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_aapYield - Variable in class org.drip.param.valuation.QuotingParams
Yield Act Act DC Params
_bAccrOnDefault - Variable in class org.drip.product.params.CreditSetting
Whether accrual gets paid on default
_bApplyCpnEOMAdj - Variable in class org.drip.product.params.PeriodSet
Apply Coupon end-of-month adjustment
_bcmCreditRisklessClean - Variable in class org.drip.analytics.output.BondWorkoutMeasures
Clean Credit Risk-less Bond Coupon Measures
_bcmCreditRisklessDirty - Variable in class org.drip.analytics.output.BondWorkoutMeasures
Dirty Credit Risk-less Bond Coupon Measures
_bcmCreditRiskyClean - Variable in class org.drip.analytics.output.BondWorkoutMeasures
Clean Credit Risky Bond Coupon Measures
_bcmCreditRiskyDirty - Variable in class org.drip.analytics.output.BondWorkoutMeasures
Dirty Credit Risky Bond Coupon Measures
_bFullFirstStub - Variable in class org.drip.product.params.CDXRefDataParams
Index Full First Stub
_bHasBeenCalled - Variable in class org.drip.product.creator.BondProductBuilder
Has Been Exercised flag
_bHasBeenCalled - Variable in class org.drip.product.creator.BondRefDataBuilder
Has this been called
_bHasBeenExercised - Variable in class org.drip.product.params.TerminationSetting
Has the component Been Exercised
_bIsBearer - Variable in class org.drip.product.creator.BondRefDataBuilder
Is this a Bearer Bond
_bIsCallable - Variable in class org.drip.product.creator.BondProductBuilder
Callable flag
_bIsCallable - Variable in class org.drip.product.creator.BondRefDataBuilder
Callable flag
_bIsDefaulted - Variable in class org.drip.product.creator.BondProductBuilder
Is Defaulted flag
_bIsDefaulted - Variable in class org.drip.product.creator.BondRefDataBuilder
Has this bond defaulted
_bIsDefaulted - Variable in class org.drip.product.params.TerminationSetting
Has the component Defaulted
_bIsFloater - Variable in class org.drip.product.creator.BondProductBuilder
Is Floater flag
_bIsFloater - Variable in class org.drip.product.creator.BondRefDataBuilder
Is this bond a floater
_bIsPerpetual - Variable in class org.drip.product.creator.BondProductBuilder
Is Perpetual flag
_bIsPerpetual - Variable in class org.drip.product.creator.BondRefDataBuilder
Is this bond perpetual
_bIsPerpetual - Variable in class org.drip.product.params.TerminationSetting
Is the component Perpetual
_bIsPrivatePlacement - Variable in class org.drip.product.creator.BondRefDataBuilder
Is this a private placement
_bIsPutable - Variable in class org.drip.product.creator.BondProductBuilder
Putable flag
_bIsPutable - Variable in class org.drip.product.creator.BondRefDataBuilder
Putable flag
_bIsRegistered - Variable in class org.drip.product.creator.BondRefDataBuilder
Is this registered
_bIsReversibleConvertible - Variable in class org.drip.product.creator.BondRefDataBuilder
Flag indicating is reverse convertible
_bIsSinkable - Variable in class org.drip.product.creator.BondProductBuilder
Sinkable flag
_bIsSinkable - Variable in class org.drip.product.creator.BondRefDataBuilder
Sinkable flag
_bIsStructuredNote - Variable in class org.drip.product.creator.BondRefDataBuilder
Flag indicating Structured Note
_bIsTweakProportional - Variable in class org.drip.param.definition.NodeTweakParams
Is the tweak parallel or proportional
_bIsUnitTraded - Variable in class org.drip.product.creator.BondRefDataBuilder
Flag indicating whether unit traded
_bKnockOutOnDefault - Variable in class org.drip.product.params.CDXRefDataParams
Index Knock-out On Default
_bPayAccrued - Variable in class org.drip.product.params.CDXRefDataParams
Index Pay Accrued
_bPriceOffOriginalNotional - Variable in class org.drip.product.params.NotionalSetting
Is the price quoted off of component's issue notional factor
_bQuoteAsCDS - Variable in class org.drip.product.params.CDXRefDataParams
Index Quote As CDS
_bSingleNodeCalib - Variable in class org.drip.param.definition.CreditNodeTweakParams
Flag indicating if the calibration occurs over a single node
_bSpreadQuoted - Variable in class org.drip.param.valuation.QuotingParams
Is Spread Quoted
_bStatus - Variable in class org.drip.regression.core.RegressionRunOutput
Completion Status for the Regression Module
_bSurvToPayDate - Variable in class org.drip.param.pricer.PricerParams
Survival to Pay Date (True) or Period End Date (false)
_bTradeStatus - Variable in class org.drip.product.creator.BondRefDataBuilder
Trade Status
_bUseCurveRec - Variable in class org.drip.product.params.CreditSetting
Use curve or component recovery
_bYieldApplyEOMAdj - Variable in class org.drip.param.valuation.QuotingParams
Yield Apply EOM Adjustment?
