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F

Factorial(int) - Static method in class org.drip.math.common.NumberUtil
This function implements Factorial N.
FactorSchedule - Class in org.drip.product.params
FactorSchedule the contains array of dates and factors.
FactorSchedule(byte[]) - Constructor for class org.drip.product.params.FactorSchedule
FactorSchedule de-serialization from input byte array
FALSE_POSITION - Static variable in class org.drip.math.solver1D.VariateIteratorPrimitive
False Position
FalsePosition(double, double, double, double) - Static method in class org.drip.math.solver1D.VariateIteratorPrimitive
Iterate for the next variate using false position
FEBRUARY - Static variable in class org.drip.analytics.date.JulianDate
Integer Month - February
FIMHoliday - Class in org.drip.analytics.holset
 
FIMHoliday() - Constructor for class org.drip.analytics.holset.FIMHoliday
 
findRoot(InitializationHeuristics) - Method in class org.drip.math.solver1D.FixedPointFinder
Invoke the solution 1D root finding sequence
findRoot() - Method in class org.drip.math.solver1D.FixedPointFinder
Invoke the solution 1D root finding sequence
Fixed - Class in org.drip.analytics.holiday
Fixed contains the fixed holiday’s date and month.
Fixed(int, int, Weekend, String) - Constructor for class org.drip.analytics.holiday.Fixed
Constructs the object from the day, month, weekend, and description
Fixed(byte[]) - Constructor for class org.drip.analytics.holiday.Fixed
De-serialization of FixedHoliday from byte stream
FixedPointFinder - Class in org.drip.math.solver1D
FixedPointFinder is the base abstract class that is implemented by customized invocations, e.g., Newton's method, or any of the bracketing methodologies.
FixedPointFinderBracketing - Class in org.drip.math.solver1D
FixedPointFinderBracketing customizes the FixedPointFinder for bracketing based fixed point finder functionality.
FixedPointFinderBracketing(double, AbstractUnivariate, ExecutionControl, int) - Constructor for class org.drip.math.solver1D.FixedPointFinderBracketing
FixedPointFinderBracketing constructor
FixedPointFinderBrent - Class in org.drip.math.solver1D
FixedPointFinderBrent customizes FixedPointFinderBracketing by applying the Brent's scheme of compound variate selector.
FixedPointFinderBrent(double, AbstractUnivariate) - Constructor for class org.drip.math.solver1D.FixedPointFinderBrent
FixedPointFinderBrent constructor
FixedPointFinderNewton - Class in org.drip.math.solver1D
FixedPointFinderNewton customizes the FixedPointFinder for Open (Newton's) fixed point finder functionality.
FixedPointFinderNewton(double, AbstractUnivariate) - Constructor for class org.drip.math.solver1D.FixedPointFinderNewton
FixedPointFinderNewton constructor
FixedPointFinderOutput - Class in org.drip.math.solver1D
FixedPointFinderOutput holds the result of the fixed point search.
FixedPointFinderOutput(ExecutionInitializationOutput) - Constructor for class org.drip.math.solver1D.FixedPointFinderOutput
FixedPointFinderOutput constructor
FixedPointFinderRegressionEngine - Class in org.drip.regression.fixedpointfinder
FixedPointFinderRegressionEngine implements the RegressionEngine for the Fixed Point Finder regression.
FixedPointFinderRegressionEngine(int, int) - Constructor for class org.drip.regression.fixedpointfinder.FixedPointFinderRegressionEngine
 
FixedPointFinderZheng - Class in org.drip.math.solver1D
FixedPointFinderZheng implements the fixed point locator using Zheng's improvement to Brent's method.
FixedPointFinderZheng(double, AbstractUnivariate) - Constructor for class org.drip.math.solver1D.FixedPointFinderZheng
FixedPointFinderZheng constructor
FixedStream - Class in org.drip.product.rates
FixedStream contains an implementation of the Fixed leg cash flow stream.
FixedStream(double, double, double, int, String, String, boolean, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, FactorSchedule, double, String, String) - Constructor for class org.drip.product.rates.FixedStream
Full-featured instantiation of the Fixed Stream instance
FixedStream(byte[]) - Constructor for class org.drip.product.rates.FixedStream
FixedStream de-serialization from input byte array
FixedStreamFromByteArray(byte[]) - Static method in class org.drip.product.creator.RatesStreamBuilder
Create a Fixed Stream Instance from the byte array
FlatStringTo2DSDMap(String, String, String, boolean, String) - Static method in class org.drip.math.common.MapUtil
Turn a flattened 2D (string, double) string sequence into its corresponding map
FlatStringTo3DSDMap(String, String, String, String, boolean, String) - Static method in class org.drip.math.common.MapUtil
Turn a flattened 3D (string, string, double) string sequence into its corresponding map
FlatStringTo4DSDMap(String, String, String, String, boolean, String) - Static method in class org.drip.math.common.MapUtil
Turn a flattened 4D (string, string, string, double) string sequence into its corresponding map
FloaterSetting - Class in org.drip.product.params
FloaterSetting contains the component's floating rate parameters.
FloaterSetting(String, String, double, double) - Constructor for class org.drip.product.params.FloaterSetting
Constructs the FloaterSetting from rate index, floating day count, float spread, and current coupon
FloaterSetting(byte[]) - Constructor for class org.drip.product.params.FloaterSetting
FloaterSetting de-serialization from input byte array
FloatingStream - Class in org.drip.product.rates
FloatingStream contains an implementation of the Floating leg cash flow stream.
FloatingStream(double, double, double, int, String, String, String, boolean, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, FactorSchedule, double, String, String) - Constructor for class org.drip.product.rates.FloatingStream
FloatingStream constructor
FloatingStream(byte[]) - Constructor for class org.drip.product.rates.FloatingStream
FloatingStream de-serialization from input byte array
FloatingStreamFromByteArray(byte[]) - Static method in class org.drip.product.creator.RatesStreamBuilder
Create a Floating Stream Instance from the byte array
FormatDouble(double, int, int, double) - Static method in class org.drip.math.common.FormatUtil
Format the double input by multiplying, and then adding left and right adjustments
FormatUtil - Class in org.drip.math.common
FormatUtil implements formatting utility functions.
FormatUtil() - Constructor for class org.drip.math.common.FormatUtil
 
