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D

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
 
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