
- DayCountAndCalendarAPI() - Constructor for class org.drip.service.sample.DayCountAndCalendarAPI
-
- DayCountAPISample() - Static method in class org.drip.service.sample.DayCountAndCalendarAPI
-
Sample API demonstrating the day count functionality
USE WITH CARE: This sample ignores errors and does not handle exceptions.
- 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.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
-
Numbers of days elapsed in the year represented by the given Julian date
- DaysInMonth(int, int) - Static method in class org.drip.analytics.date.JulianDate
-
Gets 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
- 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.RatesScenarioCurve
-
Base Discount Curve
- DC_FLAT_DN - Static variable in class org.drip.param.definition.RatesScenarioCurve
-
Discount Curve Parallel Bump Down
- DC_FLAT_UP - Static variable in class org.drip.param.definition.RatesScenarioCurve
-
Discount Curve Parallel Bump Up
- DC_TENOR_DN - Static variable in class org.drip.param.definition.RatesScenarioCurve
-
Discount Curve Tenor Bump Down
- DC_TENOR_UP - Static variable in class org.drip.param.definition.RatesScenarioCurve
-
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
- DEMHoliday - Class in org.drip.analytics.holset
-
- DEMHoliday() - Constructor for class org.drip.analytics.holset.DEMHoliday
-
- derivative(double, int) - Method in class org.drip.math.grid.Segment
-
d^nY/dx^n from X
- derivative(double, int) - Method in class org.drip.math.spline.SegmentCk
-
- DerivativeControl - Class in org.drip.math.calculus
-
DerivativeControl provides bumps needed for numerically approximating derivatives.
- DerivativeControl() - Constructor for class org.drip.math.calculus.DerivativeControl
-
Empty DerivativeControl constructor
- DerivativeControl(double) - Constructor for class org.drip.math.calculus.DerivativeControl
-
DerivativeControl constructor
- DerivedFXBasis - Class in org.drip.analytics.curve
-
This class contains the constant forward basis based FX Basis Curve holder object.
- DerivedFXBasis(CurrencyPair, JulianDate, double, double[], double[], boolean) - Constructor for class org.drip.analytics.curve.DerivedFXBasis
-
Constructs an FXBasis instance from the currency pair, FX Spot, and FX basis parameters
- DerivedFXBasis(byte[]) - Constructor for class org.drip.analytics.curve.DerivedFXBasis
-
FXBasis de-serialization from input byte array
- DerivedFXForward - Class in org.drip.analytics.curve
-
This class contains the constant forward based FX Forward Curve holder object.
- DerivedFXForward(CurrencyPair, JulianDate, double, double[], double[], boolean[]) - Constructor for class org.drip.analytics.curve.DerivedFXForward
-
Creates an FXCurve from the CurrencyPair, FX Spot, and the FX Forward parameters
- DerivedFXForward(byte[]) - Constructor for class org.drip.analytics.curve.DerivedFXForward
-
FXCurve de-serialization from input byte array
- DerivedZeroRate - Class in org.drip.analytics.curve
-
This class implements the zero rate curve.
- DerivedZeroRate(int, String, String, boolean, List<CouponPeriod>, double, double, DiscountCurve, QuotingParams, double) - Constructor for class org.drip.analytics.curve.DerivedZeroRate
-
ZeroCurve constructor from period, work-out, settle, and quoting parameters
- DerivedZeroRate(byte[]) - Constructor for class org.drip.analytics.curve.DerivedZeroRate
-
DerivedZeroCurve de-serialization from input byte array
- deserialize(byte[]) - Method in class org.drip.analytics.curve.ConstantForwardHazard
-
- deserialize(byte[]) - Method in class org.drip.analytics.curve.ConstantForwardRate
-
- deserialize(byte[]) - Method in class org.drip.analytics.curve.DerivedFXBasis
-
- deserialize(byte[]) - Method in class org.drip.analytics.curve.DerivedFXForward
-
- deserialize(byte[]) - Method in class org.drip.analytics.curve.DerivedZeroRate
-
- deserialize(byte[]) - Method in class org.drip.analytics.curve.HyperbolicTensionForwardRate
-
- deserialize(byte[]) - Method in class org.drip.analytics.curve.PolynomialForwardRate
-
- deserialize(byte[]) - Method in class org.drip.analytics.curve.PolynomialSplineDF
-
- 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.NodeTweakParams
-
- 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.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.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.
- DF2Yield(int, double, double) - Static method in class org.drip.analytics.support.AnalyticsHelper
-
Calculates the yield from the specified discount factor to the given time.