_calibParams - Variable in class org.drip.param.pricer.PricerParams
(Optional) Calibration Params
_ccCalib - Variable in class org.drip.product.credit.CDSComponent.SpreadCalibOP
 
_dblAccrued01 - Variable in class org.drip.analytics.output.BondWorkoutMeasures
Accrued 01
_dblAssetSwapSpread - Variable in class org.drip.analytics.output.BondRVMeasures
Asset swap spread
_dblBondBasis - Variable in class org.drip.analytics.output.BondRVMeasures
Bond Basis
_dblCalcTime - Variable in class org.drip.analytics.output.BasketMeasures
Basket output calculation time
_dblCalcTime - Variable in class org.drip.analytics.output.ComponentMeasures
Calculation Time
_dblCalibResult - Variable in class org.drip.product.credit.CDSComponent.SpreadCalibOP
 
_dblCashPay - Variable in class org.drip.param.valuation.ValuationParams
Cash Pay Date
_dblConvexity - Variable in class org.drip.analytics.output.BondRVMeasures
Convexity
_dblCoupon - Variable in class org.drip.product.creator.BondProductBuilder
Coupon
_dblCoupon - Variable in class org.drip.product.creator.BondRefDataBuilder
Coupon
_dblCoupon - Variable in class org.drip.product.params.CDXRefDataParams
Index Coupon (bp)
_dblCoupon - Variable in class org.drip.product.params.CouponSetting
Coupon Amount
_dblCoupon - Variable in class org.drip.product.params.StandardCDXParams
 
_dblCouponCeiling - Variable in class org.drip.product.params.CouponSetting
Coupon Ceiling
_dblCouponFloor - Variable in class org.drip.product.params.CouponSetting
Coupon Floor
_dblCouponPV - Variable in class org.drip.analytics.output.BondCouponMeasures
Coupon PV
_dblCreditBasis - Variable in class org.drip.analytics.output.BondRVMeasures
Credit Basis
_dblCreditRisklessParPV - Variable in class org.drip.analytics.output.BondWorkoutMeasures
Credit Risk-less Par PV
_dblCreditRisklessPrincipalPV - Variable in class org.drip.analytics.output.BondWorkoutMeasures
Credit Risk-less Principal PV
_dblCreditRiskyParPV - Variable in class org.drip.analytics.output.BondWorkoutMeasures
Credit Risky Par PV
_dblCreditRiskyPrincipalPV - Variable in class org.drip.analytics.output.BondWorkoutMeasures
Credit Risky Principal PV
_dblCurrentCoupon - Variable in class org.drip.product.creator.BondProductBuilder
Current Coupon
_dblCurrentCoupon - Variable in class org.drip.product.creator.BondRefDataBuilder
Current Coupon
_dblCurrentCoupon - Variable in class org.drip.product.params.FloaterSetting
Current Coupon
_dblDate - Variable in class org.drip.analytics.output.ExerciseInfo
Work-out Date
_dblDate - Variable in class org.drip.param.valuation.WorkoutInfo
Work-out Date
_dblDefaultExposure - Variable in class org.drip.analytics.output.BondWorkoutMeasures
Default Exposure - Same as PV on instantaneous default
_dblDefaultExposureNoRec - Variable in class org.drip.analytics.output.BondWorkoutMeasures
Default Exposure without recovery - Same as PV on instantaneous default without recovery
_dblDiscountMargin - Variable in class org.drip.analytics.output.BondRVMeasures
Discount Margin
_dblDuration - Variable in class org.drip.analytics.output.BondRVMeasures
Duration
_dblDV01 - Variable in class org.drip.analytics.output.BondCouponMeasures
Coupon DV01
_dblEffective - Variable in class org.drip.product.params.PeriodSet
Effective Date
_dblEnd - Variable in class org.drip.analytics.daycount.ActActDCParams
The ActAct period end date
_dblExerciseFactor - Variable in class org.drip.analytics.output.ExerciseInfo
Work-out Factor
_dblExerciseFactor - Variable in class org.drip.param.valuation.WorkoutInfo
Work-out Factor
_dblExpectedRecovery - Variable in class org.drip.analytics.output.BondWorkoutMeasures
Expected Recovery
