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R

RateIndexFromCcyAndCouponFreq(String, int) - Static method in class org.drip.analytics.support.AnalyticsHelper
Calculates the rate index from currency and coupon frequency
RatesAnalyticsAPI - Class in org.drip.service.sample
RatesAnalyticsAPIcontains a demo of the Rates Analytics API Usage.
RatesAnalyticsAPI() - Constructor for class org.drip.service.sample.RatesAnalyticsAPI
 
RatesBasket - Class in org.drip.product.rates
RatesBasket contains the implementation of the Basket of Rates Component legs.
RatesBasket(String, FixedStream[], FloatingStream[]) - Constructor for class org.drip.product.rates.RatesBasket
RatesBasket constructor
RatesBasket(byte[]) - Constructor for class org.drip.product.rates.RatesBasket
RatesBasket de-serialization from input byte array
RatesComponent - Class in org.drip.product.definition
RatesComponent is the abstract class that extends CalibratableComponent on top of which all rates components are implemented.
RatesComponent() - Constructor for class org.drip.product.definition.RatesComponent
 
RatesCurveAPISample() - Static method in class org.drip.service.sample.RatesLiveAndEODAPI
Sample API demonstrating the creation/usage of rates curve USE WITH CARE: This sample ignores errors and does not handle exceptions.
RatesCurveScenarioContainer - Class in org.drip.param.market
RatesCurveScenarioContainer implements the RatesScenarioCurve abstract class that exposes the interface the constructs scenario discount curves.
RatesCurveScenarioContainer(RatesCurveScenarioGenerator) - Constructor for class org.drip.param.market.RatesCurveScenarioContainer
Constructs an IRCurveScenarioContainer instance from the corresponding IRCurveScenarioGenerator
RatesCurveScenarioGenerator - Class in org.drip.analytics.calibration
This calls contains the interest rate calibration instruments to be used with the component calibrator to produce scenario interest rate curves.
RatesCurveScenarioGenerator(String, String, CalibratableComponent[]) - Constructor for class org.drip.analytics.calibration.RatesCurveScenarioGenerator
Constructs a CreditCurveScenarioGenerator instance from the calibratable instrument array
RatesLiveAndEODAPI - Class in org.drip.service.sample
RatesLiveAndEODAPI contains the sample API demonstrating the usage of the Rates Live and EOD functions.
RatesLiveAndEODAPI() - Constructor for class org.drip.service.sample.RatesLiveAndEODAPI
 
RatesManager - Class in org.drip.service.env
RatesManager manages the creation/loading of rates curves of different kinds for a given EOD.
RatesManager() - Constructor for class org.drip.service.env.RatesManager
 
RatesScenarioCurve - Class in org.drip.param.definition
RatesScenarioCurve abstract class exposes the interface the constructs scenario discount curves.
RatesScenarioCurve() - Constructor for class org.drip.param.definition.RatesScenarioCurve
 
RatesScenarioCurveBuilder - Class in org.drip.param.creator
RatesScenarioCurveBuilder implements the the construction of the scenario discount curve using the input discount curve instruments.
RatesScenarioCurveBuilder() - Constructor for class org.drip.param.creator.RatesScenarioCurveBuilder
 
RatesSetting - Class in org.drip.product.params
RatesSetting contains the rate related valuation parameters - the discount curves to be used for discounting the coupon, the redemption, the principal, and the settle cash flows.
RatesSetting(String, String, String, String) - Constructor for class org.drip.product.params.RatesSetting
RatesSetting constructor
RatesSetting(byte[]) - Constructor for class org.drip.product.params.RatesSetting
RatesSetting de-serialization from input byte array
RatesStreamBuilder - Class in org.drip.product.creator
RatesStreamBuilder contains the suite of helper functions for creating the Stream-based Rates Products from different kinds of inputs.
RatesStreamBuilder() - Constructor for class org.drip.product.creator.RatesStreamBuilder
 
RationalShapeControl - Class in org.drip.math.function
RationalShapeControl implements the deterministic rational shape control functionality on top of interpolating basis splines inside - [0,...,1) - Globally [x_0,...,x_1): y = 1 / [1 + lambda * x * (1-x)] where is the normalized ordinate mapped as x => (x - x_i-1) / (x_i - x_i-1)
RationalShapeControl(double) - Constructor for class org.drip.math.function.RationalShapeControl
RationalShapeControl constructor
regress() - Method in class org.drip.regression.core.UnitRegressionExecutor
 