FourDSDMapToFlatString(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>>, String, String, String) - Static method in class org.drip.math.common.MapUtil
Flatten a 4D SSSD map structure onto a string array
FRFHoliday - Class in org.drip.analytics.holset
 
FRFHoliday() - Constructor for class org.drip.analytics.holset.FRFHoliday
 
FRIDAY - Static variable in class org.drip.analytics.date.JulianDate
Days of the week - Friday
fromAmerican(double, double[], double[], boolean, int, boolean, double, String, double) - Static method in class org.drip.product.params.EmbeddedOptionSchedule
Creates the discretized American EOS schedule from the array of dates and factors
FromBracketingCustomBCP(BracketingControlParams) - Static method in class org.drip.math.solver1D.InitializationHeuristics
Constructs an Initialization Heuristics Instance from Custom Bracketing Control Parameters
FromBracketingEdgeHints(double, double) - Static method in class org.drip.math.solver1D.InitializationHeuristics
Constructs an Initialization Heuristics Instance from the bracketing edge soft hints
FromBracketingFloorCeiling(double, double) - Static method in class org.drip.math.solver1D.InitializationHeuristics
Constructs an Initialization Heuristics Instance from the bracketing hard floor/ceiling
FromBracketingMidHint(double) - Static method in class org.drip.math.solver1D.InitializationHeuristics
Constructs an Initialization Heuristics Instance from the bracketing mid hint
FromByteArray(byte[]) - Static method in class org.drip.analytics.creator.CreditCurveBuilder
Creates the credit curve from the given byte array
FromByteArray(byte[], String) - Static method in class org.drip.analytics.creator.DiscountCurveBuilder
Create a discount curve instance from the byte array
FromByteArray(byte[]) - Static method in class org.drip.analytics.creator.FXBasisCurveBuilder
Creates the FXBasisCurve from the given byte array
FromByteArray(byte[]) - Static method in class org.drip.analytics.creator.FXForwardCurveBuilder
Creates the FXForwardCurve from the given byte array
FromByteArray(byte[]) - Static method in class org.drip.analytics.creator.ZeroCurveBuilder
Create a Zero curve instance from the byte array
FromByteArray(byte[]) - Static method in class org.drip.param.creator.BasketMarketParamsBuilder
Create a Basket Market Parameter Instance from the byte array
FromByteArray(byte[]) - Static method in class org.drip.param.creator.ComponentMarketParamsBuilder
Create a Component Market Parameter Instance from the byte array
FromByteArray(byte[]) - Static method in class org.drip.param.creator.ComponentQuoteBuilder
Create a Component Quote Instance from the byte array
FromByteArray(byte[]) - Static method in class org.drip.param.creator.ComponentTickQuoteBuilder
Create a Component Quote Instance from the byte array
FromByteArray(byte[]) - Static method in class org.drip.param.creator.QuoteBuilder
Create a Quote Instance from the byte array
FromByteArray(byte[]) - Static method in class org.drip.product.creator.BondBasketBuilder
Create a BondBasket Instance from the byte array
FromByteArray(byte[]) - Static method in class org.drip.product.creator.BondBuilder
Create a Bond Instance from the byte array
FromByteArray(byte[]) - Static method in class org.drip.product.creator.CashBuilder
Create a Cash Instance from the byte array
FromByteArray(byte[]) - Static method in class org.drip.product.creator.CDSBasketBuilder
Create a CDSBasket Instance from the byte array
FromByteArray(byte[]) - Static method in class org.drip.product.creator.CDSBuilder
Create a CDS Instance from the byte array
FromByteArray(byte[]) - Static method in class org.drip.product.creator.EDFutureBuilder
Create a EDFuture Instance from the byte array
FromByteArray(byte[]) - Static method in class org.drip.product.creator.FXForwardBuilder
Create a FXForward Instance from the byte array
FromByteArray(byte[]) - Static method in class org.drip.product.creator.FXSpotBuilder
Create a FXSpot Instance from the byte array
FromFlatHazard(double, String, double, double) - Static method in class org.drip.analytics.creator.CreditCurveBuilder
Creates a CreditCurve instance from a single node hazard rate
FromHardSearchEdges(double, double) - Static method in class org.drip.math.solver1D.InitializationHeuristics
Constructs an Initialization Heuristics Instance from the hard search edges
FromHazardNode(double, String, double, double, double) - Static method in class org.drip.analytics.creator.CreditCurveBuilder
Creates an instance of the CreditCurve object from a solitary hazard rate node
FromIRCSG(String, String, CalibratableComponent[]) - Static method in class org.drip.param.creator.RatesScenarioCurveBuilder
Creates an RatesScenarioCurve Instance from the currency and the array of the calibration instruments
fromJulian(double) - Static method in class org.drip.analytics.date.JulianDate
Creates a MM/DD/YYYY string from the input Julian double
FromSurvival(double, String, double[], double[], double) - Static method in class org.drip.analytics.creator.CreditCurveBuilder
Creates a CreditCurve instance from the input array of survival probabilities
FullBondMarketAnalytics(MarketParams, JulianDate) - Static method in class org.drip.service.env.BondManager
Calculates the complete set of bond measures for all the bonds from their closing bid/ask prices.
FXAPI - Class in org.drip.service.sample
FXAPI contains a demo of the FX API Sample.
FXAPI() - Constructor for class org.drip.service.sample.FXAPI
 