_dblFinalMaturity - Variable in class org.drip.product.params.PeriodSet
Final Maturity Date
_dblFirstCouponRate - Variable in class org.drip.analytics.output.BondWorkoutMeasures
First Coupon Rate
_dblFirstIndexRate - Variable in class org.drip.analytics.output.BondWorkoutMeasures
First Index Rate
_dblFirstSettle - Variable in class org.drip.product.params.QuoteConvention
First Settle Date
_dblFloatSpread - Variable in class org.drip.product.creator.BondProductBuilder
Floater Spread
_dblFloatSpread - Variable in class org.drip.product.creator.BondRefDataBuilder
Spread over the floater index for this bond
_dblFloatSpread - Variable in class org.drip.product.params.FloaterSetting
Floating Spread
_dblGSpread - Variable in class org.drip.analytics.output.BondRVMeasures
G Spread
_dblIndexCouponPV - Variable in class org.drip.analytics.output.BondCouponMeasures
Index Coupon PV
_dblIndexFactor - Variable in class org.drip.product.params.CDXRefDataParams
Index Factor
_dblISpread - Variable in class org.drip.analytics.output.BondRVMeasures
I Spread
_dblIssueAmount - Variable in class org.drip.product.creator.BondRefDataBuilder
Issue Amount
_dblIssuePrice - Variable in class org.drip.product.creator.BondRefDataBuilder
Issue Price
_dblLossOnInstantaneousDefault - Variable in class org.drip.analytics.output.BondWorkoutMeasures
Loss On Instantaneous Default
_dblMaturity - Variable in class org.drip.product.params.PeriodSet
Maturity Date
_dblMinimumIncrement - Variable in class org.drip.product.creator.BondRefDataBuilder
Minimum Increment
_dblMinimumPiece - Variable in class org.drip.product.creator.BondRefDataBuilder
Minimum Piece
_dblNotional - Variable in class org.drip.product.params.NotionalSetting
Notional Amount
_dblOASpread - Variable in class org.drip.analytics.output.BondRVMeasures
Option Adjusted Spread
_dblOutstandingAmount - Variable in class org.drip.product.creator.BondRefDataBuilder
Outstanding Amount
_dblParAmount - Variable in class org.drip.product.creator.BondRefDataBuilder
Par Amount
_dblPECS - Variable in class org.drip.analytics.output.BondRVMeasures
PECS
_dblPrice - Variable in class org.drip.analytics.output.BondRVMeasures
Price
_dblPV - Variable in class org.drip.analytics.output.BondCouponMeasures
PV
_dblRecovery - Variable in class org.drip.product.params.CDXRefDataParams
Index Recovery
_dblRecovery - Variable in class org.drip.product.params.CreditSetting
Component recovery
_dblRecoveryPV - Variable in class org.drip.analytics.output.BondWorkoutMeasures
Recovery PV
_dblRedemptionValue - Variable in class org.drip.product.creator.BondProductBuilder
Redemption Value
_dblRedemptionValue - Variable in class org.drip.product.creator.BondRefDataBuilder
Redemption Value
_dblRedemptionValue - Variable in class org.drip.product.params.QuoteConvention
Redemption Value
_dblStart - Variable in class org.drip.analytics.daycount.ActActDCParams
The ActAct period start date
_dblTSYSpread - Variable in class org.drip.analytics.output.BondRVMeasures
Treasury Spread
_dblTweakAmount - Variable in class org.drip.param.definition.NodeTweakParams
Node tweak amount
_dblValue - Variable in class org.drip.param.valuation.ValuationParams
Valuation Date
_dblYield - Variable in class org.drip.param.valuation.WorkoutInfo
Work-out Yield
_dblZSpread - Variable in class org.drip.analytics.output.BondRVMeasures
Z Spread
_dtAnnounce - Variable in class org.drip.product.creator.BondProductBuilder
Announce Date
_dtAnnounce - Variable in class org.drip.product.creator.BondRefDataBuilder
Announce Date
_dtCompletion - Variable in class org.drip.regression.core.RegressionRunOutput
Completion Time for the Regression Module
_dtFinalMaturity - Variable in class org.drip.product.creator.BondProductBuilder
