- AbstractUnivariate - Class in org.drip.quant.function1D
-
AbstractUnivariate provides the evaluation of the objective function and its derivatives for a specified
variate.
- AbstractUnivariate(DerivativeControl) - Constructor for class org.drip.quant.function1D.AbstractUnivariate
-
Objective Function constructor
- accrualDCF() - Method in class org.drip.analytics.period.LossPeriodCurveFactors
-
Get the period's accrual day count factor
- accumulatePartialFirstDerivative(int, int, double) - Method in class org.drip.quant.calculus.WengertJacobian
-
Accumulate {D(Wengert)}/{D(Parameter)}
- ActActDCParams - Class in org.drip.analytics.daycount
-
This class contains parameters to represent Act/Act day count.
- 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
- addBase(SegmentResponseValueConstraint) - Method in class org.drip.spline.params.SegmentResponseConstraintSet
-
Add the Base Segment Response Value Constraint
- 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
-
Add the specified number of business days and adjusts it according to the calendar set
- 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
-
Add 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
-
Add the full map of component quotes
- addCompQuotes(CaseInsensitiveTreeMap<ComponentQuote>) - Method in class org.drip.param.market.MarketParamsContainer
-
- addCreditCurve(String, CreditCurve) - Method in class org.drip.param.definition.BasketMarketParams
-
Add a named credit curve
- addCreditCurve(String, CreditCurve) - Method in class org.drip.param.market.BasketMarketParamSet
-
- addDays(int) - Method in class org.drip.analytics.date.JulianDate
-
Add the given number of days and returns a new JulianDate
- addDiscountCurve(String, DiscountCurve) - Method in class org.drip.param.definition.BasketMarketParams
-
Add a named discount curve
- addDiscountCurve(String, DiscountCurve) - Method in class org.drip.param.market.BasketMarketParamSet
-
- addDResponseWeightDQuote(double, double) - Method in class org.drip.state.estimator.PredictorResponseWeightConstraint
-
Add a Predictor/Response Weight entry to the Linearized Constraint
- addExecTime(long) - Method in class org.drip.regression.core.UnitRegressionStat
-
Add another run execution time
- addFixedHoliday(int, int, String) - Method in class org.drip.analytics.holiday.Locale
-
Add a fixed holiday from the day and month
- addFixings(JulianDate, String, double) - Method in class org.drip.param.definition.MarketParams
-
Add 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
-
Add a floating holiday from the week in month, the day in week, the month, and whether holidays are
calculated from front/back.
- addForward(double) - Method in class org.drip.service.api.ForwardRates
-
Add a Forward Rate to the List
- addForwardCurve(String, ForwardCurve) - Method in class org.drip.param.definition.BasketMarketParams
-
Add a named Forward curve
- addForwardCurve(String, ForwardCurve) - Method in class org.drip.param.market.BasketMarketParamSet
-
- addMergeStretch(LatentStateMergeSubStretch) - Method in class org.drip.state.representation.MergeSubStretchManager
-
Add the Specified Merge Stretch
- addMonths(int) - Method in class org.drip.analytics.date.JulianDate
-
Add the given number of months and returns a new JulianDate
- addPredictorResponseWeight(double, double) - Method in class org.drip.state.estimator.PredictorResponseWeightConstraint
-
Add a Predictor/Response Weight entry to the Linearized Constraint
- addQuote(String, Quote, boolean) - Method in class org.drip.param.definition.ComponentQuote
-
Add 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
-
Add the named scenario BMP
- addScenBMP(String, BasketMarketParams) - Method in class org.drip.param.market.MarketParamsContainer
-
- addScenCC(String, ScenarioCreditCurve) - Method in class org.drip.param.definition.MarketParams
-
Add the named scenario CC
- addScenCC(String, ScenarioCreditCurve) - Method in class org.drip.param.market.MarketParamsContainer
-
- addScenCMP(String, ComponentMarketParams) - Method in class org.drip.param.definition.MarketParams
-
Add the named scenario CMP
- addScenCMP(String, ComponentMarketParams) - Method in class org.drip.param.market.MarketParamsContainer
-
- addScenDC(String, ScenarioDiscountCurve) - Method in class org.drip.param.definition.MarketParams
-
Add the named scenario DC
- addScenDC(String, ScenarioDiscountCurve) - Method in class org.drip.param.market.MarketParamsContainer
-
- addScenFC(String, ScenarioForwardCurve) - Method in class org.drip.param.definition.MarketParams
-
Add Named Scenario Forward Curve
- addScenFC(String, ScenarioForwardCurve) - Method in class org.drip.param.market.MarketParamsContainer
-
- addSensitivity(SegmentResponseValueConstraint) - Method in class org.drip.spline.params.SegmentResponseConstraintSet
