Modifier and Type | Constant Field | Value |
---|---|---|
public static final java.lang.String |
BOOTSTRAP_MODE_CONSTANT_FORWARD |
"ConstantForward" |
public static final java.lang.String |
BOOTSTRAP_MODE_HYPERBOLIC_TENSION_FORWARD |
"HyperbolicTensionForward" |
public static final java.lang.String |
BOOTSTRAP_MODE_POLYNOMIAL_FORWARD |
"PolynomialForward" |
public static final java.lang.String |
BOOTSTRAP_MODE_POLYNOMIAL_SPLINE_DF |
"PolynomialSplineDF" |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final int |
APRIL |
4 |
public static final int |
AUGUST |
8 |
public static final int |
DECEMBER |
12 |
public static final int |
FEBRUARY |
2 |
public static final int |
FRIDAY |
4 |
public static final int |
JANUARY |
1 |
public static final int |
JULY |
7 |
public static final int |
JUNE |
6 |
public static final int |
LEFT_INCLUDE |
1 |
public static final int |
MARCH |
3 |
public static final int |
MAY |
5 |
public static final int |
MONDAY |
0 |
public static final int |
NOVEMBER |
11 |
public static final int |
OCTOBER |
10 |
public static final int |
RIGHT_INCLUDE |
2 |
public static final int |
SATURDAY |
5 |
public static final int |
SEPTEMBER |
9 |
public static final int |
SUNDAY |
6 |
public static final int |
THURSDAY |
3 |
public static final int |
TUESDAY |
1 |
public static final int |
WEDNESDAY |
2 |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final int |
DR_ACTUAL |
0 |
public static final int |
DR_FOLL |
1 |
public static final int |
DR_MOD_FOLL |
2 |
public static final int |
DR_MOD_PREV |
8 |
public static final int |
DR_PREV |
4 |
public static final int |
WEEKDAY_HOLS |
1 |
public static final int |
WEEKEND_HOLS |
2 |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final int |
DEBUG |
4 |
public static final int |
ERROR |
0 |
public static final int |
INFO |
2 |
public static final int |
WARNING |
1 |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final int |
COSH |
2 |
public static final int |
SINH |
1 |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final int |
LEFT_NODE_VALUE_PARAMETER_INDEX |
0 |
public static final int |
RIGHT_NODE_VALUE_PARAMETER_INDEX |
1 |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final int |
INFLECTION |
7 |
public static final int |
MAXIMA |
6 |
public static final int |
MINIMA |
5 |
public static final int |
MONOTONIC |
2 |
public static final int |
NON_MONOTONIC |
4 |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final java.lang.String |
BASIS_SPLINE_BERNSTEIN_POLYNOMIAL |
"BernsteinPolynomial" |
public static final java.lang.String |
BASIS_SPLINE_EXPONENTIAL_TENSION |
"ExponentialTension" |
public static final java.lang.String |
BASIS_SPLINE_HYPERBOLIC_TENSION |
"HyperbolicTension" |
public static final java.lang.String |
BASIS_SPLINE_KAKLIS_PANDELIS |
"KaklisPandelis" |
public static final java.lang.String |
BASIS_SPLINE_POLYNOMIAL |
"Polynomial" |
public static final int |
CALIBRATE_JACOBIAN |
4 |
public static final int |
CALIBRATE_SPAN |
2 |
public static final int |
SET_ITEP |
1 |
public static final java.lang.String |
SPLINE_BOUNDARY_MODE_FINANCIAL |
"Financial" |
public static final java.lang.String |
SPLINE_BOUNDARY_MODE_NATURAL |
"Natural" |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final int |
BRACKETING_CUSTOM_BCP |
16 |
public static final int |
BRACKETING_EDGE_HINTS |
1 |
public static final int |
BRACKETING_FLOOR_CEILING |
4 |
public static final int |
BRACKETING_GENERIC_BCP |
0 |
public static final int |
BRACKETING_MID_HINT |
2 |
public static final int |
SEARCH_HARD_BRACKETS |
8 |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final java.lang.String |
CREDIT_TWEAK_NODE_MEASURE_HAZARD |
"Hazard" |
public static final java.lang.String |
CREDIT_TWEAK_NODE_MEASURE_QUOTE |
"Quote" |
public static final java.lang.String |
CREDIT_TWEAK_NODE_PARAM_QUOTE |
"Quote" |
public static final java.lang.String |
CREDIT_TWEAK_NODE_PARAM_RECOVERY |
"Recovery" |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final int |
CC_BASE |
0 |
public static final int |
CC_FLAT_DN |
2 |
public static final int |
CC_FLAT_UP |
1 |
public static final int |
CC_RR_FLAT_DN |
32 |
public static final int |
CC_RR_FLAT_UP |