Final Maturity Date
_dtFinalMaturity - Variable in class org.drip.product.creator.BondRefDataBuilder
Final Maturity Date
_dtFirstCoupon - Variable in class org.drip.product.creator.BondProductBuilder
First Coupon Date
_dtFirstCoupon - Variable in class org.drip.product.creator.BondRefDataBuilder
First Coupon Date
_dtFirstSettle - Variable in class org.drip.product.creator.BondProductBuilder
First Settle Date
_dtFirstSettle - Variable in class org.drip.product.creator.BondRefDataBuilder
First Settle Date
_dtInterestAccrualStart - Variable in class org.drip.product.creator.BondProductBuilder
Interest Accrual Start Date
_dtInterestAccrualStart - Variable in class org.drip.product.creator.BondRefDataBuilder
Interest Accrual Start Date
_dtIssue - Variable in class org.drip.product.creator.BondProductBuilder
Issue Date
_dtIssue - Variable in class org.drip.product.creator.BondRefDataBuilder
Issue Date
_dtIssue - Variable in class org.drip.product.params.CDXRefDataParams
Index Issue Date
_dtMaturity - Variable in class org.drip.product.creator.BondProductBuilder
Maturity
_dtMaturity - Variable in class org.drip.product.creator.BondRefDataBuilder
Maturity
_dtMaturity - Variable in class org.drip.product.params.CDXRefDataParams
Index Maturity Date
_dtNextCouponDate - Variable in class org.drip.product.creator.BondRefDataBuilder
Next Coupon Date
_dtPenultimateCouponDate - Variable in class org.drip.product.creator.BondRefDataBuilder
Penultimate Coupon Date
_dtPrevCouponDate - Variable in class org.drip.product.creator.BondRefDataBuilder
Previous Coupon Date
_fsCoupon - Variable in class org.drip.product.params.CouponSetting
Coupon schedule
_fsPrincipalOutstanding - Variable in class org.drip.product.params.NotionalSetting
Notional Schedule
_iAdjustMode - Variable in class org.drip.param.valuation.CashSettleParams
Cash Settle Adjust Mode
_iCouponFreq - Variable in class org.drip.product.creator.BondProductBuilder
Coupon Frequency
_iDefaultedComponentCount - Variable in class org.drip.product.params.CDXRefDataParams
Index Defaulted Component Count
_iDefPayLag - Variable in class org.drip.product.params.CreditSetting
Default Pay Lag
_iDiscretizationScheme - Variable in class org.drip.param.pricer.PricerParams
Discretization Scheme In Use
_iFreq - Variable in class org.drip.analytics.daycount.ActActDCParams
The Frequency
_iFreq - Variable in class org.drip.product.params.PeriodSet
Coupon Frequency
_iFrequency - Variable in class org.drip.product.params.CDXRefDataParams
Index Frequency
_iIndexLifeSpan - Variable in class org.drip.product.params.CDXRefDataParams
Index Life Span
_iIndexSeries - Variable in class org.drip.product.params.CDXRefDataParams
Index Series
_iIndexVersion - Variable in class org.drip.product.params.CDXRefDataParams
Index Version
_iLag - Variable in class org.drip.param.valuation.CashSettleParams
Cash Settle Lag
_iNumComponents - Variable in class org.drip.product.params.StandardCDXParams
 
_iOriginalComponentCount - Variable in class org.drip.product.params.CDXRefDataParams
Index Original Component Count
_iPeriodAmortizationMode - Variable in class org.drip.product.params.NotionalSetting
Amortization Mode - Indicates which amortization node serves as the period's amortization proxy
_iRollMode - Variable in class org.drip.analytics.daycount.DateAdjustParams
The Roll mode
_iSeries - Variable in class org.drip.product.params.CDXIdentifier
 
_iTweakNode - Variable in class org.drip.param.definition.NodeTweakParams
Node to be tweaked
_iType - Variable in class org.drip.param.definition.CalibrationParams
Calibration Type
_iUnitSize - Variable in class org.drip.param.pricer.PricerParams