-
Add the Base Segment Response Value Constraint Sensitivity
- addStandardWeekend() - Method in class org.drip.analytics.holiday.Locale
-
Add the regular SATURDAY/SUNDAY weekend
- addStaticHoliday(JulianDate, String) - Method in class org.drip.analytics.holiday.Locale
-
Add the given date as a static holiday
- addStaticHoliday(String, String) - Method in class org.drip.analytics.holiday.Locale
-
Add the given string date as a static holiday
- addStretch(MultiSegmentSequence) - Method in class org.drip.spline.grid.OverlappingStretchSpan
-
- addStretch(MultiSegmentSequence) - Method in interface org.drip.spline.grid.Span
-
Add a Stretch to the Span
- addTenor(String) - Method in class org.drip.analytics.date.JulianDate
-
Add the tenor to the JulianDate to create a new date
- addTenorAndAdjust(String, String) - Method in class org.drip.analytics.date.JulianDate
-
Add the tenor to the JulianDate to create a new business date
- addTSYQuote(String, ComponentQuote) - Method in class org.drip.param.definition.MarketParams
-
Add 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
-
Add the TSY quotes to the specified MPC
- AddTSYToMPC(MarketParams) - Static method in class org.drip.service.env.StaticBACurves
-
Add custom treasuries to the org.drip.param.definition.MarketParams
- addTurn(Turn) - Method in class org.drip.analytics.rates.TurnListDiscountFactor
-
Add a Turn Instance to the Discount Curve
- addWeekend(int[]) - Method in class org.drip.analytics.holiday.Locale
-
Add 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
-
Adjust 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
-
Adjust the bond coupon measures by a cash settlement discount factor
- adjustMode() - Method in class org.drip.param.valuation.CashSettleParams
-
Retrieve the Adjustment Mode
- 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
- AkimaC1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
-
Generate a Akima C1 Array from the specified Array of Predictor Ordinates and the Response Values.
- AkimaLocalC1Generator - Class in org.drip.spline.pchip
-
AkimaLocalC1Generator generates the local control C1 Slope using the Akima Cubic Algorithm:
Akima (1970): A New Method of Interpolation and Smooth Curve Fitting based on Local Procedures,
Journal of the Association for the Computing Machinery 17 (4), 589-602.
- alternateNames() - Method in class org.drip.analytics.daycount.DC28_360
-
- alternateNames() - Method in class org.drip.analytics.daycount.DC30_360
-
- alternateNames() - Method in class org.drip.analytics.daycount.DC30_365
-
- alternateNames() - Method in class org.drip.analytics.daycount.DC30_Act
-
- alternateNames() - Method in class org.drip.analytics.daycount.DC30E_360
-
- alternateNames() - Method in class org.drip.analytics.daycount.DCAct_360
-
- alternateNames() - Method in class org.drip.analytics.daycount.DCAct_364
-
- alternateNames() - Method in class org.drip.analytics.daycount.DCAct_365
-
- alternateNames() - Method in class org.drip.analytics.daycount.DCAct_365L
-
- alternateNames() - Method in class org.drip.analytics.daycount.DCAct_Act
-
- alternateNames() - Method in class org.drip.analytics.daycount.DCAct_Act_ISDA
-
- alternateNames() - Method in interface org.drip.analytics.daycount.DCFCalculator
-
Retrieves the full set of alternate names corresponding to the DCF Calculator
- alternateNames() - Method in class org.drip.analytics.daycount.DCNL_360
-
- alternateNames() - Method in class org.drip.analytics.daycount.DCNL_365
-
- alternateNames() - Method in class org.drip.analytics.daycount.DCNL_Act
-
- amplitude() - Method in class org.drip.spline.params.SegmentFlexurePenaltyControl
-
Retrieve the Roughness Curvature Penalty Amplitude
- 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
-
- anterior() - Method in class org.drip.analytics.daycount.DateEOMAdjustment
-
Retrieve the Anterior Date Adjustment
- AppendSegment(MultiSegmentSequence, double, SegmentResponseValueConstraint, SegmentCustomBuilderControl, BoundarySettings, int) - Static method in class org.drip.spline.stretch.MultiSegmentSequenceModifier
-
Append a Segment to the Right of the Specified Stretch using the Supplied Constraint
- AppendWengert(List<WengertJacobian>) - Static method in class org.drip.quant.common.CollectionUtil
-
Append the Wengert Jacobians inside the list onto one single composite
- ApplyMonotoneFilter(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
-
Apply the Monotone Filter in the Input C1 Entry
- applyMonotoneFilter() - Method in class org.drip.state.estimator.LocalControlCurveParams
-
Retrieve the Apply Monotone Filter Flag
- applyYieldEOMAdj() - Method in class org.drip.param.valuation.QuotingParams
-
Indicate if EOM Adjustment is to be made for the Yield Calculation
- 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
-