- C1() - Method in class org.drip.spline.pchip.AkimaLocalC1Generator
-
- C1() - Method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
-
Retrieve the C1 Array
- C1_AKIMA - Static variable in class org.drip.spline.pchip.LocalMonotoneCkGenerator
-
C1 Type: Akima
- C1_BESSEL - Static variable in class org.drip.spline.pchip.LocalMonotoneCkGenerator
-
C1 Type: Bessel
- C1_HARMONIC - Static variable in class org.drip.spline.pchip.LocalMonotoneCkGenerator
-
C1 Type: Harmonic
- C1_HUYNH_LE_FLOCH - Static variable in class org.drip.spline.pchip.LocalMonotoneCkGenerator
-
C1 Type: Huynh - Le Floch Limiter
- C1_HYMAN83 - Static variable in class org.drip.spline.pchip.LocalMonotoneCkGenerator
-
C1 Type: Hyman83
- C1_HYMAN89 - Static variable in class org.drip.spline.pchip.LocalMonotoneCkGenerator
-
C1 Type: Hyman89
- C1_KRUGER - Static variable in class org.drip.spline.pchip.LocalMonotoneCkGenerator
-
C1 Type: Kruger
- C1_MONOTONE_CONVEX - Static variable in class org.drip.spline.pchip.LocalMonotoneCkGenerator
-
C1 Type: Monotone Convex
- C1_VAN_LEER - Static variable in class org.drip.spline.pchip.LocalMonotoneCkGenerator
-
C1 Type: Van Leer Limiter
- C1_VANILLA - Static variable in class org.drip.spline.pchip.LocalMonotoneCkGenerator
-
C1 Type: Vanilla
- C1GeneratorScheme() - Method in class org.drip.state.estimator.LocalControlCurveParams
-
Retrieve the C1 Generator Scheme
- CADHoliday - Class in org.drip.analytics.holset
-
- CADHoliday() - Constructor for class org.drip.analytics.holset.CADHoliday
-
- CAEHoliday - Class in org.drip.analytics.holset
-
- CAEHoliday() - Constructor for class org.drip.analytics.holset.CAEHoliday
-
- calcAbsoluteOFTolerance(double) - Method in class org.drip.quant.solver1D.ExecutionControl
-
Calculate the absolute OF tolerance using the initial OF value
- calcAbsoluteVariateConvergence(double) - Method in class org.drip.quant.solver1D.ExecutionControl
-
Calculate the absolute variate convergence amount using the initial variate
- calcAccrued(double, ComponentMarketParams) - Method in class org.drip.product.credit.BondComponent
-
- calcAccrued(double, ComponentMarketParams) - Method in class org.drip.product.definition.Bond
-
Calculate the bond's accrued for the period identified by the valuation date
- CalcAndLoadBondClosingMeasures(MarketParams, Statement, JulianDate, JulianDate) - Static method in class org.drip.service.env.BondManager
-
Calculate and saves the measures for all the bonds from their market prices for all EODs between a
given pair of dates
- CalcAndLoadBondMeasuresFromPrice(Statement, Bond, ValuationParams, MarketParams, double) - Static method in class org.drip.service.env.BondManager
-
Calculate the bond measures for the given bond and price, and loads them onto the DB
- CalcAndLoadCDSClosingMeasures(Statement, JulianDate, JulianDate) - Static method in class org.drip.service.env.CDSManager
-
Save the EOD measures corresponding to all the credit curves between a pair of EODs using the USD
curve
- calcASWFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from Bond Basis to Work-out
- calcASWFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from Bond Basis to Maturity
- calcASWFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from Bond Basis to Optimal Exercise
- calcASWFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from Credit Basis to Work-out
- calcASWFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from Credit Basis to Maturity
- calcASWFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from Credit Basis to Optimal Exercise
- calcASWFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from Discount Margin to Work-out
- calcASWFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from Discount Margin to Maturity
- calcASWFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from Discount Margin to Optimal Exercise
- calcASWFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from G Spread to Work-out
- calcASWFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from G Spread to Maturity
- calcASWFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from G Spread to Optimal Exercise
- calcASWFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from I Spread to Work-out
- calcASWFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from I Spread to Maturity
- calcASWFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from I Spread to Optimal Exercise
- calcASWFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from OAS to Work-out
- calcASWFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from OAS to Maturity
- calcASWFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from OAS to Optimal Exercise
- calcASWFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from PECS to Work-out
- calcASWFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from PECS to Maturity
- calcASWFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from PECS to Optimal Exercise
- calcASWFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from Price to Work-out
- calcASWFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from Price to Maturity
- calcASWFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from Price to Optimal Exercise
- calcASWFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from TSY Spread to Work-out
- calcASWFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from TSY Spread to Maturity
- calcASWFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from TSY Spread to Optimal Exercise
- calcASWFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from Yield to Work-out
- calcASWFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from Yield to Maturity
- calcASWFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from Yield Spread to Work-out
- calcASWFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from Yield Spread to Maturity
- calcASWFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from Yield Spread to Optimal Exercise
- calcASWFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from Yield to Optimal Exercise
- calcASWFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from Z Spread to Work-out
- calcASWFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from Z Spread to Maturity
- calcASWFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcASWFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate ASW from Z Spread to Optimal Exercise
- CalcBondAnalyticsFromPrice(String, MarketParams, JulianDate, double, double) - Static method in class org.drip.service.env.BondManager
-
Calculate the full set of calculable bond measures given the CUSIP, the valuation parameters, and the
prices.
- calcBondBasisFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from ASW to Work-out
- calcBondBasisFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from ASW to Maturity
- calcBondBasisFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from ASW to Optimal Exercise
- calcBondBasisFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from Credit Basis to Work-out
- calcBondBasisFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from Credit Basis to Maturity
- calcBondBasisFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from Credit Basis to Optimal Exercise
- calcBondBasisFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from Discount Margin to Work-out
- calcBondBasisFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from Discount Margin to Maturity
- calcBondBasisFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from Discount Margin to Optimal Exercise
- calcBondBasisFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from G Spread to Work-out
- calcBondBasisFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from G Spread to Maturity
- calcBondBasisFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from G Spread to Optimal Exercise
- calcBondBasisFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from I Spread to Work-out
- calcBondBasisFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from I Spread to Maturity
- calcBondBasisFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from I Spread to Optimal Exercise
- calcBondBasisFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from OAS to Work-out
- calcBondBasisFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from OAS to Maturity
- calcBondBasisFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from OAS to Optimal Exercise
- calcBondBasisFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from PECS to Work-out
- calcBondBasisFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from PECS to Maturity
- calcBondBasisFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from PECS to Optimal Exercise
- calcBondBasisFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from Price to Work-out
- calcBondBasisFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from Price to Maturity
- calcBondBasisFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from Price to Optimal Exercise
- calcBondBasisFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from TSY Spread to Work-out
- calcBondBasisFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from TSY Spread to Maturity
- calcBondBasisFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from TSY Spread to Optimal Exercise
- calcBondBasisFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from Yield to Work-out
- calcBondBasisFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from Yield to Maturity
- calcBondBasisFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from Yield Spread to Work-out
- calcBondBasisFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from Yield Spread to Maturity
- calcBondBasisFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from Yield Spread to Optimal Exercise
- calcBondBasisFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from Yield to Optimal Exercise
- calcBondBasisFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from Z Spread to Work-out
- calcBondBasisFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from Z Spread to Maturity
- calcBondBasisFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Bond Basis from Z Spread to Optimal Exercise
- CalcBondMeasures(String, Bond, ValuationParams, MarketParams, double, double) - Static method in class org.drip.service.env.BondManager
-
Calculate the full set of calculable bond measures given the bond, the valuation parameters, and the
prices.
- calcConservedConstraint() - Method in class org.drip.spline.pchip.MinimalQuadraticHaganWest
-
- calcConvexityFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from ASW to Work-out
- calcConvexityFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from ASW to Maturity
- calcConvexityFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from ASW to Optimal Exercise
- calcConvexityFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from Bond Basis to Work-out
- calcConvexityFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from Bond Basis to Maturity
- calcConvexityFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from Bond Basis to Optimal Exercise
- calcConvexityFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from Credit Basis to Work-out
- calcConvexityFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from Credit Basis to Maturity
- calcConvexityFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from Credit Basis to Optimal Exercise
- calcConvexityFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from Discount Margin to Work-out
- calcConvexityFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from Discount Margin to Maturity
- calcConvexityFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from Discount Margin to Optimal Exercise
- calcConvexityFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from G Spread to Work-out
- calcConvexityFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from G Spread to Maturity
- calcConvexityFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from G Spread to Optimal Exercise
- calcConvexityFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from I Spread to Work-out
- calcConvexityFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from I Spread to Maturity
- calcConvexityFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from I Spread to Optimal Exercise
- calcConvexityFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from OAS to Work-out
- calcConvexityFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from OAS to Maturity
- calcConvexityFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from OAS to Optimal Exercise
- calcConvexityFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from PECS to Work-out
- calcConvexityFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from PECS to Maturity
- calcConvexityFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from PECS to Optimal Exercise
- calcConvexityFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from Price to Work-out
- calcConvexityFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from Price to Maturity
- calcConvexityFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from Price to Optimal Exercise
- calcConvexityFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from TSY Spread to Work-out
- calcConvexityFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from TSY Spread to Maturity
- calcConvexityFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from TSY Spread to Optimal Exercise
- calcConvexityFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from Yield to Work-out
- calcConvexityFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from Yield to Maturity
- calcConvexityFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from Yield Spread to Work-out
- calcConvexityFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from Yield Spread to Maturity
- calcConvexityFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from Yield Spread to Optimal Exercise
- calcConvexityFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from Yield to Optimal Exercise
- calcConvexityFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from Z Spread to Work-out
- calcConvexityFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from Z Spread to Maturity
- calcConvexityFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Convexity from Z Spread to Optimal Exercise
- calcCreditBasisFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from ASW to Work-out
- calcCreditBasisFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from ASW to Maturity
- calcCreditBasisFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from ASW to Optimal Exercise
- calcCreditBasisFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from Bond Basis to Work-out
- calcCreditBasisFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from Bond Basis to Maturity
- calcCreditBasisFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from Bond Basis to Optimal Exercise
- calcCreditBasisFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from Discount Margin to Work-out
- calcCreditBasisFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from Discount Margin to Maturity
- calcCreditBasisFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from Discount Margin to Optimal Exercise
- calcCreditBasisFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from G Spread to Work-out
- calcCreditBasisFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from G Spread to Maturity
- calcCreditBasisFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from G Spread to Optimal Exercise
- calcCreditBasisFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from I Spread to Work-out
- calcCreditBasisFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from I Spread to Maturity
- calcCreditBasisFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from I Spread to Optimal Exercise
- calcCreditBasisFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from OAS to Work-out
- calcCreditBasisFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from OAS to Maturity
- calcCreditBasisFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from OAS to Optimal Exercise
- calcCreditBasisFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from PECS to Work-out
- calcCreditBasisFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from PECS to Maturity
- calcCreditBasisFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from PECS to Optimal Exercise
- calcCreditBasisFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from Price to Work-out
- calcCreditBasisFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from Price to Maturity
- calcCreditBasisFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from Price to Optimal Exercise
- calcCreditBasisFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from TSY Spread to Work-out
- calcCreditBasisFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from TSY Spread to Maturity
- calcCreditBasisFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from TSY Spread to Optimal Exercise
- calcCreditBasisFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from Yield to Work-out
- calcCreditBasisFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from Yield to Maturity
- calcCreditBasisFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from Yield Spread to Work-out
- calcCreditBasisFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from Yield Spread to Maturity
- calcCreditBasisFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from Yield Spread to Optimal Exercise
- calcCreditBasisFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from Yield to Optimal Exercise
- calcCreditBasisFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from Z Spread to Work-out
- calcCreditBasisFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from Z Spread to Maturity
- calcCreditBasisFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Credit Basis from Z Spread to Optimal Exercise
- calcCurrentCouponDate(JulianDate) - Method in class org.drip.product.credit.BondComponent
-
- calcCurrentCouponDate(JulianDate) - Method in class org.drip.product.definition.Bond
-
Return the coupon date for the period containing the specified date
- calcCurrentCouponRate(JulianDate, ComponentMarketParams) - Method in class org.drip.product.credit.BondComponent
-
- calcCurrentCouponRate(JulianDate, ComponentMarketParams) - Method in class org.drip.product.definition.Bond
-
Return the coupon rate for the period corresponding to the specified date
- calcCustomScenarioMeasures(ValuationParams, PricerParams, MarketParams, String, QuotingParams, CaseInsensitiveTreeMap<Double>) - Method in class org.drip.product.definition.BasketProduct
-
Compute Basket's Custom Scenario Measures
- calcCustomScenarioMeasures(ValuationParams, PricerParams, MarketParams, String, QuotingParams, CaseInsensitiveTreeMap<Double>) - Method in class org.drip.product.definition.Component
-
Generate a full list of custom measures for the set of scenario market parameters present in
the org.drip.param.definition.MarketParams
- calcDCBasis(ValuationParams, DiscountCurve, DiscountCurve, double, double, boolean) - Method in class org.drip.product.definition.FXForward
-
Calculate the basis to either the numerator or the denominator discount curve
- calcDCBasis(ValuationParams, DiscountCurve, DiscountCurve, double, double, boolean) - Method in class org.drip.product.fx.FXForwardContract
-
- calcDerivative(double, int) - Method in class org.drip.quant.function1D.AbstractUnivariate
-
Calculate the derivative as a double
- calcDerivative(double, int) - Method in class org.drip.quant.function1D.ExponentialTension
-
- calcDerivative(double, int) - Method in class org.drip.quant.function1D.HyperbolicTension
-
- calcDerivative(double, int) - Method in class org.drip.quant.function1D.LinearRationalShapeControl
-
- calcDerivative(double, int) - Method in class org.drip.quant.function1D.NaturalLogSeriesElement
-
- calcDerivative(double, int) - Method in class org.drip.quant.function1D.Polynomial
-
- calcDerivative(double, int) - Method in class org.drip.quant.function1D.QuadraticRationalShapeControl
-
- calcDerivative(double, int) - Method in class org.drip.quant.function1D.UnivariateConvolution
-
- calcDerivative(double, int) - Method in class org.drip.quant.function1D.UnivariateReflection
-
- calcDerivative(double, int) - Method in class org.drip.spline.bspline.CubicRationalLeftRaw
-
- calcDerivative(double, int) - Method in class org.drip.spline.bspline.CubicRationalRightRaw
-
- calcDerivative(double, int) - Method in class org.drip.spline.bspline.ExponentialTensionLeftHat
-
- calcDerivative(double, int) - Method in class org.drip.spline.bspline.ExponentialTensionLeftRaw
-
- calcDerivative(double, int) - Method in class org.drip.spline.bspline.ExponentialTensionRightHat
-
- calcDerivative(double, int) - Method in class org.drip.spline.bspline.ExponentialTensionRightRaw
-
- calcDerivative(double, int) - Method in class org.drip.spline.bspline.LeftHatShapeControl
-
- calcDerivative(double, int) - Method in class org.drip.spline.bspline.RightHatShapeControl
-
- calcDerivative(double, int) - Method in class org.drip.spline.bspline.SegmentMonicBasisFunction
-
- calcDerivative(double, int) - Method in class org.drip.spline.bspline.TensionProcessedBasisHat
-
- calcDerivative(double, int) - Method in class org.drip.spline.tension.KLKHyperbolicTensionPhy
-
- calcDerivative(double, int) - Method in class org.drip.spline.tension.KLKHyperbolicTensionPsy
-
- calcDifferential(double, double, int) - Method in class org.drip.quant.function1D.AbstractUnivariate
-
Calculate the derivative
- calcDifferential(double, int) - Method in class org.drip.quant.function1D.AbstractUnivariate
-
Calculate the derivative
- calcDiscountMarginFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from ASW to Work-out
- calcDiscountMarginFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from ASW to Maturity
- calcDiscountMarginFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from ASW to Optimal Exercise
- calcDiscountMarginFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from Bond Basis to Work-out
- calcDiscountMarginFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from Bond Basis to Maturity
- calcDiscountMarginFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from Bond Basis to Optimal Exercise
- calcDiscountMarginFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from Credit Basis to Work-out
- calcDiscountMarginFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from Credit Basis to Maturity
- calcDiscountMarginFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from Credit Basis to Optimal Exercise
- calcDiscountMarginFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from G Spread to Work-out
- calcDiscountMarginFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from G Spread to Maturity
- calcDiscountMarginFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from G Spread to Optimal Exercise
- calcDiscountMarginFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from I Spread to Work-out
- calcDiscountMarginFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from I Spread to Maturity
- calcDiscountMarginFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from I Spread to Optimal Exercise
- calcDiscountMarginFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from OAS to Work-out
- calcDiscountMarginFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from OAS to Maturity
- calcDiscountMarginFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from OAS to Optimal Exercise
- calcDiscountMarginFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from PECS to Work-out
- calcDiscountMarginFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from PECS to Maturity
- calcDiscountMarginFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from PECS to Optimal Exercise
- calcDiscountMarginFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from Price to Work-out
- calcDiscountMarginFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from Price to Maturity
- calcDiscountMarginFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from Price to Optimal Exercise
- calcDiscountMarginFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from TSY Spread to Work-out
- calcDiscountMarginFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from TSY Spread to Maturity
- calcDiscountMarginFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from TSY Spread to Optimal Exercise
- calcDiscountMarginFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from Yield to Work-out
- calcDiscountMarginFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from Yield to Maturity
- calcDiscountMarginFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from Yield Spread to Work-out
- calcDiscountMarginFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from Yield Spread to Maturity
- calcDiscountMarginFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from Yield Spread to Optimal Exercise
- calcDiscountMarginFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from Yield to Optimal Exercise
- calcDiscountMarginFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from Z Spread to Work-out
- calcDiscountMarginFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from Z Spread to Maturity
- calcDiscountMarginFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Discount Margin from Z Spread to Optimal Exercise
- calcDurationFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from ASW to Work-out
- calcDurationFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from ASW to Maturity
- calcDurationFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from ASW to Optimal Exercise
- calcDurationFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from Bond Basis to Work-out
- calcDurationFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from Bond Basis to Maturity
- calcDurationFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from Bond Basis to Optimal Exercise
- calcDurationFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from Credit Basis to Work-out
- calcDurationFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from Credit Basis to Maturity
- calcDurationFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from Credit Basis to Optimal Exercise
- calcDurationFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from Discount Margin to Work-out
- calcDurationFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from Discount Margin to Maturity
- calcDurationFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from Discount Margin to Optimal Exercise
- calcDurationFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from G Spread to Work-out
- calcDurationFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from G Spread to Maturity
- calcDurationFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from G Spread to Optimal Exercise
- calcDurationFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from I Spread to Work-out
- calcDurationFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from I Spread to Maturity
- calcDurationFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from I Spread to Optimal Exercise
- calcDurationFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from OAS to Work-out
- calcDurationFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from OAS to Maturity
- calcDurationFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from OAS to Optimal Exercise
- calcDurationFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from PECS to Work-out
- calcDurationFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from PECS to Maturity
- calcDurationFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from PECS to Optimal Exercise
- calcDurationFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from Price to Work-out
- calcDurationFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from Price to Maturity
- calcDurationFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from Price to Optimal Exercise
- calcDurationFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from TSY Spread to Work-out
- calcDurationFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from TSY Spread to Maturity
- calcDurationFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from TSY Spread to Optimal Exercise
- calcDurationFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from Yield to Work-out
- calcDurationFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from Yield to Maturity
- calcDurationFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from Yield Spread to Work-out
- calcDurationFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from Yield Spread to Maturity
- calcDurationFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from Yield Spread to Optimal Exercise
- calcDurationFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from Yield to Optimal Exercise
- calcDurationFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from Z Spread to Work-out
- calcDurationFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from Z Spread to Maturity
- calcDurationFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Duration from Z Spread to Optimal Exercise
- calcExerciseYieldFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Retrieve the work-out information from price
- CalcFullBondAnalytics(MarketParams, JulianDate, double, double) - Static method in class org.drip.service.env.BondManager
-
Calculate the full set of bond measures for all available bonds given the same bid and ask prices.
- calcGSpreadFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from ASW to Work-out
- calcGSpreadFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from ASW to Maturity
- calcGSpreadFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from ASW to Optimal Exercise
- calcGSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from Bond Basis to Work-out
- calcGSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from Bond Basis to Maturity
- calcGSpreadFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from Bond Basis to Optimal Exercise
- calcGSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from Credit Basis to Work-out
- calcGSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from Credit Basis to Maturity
- calcGSpreadFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from Credit Basis to Optimal Exercise
- calcGSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from Discount Margin to Work-out
- calcGSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from Discount Margin to Maturity
- calcGSpreadFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from Discount Margin to Optimal Exercise
- calcGSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from I Spread to Work-out
- calcGSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from I Spread to Maturity
- calcGSpreadFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from I Spread to Optimal Exercise
- calcGSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from OAS to Work-out
- calcGSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from OAS to Maturity
- calcGSpreadFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from OAS to Optimal Exercise
- calcGSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from PECS to Work-out
- calcGSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from PECS to Maturity
- calcGSpreadFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from PECS to Optimal Exercise
- calcGSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from Price to Work-out
- calcGSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from Price to Maturity
- calcGSpreadFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from Price to Optimal Exercise
- calcGSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from TSY Spread to Work-out
- calcGSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from TSY Spread to Maturity
- calcGSpreadFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from TSY Spread to Optimal Exercise
- calcGSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from Yield to Work-out
- calcGSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from Yield to Maturity
- calcGSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from Yield Spread to Work-out
- calcGSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from Yield Spread to Maturity
- calcGSpreadFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from Yield Spread to Optimal Exercise
- calcGSpreadFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from Yield to Optimal Exercise
- calcGSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from Z Spread to Work-out
- calcGSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from Z Spread to Maturity
- calcGSpreadFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate G Spread from Z Spread to Optimal Exercise
- calcHazard(JulianDate, JulianDate) - Method in class org.drip.analytics.definition.CreditCurve
-
Calculate the hazard rate between a pair of forward dates
- calcHazard(JulianDate) - Method in class org.drip.analytics.definition.CreditCurve
-
Calculate the hazard rate to the given date
- calcHazard(String) - Method in class org.drip.analytics.definition.CreditCurve
-
Calculate the hazard rate to the given tenor
- calcISpreadFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from ASW to Work-out
- calcISpreadFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from ASW to Maturity
- calcISpreadFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from ASW to Optimal Exercise
- calcISpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from Bond Basis to Work-out
- calcISpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from Bond Basis to Maturity
- calcISpreadFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from Bond Basis to Optimal Exercise
- calcISpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from Credit Basis to Work-out
- calcISpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from Credit Basis to Maturity
- calcISpreadFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from Credit Basis to Optimal Exercise
- calcISpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from Discount Margin to Work-out
- calcISpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from Discount Margin to Maturity
- calcISpreadFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from Discount Margin to Optimal Exercise
- calcISpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from G Spread to Work-out
- calcISpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from G Spread to Maturity
- calcISpreadFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from G Spread to Optimal Exercise
- calcISpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from OAS to Work-out
- calcISpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from OAS to Maturity
- calcISpreadFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from OAS to Optimal Exercise
- calcISpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from PECS to Work-out
- calcISpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from PECS to Maturity
- calcISpreadFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from PECS to Optimal Exercise
- calcISpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from Price to Work-out
- calcISpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from Price to Maturity
- calcISpreadFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from Price to Optimal Exercise
- calcISpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from TSY Spread to Work-out
- calcISpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from TSY Spread to Maturity
- calcISpreadFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from TSY Spread to Optimal Exercise
- calcISpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from Yield to Work-out
- calcISpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from Yield to Maturity
- calcISpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from Yield Spread to Work-out
- calcISpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from Yield Spread to Maturity
- calcISpreadFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from Yield Spread to Optimal Exercise
- calcISpreadFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from Yield to Optimal Exercise
- calcISpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from Z Spread to Work-out
- calcISpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from Z Spread to Maturity
- calcISpreadFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate I Spread from Z Spread to Optimal Exercise
- calcLeftEdgeDerivative(int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
-
- calcLeftEdgeDerivative(int) - Method in interface org.drip.spline.stretch.MultiSegmentSequence
-
Calculate the Derivative of the requested order at the Left Edge of the Stretch
- calcMacaulayDurationFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from ASW to Work-out
- calcMacaulayDurationFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from ASW to Maturity
- calcMacaulayDurationFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from ASW to Optimal Exercise
- calcMacaulayDurationFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from Bond Basis to Work-out
- calcMacaulayDurationFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from Bond Basis to Maturity
- calcMacaulayDurationFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from Bond Basis to Optimal Exercise
- calcMacaulayDurationFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from Credit Basis to Work-out
- calcMacaulayDurationFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from Credit Basis to Maturity
- calcMacaulayDurationFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from Credit Basis to Optimal Exercise
- calcMacaulayDurationFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from Discount Margin to Work-out
- calcMacaulayDurationFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from Discount Margin to Maturity
- calcMacaulayDurationFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from Discount Margin to Optimal Exercise
- calcMacaulayDurationFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from G Spread to Work-out
- calcMacaulayDurationFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from G Spread to Maturity
- calcMacaulayDurationFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from G Spread to Optimal Exercise
- calcMacaulayDurationFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from I Spread to Work-out
- calcMacaulayDurationFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from I Spread to Maturity
- calcMacaulayDurationFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from I Spread to Optimal Exercise
- calcMacaulayDurationFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from OAS to Work-out
- calcMacaulayDurationFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from OAS to Maturity
- calcMacaulayDurationFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from OAS to Optimal Exercise
- calcMacaulayDurationFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from PECS to Work-out
- calcMacaulayDurationFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from PECS to Maturity
- calcMacaulayDurationFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from PECS to Optimal Exercise
- calcMacaulayDurationFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from Price to Work-out
- calcMacaulayDurationFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from Price to Maturity
- calcMacaulayDurationFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from Price to Optimal Exercise
- calcMacaulayDurationFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from TSY Spread to Work-out
- calcMacaulayDurationFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from TSY Spread to Maturity
- calcMacaulayDurationFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from TSY Spread to Optimal Exercise
- calcMacaulayDurationFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from Yield to Work-out
- calcMacaulayDurationFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from Yield to Maturity
- calcMacaulayDurationFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from Yield Spread to Work-out
- calcMacaulayDurationFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from Yield Spread to Maturity
- calcMacaulayDurationFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from Yield Spread to Optimal Exercise
- calcMacaulayDurationFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from Yield to Optimal Exercise
- calcMacaulayDurationFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from Z Spread to Work-out
- calcMacaulayDurationFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from Z Spread to Maturity
- calcMacaulayDurationFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcMacaulayDurationFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Macaulay Duration from Z Spread to Optimal Exercise
- CalcMarketMeasuresForTicker(String, MarketParams, JulianDate) - Static method in class org.drip.service.env.BondManager
-
Calculate the bond measures corresponding to the bonds in the ticker from their market prices
- calcMeasures(ValuationParams, PricerParams, MarketParams, QuotingParams) - Method in class org.drip.product.definition.BasketProduct
-
Generate a full list of the basket product measures for the set of scenario market parameters present
in the org.drip.param.definition.MarketParams
- calcMeasures(ValuationParams, PricerParams, MarketParams, QuotingParams) - Method in class org.drip.product.definition.Component
-
Generate a full list of the component measures for the set of scenario market parameters present in
the org.drip.param.definition.MarketParams
- CalcMeasuresForTicker(String, MarketParams, JulianDate, double, double) - Static method in class org.drip.service.env.BondManager
-
Calculate the bond measures corresponding to the bonds in the ticker from the given price
- calcMeasureValue(ValuationParams, PricerParams, BasketMarketParams, QuotingParams, String) - Method in class org.drip.product.definition.BasketProduct
-
Calculate the value of the given basket product measure
- calcMeasureValue(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams, String) - Method in class org.drip.product.definition.Component
-
Calculate the value of the given component measure
- calcModifiedDurationFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from ASW to Work-out
- calcModifiedDurationFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from ASW to Maturity
- calcModifiedDurationFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from ASW to Optimal Exercise
- calcModifiedDurationFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from Bond Basis to Work-out
- calcModifiedDurationFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from Bond Basis to Maturity
- calcModifiedDurationFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from Bond Basis to Optimal Exercise
- calcModifiedDurationFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from Credit Basis to Work-out
- calcModifiedDurationFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from Credit Basis to Maturity
- calcModifiedDurationFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from Credit Basis to Optimal Exercise
- calcModifiedDurationFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from Discount Margin to Work-out
- calcModifiedDurationFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from Discount Margin to Maturity
- calcModifiedDurationFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from Discount Margin to Optimal Exercise
- calcModifiedDurationFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from G Spread to Work-out
- calcModifiedDurationFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from G Spread to Maturity
- calcModifiedDurationFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from G Spread to Optimal Exercise
- calcModifiedDurationFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from I Spread to Work-out
- calcModifiedDurationFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from I Spread to Maturity
- calcModifiedDurationFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from I Spread to Optimal Exercise
- calcModifiedDurationFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from OAS to Work-out
- calcModifiedDurationFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from OAS to Maturity
- calcModifiedDurationFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from OAS to Optimal Exercise
- calcModifiedDurationFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from PECS to Work-out
- calcModifiedDurationFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from PECS to Maturity
- calcModifiedDurationFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from PECS to Optimal Exercise
- calcModifiedDurationFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from Price to Work-out
- calcModifiedDurationFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from Price to Maturity
- calcModifiedDurationFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from Price to Optimal Exercise
- calcModifiedDurationFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from TSY Spread to Work-out
- calcModifiedDurationFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from TSY Spread to Maturity
- calcModifiedDurationFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from TSY Spread to Optimal Exercise
- calcModifiedDurationFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from Yield to Work-out
- calcModifiedDurationFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from Yield to Maturity
- calcModifiedDurationFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from Yield Spread to Work-out
- calcModifiedDurationFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from Yield Spread to Maturity
- calcModifiedDurationFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from Yield Spread to Optimal Exercise
- calcModifiedDurationFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from Yield to Optimal Exercise
- calcModifiedDurationFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from Z Spread to Work-out
- calcModifiedDurationFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from Z Spread to Maturity
- calcModifiedDurationFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcModifiedDurationFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Modified Duration from Z Spread to Optimal Exercise
- calcNextCouponDate(JulianDate) - Method in class org.drip.product.credit.BondComponent
-
- calcNextCouponDate(JulianDate) - Method in class org.drip.product.definition.Bond
-
Return the coupon date for the period subsequent to the specified date
- calcNextCouponRate(JulianDate, ComponentMarketParams) - Method in class org.drip.product.credit.BondComponent
-
- calcNextCouponRate(JulianDate, ComponentMarketParams) - Method in class org.drip.product.definition.Bond
-
Return the coupon rate for the period subsequent to the specified date
- calcNextValidExerciseDateOfType(JulianDate, boolean) - Method in class org.drip.product.credit.BondComponent
-
- calcNextValidExerciseDateOfType(JulianDate, boolean) - Method in class org.drip.product.definition.Bond
-
Return the next exercise info of the given exercise type (call/put) subsequent to the specified date
- calcNextValidExerciseInfo(JulianDate) - Method in class org.drip.product.credit.BondComponent
-
- calcNextValidExerciseInfo(JulianDate) - Method in class org.drip.product.definition.Bond
-
Return the next exercise info subsequent to the specified date
- calcOASFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from ASW to Work-out
- calcOASFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from ASW to Maturity
- calcOASFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from ASW to Optimal Exercise
- calcOASFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from Bond Basis to Work-out
- calcOASFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from Bond Basis to Maturity
- calcOASFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from Bond Basis to Optimal Exercise
- calcOASFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from Credit Basis to Work-out
- calcOASFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from Credit Basis to Maturity
- calcOASFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from Credit Basis to Optimal Exercise
- calcOASFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from Discount Margin to Work-out
- calcOASFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from Discount Margin to Maturity
- calcOASFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from Discount Margin to Optimal Exercise
- calcOASFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from G Spread to Work-out
- calcOASFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from G Spread to Maturity
- calcOASFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from G Spread to Optimal Exercise
- calcOASFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from I Spread to Work-out
- calcOASFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from I Spread to Maturity
- calcOASFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from I Spread to Optimal Exercise
- calcOASFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from PECS to Work-out
- calcOASFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from PECS to Maturity
- calcOASFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from PECS to Optimal Exercise
- calcOASFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from Price to Work-out
- calcOASFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from Price to Maturity
- calcOASFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from Price to Optimal Exercise
- calcOASFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from TSY Spread to Work-out
- calcOASFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from TSY Spread to Maturity
- calcOASFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from TSY Spread to Optimal Exercise
- calcOASFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from Yield to Work-out
- calcOASFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from Yield to Maturity
- calcOASFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from Yield Spread to Work-out
- calcOASFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from Yield Spread to Maturity
- calcOASFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from Yield Spread to Optimal Exercise
- calcOASFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from Yield to Optimal Exercise
- calcOASFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from Z Spread to Work-out
- calcOASFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from Z Spread to Maturity
- calcOASFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate OAS from Z Spread to Optimal Exercise
- calcPECSFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from ASW to Work-out
- calcPECSFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from ASW to Maturity
- calcPECSFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from ASW to Optimal Exercise
- calcPECSFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from Bond Basis to Work-out
- calcPECSFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from Bond Basis to Maturity
- calcPECSFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from Bond Basis to Optimal Exercise
- calcPECSFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from Credit Basis to Work-out
- calcPECSFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from Credit Basis to Maturity
- calcPECSFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from Credit Basis to Optimal Exercise
- calcPECSFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from Discount Margin to Work-out
- calcPECSFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from Discount Margin to Maturity
- calcPECSFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from Discount Margin to Optimal Exercise
- calcPECSFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from G Spread to Work-out
- calcPECSFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from G Spread to Maturity
- calcPECSFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from G Spread to Optimal Exercise
- calcPECSFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from I Spread to Work-out
- calcPECSFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from I Spread to Maturity
- calcPECSFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from I Spread to Optimal Exercise
- calcPECSFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from OAS to Work-out
- calcPECSFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from OAS to Maturity
- calcPECSFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from OAS to Optimal Exercise
- calcPECSFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from Price to Work-out
- calcPECSFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from Price to Maturity
- calcPECSFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from Price to Optimal Exercise
- calcPECSFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from TSY Spread to Work-out
- calcPECSFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from TSY Spread to Maturity
- calcPECSFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from TSY Spread to Optimal Exercise
- calcPECSFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from Yield to Work-out
- calcPECSFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from Yield to Maturity
- calcPECSFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from Yield Spread to Work-out
- calcPECSFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from Yield Spread to Maturity
- calcPECSFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from Yield Spread to Optimal Exercise
- calcPECSFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from Yield to Optimal Exercise
- calcPECSFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from Z Spread to Work-out
- calcPECSFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from Z Spread to Maturity
- calcPECSFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate PECS from Z Spread to Optimal Exercise
- calcPreviousCouponDate(JulianDate) - Method in class org.drip.product.credit.BondComponent
-
- calcPreviousCouponDate(JulianDate) - Method in class org.drip.product.definition.Bond
-
Return the coupon date for the period prior to the specified date
- calcPreviousCouponRate(JulianDate, ComponentMarketParams) - Method in class org.drip.product.credit.BondComponent
-
- calcPreviousCouponRate(JulianDate, ComponentMarketParams) - Method in class org.drip.product.definition.Bond
-
Return the coupon rate for the period prior to the specified date
- calcPriceFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from ASW to Work-out
- calcPriceFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from ASW to Maturity
- calcPriceFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from ASW to Optimal Exercise
- calcPriceFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from Bond Basis to Work-out
- calcPriceFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from Bond Basis to Maturity
- calcPriceFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from Bond Basis to Optimal Exercise
- calcPriceFromBumpedCC(ValuationParams, ComponentMarketParams, double, double, double, boolean) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromBumpedCC(ValuationParams, ComponentMarketParams, double, double, double, boolean) - Method in class org.drip.product.definition.Bond
-
Calculate the bond's credit risky theoretical price from the bumped credit curve
- calcPriceFromBumpedDC(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromBumpedDC(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond's non-credit risky theoretical price from the bumped discount curve
- calcPriceFromBumpedZC(ValuationParams, ComponentMarketParams, QuotingParams, int, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromBumpedZC(ValuationParams, ComponentMarketParams, QuotingParams, int, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond's non-credit risky theoretical price from the bumped zero curve
- calcPriceFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from Credit Basis to Work-out
- calcPriceFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from Credit Basis to Maturity
- calcPriceFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from Credit Basis to Optimal Exercise
- calcPriceFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from Discount Margin to Work-out
- calcPriceFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from Discount Margin to Maturity
- calcPriceFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from Discount Margin to Optimal Exercise
- calcPriceFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from G Spread to Work-out
- calcPriceFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from G Spread to Maturity
- calcPriceFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from G Spread to Optimal Exercise
- calcPriceFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from I Spread to Work-out
- calcPriceFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from I Spread to Maturity
- calcPriceFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from I Spread to Optimal Exercise
- calcPriceFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from OAS to Work-out
- calcPriceFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from OAS to Maturity
- calcPriceFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from OAS to Optimal Exercise
- calcPriceFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from PECS to Work-out
- calcPriceFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from PECS to Maturity
- calcPriceFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from PECS to Optimal Exercise
- calcPriceFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from TSY Spread to Work-out
- calcPriceFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from TSY Spread to Maturity
- calcPriceFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from TSY Spread to Optimal Exercise
- calcPriceFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from Yield to Work-out
- calcPriceFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from Yield to Maturity
- calcPriceFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from Yield Spread to Work-out
- calcPriceFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from Yield Spread to Maturity
- calcPriceFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from Yield Spread to Optimal Exercise
- calcPriceFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from Yield to Optimal Exercise
- calcPriceFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from Z Spread to Work-out
- calcPriceFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from Z Spread to Maturity
- calcPriceFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Price from Z Spread to Optimal Exercise
- calcPVDFMicroJack(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.credit.BondComponent
-
- calcPVDFMicroJack(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.credit.CDSComponent
-
- calcPVDFMicroJack(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.definition.CalibratableComponent
-
Compute the micro-Jacobian of the PV to the DF
- calcPVDFMicroJack(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.CashComponent
-
- calcPVDFMicroJack(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.EDFComponent
-
- calcPVDFMicroJack(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.FixedStream
-
- calcPVDFMicroJack(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.FloatFloatComponent
-
- calcPVDFMicroJack(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.FloatingStream
-
- calcPVDFMicroJack(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.IRSComponent
-
- calcQuoteDFMicroJack(String, ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.credit.BondComponent
-
- calcQuoteDFMicroJack(String, ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.credit.CDSComponent
-
- calcQuoteDFMicroJack(String, ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.definition.CalibratableComponent
-
Compute the micro-Jacobian of the given measure to the DF
- calcQuoteDFMicroJack(String, ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.CashComponent
-
- calcQuoteDFMicroJack(String, ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.EDFComponent
-
- calcQuoteDFMicroJack(String, ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.FixedStream
-
- calcQuoteDFMicroJack(String, ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.FloatFloatComponent
-
- calcQuoteDFMicroJack(String, ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.FloatingStream
-
- calcQuoteDFMicroJack(String, ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.IRSComponent
-
- CalcRateIndex(String, int) - Static method in class org.drip.analytics.support.AnalyticsHelper
-
Calculate the rate index from the coupon currency and the frequency
- calcResponseValue(double) - Method in class org.drip.spline.grid.OverlappingStretchSpan
-
- calcResponseValue(double) - Method in interface org.drip.spline.grid.Span
-
Compute the Response from the containing Stretches
- calcResponseValueDerivative(double, int) - Method in class org.drip.spline.segment.ConstitutiveState
-
Calculate the Ordered Response Value Derivative at the Predictor Ordinate
- calcRightEdgeDerivative(int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
-
- calcRightEdgeDerivative(int) - Method in interface org.drip.spline.stretch.MultiSegmentSequence
-
Calculate the Derivative of the requested order at the right Edge of the Stretch
- calcSlope(boolean) - Method in class org.drip.quant.calculus.Differential
-
Retrieve the Delta for the variate
- calcSPRD(double) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
-
- calcSPRD(double) - Method in interface org.drip.spline.stretch.MultiSegmentSequence
-
Calculate the SPRD at the specified Predictor Ordinate
- calcTSYSpreadFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from ASW to Work-out
- calcTSYSpreadFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from ASW to Maturity
- calcTSYSpreadFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from ASW to Optimal Exercise
- calcTSYSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Bond Basis to Work-out
- calcTSYSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Bond Basis to Maturity
- calcTSYSpreadFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Bond Basis to Optimal Exercise
- calcTSYSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Credit Basis to Work-out
- calcTSYSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Credit Basis to Maturity
- calcTSYSpreadFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Credit Basis to Optimal Exercise
- calcTSYSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Discount Margin to Work-out
- calcTSYSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Discount Margin to Maturity
- calcTSYSpreadFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Discount Margin to Optimal Exercise
- calcTSYSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from G Spread to Work-out
- calcTSYSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from G Spread to Maturity
- calcTSYSpreadFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from G Spread to Optimal Exercise
- calcTSYSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from I Spread to Work-out
- calcTSYSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from I Spread to Maturity
- calcTSYSpreadFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from I Spread to Optimal Exercise
- calcTSYSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from OAS to Work-out
- calcTSYSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from OAS to Maturity
- calcTSYSpreadFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from OAS to Optimal Exercise
- calcTSYSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from PECS to Work-out
- calcTSYSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from PECS to Maturity
- calcTSYSpreadFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from PECS to Optimal Exercise
- calcTSYSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Price to Work-out
- calcTSYSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Price to Maturity
- calcTSYSpreadFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Price to Optimal Exercise
- calcTSYSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Yield to Work-out
- calcTSYSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Yield to Maturity
- calcTSYSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Yield Spread to Work-out
- calcTSYSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Yield Spread to Maturity
- calcTSYSpreadFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Yield Spread to Optimal Exercise
- calcTSYSpreadFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Yield to Optimal Exercise
- calcTSYSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Z Spread to Work-out
- calcTSYSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Z Spread to Maturity
- calcTSYSpreadFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Z Spread to Optimal Exercise
- calcYield01FromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from ASW to Work-out
- calcYield01FromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from ASW to Maturity
- calcYield01FromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from ASW to Optimal Exercise
- calcYield01FromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from Bond Basis to Work-out
- calcYield01FromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from Bond Basis to Maturity
- calcYield01FromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from Bond Basis to Optimal Exercise
- calcYield01FromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from Credit Basis to Work-out
- calcYield01FromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from Credit Basis to Maturity
- calcYield01FromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from Credit Basis to Optimal Exercise
- calcYield01FromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from Discount Margin to Work-out
- calcYield01FromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from Discount Margin to Maturity
- calcYield01FromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from Discount Margin to Optimal Exercise
- calcYield01FromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from G Spread to Work-out
- calcYield01FromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from G Spread to Maturity
- calcYield01FromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from G Spread to Optimal Exercise
- calcYield01FromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from I Spread to Work-out
- calcYield01FromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from I Spread to Maturity
- calcYield01FromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from I Spread to Optimal Exercise
- calcYield01FromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from OAS to Work-out
- calcYield01FromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from OAS to Maturity
- calcYield01FromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from OAS to Optimal Exercise
- calcYield01FromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from PECS to Work-out
- calcYield01FromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from PECS to Maturity
- calcYield01FromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from PECS to Optimal Exercise
- calcYield01FromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from Price to Work-out
- calcYield01FromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from Price to Maturity
- calcYield01FromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from Price to Optimal Exercise
- calcYield01FromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from TSY Spread to Work-out
- calcYield01FromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from TSY Spread to Maturity
- calcYield01FromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from TSY Spread to Optimal Exercise
- calcYield01FromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from Yield to Work-out
- calcYield01FromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from Yield to Maturity
- calcYield01FromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from Yield Spread to Work-out
- calcYield01FromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from Yield Spread to Maturity
- calcYield01FromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from Yield Spread to Optimal Exercise
- calcYield01FromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from Yield to Optimal Exercise
- calcYield01FromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from Z Spread to Work-out
- calcYield01FromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from Z Spread to Maturity
- calcYield01FromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYield01FromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield01 from Z Spread to Optimal Exercise
- calcYieldFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from ASW to Work-out
- calcYieldFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from ASW to Maturity
- calcYieldFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from ASW to Optimal Exercise
- calcYieldFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from Bond Basis to Work-out
- calcYieldFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from Bond Basis to Maturity
- calcYieldFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from Bond Basis to Optimal Exercise
- calcYieldFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from Credit Basis to Work-out
- calcYieldFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from Credit Basis to Maturity
- calcYieldFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from Credit Basis to Optimal Exercise
- calcYieldFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from Discount Margin to Work-out
- calcYieldFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from Discount Margin to Maturity
- calcYieldFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from Discount Margin to Optimal Exercise
- calcYieldFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from G Spread to Work-out
- calcYieldFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from G Spread to Maturity
- calcYieldFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from G Spread to Optimal Exercise
- calcYieldFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from I Spread to Work-out
- calcYieldFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from I Spread to Maturity
- calcYieldFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from I Spread to Optimal Exercise
- calcYieldFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from OAS to Work-out
- calcYieldFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from OAS to Maturity
- calcYieldFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from OAS to Optimal Exercise
- calcYieldFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from PECS to Work-out
- calcYieldFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from PECS to Maturity
- calcYieldFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from PECS to Optimal Exercise
- calcYieldFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from Price to Work-out
- calcYieldFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from Price to Maturity
- calcYieldFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from Price to Optimal Exercise
- calcYieldFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from TSY Spread to Work-out
- calcYieldFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from TSY Spread to Maturity
- calcYieldFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from TSY Spread to Optimal Exercise
- calcYieldFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from Yield Spread to Work-out
- calcYieldFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from Yield Spread to Maturity
- calcYieldFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from Yield Spread to Optimal Exercise
- calcYieldFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from Z Spread to Work-out
- calcYieldFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from Z Spread to Maturity
- calcYieldFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield from Z Spread to Optimal Exercise
- calcYieldSpreadFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from ASW to Work-out
- calcYieldSpreadFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from ASW to Maturity
- calcYieldSpreadFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from ASW to Optimal Exercise
- calcYieldSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from Bond Basis to Work-out
- calcYieldSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from Bond Basis to Maturity
- calcYieldSpreadFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from Bond Basis to Optimal Exercise
- calcYieldSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from Credit Basis to Work-out
- calcYieldSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from Credit Basis to Maturity
- calcYieldSpreadFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from Credit Basis to Optimal Exercise
- calcYieldSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from Discount Margin to Work-out
- calcYieldSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from Discount Margin to Maturity
- calcYieldSpreadFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from Discount Margin to Optimal Exercise
- calcYieldSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from G Spread to Work-out
- calcYieldSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from G Spread to Maturity
- calcYieldSpreadFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from G Spread to Optimal Exercise
- calcYieldSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from I Spread to Work-out
- calcYieldSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from I Spread to Maturity
- calcYieldSpreadFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from I Spread to Optimal Exercise
- calcYieldSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from OAS to Work-out
- calcYieldSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from OAS to Maturity
- calcYieldSpreadFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from OAS to Optimal Exercise
- calcYieldSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from PECS to Work-out
- calcYieldSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from PECS to Maturity
- calcYieldSpreadFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from PECS to Optimal Exercise
- calcYieldSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from Price to Work-out
- calcYieldSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from Price to Maturity
- calcYieldSpreadFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from Price to Optimal Exercise
- calcYieldSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from TSY Spread to Work-out
- calcYieldSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from TSY Spread to Maturity
- calcYieldSpreadFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from TSY Spread to Optimal Exercise
- calcYieldSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from Yield to Work-out
- calcYieldSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from Yield to Maturity
- calcYieldSpreadFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from Yield to Optimal Exercise
- calcYieldSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from Z Spread to Work-out
- calcYieldSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from Z Spread to Maturity
- calcYieldSpreadFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromZSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Yield Spread from Z Spread to Optimal Exercise
- calcZSpreadFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from ASW to Work-out
- calcZSpreadFromASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from ASW to Maturity
- calcZSpreadFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromASWToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from ASW to Optimal Exercise
- calcZSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from Bond Basis to Work-out
- calcZSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from Bond Basis to Maturity
- calcZSpreadFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromBondBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from Bond Basis to Optimal Exercise
- calcZSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from Credit Basis to Work-out
- calcZSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from Credit Basis to Maturity
- calcZSpreadFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromCreditBasisToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from Credit Basis to Optimal Exercise
- calcZSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from Discount Margin to Work-out
- calcZSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from Discount Margin to Maturity
- calcZSpreadFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromDiscountMarginToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from Discount Margin to Optimal Exercise
- calcZSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from G Spread to Work-out
- calcZSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from G Spread to Maturity
- calcZSpreadFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromGSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from G Spread to Optimal Exercise
- calcZSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from I Spread to Work-out
- calcZSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from I Spread to Maturity
- calcZSpreadFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromISpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from I Spread to Optimal Exercise
- calcZSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from OAS to Work-out
- calcZSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from OAS to Maturity
- calcZSpreadFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromOASToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from OAS to Optimal Exercise
- calcZSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from PECS to Work-out
- calcZSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from PECS to Maturity
- calcZSpreadFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromPECSToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from PECS to Optimal Exercise
- calcZSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from Price to Work-out
- calcZSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from Price to Maturity
- calcZSpreadFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromPriceToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from Price to Optimal Exercise
- calcZSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from TSY Spread to Work-out
- calcZSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from TSY Spread to Maturity
- calcZSpreadFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromTSYSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from TSY Spread to Optimal Exercise
- calcZSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from Yield to Work-out
- calcZSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from Yield to Maturity
- calcZSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from Yield Spread to Work-out
- calcZSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from Yield Spread to Maturity
- calcZSpreadFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromYieldSpreadToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from Yield Spread to Optimal Exercise
- calcZSpreadFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromYieldToOptimalExercise(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate Z Spread from Yield to Optimal Exercise
- calendar() - Method in class org.drip.analytics.daycount.DateAdjustParams
-
Retrieve the Roll Holiday Calendar
- calendar() - Method in class org.drip.param.valuation.CashSettleParams
-
Retrieve the Settle Calendar
- calendar() - Method in class org.drip.param.valuation.ValuationParams
-
Retrieve the Calendar
- CalenderAPISample() - Static method in class org.drip.sample.misc.DayCountAndCalendarAPI
-
Sample demonstrating the calendar API
USE WITH CARE: This sample ignores errors and does not handle exceptions.