16 |
public static final int |
CC_TENOR_DN |
8 |
public static final int |
CC_TENOR_UP |
4 |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final int |
NODE_FLAT_TWEAK |
-1 |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final int |
DC_BASE |
0 |
public static final int |
DC_FLAT_DN |
2 |
public static final int |
DC_FLAT_UP |
1 |
public static final int |
DC_TENOR_DN |
8 |
public static final int |
DC_TENOR_UP |
4 |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final int |
PERIOD_DAY_STEPS_MINIMUM |
7 |
public static final int |
PERIOD_DISCRETIZATION_DAY_STEP |
1 |
public static final int |
PERIOD_DISCRETIZATION_FULL_COUPON |
3 |
public static final int |
PERIOD_DISCRETIZATION_PERIOD_STEP |
2 |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final java.lang.String |
CONV_CDS |
"CONV" |
public static final java.lang.String |
SNAC_CDS |
"SNAC" |
public static final java.lang.String |
STEM_CDS |
"CONV" |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final int |
WO_TYPE_CALL |
1 |
public static final int |
WO_TYPE_MATURITY |
3 |
public static final int |
WO_TYPE_PUT |
2 |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final int |
BOND_TYPE_SIMPLE_FIXED |
0 |
public static final int |
BOND_TYPE_SIMPLE_FLOATER |
1 |
public static final int |
BOND_TYPE_SIMPLE_FROM_CF |
2 |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final int |
CALIBRATION_TYPE_FLAT_CURVE_NODES |
2 |
public static final int |
CALIBRATION_TYPE_FLAT_INSTRUMENT_NODE |
1 |
public static final int |
CALIBRATION_TYPE_NODE_PARALLEL_BUMP |
4 |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final int |
CALL_NOTICE_PERIOD_DEFAULT |
30 |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final int |
PERIOD_AMORT_AT_END |
2 |
public static final int |
PERIOD_AMORT_AT_START |
1 |
public static final int |
PERIOD_AMORT_EFFECTIVE |
3 |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final int |
REGRESSION_DETAIL_MODULE_AGGREGATED |
4 |
public static final int |
REGRESSION_DETAIL_MODULE_UNIT_AGGREGATED |
2 |
public static final int |
REGRESSION_DETAIL_MODULE_UNIT_DECOMPOSED |
1 |
public static final int |
REGRESSION_DETAIL_STATS |
8 |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final java.lang.String |
CAR_FAILURE |
"Failure" |
public static final java.lang.String |
CAR_STATUS |
"Status" |
public static final java.lang.String |
CAR_SUCCESS |
"Success" |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final java.lang.String |
NULL_SER_STRING |
"<<null>>" |
public static final double |
VERSION |
2.2 |
Modifier and Type | Constant Field | Value |
---|---|---|
public static final int |
TD_BRIEF |
1 |
public static final int |
TD_DETAILED |
2 |
public static final int |
TD_SUCCESS_FAILURE |
0 |
public static final int |
TM_BASE |
0 |
public static final int |
TM_CC_DN01 |
128 |
public static final int |
TM_CC_SET_DN01 |
512 |
public static final int |
TM_CC_SET_UP01 |
256 |
public static final int |
TM_CC_TENOR_DN01 |
2048 |
public static final int |
TM_CC_TENOR_UP01 |
1024 |
public static final int |
TM_CC_UP01 |
64 |
public static final int |
TM_IR_DN01 |
2 |
public static final int |
TM_IR_SET_DN01 |
8 |
public static final int |
TM_IR_SET_UP01 |
4 |
public static final int |
TM_IR_TENOR_DN01 |
32 |
public static final int |
TM_IR_TENOR_UP01 |
16 |
public static final int |
TM_IR_UP01 |
1 |
public static final int |
TM_RR_DN01 |
8192 |
public static final int |
TM_RR_SET_DN01 |
32768 |
public static final int |
TM_RR_SET_UP01 |
16384 |
public static final int |
TM_RR_UP01 |
4096 |
public static final int |
TM_TSY_DN01 |
131072 |
public static final int |
TM_TSY_SET_DN01 |
524288 |
public static final int |
TM_TSY_SET_UP01 |
262144 |
public static final int |
TM_TSY_TENOR_DN01 |
2097152 |
public static final int |
TM_TSY_TENOR_UP01 |
1048576 |
public static final int |
TM_TSY_UP01 |
65536 |
public static final int |
TP_BASKET_BOND |
64 |
public static final int |
TP_CASH |
1 |
public static final int |
TP_CDS |
8 |
public static final int |
TP_CDX |
32 |
public static final int |
TP_EDF |
2 |
public static final int |
TP_FIXED_BOND |
16 |
public static final int |
TP_IRS |
4 |
public static final int |
TP_NONE |
0 |