FXAPISample() - Static method in class org.drip.tester.functional.CreditAnalyticsTestSuite
Sample demonstrating the creation/usage of the FX API
FXBasisCurve - Class in org.drip.analytics.definition
FXBasisCurve implements the curve representing the FXBasis nodes.
FXBasisCurve() - Constructor for class org.drip.analytics.definition.FXBasisCurve
 
FXBasisCurveBuilder - Class in org.drip.analytics.creator
This class contains the baseline FX Basis curve builder object.
FXBasisCurveBuilder() - Constructor for class org.drip.analytics.creator.FXBasisCurveBuilder
 
FXCurveRegressor - Class in org.drip.regression.curve
FXCurveRegressor implements the regression analysis set for the FX Curve.
FXCurveRegressor() - Constructor for class org.drip.regression.curve.FXCurveRegressor
Do nothing FXCurveRegressor constructor
FXForward - Class in org.drip.product.definition
FXForward is the abstract class exposes the functionality behind the FXForward Contract.
FXForward() - Constructor for class org.drip.product.definition.FXForward
 
FXForwardBuilder - Class in org.drip.product.creator
FXForwardBuilder contains the suite of helper functions for creating the FXForwardBuilder product from the parameters/byte array streams.
FXForwardBuilder() - Constructor for class org.drip.product.creator.FXForwardBuilder
 
FXForwardContract - Class in org.drip.product.fx
FXForwardContract contains the FX forward product contract details - the effective date, the maturity date, the currency pair and the product code.
FXForwardContract(CurrencyPair, JulianDate, JulianDate) - Constructor for class org.drip.product.fx.FXForwardContract
Create an FXForward Contract from the currency pair, the effective and the maturity dates
FXForwardContract(byte[]) - Constructor for class org.drip.product.fx.FXForwardContract
FXForward de-serialization from input byte array
FXForwardContract.FXBasisCalibrator - Class in org.drip.product.fx
 
FXForwardContract.FXBasisCalibrator(FXForwardContract) - Constructor for class org.drip.product.fx.FXForwardContract.FXBasisCalibrator
Constructor: Constructs the basis calibrator from the FXForward parent
FXForwardCurve - Class in org.drip.analytics.definition
FXForwardCurve implements the curve representing the FXForward nodes.
FXForwardCurve() - Constructor for class org.drip.analytics.definition.FXForwardCurve
 
FXForwardCurveBuilder - Class in org.drip.analytics.creator
This class contains the baseline FX Forward curve builder object.
FXForwardCurveBuilder() - Constructor for class org.drip.analytics.creator.FXForwardCurveBuilder
 
FXSpot - Class in org.drip.product.definition
FXSpot is the abstract class exposes the functionality behind the FXSpot Contract.
FXSpot() - Constructor for class org.drip.product.definition.FXSpot
 
FXSpotBuilder - Class in org.drip.product.creator
FXSpotBuilder contains the suite of helper functions for creating the FXSpot from the corresponding parameters/byte array streams.
FXSpotBuilder() - Constructor for class org.drip.product.creator.FXSpotBuilder
 
FXSpotContract - Class in org.drip.product.fx
FXSpotContract contains the FX spot contract parameters - the spot date and the currency pair.
FXSpotContract(JulianDate, CurrencyPair) - Constructor for class org.drip.product.fx.FXSpotContract
Constructor: Creates the FX spot object from the spot date and the currency pair.
FXSpotContract(byte[]) - Constructor for class org.drip.product.fx.FXSpotContract
FXSpot de-serialization from input byte array
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