- CalenderAPISample() - Static method in class org.drip.tester.functional.CreditAnalyticsTestSuite
-
Sample demonstrating the calendar API
- calibComp() - Method in class org.drip.analytics.definition.CreditCurve
-
- calibComp() - Method in interface org.drip.analytics.definition.Curve
-
Retrieve the Calibration Components
- calibComp() - Method in class org.drip.analytics.rates.ExplicitBootDiscountCurve
-
- calibComp() - Method in class org.drip.analytics.rates.ForwardCurve
-
- calibComp() - Method in class org.drip.state.curve.DerivedFXBasis
-
- calibComp() - Method in class org.drip.state.curve.DerivedFXForward
-
- calibComp() - Method in class org.drip.state.curve.DerivedZeroRate
-
- calibComp() - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
-
- calibComp() - Method in class org.drip.state.curve.ZeroRateDiscountCurve
-
- calibDiscCurveSpreadFromPrice(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent.BondCalibrator
-
Calibrate the bond Z Spread from the market price.
- calibFlatSpread(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.credit.CDSComponent
-
Calibrate the CDS's flat spread from the calculated up-front points
- calibFlatSpread(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.definition.CreditDefaultSwap
-
Calibrate the CDS's flat spread from the calculated up-front points
- CalibratableComponent - Class in org.drip.product.definition
-
CalibratableComponent abstract class provides implementation of Component's calibration interface.
- CalibratableComponent() - Constructor for class org.drip.product.definition.CalibratableComponent
-
- CalibratableMultiSegmentSequence - Class in org.drip.spline.stretch
-
CalibratableMultiSegmentSequence implements the MultiSegmentSequence span that spans multiple segments.
- CalibratableMultiSegmentSequence(String, ConstitutiveState[], SegmentCustomBuilderControl[]) - Constructor for class org.drip.spline.stretch.CalibratableMultiSegmentSequence
-
CalibratableMultiSegmentSequence constructor - Construct a sequence of Basis Spline Segments
- calibrate(ConstitutiveState, SegmentResponseValueConstraint, SegmentResponseValueConstraint, SegmentBestFitResponse, SegmentBestFitResponse) - Method in class org.drip.spline.segment.ConstitutiveState
-
Calibrate the coefficients from the prior Predictor/Response Segment, the Constraint, and fitness
Weights
- calibrate(ConstitutiveState, double, double, SegmentBestFitResponse, SegmentBestFitResponse) - Method in class org.drip.spline.segment.ConstitutiveState
-
Calibrate the coefficients from the prior Segment and the Response Value at the Right Predictor
Ordinate
- calibrate(double, double, double, double, double, double, SegmentBestFitResponse, SegmentBestFitResponse) - Method in class org.drip.spline.segment.ConstitutiveState
-
Calibrate the Coefficients from the Edge Response Values and the Left Edge Response Slope
- calibrate(SegmentResponseValueConstraint, SegmentResponseValueConstraint, double, double, SegmentResponseValueConstraint, SegmentResponseValueConstraint, SegmentBestFitResponse, SegmentBestFitResponse) - Method in class org.drip.spline.segment.ConstitutiveState
-
Calibrate the coefficients from the Left Edge Response Value Constraint, the Left Edge Response Value
Slope, and the Right Edge Response Value Constraint
- CALIBRATE - Static variable in interface org.drip.spline.stretch.MultiSegmentSequence
-
Calibration Detail: Calibrate the Stretch as part of the set up
- CALIBRATE_JACOBIAN - Static variable in interface org.drip.spline.stretch.MultiSegmentSequence
-
Calibration Detail: Calibrate the Stretch AND compute Jacobian as part of the set up
- calibrateCreditBasisFromPrice(ValuationParams, ComponentMarketParams, double, double, double, boolean) - Method in class org.drip.product.credit.BondComponent.BondCalibrator
-
Calibrate the bond Credit Basis from the market price
- calibrateDCBasisFromFwdPriceNR(ValuationParams, DiscountCurve, DiscountCurve, double, double, boolean) - Method in class org.drip.product.fx.FXForwardContract.FXBasisCalibrator
-
Calibrate the discount curve basis from FXForward using Newton-Raphson methodology
- calibrateHazardFromPrice(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.CDSComponent.SpreadCalibrator
-
Calibrate the hazard rate from calibration price
- calibrateIRNode(ExplicitBootDiscountCurve, DiscountCurve, DiscountCurve, Component, int, ValuationParams, String, double, Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams, boolean, double) - Method in class org.drip.state.estimator.NonlinearCurveCalibrator
-
Calibrate a single Interest Rate Node from the corresponding Component
- calibrateQuoteJacobian(SegmentStateCalibration, SegmentBasisFlexureConstraint[]) - Method in class org.drip.spline.segment.ConstitutiveState
-
Sensitivity Calibrator: Calibrate the Segment Quote Jacobian from the Calibration Parameter Set
- calibrateSpan(StretchRepresentationSpec[], double, ValuationParams, PricerParams, QuotingParams, ComponentMarketParams) - Method in class org.drip.state.estimator.LinearCurveCalibrator
-
Calibrate the Span from the Instruments in the Stretches, and their Cash Flows.
- calibrateState(SegmentStateCalibration) - Method in class org.drip.spline.segment.ConstitutiveState
-
Main Calibrator: Calibrate the Segment State from the Calibration Parameter Set
- calibrateYieldFromPrice(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent.BondCalibrator
-
Calibrate the bond yield from the market price using the root bracketing technique.
- calibrateZSpreadFromPrice(ValuationParams, ComponentMarketParams, int, double, double, double) - Method in class org.drip.product.credit.BondComponent.BondCalibrator
-
Calibrate the bond Z Spread from the market price using the root bracketing technique.
- CALIBRATION_TYPE_FLAT_CURVE_NODES - Static variable in class org.drip.product.credit.CDSComponent.SpreadCalibrator
-
- CALIBRATION_TYPE_FLAT_INSTRUMENT_NODE - Static variable in class org.drip.product.credit.CDSComponent.SpreadCalibrator
-
- CALIBRATION_TYPE_NODE_PARALLEL_BUMP - Static variable in class org.drip.product.credit.CDSComponent.SpreadCalibrator
-
- calibrationBoundaryCondition() - Method in class org.drip.state.estimator.GlobalControlCurveParams
-
Retrieve the Calibration Boundary Condition
- calibrationDetail() - Method in class org.drip.state.estimator.SmoothingCurveStretchParams
-
Retrieve the Calibration Detail
- CalibrationParams - Class in org.drip.param.definition
-
CalibrationParams the calibration parameters - the measure to be calibrated, the type/nature of the
calibration to be performed, and the work-out date to which the calibration is done.
- CalibrationParams(String, int, WorkoutInfo) - Constructor for class org.drip.param.definition.CalibrationParams
-
CalibrationParams constructor
- CalibrationParams(byte[]) - Constructor for class org.drip.param.definition.CalibrationParams
-
CalibrationParams de-serialization from input byte array
- calibSegmentSequence(int) - Method in class org.drip.spline.stretch.CkSegmentSequenceBuilder
-
- calibSegmentSequence(int) - Method in interface org.drip.spline.stretch.SegmentSequenceBuilder
-
Calibrate the Segment Sequence in the Stretch
- calibSegmentSequence(int) - Method in class org.drip.state.estimator.RatesSegmentSequenceBuilder
-
- calibStartingSegment(double, double) - Method in class org.drip.spline.stretch.CkSegmentSequenceBuilder
-
- calibStartingSegment(double, double) - Method in interface org.drip.spline.stretch.SegmentSequenceBuilder
-
Calibrate the Starting Segment using the LeftSlope
- calibStartingSegment(double, double) - Method in class org.drip.state.estimator.RatesSegmentSequenceBuilder
-
- calibZeroCurveSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent.BondCalibrator
-
Calibrate the bond Z Spread from the market price.
- CALL_NOTICE_PERIOD_DEFAULT - Static variable in class org.drip.product.params.EmbeddedOptionSchedule
-
- canonicalTruthness(String) - Method in class org.drip.analytics.rates.DiscountCurve
-
Convert the inferred Formulation Constraint into a "Truthness" Entity
- canonicalTruthness(String) - Method in class org.drip.state.curve.FlatForwardDiscountCurve
-
- CAR_FAILURE - Static variable in class org.drip.service.bridge.CreditAnalyticsResponse
-
Failure Message
- CAR_STATUS - Static variable in class org.drip.service.bridge.CreditAnalyticsResponse
-
Status Message
- CAR_SUCCESS - Static variable in class org.drip.service.bridge.CreditAnalyticsResponse
-
Success Message
- CardinalEdgeAggregate(SegmentPredictorResponseDerivative, SegmentPredictorResponseDerivative, double) - Static method in class org.drip.spline.params.SegmentPredictorResponseDerivative
-
Aggregate the 2 Predictor Ordinate Response Derivatives by applying the Cardinal Tension Weight
- carry1D() - Method in class org.drip.service.api.ProductDailyPnL
-
Retrieve the 1D Carry
- carry1M() - Method in class org.drip.service.api.ProductDailyPnL
-
Retrieve the 1M Carry
- carry3M() - Method in class org.drip.service.api.ProductDailyPnL
-
Retrieve the 3M Carry
- CaseInsensitiveHashMap<V> - Class in org.drip.analytics.support
-
CaseInsensitiveMap implements a case insensitive key in a hash map
- CaseInsensitiveHashMap() - Constructor for class org.drip.analytics.support.CaseInsensitiveHashMap
-
- CaseInsensitiveTreeMap<V> - Class in org.drip.analytics.support
-
CaseInsensitiveMap implements a case insensitive key in a hash map
- CaseInsensitiveTreeMap() - Constructor for class org.drip.analytics.support.CaseInsensitiveTreeMap
-
- CashBuilder - Class in org.drip.product.creator
-
CashBuilder contains the suite of helper functions for creating the Cash product from the
parameters/codes/byte array streams.
- CashBuilder() - Constructor for class org.drip.product.creator.CashBuilder
-
- CashComponent - Class in org.drip.product.rates
-
CashComponent contains the implementation of the Cash IR product and its contract/valuation details.
- CashComponent(JulianDate, JulianDate, String, String, String) - Constructor for class org.drip.product.rates.CashComponent
-
Construct a CashComponent instance
- CashComponent(byte[]) - Constructor for class org.drip.product.rates.CashComponent
-
CashComponent de-serialization from input byte array
- CashflowPeriod - Class in org.drip.analytics.period
-
CashflowPeriod extends the period class with the cash-flow specific fields.
- CashflowPeriod(double, double, double, double, double, double, int, double, String, boolean, String, boolean, double, String) - Constructor for class org.drip.analytics.period.CashflowPeriod
-
Construct a CashflowPeriod instance from the specified dates
- CashflowPeriod(byte[]) - Constructor for class org.drip.analytics.period.CashflowPeriod
-
De-serialization of CashflowPeriod from byte stream
- CashflowPeriodCurveFactors - Class in org.drip.analytics.period
-
CashflowPeriodCurveFactors is an enhancement of the period class for holding the curve period measures.
- CashflowPeriodCurveFactors(double, double, double, double, double, double, double, double, double, double, double, double, double, double, double) - Constructor for class org.drip.analytics.period.CashflowPeriodCurveFactors
-
Construct the CashflowPeriodCurveFactors class using the corresponding period curve measures.
- CashflowPeriodCurveFactors(byte[]) - Constructor for class org.drip.analytics.period.CashflowPeriodCurveFactors
-
De-serialization of CashflowPeriodCurveFactors from byte stream
- CashJacobianRegressorSet - Class in org.drip.regression.curveJacobian
-
CashJacobianRegressorSet implements the regression analysis set for the Cash product related Sensitivity
Jacobians.
- CashJacobianRegressorSet() - Constructor for class org.drip.regression.curveJacobian.CashJacobianRegressorSet
-
- cashPayDate() - Method in class org.drip.param.valuation.ValuationParams
-
Retrieve the Cash Pay Date
- cashQuote() - Method in class org.drip.service.api.DiscountCurveInputInstrument
-
Retrieve the Array of Cash Quotes
- cashSettleDate(double) - Method in class org.drip.param.valuation.CashSettleParams
-
Construct and return the cash settle date from the valuation date
- CashSettleParams - Class in org.drip.param.valuation
-
CashSettleParams is the place-holder for the cash settlement parameters for a given product.
