- AbstractUnivariate - Class in org.drip.math.function
-
AbstractUnivariate provides the evaluation of the objective function and its derivatives for a specified
variate.
- AbstractUnivariate(DerivativeControl) - Constructor for class org.drip.math.function.AbstractUnivariate
-
Objective Function constructor
- accumulatePartialFirstDerivative(int, int, double) - Method in class org.drip.math.calculus.WengertJacobian
-
Accumulate {D(Wengert)}/{D(Parameter)}
- ActActDCParams - Class in org.drip.analytics.daycount
-
Class contains parameters to represent the Act/Act day count - the frequency, and the reference period
start/end dates.
- ActActDCParams(byte[]) - Constructor for class org.drip.analytics.daycount.ActActDCParams
-
De-serialization of ActActDCParams from byte stream
- ActActDCParams(int, double, double) - Constructor for class org.drip.analytics.daycount.ActActDCParams
-
Constructs an ActActDCParams instance from the corresponding parameters
- addBusDays(int, String) - Method in class org.drip.analytics.date.JulianDate
-
Add the given number of business days and returns a new JulianDate
- AddBusinessDays(double, int, String) - Static method in class org.drip.analytics.daycount.Convention
-
Adds the specified number of business days and adjusts it according to the calendar set
- addCC(String, CreditCurve) - Method in class org.drip.param.definition.BasketMarketParams
-
Adds a named credit curve
- addCC(String, CreditCurve) - Method in class org.drip.param.market.BasketMarketParamSet
-
- addComponentQuote(String, ComponentQuote) - Method in class org.drip.param.definition.BasketMarketParams
-
Add a named Component Quote
- addComponentQuote(String, ComponentQuote) - Method in class org.drip.param.market.BasketMarketParamSet
-
- addCompQuote(String, ComponentQuote) - Method in class org.drip.param.definition.MarketParams
-
Adds the component quote
- addCompQuote(String, ComponentQuote) - Method in class org.drip.param.market.MarketParamsContainer
-
- addCompQuotes(CaseInsensitiveTreeMap<ComponentQuote>) - Method in class org.drip.param.definition.MarketParams
-
Adds the full map of component quotes
- addCompQuotes(CaseInsensitiveTreeMap<ComponentQuote>) - Method in class org.drip.param.market.MarketParamsContainer
-
- addDays(int) - Method in class org.drip.analytics.date.JulianDate
-
Add the given number of days and returns a new JulianDate
- addDC(String, DiscountCurve) - Method in class org.drip.param.definition.BasketMarketParams
-
Adds a named discount curve
- addDC(String, DiscountCurve) - Method in class org.drip.param.market.BasketMarketParamSet
-
- addExecTime(long) - Method in class org.drip.regression.core.UnitRegressionStat
-
Adds another run execution time
- addFixedHoliday(int, int, String) - Method in class org.drip.analytics.holiday.Locale
-
Adds a fixed holiday from the day and month
- addFixings(JulianDate, String, double) - Method in class org.drip.param.definition.MarketParams
-
Adds the fixing for the given rate index and the given date
- addFixings(JulianDate, String, double) - Method in class org.drip.param.market.MarketParamsContainer
-
- addFloatingHoliday(int, int, int, boolean, String) - Method in class org.drip.analytics.holiday.Locale
-
Adds a floating holiday from the week in month, the day in week, the month, and whether holidays are
calculated from front/back.