regress() - Method in interface org.drip.regression.core.UnitRegressor
This method performs the feature by feature regression for the given object.
REGRESSION_DETAIL_MODULE_AGGREGATED - Static variable in class org.drip.regression.core.RegressionEngine
Regression outputs rolled up to Modules
REGRESSION_DETAIL_MODULE_UNIT_AGGREGATED - Static variable in class org.drip.regression.core.RegressionEngine
Regression outputs rolled up to Module Units
REGRESSION_DETAIL_MODULE_UNIT_DECOMPOSED - Static variable in class org.drip.regression.core.RegressionEngine
Regression outputs decomposed at individual Module Units
REGRESSION_DETAIL_STATS - Static variable in class org.drip.regression.core.RegressionEngine
Regression Output: Statistics
RegressionEngine - Class in org.drip.regression.core
RegressionEngine provides the control and frame-work functionality for the General Purpose Regression Suite.
RegressionRunDetail - Class in org.drip.regression.core
RegressionRunDetail contains named field level detailed output of the regression activity.
RegressionRunDetail() - Constructor for class org.drip.regression.core.RegressionRunDetail
Empty constructor: Regression detail fields will be initialized
RegressionRunOutput - Class in org.drip.regression.core
RegressionRunOutput contains the output of a single regression activity.
RegressionRunOutput(String) - Constructor for class org.drip.regression.core.RegressionRunOutput
Empty Regression Run Output Constructor
RegressorSet - Interface in org.drip.regression.core
RegressorSet interface provides the Regression set stubs.
RegulariseRow(double[][], double[], int, int) - Static method in class org.drip.math.linearalgebra.LinearSystemSolver
Regularize (i.e., convert the diagonal entries of the given cell to non-zero using suitable linear transformations)
Regularize(MatrixComplementTransform) - Static method in class org.drip.math.linearalgebra.Matrix
Regularize the specified diagonal entry of the input matrix
remove(Object) - Method in class org.drip.analytics.support.CaseInsensitiveHashMap
 
remove(Object) - Method in class org.drip.analytics.support.CaseInsensitiveTreeMap
 
RemoveBond(String) - Static method in class org.drip.service.api.CreditAnalytics
Removes the bond ID from the cache
removeCompQuote(String) - Method in class org.drip.param.definition.MarketParams
Removes the component quote
removeCompQuote(String) - Method in class org.drip.param.market.MarketParamsContainer
 
removeFixings(JulianDate, String) - Method in class org.drip.param.definition.MarketParams
Removes the fixing corresponding to the given date and index
removeFixings(JulianDate, String) - Method in class org.drip.param.market.MarketParamsContainer
 
removeMarketQuote() - Method in class org.drip.param.definition.ComponentQuote
Removes the market quote
removeMarketQuote() - Method in class org.drip.param.market.ComponentMultiMeasureQuote
 
removeQuote(String) - Method in class org.drip.param.definition.ComponentQuote
Remove the named Quote
removeQuote(String) - Method in class org.drip.param.market.ComponentMultiMeasureQuote
 
removeScenCC(String) - Method in class org.drip.param.definition.MarketParams
Removes the named scenario CC
removeScenCC(String) - Method in class org.drip.param.market.MarketParamsContainer
 
removeScenDC(String) - Method in class org.drip.param.definition.MarketParams
Removes the named scenario DC
removeScenDC(String) - Method in class org.drip.param.market.MarketParamsContainer
 
removeTSYQuote(String) - Method in class org.drip.param.definition.MarketParams
Removes the named Treasury Quote
removeTSYQuote(String) - Method in class org.drip.param.market.MarketParamsContainer
 
resetCoupon(double) - Method in class org.drip.product.credit.CDSComponent
Resets the CDS's coupon
resetCoupon(double) - Method in class org.drip.product.definition.CreditDefaultSwap
Resets the CDS's coupon
resetNode(int, double) - Method in class org.drip.math.grid.Span
Reset the given node with the given value
RIDDER - Static variable in class org.drip.math.solver1D.VariateIteratorPrimitive
Ridder's Method
Ridder(double, double, double, double, double, double) - Static method in class org.drip.math.solver1D.VariateIteratorPrimitive
Iterate for the next variate using Ridder's method
RIGHT_INCLUDE - Static variable in class org.drip.analytics.date.JulianDate
RIGHT_INCLUDE includes the end date in the Feb29 check
RIGHT_NODE_VALUE_PARAMETER_INDEX - Static variable in class org.drip.math.grid.Segment
RIGHT NODE VALUE PARAMETER INDEX
Roll(double) - Method in class org.drip.analytics.daycount.DateAdjustParams
Rolls the given date
RollDate(double, int, String) - Static method in class org.drip.analytics.daycount.Convention
Rolls the given date in accordance with the roll mode and the calendar set
RollDate(JulianDate, String, int) - Static method in class org.drip.service.api.CreditAnalytics
Rolls the given date according to the calendar set and the roll mode
RollHoliday(double, boolean, Weekend) - Static method in class org.drip.analytics.holiday.Base
Rolls the date to a non-holiday according to the rule specified
RootFinder - Class in org.drip.math.sample
RootFinder contains a sample illustration of usage of the Root Finder Library.
RootFinder() - Constructor for class org.drip.math.sample.RootFinder
 
RUBHoliday - Class in org.drip.analytics.holset
 
RUBHoliday() - Constructor for class org.drip.analytics.holset.RUBHoliday
 
RunFullBondTests(MarketParams, JulianDate, double, double) - Static method in class org.drip.tester.functional.BondTestSuite
 
RunFullMarketBondTests(MarketParams, JulianDate) - Static method in class org.drip.tester.functional.BondTestSuite
 
RURHoliday - Class in org.drip.analytics.holset
 
RURHoliday() - Constructor for class org.drip.analytics.holset.RURHoliday
 
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