Discretization Unit Size
_iVersion - Variable in class org.drip.product.params.CDXIdentifier
 
_iWOType - Variable in class org.drip.analytics.output.ExerciseInfo
Work out Type
_iWOType - Variable in class org.drip.param.valuation.WorkoutInfo
Work out Type
_iYieldFrequency - Variable in class org.drip.param.valuation.QuotingParams
Yield Quoting Frequency
_lExecTime - Variable in class org.drip.regression.core.RegressionRunOutput
Execution time for the Regression Module
_mapCDXRefData - Static variable in class org.drip.product.creator.CDXRefDataHolder
 
_mBase - Variable in class org.drip.analytics.output.BasketMeasures
Map of the base measures
_mBase - Variable in class org.drip.analytics.output.ComponentMeasures
Map of the base measures
_mFlatCreditDelta - Variable in class org.drip.analytics.output.BasketMeasures
Map of the parallel credit delta measures
_mFlatCreditDelta - Variable in class org.drip.analytics.output.ComponentMeasures
Map of the parallel credit delta measures
_mFlatCreditGamma - Variable in class org.drip.analytics.output.BasketMeasures
Map of the parallel credit gamma measures
_mFlatCreditGamma - Variable in class org.drip.analytics.output.ComponentMeasures
Map of the parallel credit gamma measures
_mFlatIRDelta - Variable in class org.drip.analytics.output.BasketMeasures
Map of the parallel IR delta measures
_mFlatIRDelta - Variable in class org.drip.analytics.output.ComponentMeasures
Map of the parallel IR delta measures
_mFlatIRGamma - Variable in class org.drip.analytics.output.BasketMeasures
Map of the parallel IR gamma measures
_mFlatIRGamma - Variable in class org.drip.analytics.output.ComponentMeasures
Map of the parallel IR gamma measures
_mFlatRRDelta - Variable in class org.drip.analytics.output.BasketMeasures
Map of the parallel RR delta measures
_mFlatRRGamma - Variable in class org.drip.analytics.output.BasketMeasures
Map of the parallel RR gamma measures
_mmCDXRDBFirstCouponSeries - Static variable in class org.drip.product.creator.CDXRefDataHolder
 
_mmCDXRDBSeriesFirstCoupon - Static variable in class org.drip.product.creator.CDXRefDataHolder
 
_mmCreditDelta - Variable in class org.drip.analytics.output.BasketMeasures
Map of the component credit delta measure map
_mmCreditGamma - Variable in class org.drip.analytics.output.BasketMeasures
Map of the component credit gamma measure map
_mmCustom - Variable in class org.drip.analytics.output.BasketMeasures
Map of the custom scenario measure map
_mmCustom - Variable in class org.drip.analytics.output.ComponentMeasures
Map of the custom scenario measure map
_mmIRDelta - Variable in class org.drip.analytics.output.BasketMeasures
Map of the component IR delta measure map
_mmIRGamma - Variable in class org.drip.analytics.output.BasketMeasures
Map of the component IR gamma measure map
_mmmCreditTenorDelta - Variable in class org.drip.analytics.output.BasketMeasures
Triple Map of the component, credit tenor, measure, and delta value
_mmmCreditTenorGamma - Variable in class org.drip.analytics.output.BasketMeasures
Triple Map of the component, credit tenor, measure, and gamma value
_mmmIRTenorDelta - Variable in class org.drip.analytics.output.BasketMeasures
Triple Map of the component, IR tenor, measure, and delta value
_mmmIRTenorGamma - Variable in class org.drip.analytics.output.BasketMeasures
Triple Map of the component, IR tenor, measure, and gamma value
_mmRRDelta - Variable in class org.drip.analytics.output.BasketMeasures
Map of the component RR delta measure map
_mmRRGamma - Variable in class org.drip.analytics.output.BasketMeasures
Map of the component RR gamma measure map
_mmTenorCreditDelta - Variable in class org.drip.analytics.output.ComponentMeasures