- addMonths(int) - Method in class org.drip.analytics.date.JulianDate
-
Add the given number of months and returns a new JulianDate
- addQuote(String, Quote, boolean) - Method in class org.drip.param.definition.ComponentQuote
-
Adds a regular or a market quote for the component
- addQuote(String, Quote, boolean) - Method in class org.drip.param.market.ComponentMultiMeasureQuote
-
- addScenBMP(String, BasketMarketParams) - Method in class org.drip.param.definition.MarketParams
-
Adds the named scenario BMP
- addScenBMP(String, BasketMarketParams) - Method in class org.drip.param.market.MarketParamsContainer
-
- addScenCC(String, CreditScenarioCurve) - Method in class org.drip.param.definition.MarketParams
-
Adds the named scenario CC
- addScenCC(String, CreditScenarioCurve) - Method in class org.drip.param.market.MarketParamsContainer
-
- addScenCMP(String, ComponentMarketParams) - Method in class org.drip.param.definition.MarketParams
-
Adds the named scenario CMP
- addScenCMP(String, ComponentMarketParams) - Method in class org.drip.param.market.MarketParamsContainer
-
- addScenDC(String, RatesScenarioCurve) - Method in class org.drip.param.definition.MarketParams
-
Adds the named scenario DC
- addScenDC(String, RatesScenarioCurve) - Method in class org.drip.param.market.MarketParamsContainer
-
- addStandardWeekend() - Method in class org.drip.analytics.holiday.Locale
-
Adds the regular SATURDAY/SUNDAY weekend
- addStaticHoliday(JulianDate, String) - Method in class org.drip.analytics.holiday.Locale
-
Adds the given date as a static holiday
- addStaticHoliday(String, String) - Method in class org.drip.analytics.holiday.Locale
-
Adds the given string date as a static holiday
- addTenor(String) - Method in class org.drip.analytics.date.JulianDate
-
Adds the tenor to the JulianDate to create a new date
- addTSYQuote(String, ComponentQuote) - Method in class org.drip.param.definition.MarketParams
-
Adds the named Treasury Quote
- addTSYQuote(String, ComponentQuote) - Method in class org.drip.param.market.MarketParamsContainer
-
- AddTSYQuotesToMPC(MarketParams, Statement, JulianDate, String) - Static method in class org.drip.service.env.EODCurves
-
Adds the TSY quotes to the specified MPC
- AddTSYToMPC(MarketParams) - Static method in class org.drip.service.env.StaticBACurves
-
Adds custom treasuries to the org.drip.param.definition.MarketParams
- addWeekend(int[]) - Method in class org.drip.analytics.holiday.Locale
-
Adds the array of weekend days
- addYears(int) - Method in class org.drip.analytics.date.JulianDate
-
Add the given number of years and returns a new JulianDate
- Adjust(double, String, int) - Static method in class org.drip.analytics.daycount.Convention
-
Adjusts the given date in accordance with the adjustment mode and the calendar set
- Adjust(JulianDate, String, int) - Static method in class org.drip.service.api.CreditAnalytics
-
Adjusts the given date according to the calendar set and the adjustment mode
- adjustForAccrual(double, double, double, boolean) - Method in class org.drip.analytics.output.BondCouponMeasures
-
Adjust Measures for accrued
- adjustForSettlement(double) - Method in class org.drip.analytics.output.BondCouponMeasures
-
Adjusts the bond coupon measures by a cash settlement discount factor
- AEDHoliday - Class in org.drip.analytics.holset
-
- AEDHoliday() - Constructor for class org.drip.analytics.holset.AEDHoliday
-
- AggregateComponentPeriods(Component[]) - Static method in class org.drip.analytics.support.AnalyticsHelper
-
Aggregate the period lists for an array of components
- AnalyticsHelper - Class in org.drip.analytics.support
-
AnalyticsHelper contains the collection of the analytics related utility functions used by the modules.
- AnalyticsHelper() - Constructor for class org.drip.analytics.support.AnalyticsHelper
-
- ANGHoliday - Class in org.drip.analytics.holset
-
- ANGHoliday() - Constructor for class org.drip.analytics.holset.ANGHoliday
-
- APRIL - Static variable in class org.drip.analytics.date.JulianDate
-
Integer Month - April
- ARAHoliday - Class in org.drip.analytics.holset
-
- ARAHoliday() - Constructor for class org.drip.analytics.holset.ARAHoliday
-
- ARFHoliday - Class in org.drip.analytics.holset
-
- ARFHoliday() - Constructor for class org.drip.analytics.holset.ARFHoliday
-
- ARNHoliday - Class in org.drip.analytics.holset
-
- ARNHoliday() - Constructor for class org.drip.analytics.holset.ARNHoliday
-
- ARPHoliday - Class in org.drip.analytics.holset
-
- ARPHoliday() - Constructor for class org.drip.analytics.holset.ARPHoliday
-
- ARSHoliday - Class in org.drip.analytics.holset
-
- ARSHoliday() - Constructor for class org.drip.analytics.holset.ARSHoliday
-
- ATSHoliday - Class in org.drip.analytics.holset
-
- ATSHoliday() - Constructor for class org.drip.analytics.holset.ATSHoliday
-
- AUDHoliday - Class in org.drip.analytics.holset
-
- AUDHoliday() - Constructor for class org.drip.analytics.holset.AUDHoliday
-
- AUGUST - Static variable in class org.drip.analytics.date.JulianDate
-
Integer Month - August
- AZMHoliday - Class in org.drip.analytics.holset
-
- AZMHoliday() - Constructor for class org.drip.analytics.holset.AZMHoliday
-