- CashSettleParams(int, String, int) - Constructor for class org.drip.param.valuation.CashSettleParams
-
Construct the CashSettleParams object from the settle lag and the settle calendar objects
- CashSettleParams(byte[]) - Constructor for class org.drip.param.valuation.CashSettleParams
-
CashSettleParams de-serialization from input byte array
- cashTenor() - Method in class org.drip.service.api.DiscountCurveInputInstrument
-
Retrieve the Array of Cash Tenors
- CC_BASE - Static variable in class org.drip.param.definition.ScenarioCreditCurve
-
CC Scenario Base
- CC_FLAT_DN - Static variable in class org.drip.param.definition.ScenarioCreditCurve
-
CC Scenario Parallel Down
- CC_FLAT_UP - Static variable in class org.drip.param.definition.ScenarioCreditCurve
-
CC Scenario Parallel Up
- CC_RR_FLAT_DN - Static variable in class org.drip.param.definition.ScenarioCreditCurve
-
CC Scenario Recovery Parallel Down
- CC_RR_FLAT_UP - Static variable in class org.drip.param.definition.ScenarioCreditCurve
-
CC Scenario Recovery Parallel Up
- CC_TENOR_DN - Static variable in class org.drip.param.definition.ScenarioCreditCurve
-
CC Scenario Tenor Down
- CC_TENOR_UP - Static variable in class org.drip.param.definition.ScenarioCreditCurve
-
CC Scenario Tenor Up
- CDSAPISample() - Static method in class org.drip.tester.functional.CreditAnalyticsTestSuite
-
Sample demonstrating the creation/usage of the CDS API
- CDSBasket - Class in org.drip.product.credit
-
CDSBasket implements the basket default swap product contract details.
- CDSBasket(JulianDate, JulianDate, double, Component[], double[], String) - Constructor for class org.drip.product.credit.CDSBasket
-
Construct a CDS Basket from the components and their weights
- CDSBasket(byte[]) - Constructor for class org.drip.product.credit.CDSBasket
-
BasketDefaultSwap de-serialization from input byte array
- CDSBasketAPI - Class in org.drip.sample.credit
-
CDSBasketAPI contains a demo of the CDS basket API Sample.
- CDSBasketAPI() - Constructor for class org.drip.sample.credit.CDSBasketAPI
-
- CDSBasketBuilder - Class in org.drip.product.creator
-
CDSBasketBuilder contains the suite of helper functions for creating the CDS Basket Product from different
kinds of inputs and byte streams.
- CDSBasketBuilder() - Constructor for class org.drip.product.creator.CDSBasketBuilder
-
- CDSBuilder - Class in org.drip.product.creator
-
CDSBuilder contains the suite of helper functions for creating the CreditDefaultSwap product from the
parameters/byte array streams.
- CDSBuilder() - Constructor for class org.drip.product.creator.CDSBuilder
-
- CDSComponent - Class in org.drip.product.credit
-
CDSComponent implements the credit default swap product contract details.
- CDSComponent(double, double, double, int, String, String, String, boolean, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, FactorSchedule, double, String, CreditSetting, String) - Constructor for class org.drip.product.credit.CDSComponent
-
CDSComponent constructor: Most generic CDS creation functionality
- CDSComponent(byte[]) - Constructor for class org.drip.product.credit.CDSComponent
-
CDSComponent de-serialization from input byte array
- CDSComponent.SpreadCalibOP - Class in org.drip.product.credit
-
CDS spread calibration output
- CDSComponent.SpreadCalibOP(double, CreditCurve) - Constructor for class org.drip.product.credit.CDSComponent.SpreadCalibOP
-
- CDSComponent.SpreadCalibrator - Class in org.drip.product.credit
-
Implementation of the CDS spread calibrator
- CDSComponent.SpreadCalibrator(CreditDefaultSwap, int) - Constructor for class org.drip.product.credit.CDSComponent.SpreadCalibrator
-
Constructor: Construct the SpreadCalibrator from the CDS parent, and whether the calibration is
off of a single node
- CDSEODMeasuresAPISample() - Static method in class org.drip.tester.functional.CreditAnalyticsTestSuite
-
Sample demonstrating the calculation of the CDS EOD measures from price
- CDSLiveAndEODAPI - Class in org.drip.sample.credit
-
CDSLiveAndEODAPI is a fairly comprehensive sample demo'ing the usage of the EOD and Live CDS Curve API
functions.
- CDSLiveAndEODAPI() - Constructor for class org.drip.sample.credit.CDSLiveAndEODAPI
-
- CDSManager - Class in org.drip.service.env
-
CDSManager is the container that retrieves the EOD and CDS/credit curve information on a per-issuer basis
and populates the MPC.
- CDSManager() - Constructor for class org.drip.service.env.CDSManager
-
- CDSW - Class in org.drip.sample.bloomberg
-
CDSW contains the sample demonstrating the replication of Bloomberg's CDSW functionality.
- CDSW() - Constructor for class org.drip.sample.bloomberg.CDSW
-
- CDXCOB - Class in org.drip.service.api
-
CDXCOB contains the Name and the COB Price for a given CDX.
- CDXCOB(String, double) - Constructor for class org.drip.service.api.CDXCOB
-
CDXCOB constructor
- CDXIdentifier - Class in org.drip.product.params
-
CDXIdentifier implements the creation and the static details of the all the NA, EU, SovX, EMEA, and ASIA
standardized CDS indexes.
- CDXIdentifier(int, int, String, String) - Constructor for class org.drip.product.params.CDXIdentifier
-
Create the CDX identifier from the CDX index, series, tenor, and the version
- CDXIdentifier(byte[]) - Constructor for class org.drip.product.params.CDXIdentifier
-
CDXIdentifier de-serialization from input byte array
- CDXRefData - Class in org.drip.feed.loader
-
CDXRefData contains the functionality to load the standard CDX reference data and definitions, and create
compile time static classes for these definitions.
- CDXRefData() - Constructor for class org.drip.feed.loader.CDXRefData
-
- CDXRefDataHolder - Class in org.drip.product.creator
-
- CDXRefDataHolder() - Constructor for class org.drip.product.creator.CDXRefDataHolder
-
- CDXRefDataParams - Class in org.drip.product.params
-
CDXRefDataParams contains the complete set of reference data that corresponds to the contract of a
standard CDX.
- CDXRefDataParams() - Constructor for class org.drip.product.params.CDXRefDataParams
-
Empty Default constructor
- CERHoliday - Class in org.drip.analytics.holset
-
- CERHoliday() - Constructor for class org.drip.analytics.holset.CERHoliday
-
- CFFHoliday - Class in org.drip.analytics.holset
-
- CFFHoliday() - Constructor for class org.drip.analytics.holset.CFFHoliday
-
- CHFHoliday - Class in org.drip.analytics.holset
-
- CHFHoliday() - Constructor for class org.drip.analytics.holset.CHFHoliday
-
- CkSegmentSequenceBuilder - Class in org.drip.spline.stretch
-
CkSegmentSequenceBuilder implements the SegmentSequenceBuilder interface to customize segment sequence
construction.
- CkSegmentSequenceBuilder(SegmentResponseValueConstraint, SegmentResponseValueConstraint[], StretchBestFitResponse, BoundarySettings) - Constructor for class org.drip.spline.stretch.CkSegmentSequenceBuilder
-
CkSegmentSequenceBuilder constructor
- CLFHoliday - Class in org.drip.analytics.holset
-
- CLFHoliday() - Constructor for class org.drip.analytics.holset.CLFHoliday
-
- clipLeft(String, double) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
-
- clipLeft(String, double) - Method in interface org.drip.spline.stretch.MultiSegmentSequence
-
Generate a new Stretch by clipping all the Segments to the Left of the specified Predictor Ordinate.
- clipLeftOfPredictorOrdinate(double) - Method in class org.drip.spline.segment.ConstitutiveState
-
Clip the part of the Segment to the Right of the specified Predictor Ordinate.
- clipRight(String, double) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
-
- clipRight(String, double) - Method in interface org.drip.spline.stretch.MultiSegmentSequence
-
Generate a new Stretch by clipping all the Segments to the Right of the specified Predictor Ordinate.
- clipRightOfPredictorOrdinate(double) - Method in class org.drip.spline.segment.ConstitutiveState
-
Clip the part of the Segment to the Left of the specified Predictor Ordinate.
- CLUHoliday - Class in org.drip.analytics.holset
-
- CLUHoliday() - Constructor for class org.drip.analytics.holset.CLUHoliday
-
- CNYHoliday - Class in org.drip.analytics.holset
-
- CNYHoliday() - Constructor for class org.drip.analytics.holset.CNYHoliday
-
- coalesce(LatentStateMergeSubStretch) - Method in class org.drip.state.representation.LatentStateMergeSubStretch
-
Coalesce the supplied Merge Stretch with the current one (if possible) to create a new Merge Stretch
- COFHoliday - Class in org.drip.analytics.holset
-
- COFHoliday() - Constructor for class org.drip.analytics.holset.COFHoliday
-
- CollectionUtil - Class in org.drip.quant.common
-
The MapUtil class implements generic utility functions used in DRIP modules.
- CollectionUtil() - Constructor for class org.drip.quant.common.CollectionUtil
-
- CommitBondsToMem(MarketParams, Statement) - Static method in class org.drip.service.env.BondManager
-
Create all the bonds, and loads them onto the memory
- compareTo(JulianDate) - Method in class org.drip.analytics.date.JulianDate
-
- compareTo(Period) - Method in class org.drip.analytics.period.Period
-
- compareTo(InelasticConstitutiveState) - Method in class org.drip.spline.segment.InelasticConstitutiveState
-
- Component - Class in org.drip.product.definition
-
Component abstract class extends ComponentMarketParamRef and provides the following methods:
- Get the component'sGet initial notional, notional, and coupon.
- Component() - Constructor for class org.drip.product.definition.Component
-
- ComponentMarketParamRef - Interface in org.drip.product.definition
-
ComponentMarketParamRef interface provides stubs for component name, IR curve, forward curve, credit
curve, TSY curve, and EDSF curve needed to value the component.
- ComponentMarketParams - Class in org.drip.param.definition
-
ComponentMarketParams abstract class provides stub for the ComponentMarketParamsRef interface.
- ComponentMarketParams() - Constructor for class org.drip.param.definition.ComponentMarketParams
-
- ComponentMarketParamsBuilder - Class in org.drip.param.creator
-
ComponentMarketParamsBuilder implements the various ways of constructing, de-serializing, and building the
Component Market Parameters.
- ComponentMarketParamsBuilder() - Constructor for class org.drip.param.creator.ComponentMarketParamsBuilder
-
- ComponentMarketParamSet - Class in org.drip.param.market
-
ComponentMarketParamSet provides implementation of the ComponentMarketParamsRef interface.
- ComponentMarketParamSet(DiscountCurve, ForwardCurve, DiscountCurve, DiscountCurve, CreditCurve, ComponentQuote, CaseInsensitiveTreeMap<ComponentQuote>, Map<JulianDate, CaseInsensitiveTreeMap<Double>>) - Constructor for class org.drip.param.market.ComponentMarketParamSet
-
Create a CMP with the rates discount curve, the forward discount curve, the treasury discount curve,
the EDSF discount curve, the credit curve, the component quote, the map of treasury benchmark quotes,
and the double map of date/rate index and fixings.
- ComponentMarketParamSet(byte[]) - Constructor for class org.drip.param.market.ComponentMarketParamSet
-
ComponentMarketParamSet de-serialization from input byte array
- ComponentMeasures - Class in org.drip.analytics.output
-
ComponentMeasures is the place holder for analytical single component output measures, optionally across
scenarios.
- ComponentMeasures() - Constructor for class org.drip.analytics.output.ComponentMeasures
-
Empty constructor - all members initialized to NaN or null
- ComponentMeasures(byte[]) - Constructor for class org.drip.analytics.output.ComponentMeasures
-
ComponentMeasures de-serialization from input byte array
- ComponentMultiMeasureQuote - Class in org.drip.param.market
-
ComponentMultiMeasureQuote holds the different types of quotes for a given component.
- ComponentMultiMeasureQuote() - Constructor for class org.drip.param.market.ComponentMultiMeasureQuote
-
Constructs an empty component quote from the component
- ComponentMultiMeasureQuote(byte[]) - Constructor for class org.drip.param.market.ComponentMultiMeasureQuote
-
ComponentMultiMeasureQuote de-serialization from input byte array
- ComponentQuote - Class in org.drip.param.definition
-
ComponentQuote abstract class holds the different types of quotes for a given component.
- ComponentQuote() - Constructor for class org.drip.param.definition.ComponentQuote
-
- ComponentQuoteBuilder - Class in org.drip.param.creator
-
ComponentQuoteBuilder contains the component quote builder object.
- ComponentQuoteBuilder() - Constructor for class org.drip.param.creator.ComponentQuoteBuilder
-
- ComponentTickQuote - Class in org.drip.param.market
-
ComponentTickQuote holds the tick related component parameters - it contains the product ID, the quote
composite, the source, the counter party, and whether the quote can be treated as a mark.
- ComponentTickQuote() - Constructor for class org.drip.param.market.ComponentTickQuote
-
Empty ComponentTickQuote constructor
- ComponentTickQuote(String, ComponentQuote, String, String, boolean) - Constructor for class org.drip.param.market.ComponentTickQuote
-
ComponentTickQuote constructor
- ComponentTickQuote(byte[]) - Constructor for class org.drip.param.market.ComponentTickQuote
-
ComponentQuote de-serialization from input byte array
- ComponentTickQuoteBuilder - Class in org.drip.param.creator
-
ComponentTickQuoteBuilder implements the component tick quote builder object.
- ComponentTickQuoteBuilder() - Constructor for class org.drip.param.creator.ComponentTickQuoteBuilder
-
- CompoundBracketingRegressorSet - Class in org.drip.regression.fixedpointfinder
-
CompoundBracketingRegressorSet implements regression run for the Compound Bracketing Fixed Point Search
Method.
- CompoundBracketingRegressorSet() - Constructor for class org.drip.regression.fixedpointfinder.CompoundBracketingRegressorSet
-
- compPVDFJack(double) - Method in class org.drip.analytics.rates.DiscountCurve
-
Calculate the Jacobian of PV at the given date for each component in the calibration set to the DF
- compPVDFJack(JulianDate) - Method in class org.drip.analytics.rates.DiscountCurve
-
Calculate the Jacobian of PV at the given date for each component in the calibration set to the DF
- ConfigLoader - Class in org.drip.param.config
-
ConfigLoader implements the configuration functionality.
- ConfigLoader() - Constructor for class org.drip.param.config.ConfigLoader
-
- CONHoliday - Class in org.drip.analytics.holset
-
- CONHoliday() - Constructor for class org.drip.analytics.holset.CONHoliday
-
- ConnectToAnalServer(String) - Static method in class org.drip.param.config.ConfigLoader
-
Connect to the analytics server from the connection parameters set in the XML Configuration file
- ConstitutiveState - Class in org.drip.spline.segment
-
ConstitutiveState implements the single segment basis calibration and inference functionality.
- constraintValue() - Method in class org.drip.spline.params.SegmentResponseValueConstraint
-
Retrieve the Constraint Value
- containingIndex(double, boolean, boolean) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
-
- containingIndex(double, boolean, boolean) - Method in interface org.drip.spline.stretch.MultiSegmentSequence
-
Return the Index for the Segment containing specified Predictor Ordinate
- contains(double) - Method in class org.drip.analytics.period.Period
-
Check whether the supplied date is inside the period specified
- ContainsFeb29(double, double, int) - Static method in class org.drip.analytics.date.JulianDate
-
Indicate whether there is at least one leap day between 2 given Julian dates
- containsKey(Object) - Method in class org.drip.analytics.support.CaseInsensitiveHashMap
-
- containsKey(Object) - Method in class org.drip.analytics.support.CaseInsensitiveTreeMap
-
- containsRoot() - Method in class org.drip.quant.solver1D.FixedPointFinderOutput
-
Indicate whether the root is present in the output, i.e., if the finder has successfully completed.
- contraintValue() - Method in class org.drip.spline.params.SegmentBasisFlexureConstraint
-
Retrieve the Constraint Value
- CONV_CDS - Static variable in class org.drip.param.quoting.QuotedSpreadInterpreter
-
Conventional CDS Contract
- Convention - Class in org.drip.analytics.daycount
-
This class contains flags that indicate where the holidays are loaded from, as well as the holiday types
and load rules.