Map of the tenor credit delta measure map
_mmTenorCreditGamma - Variable in class org.drip.analytics.output.ComponentMeasures
Map of the tenor credit gamma measure map
_mmTenorIRDelta - Variable in class org.drip.analytics.output.ComponentMeasures
Map of the tenor IR delta measure map
_mmTenorIRGamma - Variable in class org.drip.analytics.output.ComponentMeasures
Map of the tenor IR gamma measure map
_mRRDelta - Variable in class org.drip.analytics.output.ComponentMeasures
Map of the parallel RR delta measures
_mRRGamma - Variable in class org.drip.analytics.output.ComponentMeasures
Map of the parallel RR gamma measures
_quotingParams - Variable in class org.drip.product.params.QuoteConvention
Quoting Parameters
_settleParams - Variable in class org.drip.product.params.QuoteConvention
Cash Settle parameters
_strAccrualDC - Variable in class org.drip.product.params.PeriodSet
Accrual day count
_strBBGID - Variable in class org.drip.product.creator.BondRefDataBuilder
Bloomberg ID
_strBBGParent - Variable in class org.drip.product.creator.BondRefDataBuilder
Bloomberg Parent
_strBBGTicker - Variable in class org.drip.product.params.CDXRefDataParams
Index Bloomberg Ticker
_strBBGUniqueID - Variable in class org.drip.product.creator.BondRefDataBuilder
Unique Bloomberg ID
_strCalculationType - Variable in class org.drip.product.creator.BondProductBuilder
Calculation Type
_strCalculationType - Variable in class org.drip.product.creator.BondRefDataBuilder
Calculation Type
_strCalculationType - Variable in class org.drip.product.params.QuoteConvention
Calculation Type
_strCalendar - Variable in class org.drip.analytics.daycount.DateAdjustParams
Roll calendar
_strCalendar - Variable in class org.drip.param.valuation.CashSettleParams
Cash Settle Calendar
_strCalendar - Variable in class org.drip.param.valuation.ValuationParams
Cash Pay Date Adjustment Calendar
_strCC - Variable in class org.drip.product.params.CreditSetting
Credit Curve Name
_strCDRCountryCode - Variable in class org.drip.product.creator.BondRefDataBuilder
CDR Country Code
_strCDRSettleCode - Variable in class org.drip.product.creator.BondRefDataBuilder
CDR Settle Code
_strCollateralType - Variable in class org.drip.product.creator.BondRefDataBuilder
Collateral Type
_strCountryOfDomicile - Variable in class org.drip.product.creator.BondRefDataBuilder
Country of Domicile
_strCountryOfGuarantor - Variable in class org.drip.product.creator.BondRefDataBuilder
Country of Guarantor
_strCountryOfIncorporation - Variable in class org.drip.product.creator.BondRefDataBuilder
Country of Incorporation
_strCouponCurrency - Variable in class org.drip.product.creator.BondProductBuilder
Coupon Currency
_strCouponCurrency - Variable in class org.drip.product.creator.BondRefDataBuilder
Coupon Currency
_strCouponCurrency - Variable in class org.drip.product.params.CurrencySet
Coupon Currency
_strCouponDC - Variable in class org.drip.product.params.PeriodSet
Coupon day count
_strCouponDiscountCurve - Variable in class org.drip.product.params.RatesSetting
Coupon Cash flow Discount Curve Name
_strCouponType - Variable in class org.drip.product.creator.BondProductBuilder
Coupon Type
_strCouponType - Variable in class org.drip.product.creator.BondRefDataBuilder
Coupon Type
_strCouponType - Variable in class org.drip.product.params.CouponSetting
Coupon Type
_strCurrency - Variable in class org.drip.product.params.CDXRefDataParams
Index Currency
_strCurrency - Variable in class org.drip.product.params.StandardCDXParams
 
_strCurveID - Variable in class org.drip.product.params.CDXRefDataParams
Index Curve ID
_strCurveName - Variable in class org.drip.product.params.CDXRefDataParams