- DiagonalizeRow(int, double[][], double[][]) - Static method in class org.drip.math.linearalgebra.Matrix
-
Diagonalize the specified row in the source matrix, and apply comparable operations to the target
- Differential - Class in org.drip.math.calculus
-
Differential holds the incremental differentials for the variate and the objective function.
- Differential(double, double) - Constructor for class org.drip.math.calculus.Differential
-
Differential constructor
- DiscountCurve - Class in org.drip.analytics.definition
-
DiscountCurve is the stub for the discount curve functionality.
- DiscountCurve() - Constructor for class org.drip.analytics.definition.DiscountCurve
-
- DiscountCurveAPISample() - Static method in class org.drip.service.sample.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.analytics.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.analytics.creator.DiscountCurveBuilder
-
- DiscountCurveFromCash() - Static method in class org.drip.service.sample.RatesAnalyticsAPI
-
- DiscountCurveFromEDF() - Static method in class org.drip.service.sample.RatesAnalyticsAPI
-
- DiscountCurveFromIRS() - Static method in class org.drip.service.sample.RatesAnalyticsAPI
-
- DiscountCurveFromRatesInstruments() - Static method in class org.drip.service.sample.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.
- 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
-
- 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
- DisplayBondStatic() - Static method in class org.drip.service.sample.BondStaticAPI
-
Sample demonstrating the retrieval of the bond's static fields
USE WITH CARE: This sample ignores errors and does not handle exceptions.
- displayDerivatives() - Method in class org.drip.math.grid.Span
-
Displays the full span segment begin and end derivatives
- DisplayFXAPI() - Static method in class org.drip.service.sample.FXAPI
-
Sample demonstrating the creation/usage of the FX API
USE WITH CARE: This sample ignores errors and does not handle exceptions.
- displayString() - Method in class org.drip.analytics.curve.ConstantForwardHazard
-
- displayString() - Method in class org.drip.analytics.curve.ConstantForwardRate
-
- displayString() - Method in class org.drip.analytics.curve.DerivedFXBasis
-
- displayString() - Method in class org.drip.analytics.curve.DerivedFXForward
-
- displayString() - Method in class org.drip.analytics.curve.DerivedZeroRate
-
- displayString() - Method in class org.drip.analytics.curve.HyperbolicTensionForwardRate
-
- displayString() - Method in class org.drip.analytics.curve.PolynomialForwardRate
-
- displayString() - Method in class org.drip.analytics.curve.PolynomialSplineDF
-
- displayString() - Method in interface org.drip.analytics.definition.Curve
-
Get the display String - mostly for informational purposes
- displayString() - Method in class org.drip.math.calculus.WengertJacobian
-
Stringifies the contents of WengertJacobian
- displayString() - Method in class org.drip.math.grid.Segment
-
Display the string representation for diagnostic purposes
- displayString() - Method in class org.drip.math.solver1D.BracketingOutput
-
- displayString() - Method in class org.drip.math.solver1D.ExecutionInitializationOutput
-
Return a string form of the Initializer output
- displayString() - Method in class org.drip.math.solver1D.FixedPointFinderOutput
-
Return a string form of the root finder output
- displayString() - Method in class org.drip.math.spline.SegmentCk
-
- 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
-
Returns the string version of the statistics
- DKKHoliday - Class in org.drip.analytics.holset
-
- DKKHoliday() - Constructor for class org.drip.analytics.holset.DKKHoliday
-
- done(double, double, double, double, double) - Method in class org.drip.math.solver1D.BracketingOutput
-
Set the brackets in the output object
- done(double) - Method in class org.drip.math.solver1D.ConvergenceOutput
-
Indicate that the initialization is completed
- DOPHoliday - Class in org.drip.analytics.holset
-
- DOPHoliday() - Constructor for class org.drip.analytics.holset.DOPHoliday
-
- DR_ACTUAL - Static variable in class org.drip.analytics.daycount.Convention
-
Date Roll Actual
- DR_FOLL - Static variable in class org.drip.analytics.daycount.Convention
-
Date Roll Following
- DR_MOD_FOLL - Static variable in class org.drip.analytics.daycount.Convention
-
Date Roll Modified Following
- DR_MOD_PREV - Static variable in class org.drip.analytics.daycount.Convention
-
Date Roll Modified Previous
- DR_PREV - Static variable in class org.drip.analytics.daycount.Convention
-
Date Roll Previous
- DTFHoliday - Class in org.drip.analytics.holset
-
- DTFHoliday() - Constructor for class org.drip.analytics.holset.DTFHoliday
-