- Convention() - Constructor for class org.drip.analytics.daycount.Convention
-
- ConvergenceControlParams - Class in org.drip.quant.solver1D
-
ConvergenceControlParams holds the fields needed for the controlling the execution of Newton's method.
- ConvergenceControlParams() - Constructor for class org.drip.quant.solver1D.ConvergenceControlParams
-
Default Convergence Control Parameters constructor
- ConvergenceControlParams(int, double, double, double) - Constructor for class org.drip.quant.solver1D.ConvergenceControlParams
-
ConvergenceControlParams constructor
- ConvergenceOutput - Class in org.drip.quant.solver1D
-
ConvergenceOutput extends the ExecutionInitializationOutput by retaining the starting variate that
results from the convergence zone search.
- ConvergenceOutput() - Constructor for class org.drip.quant.solver1D.ConvergenceOutput
-
Default ConvergenceOutput constructor: Initializes the output object
- ConvergenceOutput(ExecutionInitializationOutput) - Constructor for class org.drip.quant.solver1D.ConvergenceOutput
-
Initialize off of an existing EIOP
- cookCustomCC(String, String, ValuationParams, DiscountCurve, DiscountCurve, DiscountCurve, double[], double, String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams, boolean, ResponseValueTweakParams, ResponseValueTweakParams, ResponseValueTweakParams, ResponseValueTweakParams) - Method in class org.drip.param.definition.ScenarioCreditCurve
-
Cook the credit curve according to the desired tweak parameters
- cookCustomCC(String, String, ValuationParams, DiscountCurve, DiscountCurve, DiscountCurve, double[], double, String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams, boolean, ResponseValueTweakParams, ResponseValueTweakParams, ResponseValueTweakParams, ResponseValueTweakParams) - Method in class org.drip.param.market.CreditCurveScenarioContainer
-
- cookCustomDC(String, String, ValuationParams, DiscountCurve, DiscountCurve, double[], String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams, ResponseValueTweakParams, ResponseValueTweakParams, ResponseValueTweakParams) - Method in class org.drip.param.definition.ScenarioDiscountCurve
-
Cook a custom discount curve according to the desired tweak parameters
- cookCustomDC(String, String, ValuationParams, DiscountCurve, double[], String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams, ResponseValueTweakParams, ResponseValueTweakParams) - Method in class org.drip.param.definition.ScenarioForwardCurve
-
Cook a custom Forward curve according to the desired tweak parameters
- cookCustomDC(String, String, ValuationParams, DiscountCurve, DiscountCurve, double[], String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams, ResponseValueTweakParams, ResponseValueTweakParams, ResponseValueTweakParams) - Method in class org.drip.param.market.RatesCurveScenarioContainer
-
- cookScenarioCC(String, ValuationParams, DiscountCurve, DiscountCurve, DiscountCurve, double[], double, String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams, boolean, int) - Method in class org.drip.param.definition.ScenarioCreditCurve
-
Cook and save the credit curves corresponding to the scenario specified
- cookScenarioCC(String, ValuationParams, DiscountCurve, DiscountCurve, DiscountCurve, double[], double, String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams, boolean, int) - Method in class org.drip.param.market.CreditCurveScenarioContainer
-
- cookScenarioDC(ValuationParams, DiscountCurve, DiscountCurve, double[], double, String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams, int) - Method in class org.drip.param.definition.ScenarioDiscountCurve
-
Generate the set of discount curves from the scenario specified, and the instrument quotes
- cookScenarioDC(ValuationParams, DiscountCurve, double[], double, String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams, int) - Method in class org.drip.param.definition.ScenarioForwardCurve
-
Generate the set of Forward curves from the scenario specified, and the instrument quotes.
- cookScenarioDC(ValuationParams, DiscountCurve, DiscountCurve, double[], double, String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams, int) - Method in class org.drip.param.market.RatesCurveScenarioContainer
-
- COPHoliday - Class in org.drip.analytics.holset
-
- COPHoliday() - Constructor for class org.drip.analytics.holset.COPHoliday
-
- COSH - Static variable in class org.drip.quant.function1D.HyperbolicTension
-
Hyperbolic Tension Function Type - cosh
- CouponSetting - Class in org.drip.product.params
-
CouponSetting contains the coupon type, schedule, and the coupon amount for the component.
- CouponSetting(FactorSchedule, String, double, double, double) - Constructor for class org.drip.product.params.CouponSetting
-
Construct the CouponSetting from the coupon schedule, coupon type, and the coupon amount
- CouponSetting(byte[]) - Constructor for class org.drip.product.params.CouponSetting
-
CouponSetting de-serialization from input byte array
- CRCHoliday - Class in org.drip.analytics.holset
-
- CRCHoliday() - Constructor for class org.drip.analytics.holset.CRCHoliday
-
- Create(ValuationParams, QuotingParams, CalibratableComponent[], double[], String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>) - Static method in class org.drip.analytics.definition.BootCurveConstructionInput
-
Create an Instance of BootCurveConstructionInput from the given Calibration Inputs
- Create(String, String, String) - Static method in class org.drip.product.params.FloatingRateIndex
-
Create from the Currency, the Index, and the Tenor
- Create(String) - Static method in class org.drip.product.params.FloatingRateIndex
-
Construct a FloatingRateIndex from the corresponding Fully Qualified Name
- Create(double[], double[], double[]) - Static method in class org.drip.spline.params.SegmentBestFitResponse
-
Construct the SegmentBestFitResponse Instance from the given Inputs
- Create(double[], double[]) - Static method in class org.drip.spline.params.SegmentBestFitResponse
-
Construct the SegmentBestFitResponse Instance from the given Predictor Ordinate/Response Pairs, using
Uniform Weightings.
- Create(int, int) - Static method in class org.drip.spline.params.SegmentDesignInelasticControl
-
Create the Design Inelastic Parameters for the desired Ck Criterion and the Roughness Penalty Order
- Create(double[], double[], double[]) - Static method in class org.drip.spline.params.StretchBestFitResponse
-
Construct the StretchBestFitResponse Instance from the given Inputs
- Create(double[], double[]) - Static method in class org.drip.spline.params.StretchBestFitResponse
-
Construct the StretchBestFitResponse Instance from the given Predictor Ordinate/Response Pairs, using
Uniform Weightings.
- Create(double[], double[]) - Static method in class org.drip.spline.pchip.AkimaLocalC1Generator
-
Construct an Instance of AkimaLocalC1Generator from the Array of the supplied Predictor Ordinates
and the Response Values
- Create(double[], double[], String, boolean, boolean) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
-
Generate the Local Control Stretch in accordance with the desired Customization Parameters
- Create(double[], double[], double) - Static method in class org.drip.spline.pchip.MinimalQuadraticHaganWest
-
Create an instance of MinimalQuadraticHaganWest
- Create(double[], double[], boolean) - Static method in class org.drip.spline.pchip.MonotoneConvexHaganWest
-
Create an instance of MonotoneConvexHaganWest
- Create(double, double, FunctionSet, ResponseScalingShapeControl, SegmentDesignInelasticControl) - Static method in class org.drip.spline.segment.ConstitutiveState
-
Build the ConstitutiveState instance from the Basis Function/Shape Controller Set
- Create(double, double, BasisEvaluator, SegmentDesignInelasticControl) - Static method in class org.drip.spline.segment.ConstitutiveState
-
Build the ConstitutiveState instance from the Basis Evaluator Set
- CreateAkimaStretch(String, double[], double[], SegmentCustomBuilderControl[], StretchBestFitResponse, int, boolean, boolean) - Static method in class org.drip.spline.pchip.LocalControlStretchBuilder
-
Generate the local control C1 Slope using the Akima Cubic Algorithm.
- createBasisRateShiftedCurve(double[], double[]) - Method in class org.drip.analytics.rates.ExplicitBootDiscountCurve
-
Create a shifted curve from an array of basis shifts
- createBasisRateShiftedCurve(double[], double[]) - Method in class org.drip.state.curve.FlatForwardDiscountCurve
-
- createBasisRateShiftedCurve(double[], double[]) - Method in class org.drip.state.curve.NonlinearDiscountFactorDiscountCurve
-
- CreateBasketMarketParams(CaseInsensitiveTreeMap<DiscountCurve>, CaseInsensitiveTreeMap<ForwardCurve>, CaseInsensitiveTreeMap<CreditCurve>, CaseInsensitiveTreeMap<ComponentQuote>, Map<JulianDate, CaseInsensitiveTreeMap<Double>>) - Static method in class org.drip.param.creator.BasketMarketParamsBuilder
-
Construct a BasketMarketParams instance from the map of discount curve, the map of Forward curve, the
map of credit curve, and a double map of date/rate index and fixings.
- CreateBasketMarketParams() - Static method in class org.drip.param.creator.BasketMarketParamsBuilder
-
Construct an empty instance of the BasketMarketParams object.
- CreateBernsteinPolynomialSplineRegressor(String, String, int, int) - Static method in class org.drip.regression.spline.BasisSplineRegressor
-
Create an instance of Bernstein Polynomial BasisSplineRegressor
- CreateBesselCubicSplineStretch(String, double[], double[], SegmentCustomBuilderControl[], StretchBestFitResponse, int, boolean, boolean) - Static method in class org.drip.spline.pchip.LocalControlStretchBuilder
-
Create Hermite/Bessel C1 Cubic Spline Stretch
- CreateBondBasket(String, Bond[], double[], JulianDate, double) - Static method in class org.drip.product.creator.BondBasketBuilder
-
BondBasket constructor
- CreateBondFromCF(String, JulianDate, String, String, int, JulianDate[], double[], double[], boolean) - Static method in class org.drip.product.creator.BondBuilder
-
Create a bond from custom/user-defined cash flows and coupon conventions
- CreateBondFromParams(TreasuryBenchmark, IdentifierSet, CouponSetting, CurrencySet, FloaterSetting, QuoteConvention, RatesSetting, CreditSetting, TerminationSetting, PeriodSet, NotionalSetting) - Static method in class org.drip.product.creator.BondBuilder
-
Create the full generic bond object from the complete set of parameters
- CreateBulletSchedule() - Static method in class org.drip.product.params.FactorSchedule
-
Create factor schedule of flat unit notional
- CreateCalibratedStretchEstimator(String, double[], double[], SegmentCustomBuilderControl[], StretchBestFitResponse, BoundarySettings, int) - Static method in class org.drip.spline.stretch.MultiSegmentSequenceBuilder
-
Create a calibrated Stretch Instance over the specified array of Predictor Ordinates and Response
Values using the specified Basis Splines.
- CreateCalibratedStretchEstimator(String, double[], double, SegmentResponseValueConstraint[], SegmentCustomBuilderControl[], StretchBestFitResponse, BoundarySettings, int) - Static method in class org.drip.spline.stretch.MultiSegmentSequenceBuilder
-
Create a calibrated Stretch Instance over the specified Predictor Ordinates, Response Values, and their
Constraints, using the specified Segment Builder Parameters.
- CreateCalibratedStretchEstimator(String, double[], SegmentResponseValueConstraint, SegmentResponseValueConstraint[], SegmentCustomBuilderControl[], StretchBestFitResponse, BoundarySettings, int) - Static method in class org.drip.spline.stretch.MultiSegmentSequenceBuilder
-
Create a calibrated Stretch Instance over the specified Predictor Ordinates and the Response Value
Constraints, with the Segment Builder Parameters.
- CreateCalibratedStretchEstimator(String, double[], double, SegmentCustomBuilderControl, StretchBestFitResponse, BoundarySettings, int) - Static method in class org.drip.spline.stretch.MultiSegmentSequenceBuilder
-
Create a Calibrated Stretch Instance from the Array of Predictor Ordinates and a flat Response Value
- CreateCash(JulianDate, String, String, String) - Static method in class org.drip.product.creator.CashBuilder
-
Create a cash product from effective date, tenor, IR curve name, and code.
- CreateCash(JulianDate, JulianDate, String) - Static method in class org.drip.product.creator.CashBuilder
-
Create a cash product from effective and maturity dates, and the IR curve
- CreateCash(JulianDate, String, String) - Static method in class org.drip.product.creator.CashBuilder
-
Create the cash product from the effective date, tenor, and the IR curve name.
- createCC(String, ValuationParams, DiscountCurve, DiscountCurve, DiscountCurve, double[], double, String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams, boolean) - Method in class org.drip.state.estimator.CreditCurveScenarioGenerator
-
Calibrate a Credit Curve
- CreateCCSC(CalibratableComponent[]) - Static method in class org.drip.param.creator.CreditScenarioCurveBuilder
-
Create CreditScenarioCurve from the array of calibration instruments
- CreateCDS(JulianDate, JulianDate, double, String, CreditSetting, String, boolean) - Static method in class org.drip.product.creator.CDSBuilder
-
Create the credit default swap from the effective/maturity dates, coupon, IR curve name, and
component credit valuation parameters.
- CreateCDS(JulianDate, JulianDate, double, String, double, String, String, boolean) - Static method in class org.drip.product.creator.CDSBuilder
-
Create the credit default swap from the effective/maturity dates, coupon, IR curve name, and
credit curve.
- CreateCDS(JulianDate, String, double, String, CreditSetting, String) - Static method in class org.drip.product.creator.CDSBuilder
-
Create the credit default swap from the effective date, tenor, coupon, IR curve name, and component
credit valuation parameters.
- CreateCDS(JulianDate, String, double, String, String, String) - Static method in class org.drip.product.creator.CDSBuilder
-
Create the credit default swap from the effective/maturity dates, coupon, IR curve name, and credit
curve.
- CreateCDXIdentifierFromCode(String) - Static method in class org.drip.product.params.CDXIdentifier
-
Create the CDX Identifier from the CDX Code
- CreateCDXRefDataBuilder(String, String, String, String, String, double, double, double, String, String, boolean, double, int, String, String, int, String, String, String, int, int, String, double, int, int, String, boolean, boolean, boolean, String, String) - Static method in class org.drip.product.params.CDXRefDataParams
-
Create a CDXRefData instance from valid individual parameters (so no additional validation is
performed).
- CreateComponentMarketParams(DiscountCurve, DiscountCurve, DiscountCurve, CreditCurve, ComponentQuote, CaseInsensitiveTreeMap<ComponentQuote>, Map<JulianDate, CaseInsensitiveTreeMap<Double>>) - Static method in class org.drip.param.creator.ComponentMarketParamsBuilder
-
Create a CMP with the rates discount curve, the treasury discount curve, the EDSF discount curve, the
credit curve, the component quote, the map of treasury benchmark quotes, and the double map of
date/rate index and fixings
- CreateComponentMarketParams(DiscountCurve, ForwardCurve, DiscountCurve, DiscountCurve, CreditCurve, ComponentQuote, CaseInsensitiveTreeMap<ComponentQuote>, Map<JulianDate, CaseInsensitiveTreeMap<Double>>) - Static method in class org.drip.param.creator.ComponentMarketParamsBuilder
-
Create a CMP with the rates discount curve, the forward discount curve, the treasury discount curve,
the EDSF discount curve, the credit curve, the component quote, the map of treasury benchmark quotes,
and the double map of date/rate index and fixings
- CreateComponentQuote() - Static method in class org.drip.param.creator.ComponentQuoteBuilder
-
Constructor: Constructs an Empty Component Quote instance.
- CreateComponentTickQuote() - Static method in class org.drip.param.creator.ComponentTickQuoteBuilder
-
Constructor: Constructs an Empty Component Quote instance.
