- QEFHoliday - Class in org.drip.analytics.holset
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- QEFHoliday() - Constructor for class org.drip.analytics.holset.QEFHoliday
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- QUADRATIC_INTERPOLATION - Static variable in class org.drip.quant.solver1D.VariateIteratorPrimitive
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Quadratic Interpolation
- QuadraticInterpolation(double, double, double, double, double, double) - Static method in class org.drip.quant.solver1D.VariateIteratorPrimitive
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Iterate for the next variate using quadratic interpolation
- QuadraticRationalShapeControl - Class in org.drip.quant.function1D
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QuadraticRationalShapeControl implements the deterministic rational shape control functionality on top of
the estimator basis splines inside - [0,...,1) - Globally [x_0,...,x_1):
y = 1 / [1 + lambda * x * (1-x)]
where is the normalized ordinate mapped as
x => (x - x_i-1) / (x_i - x_i-1)
- QuadraticRationalShapeControl(double) - Constructor for class org.drip.quant.function1D.QuadraticRationalShapeControl
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QuadraticRationalShapeControl constructor
- QUANTIFICATION_METRIC_DISCOUNT_FACTOR - Static variable in class org.drip.analytics.rates.DiscountCurve
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Discount Latent State Quantification Metric - Discount Factor
- QUANTIFICATION_METRIC_FORWARD_HAZARD_RATE - Static variable in class org.drip.state.representation.LatentStateMetricMeasure
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Discount Latent State Quantification Metric - Forward Hazard Rate
- QUANTIFICATION_METRIC_FORWARD_RATE - Static variable in class org.drip.analytics.rates.DiscountCurve
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Discount Latent State Quantification Metric - Forward Rate
- QUANTIFICATION_METRIC_SURVIVAL_PROBABILITY - Static variable in class org.drip.state.representation.LatentStateMetricMeasure
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Survival Latent State Quantification Metric - Survival Probability
- QUANTIFICATION_METRIC_ZERO_HAZARD_RATE - Static variable in class org.drip.state.representation.LatentStateMetricMeasure
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Discount Latent State Quantification Metric - Zero Hazard Rate
- QUANTIFICATION_METRIC_ZERO_RATE - Static variable in class org.drip.analytics.rates.DiscountCurve
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Discount Latent State Quantification Metric - Zero Rate
- Quote - Class in org.drip.param.definition
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Quote interface contains the stubs corresponding to a product quote.
- Quote() - Constructor for class org.drip.param.definition.Quote
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- QuoteBuilder - Class in org.drip.param.creator
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QuoteBuilder contains the quote builder object.
- QuoteBuilder() - Constructor for class org.drip.param.creator.QuoteBuilder
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- QuoteConvention - Class in org.drip.product.params
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QuoteConvention contains the Component Market Convention Parameters - the quote convention, the
calculation type, the first settle date, and the redemption amount.
- QuoteConvention(QuotingParams, String, double, double, int, String, int) - Constructor for class org.drip.product.params.QuoteConvention
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Construct the QuoteConvention object from the quoting convention, the calculation type, the first
settle date, and the redemption value.
- QuoteConvention(byte[]) - Constructor for class org.drip.product.params.QuoteConvention
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Market Convention de-serialization from input byte array
- QuotedSpreadInterpreter - Class in org.drip.param.quoting
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QuotedSpreadInterpreter holds the fields needed to interpret a Quoted Spread Quote.
- QuotedSpreadInterpreter(String, double) - Constructor for class org.drip.param.quoting.QuotedSpreadInterpreter
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QuotedSpreadInterpreter constructor
- QuotedSpreadInterpreter(byte[]) - Constructor for class org.drip.param.quoting.QuotedSpreadInterpreter
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QuotedSpreadInterpreter de-serialization from input byte array
- QuotingParams - Class in org.drip.param.valuation
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QuotingParams holds the parameters needed to interpret the input quotes.
- QuotingParams(byte[]) - Constructor for class org.drip.param.valuation.QuotingParams
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QuotingParams de-serialization from input byte array
- QuotingParams(String, int, boolean, ActActDCParams, String, boolean) - Constructor for class org.drip.param.valuation.QuotingParams
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Construct QuotingParams from the Day Count and the Frequency parameters