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K

KaklisPandelisBasisSet(KaklisPandelisSetParams) - Static method in class org.drip.spline.basis.FunctionSetBuilder
Construct KaklisPandelis from the polynomial tension basis function set y = A * (1-x) + B * x + C * x * (1-x)^m + D * x^m * (1-x)
KaklisPandelisSetParams - Class in org.drip.spline.basis
KaklisPandelisSetParams implements per-segment parameters for the Kaklis Pandelis basis set - currently it only holds the polynomial tension degree.
KaklisPandelisSetParams(int) - Constructor for class org.drip.spline.basis.KaklisPandelisSetParams
KaklisPandelisSetParams constructor
KeyValueListFromStringArray(List<Double>, List<Double>, String, String, String) - Static method in class org.drip.quant.common.StringUtil
Split the string array into pairs of key-value doubles and returns them
KLKHyperbolicTensionPhy - Class in org.drip.spline.tension
KLKHyperbolicTensionPhy implements the basic framework and the family of C2 Tension Splines outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
KLKHyperbolicTensionPhy(double) - Constructor for class org.drip.spline.tension.KLKHyperbolicTensionPhy
KLKHyperbolicTensionPhy constructor
KLKHyperbolicTensionPsy - Class in org.drip.spline.tension
KLKHyperbolicTensionPsy implements the basic framework and the family of C2 Tension Splines outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
KLKHyperbolicTensionPsy(double) - Constructor for class org.drip.spline.tension.KLKHyperbolicTensionPsy
KLKHyperbolicTensionPsy constructor
knotPosition(double) - Method in class org.drip.spline.params.SegmentResponseValueConstraint
Get the Position of the Predictor Knot relative to the Constraints
KochLycheKvasovBasis - Class in org.drip.spline.tension
This class implements the basic framework and the family of C2 Tension Splines outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
KochLycheKvasovBasis() - Constructor for class org.drip.spline.tension.KochLycheKvasovBasis
 
KochLycheKvasovFamily - Class in org.drip.spline.tension
This class implements the basic framework and the family of C2 Tension Splines outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
KochLycheKvasovFamily() - Constructor for class org.drip.spline.tension.KochLycheKvasovFamily
 
KPWHoliday - Class in org.drip.analytics.holset
 
KPWHoliday() - Constructor for class org.drip.analytics.holset.KPWHoliday
 
KrugerC1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
Generate a Kruger C1 Array from the specified Array of Predictor Ordinates and the Response Values.
KRWHoliday - Class in org.drip.analytics.holset
 
KRWHoliday() - Constructor for class org.drip.analytics.holset.KRWHoliday
 
KWDHoliday - Class in org.drip.analytics.holset
 
KWDHoliday() - Constructor for class org.drip.analytics.holset.KWDHoliday
 
KYDHoliday - Class in org.drip.analytics.holset
 
KYDHoliday() - Constructor for class org.drip.analytics.holset.KYDHoliday
 
KZTHoliday - Class in org.drip.analytics.holset
 
KZTHoliday() - Constructor for class org.drip.analytics.holset.KZTHoliday
 
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