- CreateCreditCurve(String, JulianDate, CalibratableComponent[], DiscountCurve, double[], String[], double, boolean) - Static method in class org.drip.param.creator.CreditScenarioCurveBuilder
-
Calibrate the base credit curve from the input credit instruments, measures, and the quotes
- CreateCreditCurve(JulianDate, String, String, double[], double[], double) - Static method in class org.drip.state.creator.CreditCurveBuilder
-
Create a credit curve from an array of dates and hazard rates
- CreateCreditCurve(double, String, String, double[], double[], double[], double[], double) - Static method in class org.drip.state.creator.CreditCurveBuilder
-
Create a credit curve from hazard rate and recovery rate term structures
- CreateCustomBond(String, int) - Static method in class org.drip.tester.functional.CreditAnalyticsTestSuite
-
Creates a custom named bond from the bond type and parameters
- CreateDC(JulianDate, String, double[], double[], String) - Static method in class org.drip.state.creator.DiscountCurveBuilder
-
Create a discount curve from an array of dates/rates
- CreateEDF(JulianDate, JulianDate, String) - Static method in class org.drip.product.creator.EDFutureBuilder
-
Create an EDF product from the effective and maturity dates, and the IR curve
- CreateEDF(JulianDate, String, String) - Static method in class org.drip.product.creator.EDFutureBuilder
-
Create an EDF product from the effective date, the tenor, and the IR curve
- CreateEDF(String, JulianDate, String) - Static method in class org.drip.product.creator.EDFutureBuilder
-
Create an EDF product from the effective date, the product code, and the IR curve
- CreateExponentialTensionSplineRegressor(String, String, double) - Static method in class org.drip.regression.spline.BasisSplineRegressor
-
Create an instance of Exponential BasisSplineRegressor
- CreateFixedStream(JulianDate, JulianDate, double, String, String) - Static method in class org.drip.product.creator.RatesStreamBuilder
-
Create a Fixed Stream instance from effective/maturity dates, coupon, and IR curve name
- CreateFixingsObject(Bond, JulianDate, double) - Static method in class org.drip.analytics.support.AnalyticsHelper
-
Create the fixings object from the bond, the valuation date, and the fixing.
- CreateFixingsObject(BondComponent, JulianDate, double) - Static method in class org.drip.service.api.CreditAnalytics
-
Creates the fixings object for the given bond and fix coupon, based off of the period represented by
the specified date
- createFlatCurve(double, boolean, double) - Method in class org.drip.analytics.definition.CreditCurve
-
Create a flat hazard curve from the inputs
- createFlatCurve(double, boolean, double) - Method in class org.drip.state.curve.ForwardHazardCreditCurve
-
- CreateFloatingStream(JulianDate, JulianDate, double, String, String, String) - Static method in class org.drip.product.creator.RatesStreamBuilder
-
Create a Floating Stream instance from effective/maturity dates, coupon, IR curve name, and floater
index
- CreateFromDateDescription(String, String) - Static method in class org.drip.analytics.holiday.Static
-
Create a static holiday from the date string and the description
- CreateFromDateFactorArray(double[], double[]) - Static method in class org.drip.product.params.FactorSchedule
-
Create the factor schedule from a matched array of dates and factors
- CreateFromDateFactorDeltaArray(double[], double[]) - Static method in class org.drip.product.params.FactorSchedule
-
Create the factor schedule from a matched array of dates and factor deltas
- CreateFromDateFactorSet(String, String, int, boolean, boolean, double, boolean, double, String, double) - Static method in class org.drip.product.params.EmbeddedOptionSchedule
-
Create the EOS from the dates/factors string arrays
- CreateFromDateFactorSet(String, String) - Static method in class org.drip.product.params.FactorSchedule
-
Create the factor schedule from a matched string array of dates and factors
- CreateFromDDMMMYYYY(String) - Static method in class org.drip.analytics.date.JulianDate
-
Create a JulianDate from a string containing date in the DDMMYYYY format
- CreateFromFlatRate(JulianDate, String, double) - Static method in class org.drip.state.creator.DiscountCurveBuilder
-
Create a discount curve from the flat rate
- CreateFromJSONMap(CaseInsensitiveTreeMap<String>, MarketParams) - Static method in class org.drip.product.creator.BondProductBuilder
-
Create BondProductBuilder from the JSON Map and the input MPC
- CreateFromMDY(String, String) - Static method in class org.drip.analytics.date.JulianDate
-
Create a JulianDate from a string containing date in the DDMMYYYY format
- CreateFromResultSet(ResultSet, MarketParams) - Static method in class org.drip.product.creator.BondProductBuilder
-
Create BondProductBuilder from the SQL ResultSet and the input MPC
- CreateFromResultSet(ResultSet) - Static method in class org.drip.product.creator.BondRefDataBuilder
-
Create BondRefDataBuilder object from java ResultSet SQL
- CreateFromYMD(int, int, int) - Static method in class org.drip.analytics.date.JulianDate
-
Create a JulianDate from year, month, and date
- CreateFXBasisCurve(CurrencyPair, JulianDate, double, double[], double[], boolean) - Static method in class org.drip.state.creator.FXBasisCurveBuilder
-
Construct an FXBasis instance from the currency pair, FX Spot, and FX basis parameters
- CreateFXForward(CurrencyPair, JulianDate, JulianDate) - Static method in class org.drip.product.creator.FXForwardBuilder
-
Create the FXForward object from Currency Pair, effective date, and maturity.
- CreateFXForward(CurrencyPair, JulianDate, String) - Static method in class org.drip.product.creator.FXForwardBuilder
-
Create the FXForward object from Currency Pair, effective date, and tenor.
- CreateFXForwardCurve(CurrencyPair, JulianDate, double, double[], double[], boolean[]) - Static method in class org.drip.state.creator.FXForwardCurveBuilder
-
Create an FXForwardCurve from the CurrencyPair, FX Spot, and the FX Forward parameters
- CreateFXSpot(JulianDate, CurrencyPair) - Static method in class org.drip.product.creator.FXSpotBuilder
-
Create the FX spot object from the spot date and the currency pair.
- CreateHarmonicMonotoneStretch(String, double[], double[], SegmentCustomBuilderControl[], StretchBestFitResponse, int, boolean, boolean) - Static method in class org.drip.spline.pchip.LocalControlStretchBuilder
-
Create the Harmonic Monotone Preserving Stretch.
- CreateHermiteSplineRegressor(String, String, int, int) - Static method in class org.drip.regression.spline.HermiteBasisSplineRegressor
-
Create an instance of Hermite BasisSplineRegressor
- CreateHuynhLeFlochLimiterStretch(String, double[], double[], SegmentCustomBuilderControl[], StretchBestFitResponse, int, boolean, boolean) - Static method in class org.drip.spline.pchip.LocalControlStretchBuilder
-
Create the Huynh Le Floch Limiter Stretch.
- CreateHyman83MonotoneStretch(String, double[], double[], SegmentCustomBuilderControl[], StretchBestFitResponse, int, boolean, boolean) - Static method in class org.drip.spline.pchip.LocalControlStretchBuilder
-
Create Hyman (1983) Monotone Preserving Stretch.
- CreateHyman89MonotoneStretch(String, double[], double[], SegmentCustomBuilderControl[], StretchBestFitResponse, int, boolean, boolean) - Static method in class org.drip.spline.pchip.LocalControlStretchBuilder
-
Create Hyman (1989) enhancement to the Hyman (1983) Monotone Preserving Stretch.
- CreateHyperbolicTensionSplineRegressor(String, String, double) - Static method in class org.drip.regression.spline.BasisSplineRegressor
-
Create an instance of Hyperbolic BasisSplineRegressor
- createIRCurve(ValuationParams, DiscountCurve, DiscountCurve, double[], double, String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams) - Method in class org.drip.state.estimator.RatesCurveScenarioGenerator
-
Calibrate a discount curve
- CreateIRS(JulianDate, JulianDate, double, String, String, String) - Static method in class org.drip.product.creator.RatesStreamBuilder
-
Create an IRS product from effective/maturity dates, coupon, and IR curve name/rate index
- CreateIRS(JulianDate, String, double, String, String, String) - Static method in class org.drip.product.creator.RatesStreamBuilder
-
Create an IRS product from effective date, tenor, coupon, and IR curve name/rate index
- CreateKaklisPandelisSplineRegressor(String, String, int) - Static method in class org.drip.regression.spline.BasisSplineRegressor
-
Create an instance of the Kaklis-Pandelis BasisSplineRegressor
- CreateKrugerStretch(String, double[], double[], SegmentCustomBuilderControl[], StretchBestFitResponse, int, boolean, boolean) - Static method in class org.drip.spline.pchip.LocalControlStretchBuilder
-
Create the Kruger Stretch.
- CreateMarketParams() - Static method in class org.drip.param.creator.MarketParamsBuilder
-
Create MarketParams from the array of calibration instruments
- CreateMonotoneConvexStretch(String, double[], double[], SegmentCustomBuilderControl[], StretchBestFitResponse, int, boolean, boolean, boolean) - Static method in class org.drip.spline.pchip.LocalControlStretchBuilder
-
Generate the local control C1 Slope using the Hagan-West Monotone Convex Algorithm.
- CreatePolynomialSplineRegressor(String, String, int, int) - Static method in class org.drip.regression.spline.BasisSplineRegressor
-
Create an instance of Polynomial BasisSplineRegressor
- CreateQuote(String, double, double) - Static method in class org.drip.param.creator.QuoteBuilder
-
Constructor: Constructs a Quote object from the quote value and the side string.
- CreateRegressionSplineEstimator(String, double[], SegmentCustomBuilderControl[], StretchBestFitResponse, BoundarySettings, int) - Static method in class org.drip.spline.stretch.MultiSegmentSequenceBuilder
-
Create a Regression Spline Instance over the specified array of Predictor Ordinate Knot Points and the
Set of the Points to be Best Fit.
- CreateSAPC(JulianDate, String, double, String) - Static method in class org.drip.product.creator.CDSBuilder
-
Create an Standard Asia Pacific CDS contract with full first stub
- CreateSegmentSet(double[], SegmentCustomBuilderControl[]) - Static method in class org.drip.spline.stretch.MultiSegmentSequenceBuilder
-
Create an uncalibrated Stretch instance over the specified Predictor Ordinate Array using the
specified Basis Spline Parameters for the Segment.
- CreateSEUC(JulianDate, String, double, String) - Static method in class org.drip.product.creator.CDSBuilder
-
Create an Standard EU CDS contract with full first stub
- CreateSimpleFixed(String, String, double, int, String, JulianDate, JulianDate, FactorSchedule, FactorSchedule) - Static method in class org.drip.product.creator.BondBuilder
-
Creates a simple fixed bond from parameters
- CreateSimpleFloater(String, String, String, double, int, String, JulianDate, JulianDate, FactorSchedule, FactorSchedule) - Static method in class org.drip.product.creator.BondBuilder
-
Create a simple floating rate bond
- CreateSNAC(JulianDate, String, double, String) - Static method in class org.drip.product.creator.CDSBuilder
-
Create an SNAC style CDS contract with full first stub
- CreateSNAC(JulianDate, String, double, String, String, String) - Static method in class org.drip.product.creator.CDSBuilder
-
Create an SNAC style CDS contract with full first stub
- CreateSpotValParams(double) - Static method in class org.drip.param.valuation.ValuationParams
-
Create the spot valuation parameters for the given valuation date (uses the T+0 settle)
- CreateStdValParams(JulianDate, String) - Static method in class org.drip.param.valuation.ValuationParams
-
Create the standard T+2B settle parameters for the given valuation date and calendar
- CreateSTEM(JulianDate, String, double, String, String) - Static method in class org.drip.product.creator.CDSBuilder
-
Create an Standard Emerging Market CDS contract with full first stub
- CreateStretchBuilderSet(String, String, String, CalibratableComponent[], String, double[], TurnListDiscountFactor) - Static method in class org.drip.state.estimator.StretchRepresentationSpec
-
Make a StretchRepresentationSpec instance from the given components, quotes, and the measure.
- createTenorCC(String, ValuationParams, DiscountCurve, DiscountCurve, DiscountCurve, double[], double, double, String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams, boolean) - Method in class org.drip.state.estimator.CreditCurveScenarioGenerator
-
Create an array of tenor bumped credit curves
- createTenorCCMap(String, ValuationParams, DiscountCurve, DiscountCurve, DiscountCurve, double[], double, double, String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams, boolean) - Method in class org.drip.state.estimator.CreditCurveScenarioGenerator
-
Create an tenor named map of tenor bumped credit curves
- createTenorIRCurveMap(ValuationParams, DiscountCurve, DiscountCurve, double[], double, String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams) - Method in class org.drip.state.estimator.RatesCurveScenarioGenerator
-
Calibrate a tenor map of tenor bumped discount curves
- createTenorIRCurves(ValuationParams, DiscountCurve, DiscountCurve, double[], double, String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams) - Method in class org.drip.state.estimator.RatesCurveScenarioGenerator
-
Calibrate an array of tenor bumped discount curves
- CreateUncalibratedStretchEstimator(String, double[], SegmentCustomBuilderControl[]) - Static method in class org.drip.spline.stretch.MultiSegmentSequenceBuilder
-
Create an uncalibrated Stretch instance over the specified Predictor Ordinate Array using the specified
Basis Spline Parameters for the Segment.
- CreateValParams(JulianDate, int, String, int) - Static method in class org.drip.param.valuation.ValuationParams
-
Create the valuation parameters object instance from the valuation date, the cash settle lag, and the
settle calendar.
- CreateVanLeerLimiterStretch(String, double[], double[], SegmentCustomBuilderControl[], StretchBestFitResponse, int, boolean, boolean) - Static method in class org.drip.spline.pchip.LocalControlStretchBuilder
-
Create the Van Leer Limiter Stretch.
- CreateZeroCurve(int, String, String, boolean, List<CashflowPeriod>, double, double, DiscountCurve, QuotingParams, double) - Static method in class org.drip.state.creator.ZeroCurveBuilder
-
ZeroCurve constructor from period, work-out, settle, and quoting parameters
- CREDIT_TWEAK_NODE_MEASURE_HAZARD - Static variable in class org.drip.param.definition.CreditManifestMeasureTweak
-
Tweak Measure Type of Hazard
- CREDIT_TWEAK_NODE_MEASURE_QUOTE - Static variable in class org.drip.param.definition.CreditManifestMeasureTweak
-
Tweak Measure Type of Quote
- CREDIT_TWEAK_NODE_PARAM_QUOTE - Static variable in class org.drip.param.definition.CreditManifestMeasureTweak
-
Tweak Parameter Type of Quote
- CREDIT_TWEAK_NODE_PARAM_RECOVERY - Static variable in class org.drip.param.definition.CreditManifestMeasureTweak
-
Tweak Parameter Type of Recovery
- CreditAnalytics - Class in org.drip.service.api
-
CreditAnalytics exposes all the CreditAnalytics API to clients – this class is the main functional
interface.
- CreditAnalytics() - Constructor for class org.drip.service.api.CreditAnalytics
-
- CreditAnalyticsAPI - Class in org.drip.sample.credit
-
CreditAnalyticsAPI contains a demo of the CDS Analytics API Sample.
- CreditAnalyticsAPI() - Constructor for class org.drip.sample.credit.CreditAnalyticsAPI
-
- CreditAnalyticsProxy - Class in org.drip.service.bridge
-
CreditAnalyticsProxy captures the requests for the Credit Analytics server from the client, formats them,
and sends them to the Credit Analytics Stub.
- CreditAnalyticsProxy() - Constructor for class org.drip.service.bridge.CreditAnalyticsProxy
-
- CreditAnalyticsRegressionEngine - Class in org.drip.regression.curve
-
CreditAnalyticsRegressionEngine implements the RegressionEngine for the curve regression.
- CreditAnalyticsRegressionEngine(int, int) - Constructor for class org.drip.regression.curve.CreditAnalyticsRegressionEngine
-
Initialize the Credit Analytics Regression Engine
- CreditAnalyticsRequest - Class in org.drip.service.bridge
-
CreditAnalyticsRequest contains the requests for the Credit Analytics server from the client.
- CreditAnalyticsRequest(byte[]) - Constructor for class org.drip.service.bridge.CreditAnalyticsRequest
-
CreditAnalyticsRequest de-serialization from input byte array
- CreditAnalyticsRequest(Component, ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Constructor for class org.drip.service.bridge.CreditAnalyticsRequest
-
CreditAnalyticsRequest constructor
- CreditAnalyticsResponse - Class in org.drip.service.bridge
-
CreditAnalyticsResponse contains the response from the Credit Analytics server to the client.