Index Curve Name
_strCurvyCurveID - Variable in class org.drip.product.params.CDXRefDataParams
Index Curvy Curve ID
_strCUSIP - Variable in class org.drip.product.creator.BondProductBuilder
CUSIP
_strCUSIP - Variable in class org.drip.product.creator.BondRefDataBuilder
CUSIP
_strCUSIP - Variable in class org.drip.product.params.IdentifierSet
CUSIP
_strDayCount - Variable in class org.drip.product.params.CDXRefDataParams
Index DayCount
_strDayCountCode - Variable in class org.drip.product.creator.BondProductBuilder
Day count Code
_strDayCountCode - Variable in class org.drip.product.creator.BondRefDataBuilder
Day Count Code
_strDescription - Variable in class org.drip.product.creator.BondRefDataBuilder
Description
_strExchangeCode - Variable in class org.drip.product.creator.BondRefDataBuilder
Exchange Code
_strFitch - Variable in class org.drip.product.creator.BondRefDataBuilder
Fitch Rating
_strFloatCouponConvention - Variable in class org.drip.product.creator.BondProductBuilder
Floater Coupon Day Count Convention
_strFloatCouponConvention - Variable in class org.drip.product.creator.BondRefDataBuilder
Float Coupon Convention
_strFloatDayCount - Variable in class org.drip.product.params.FloaterSetting
Floating Day Count
_strID - Variable in class org.drip.product.params.IdentifierSet
component ID
_strIndex - Variable in class org.drip.product.params.CDXIdentifier
 
_strIndexClass - Variable in class org.drip.product.params.CDXRefDataParams
Index Class
_strIndexGroupName - Variable in class org.drip.product.params.CDXRefDataParams
Index Group Name
_strIndexLabel - Variable in class org.drip.product.params.CDXRefDataParams
Index Label
_strIndexName - Variable in class org.drip.product.params.CDXRefDataParams
Index Name
_strIndexShortGroupName - Variable in class org.drip.product.params.CDXRefDataParams
Index Short Group Name
_strIndexShortName - Variable in class org.drip.product.params.CDXRefDataParams
Index Short Name
_strIndustryGroup - Variable in class org.drip.product.creator.BondRefDataBuilder
Industry Group
_strIndustrySector - Variable in class org.drip.product.creator.BondRefDataBuilder
Industry Sector
_strIndustrySubgroup - Variable in class org.drip.product.creator.BondRefDataBuilder
Industry Sub Group
_strIREDSF - Variable in class org.drip.product.params.TreasuryBenchmark
EDSF IR Curve Name
_strIRTSY - Variable in class org.drip.product.params.TreasuryBenchmark
Treasury IR Curve Name
_strISIN - Variable in class org.drip.product.creator.BondProductBuilder
ISIN
_strISIN - Variable in class org.drip.product.creator.BondRefDataBuilder
ISIN
_strISIN - Variable in class org.drip.product.params.IdentifierSet
ISIN
_strIssueCountry - Variable in class org.drip.product.creator.BondRefDataBuilder
Issue Country
_strIssueCountryCode - Variable in class org.drip.product.creator.BondRefDataBuilder
Issue Country Code
_strIssuer - Variable in class org.drip.product.creator.BondRefDataBuilder
Issuer Name
_strIssuerCategory - Variable in class org.drip.product.creator.BondRefDataBuilder
Issuer Category
_strIssuerIndustry - Variable in class org.drip.product.creator.BondRefDataBuilder
Issuer Industry
_strIssuerSPN - Variable in class org.drip.product.creator.BondProductBuilder
Issuer SPN
_strIssuerSPN - Variable in class org.drip.product.creator.BondRefDataBuilder
Issuer SPN
_strLeadManager - Variable in class org.drip.product.creator.BondRefDataBuilder
Lead Manager
_strLocation - Variable in class org.drip.product.params.CDXRefDataParams
Index Location
_strLongCompanyName - Variable in class org.drip.product.creator.BondRefDataBuilder
Long Company Name
_strMarketIssueType - Variable in class org.drip.product.creator.BondRefDataBuilder