- CreditAnalyticsResponse(byte[]) - Constructor for class org.drip.service.bridge.CreditAnalyticsResponse
-
CreditAnalyticsResponse de-serialization from input byte array
- CreditAnalyticsResponse(String, String, String) - Constructor for class org.drip.service.bridge.CreditAnalyticsResponse
-
CreditAnalyticsResponse constructor
- CreditAnalyticsStub - Class in org.drip.service.bridge
-
CreditAnalyticsStub serves as a sample server that hosts Credit Analytics functionality.
- CreditAnalyticsStub() - Constructor for class org.drip.service.bridge.CreditAnalyticsStub
-
- CreditAnalyticsTestSuite - Class in org.drip.tester.functional
-
CreditAnalyticsTestSuite tests more-or-less the full suite of functionality exposed in CreditAnalytics API
across all products, curves, quotes, outputs, and parameters, and their variants.
- CreditAnalyticsTestSuite() - Constructor for class org.drip.tester.functional.CreditAnalyticsTestSuite
-
- CreditComponent - Class in org.drip.product.definition
-
CreditComponent is the base abstract class on top of which all credit components are implemented.
- CreditComponent() - Constructor for class org.drip.product.definition.CreditComponent
-
- CreditCurve - Class in org.drip.analytics.definition
-
CreditCurve is the stub for the survival curve functionality.
- CreditCurveAPISample() - Static method in class org.drip.tester.functional.CreditAnalyticsTestSuite
-
Sample API demonstrating the creation/usage of the credit curve API
- CreditCurveBuilder - Class in org.drip.state.creator
-
This class contains the builder functions that construct the credit curve (comprising both survival and
recovery) instance.
- CreditCurveBuilder() - Constructor for class org.drip.state.creator.CreditCurveBuilder
-
- CreditCurveRegressor - Class in org.drip.regression.curve
-
CreditCurveRegressor implements the regression set analysis for the Credit Curve.
- CreditCurveRegressor() - Constructor for class org.drip.regression.curve.CreditCurveRegressor
-
Do Nothing CreditCurveRegressor constructor.
- CreditCurveScenarioContainer - Class in org.drip.param.market
-
CreditCurveScenarioContainer contains the place holder for the bump parameters and the curves for the
different credit curve scenarios.
- CreditCurveScenarioContainer(CalibratableComponent[], double, double) - Constructor for class org.drip.param.market.CreditCurveScenarioContainer
-
Construct CreditCurveScenarioContainer from the array of calibration instruments, the coupon bump
parameter, and the recovery bump parameter
- CreditCurveScenarioGenerator - Class in org.drip.state.estimator
-
CreditCurveScenarioGenerator uses the hazard rate calibration instruments along with the component
calibrator to produce scenario hazard rate curves.
- CreditCurveScenarioGenerator(CalibratableComponent[]) - Constructor for class org.drip.state.estimator.CreditCurveScenarioGenerator
-
Construct a CreditCurveScenarioGenerator instance from the calibratable instrument array
- CreditDefaultSwap - Class in org.drip.product.definition
-
CreditDefaultSwap is the base abstract class implements the pricing, the valuation, and the RV analytics
functionality for the CDS product.
- CreditDefaultSwap() - Constructor for class org.drip.product.definition.CreditDefaultSwap
-
- CreditManifestMeasureTweak - Class in org.drip.param.definition
-
CreditManifestMeasureTweak contains the place holder for the credit curve scenario tweak parameters: in
addition to the ResponseValueTweakParams fields, this exposes the calibration manifest measure, the curve
node, and the nodal calibration type (entire curve/flat or a given tenor point).
- CreditManifestMeasureTweak(String, String, int, boolean, double, boolean) - Constructor for class org.drip.param.definition.CreditManifestMeasureTweak
-
CreditManifestMeasureTweak constructor
- CreditManifestMeasureTweak(byte[]) - Constructor for class org.drip.param.definition.CreditManifestMeasureTweak
-
CreditManifestMeasureTweak de-serialization from input byte array
- CreditScenarioCurveBuilder - Class in org.drip.param.creator
-
CreditScenarioCurveBuilder implements the construction, de-serialization, and building of the custom
Scenario based credit curves.
- CreditScenarioCurveBuilder() - Constructor for class org.drip.param.creator.CreditScenarioCurveBuilder
-
- CreditSetting - Class in org.drip.product.params
-
CreditSetting contains the credit related valuation parameters - use default pay lag, use curve or the
component recovery, component recovery, credit curve name, and whether there is accrual on default.
- CreditSetting(int, double, boolean, String, boolean) - Constructor for class org.drip.product.params.CreditSetting
-
Construct the CreditSetting from the default pay lag, use curve or the component recovery flag,
component recovery, credit curve name, and whether there is accrual on default
- CreditSetting(byte[]) - Constructor for class org.drip.product.params.CreditSetting
-
CreditSetting de-serialization from input byte array
- CubicKLKHyperbolicDFRateShapePreserver(String, ValuationParams, CalibratableComponent[], double[], CalibratableComponent[], double[], boolean) - Static method in class org.drip.param.creator.RatesScenarioCurveBuilder
-
Construct an instance of the Shape Preserver of the KLK Hyperbolic Tension Type, using the specified
basis set builder parameters.
- CubicPolyDFRateShapePreserver(String, ValuationParams, CalibratableComponent[], double[], CalibratableComponent[], double[], boolean) - Static method in class org.drip.param.creator.RatesScenarioCurveBuilder
-
Construct an instance of the Shape Preserver of the Cubic Polynomial Type, using the specified
basis set builder parameters.
- CubicRationalLeftRaw - Class in org.drip.spline.bspline
-
CubicRationalLeftRaw implements the TensionBasisHat interface in accordance with the raw left cubic
rational hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and
Lyche (1993), and Kvasov (2000) Papers.
- CubicRationalLeftRaw(double, double, String, double) - Constructor for class org.drip.spline.bspline.CubicRationalLeftRaw
-
CubicRationalLeftRaw constructor
- CubicRationalRightRaw - Class in org.drip.spline.bspline
-
CubicRationalRightRaw implements the TensionBasisHat interface in accordance with the raw right cubic
rational hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and
Lyche (1993), and Kvasov (2000) Papers.
- CubicRationalRightRaw(double, double, String, double) - Constructor for class org.drip.spline.bspline.CubicRationalRightRaw
-
CubicRationalRightRaw constructor
- cumulative(double) - Method in class org.drip.quant.distribution.Univariate
-
Compute the cumulative under the distribution to the given value
- cumulative(double) - Method in class org.drip.quant.distribution.UnivariateNormal
-
- cumulativeMerge(WengertJacobian) - Method in class org.drip.quant.calculus.WengertJacobian
-
Accumulate and merge partial entries from the other CurveWengertJacobian
- currency() - Method in class org.drip.analytics.definition.CreditCurve
-
- currency() - Method in interface org.drip.analytics.definition.Curve
-
Get the Currency
- currency() - Method in class org.drip.analytics.rates.DiscountCurve
-
- currency() - Method in class org.drip.analytics.rates.ForwardCurve
-
- currency() - Method in class org.drip.product.params.FloatingRateIndex
-
Retrieve the Currency
- currency() - Method in class org.drip.state.curve.DerivedFXBasis
-
- currency() - Method in class org.drip.state.curve.DerivedFXForward
-
- currency() - Method in class org.drip.state.curve.DerivedZeroRate
-
- currencyPair() - Method in class org.drip.analytics.definition.FXBasisCurve
-
Return the currency pair instance
- currencyPair() - Method in class org.drip.analytics.definition.FXForwardCurve
-
Return the CurrencyPair
- CurrencyPair - Class in org.drip.product.params
-
CurrencyPair class contains the numerator currency, the denominator currency, the quote currency, and the
PIP Factor.
- CurrencyPair(String, String, String, double) - Constructor for class org.drip.product.params.CurrencyPair
-
Construct the currency pair from the numerator currency, the denominator currency, the quote
currency, and the PIP Factor
- CurrencyPair(byte[]) - Constructor for class org.drip.product.params.CurrencyPair
-
CurrencyPair de-serialization from input byte array
- currencyPair() - Method in class org.drip.state.curve.DerivedFXBasis
-
- currencyPair() - Method in class org.drip.state.curve.DerivedFXForward
-
- CurrencySet - Class in org.drip.product.params
-
CurrencySet contains the component's trade, the coupon, and the redemption currencies.
- CurrencySet(String, String, String) - Constructor for class org.drip.product.params.CurrencySet
-
Construct the CurrencySet object from the trade, the coupon, and the redemption currencies.
- CurrencySet(byte[]) - Constructor for class org.drip.product.params.CurrencySet
-
CurrencySet de-serialization from input byte array
- CurrentCouponDate(String, JulianDate) - Static method in class org.drip.service.api.CreditAnalytics
-
Returns the coupon date for the coupon period current to the specified date for the specified bond
- curvatureDPE() - Method in class org.drip.spline.segment.ConstitutiveState
-
Retrieve the Segment Curvature DPE
- curvatureDPE() - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
-
- curvatureDPE() - Method in interface org.drip.spline.stretch.MultiSegmentSequence
-
Retrieve the Span Curvature DPE
- curvaturePenaltyControl() - Method in class org.drip.spline.params.SegmentDesignInelasticControl
-
Retrieve the Curvature Penalty Parameters
- Curve - Interface in org.drip.analytics.definition
-
Curve extends the Latent State to abstract the functionality required among all financial curve.
- CurveConstructionInputSet - Interface in org.drip.analytics.definition
-
CurveConstructionInputSet interface contains the Parameters needed for the Curve Calibration/Estimation.
- CurveJacobianRegressionEngine - Class in org.drip.regression.curveJacobian
-
CurveJacobianRegressionEngine implements the RegressionEngine for the curve Jacobian regression.
- CurveJacobianRegressionEngine(int, int) - Constructor for class org.drip.regression.curveJacobian.CurveJacobianRegressionEngine
-
CurveJacobianRegressionEngine constructor
- curveShift1D() - Method in class org.drip.service.api.ProductDailyPnL
-
Retrieve the 1D Curve Shift
- CurveSpanConstructionInput - Class in org.drip.analytics.definition
-
CurveSpanConstructionInput contains the Parameters needed for the Curve Calibration/Estimation.
- CurveSpanConstructionInput(StretchRepresentationSpec[], ValuationParams, PricerParams, QuotingParams, ComponentMarketParams) - Constructor for class org.drip.analytics.definition.CurveSpanConstructionInput
-
CurveSpanConstructionInput constructor
- CurveStretch - Class in org.drip.state.estimator
-
CurveStretch expands the regular Multi-Segment Stretch to aid the calibration of Boot-strapped
Instruments.
- CurveStretch(String, ConstitutiveState[], SegmentCustomBuilderControl[]) - Constructor for class org.drip.state.estimator.CurveStretch
-
CurveStretch constructor - Construct a sequence of Basis Spline Segments
- CustomBondAPISample() - Static method in class org.drip.tester.functional.CreditAnalyticsTestSuite
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Sample demonstrating the creation/usage of the custom bond API
- CustomCurveBuilder - Class in org.drip.sample.stretch
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CustomCurveBuilder contains samples that demo how to build a discount curve from purely the cash flows.
- CustomCurveBuilder() - Constructor for class org.drip.sample.stretch.CustomCurveBuilder
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- CustomDENSE(String, ValuationParams, CalibratableComponent[], double[], String, CalibratableComponent[], double[], String, TurnListDiscountFactor) - Static method in class org.drip.param.creator.RatesScenarioCurveBuilder
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Customizable DENSE Curve Creation Methodology - the references are:
- Sankar, L.
- CustomDiscountCurveBuilder - Class in org.drip.sample.rates
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CustomDiscountCurveBuilder discount curve calibration and input instrument calibration quote recovery.
- CustomDiscountCurveBuilder() - Constructor for class org.drip.sample.rates.CustomDiscountCurveBuilder
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- CustomDiscountCurveReconciler - Class in org.drip.sample.rates
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CustomDiscountCurveReconciler demonstrates the multi-stretch transition custom discount curve
construction, turns application, discount factor extraction, and calibration quote recovery.
- CustomDiscountCurveReconciler() - Constructor for class org.drip.sample.rates.CustomDiscountCurveReconciler
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- CustomForwardCurveBuilder - Class in org.drip.sample.rates
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CustomForwardCurveBuilder contains the sample demonstrating the full functionality behind creating highly
customized spline based forward curves.
- CustomForwardCurveBuilder() - Constructor for class org.drip.sample.rates.CustomForwardCurveBuilder
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- CustomSlopeHermiteSpline(String, double[], double[], double[], SegmentCustomBuilderControl[], StretchBestFitResponse, int) - Static method in class org.drip.spline.pchip.LocalControlStretchBuilder
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Create a Stretch off of Hermite Splines from the specified the Predictor Ordinates, the Response
Values, the Custom Slopes, and the Segment Builder Parameters.
- customTweakManifestMeasure(ResponseValueTweakParams) - Method in class org.drip.analytics.rates.ForwardCurve
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- customTweakManifestMeasure(ResponseValueTweakParams) - Method in class org.drip.state.curve.DerivedFXBasis
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- customTweakManifestMeasure(ResponseValueTweakParams) - Method in class org.drip.state.curve.DerivedFXForward
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- customTweakManifestMeasure(ResponseValueTweakParams) - Method in class org.drip.state.curve.DerivedZeroRate
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- customTweakManifestMeasure(ResponseValueTweakParams) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
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- customTweakManifestMeasure(ResponseValueTweakParams) - Method in class org.drip.state.curve.FlatForwardDiscountCurve
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- customTweakManifestMeasure(ResponseValueTweakParams) - Method in class org.drip.state.curve.ForwardHazardCreditCurve
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- customTweakManifestMeasure(ResponseValueTweakParams) - Method in class org.drip.state.curve.NonlinearDiscountFactorDiscountCurve
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- customTweakManifestMeasure(ResponseValueTweakParams) - Method in class org.drip.state.curve.ZeroRateDiscountCurve
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- customTweakManifestMeasure(ResponseValueTweakParams) - Method in interface org.drip.state.representation.LatentState
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Create a LatentState Instance from the Manifest Measure Tweak Parameters
- customTweakQuantificationMetric(ResponseValueTweakParams) - Method in class org.drip.analytics.rates.ForwardCurve
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- customTweakQuantificationMetric(ResponseValueTweakParams) - Method in class org.drip.state.curve.DerivedFXBasis
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- customTweakQuantificationMetric(ResponseValueTweakParams) - Method in class org.drip.state.curve.DerivedFXForward
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- customTweakQuantificationMetric(ResponseValueTweakParams) - Method in class org.drip.state.curve.DerivedZeroRate
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- customTweakQuantificationMetric(ResponseValueTweakParams) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
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- customTweakQuantificationMetric(ResponseValueTweakParams) - Method in class org.drip.state.curve.FlatForwardDiscountCurve
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- customTweakQuantificationMetric(ResponseValueTweakParams) - Method in class org.drip.state.curve.ForwardHazardCreditCurve
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- customTweakQuantificationMetric(ResponseValueTweakParams) - Method in class org.drip.state.curve.NonlinearDiscountFactorDiscountCurve
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- customTweakQuantificationMetric(ResponseValueTweakParams) - Method in class org.drip.state.curve.ZeroRateDiscountCurve
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- customTweakQuantificationMetric(ResponseValueTweakParams) - Method in interface org.drip.state.representation.LatentState
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Create a LatentState Instance from the Quantification Metric Tweak Parameters
- CYPHoliday - Class in org.drip.analytics.holset
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- CYPHoliday() - Constructor for class org.drip.analytics.holset.CYPHoliday
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- CZKHoliday - Class in org.drip.analytics.holset
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- CZKHoliday() - Constructor for class org.drip.analytics.holset.CZKHoliday
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