Market Issue Type
_strMaturityType - Variable in class org.drip.product.creator.BondProductBuilder
Maturity Type
_strMaturityType - Variable in class org.drip.product.creator.BondRefDataBuilder
Maturity Type
_strMaturityType - Variable in class org.drip.product.params.PeriodSet
Maturity Type
_strMeasure - Variable in class org.drip.param.definition.CalibrationParams
Calibration Measure
_strMoody - Variable in class org.drip.product.creator.BondRefDataBuilder
Moody's Rating
_strName - Variable in class org.drip.product.creator.BondRefDataBuilder
Name
_strPrincipalDiscountCurve - Variable in class org.drip.product.params.RatesSetting
Principal Cash flow Discount Curve Name
_strRateIndex - Variable in class org.drip.product.creator.BondProductBuilder
Rate Index
_strRateIndex - Variable in class org.drip.product.creator.BondRefDataBuilder
Floating rate index
_strRateIndex - Variable in class org.drip.product.params.FloaterSetting
Rate Index
_strRedemptionCurrency - Variable in class org.drip.product.creator.BondProductBuilder
Redemption Currency
_strRedemptionCurrency - Variable in class org.drip.product.creator.BondRefDataBuilder
Redemption Currency
_strRedemptionCurrency - Variable in class org.drip.product.params.CurrencySet
Redemption Currency
_strRedemptionDiscountCurve - Variable in class org.drip.product.params.RatesSetting
Redemption Cash flow Discount Curve Name
_strRedID - Variable in class org.drip.product.params.CDXRefDataParams
Index Red ID
_strRegressionScenarioName - Variable in class org.drip.regression.core.RegressionRunOutput
Completion Status for the Regression Module
_strSecurityType - Variable in class org.drip.product.creator.BondRefDataBuilder
Security Type
_strSeries - Variable in class org.drip.product.creator.BondRefDataBuilder
Series
_strShortName - Variable in class org.drip.product.creator.BondRefDataBuilder
Short Name
_strShortName - Variable in class org.drip.product.params.CDXRefDataParams
Index Short Name
_strSnP - Variable in class org.drip.product.creator.BondRefDataBuilder
S&P rating
_strSnrSub - Variable in class org.drip.product.creator.BondRefDataBuilder
Senior or Sub-ordinate
_strSPN - Variable in class org.drip.product.params.CDXRefDataParams
Index Curve SPN
_strTenor - Variable in class org.drip.product.params.CDXIdentifier
 
_strTicker - Variable in class org.drip.product.creator.BondProductBuilder
Ticker
_strTicker - Variable in class org.drip.product.creator.BondRefDataBuilder
Ticker
_strTicker - Variable in class org.drip.product.params.IdentifierSet
Ticker
_strTradeCurrency - Variable in class org.drip.product.creator.BondProductBuilder
Trade Currency
_strTradeCurrency - Variable in class org.drip.product.creator.BondRefDataBuilder
Trade Currency
_strTradeCurrency - Variable in class org.drip.product.params.CurrencySet
Trade Currency
_strTradeDiscountCurve - Variable in class org.drip.product.params.RatesSetting
Trade Currency Discount Curve Name
_strTweakMeasureType - Variable in class org.drip.param.definition.CreditNodeTweakParams
Tweak Measure Type
_strTweakParamType - Variable in class org.drip.param.definition.CreditNodeTweakParams
Tweak Parameter Type
_strYieldCalendar - Variable in class org.drip.param.valuation.QuotingParams
Yield Calendar
_strYieldDC - Variable in class org.drip.param.valuation.QuotingParams
Yield Quoting day count
_tsyBmkSet - Variable in class org.drip.product.params.TreasuryBenchmark
Treasury Benchmark Set
_wi - Variable in class org.drip.analytics.output.BondRVMeasures
Work-out info
_wi - Variable in class org.drip.param.definition.CalibrationParams
(Optional) Calibration Workout Info
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