A B C D E F G H I J K L M N O P Q R S T U V W X Y Z _ 

E

ECSHoliday - Class in org.drip.analytics.holset
 
ECSHoliday() - Constructor for class org.drip.analytics.holset.ECSHoliday
 
EDFComponent - Class in org.drip.product.rates
EDFComponent contains the implementation of the Euro-dollar future contract/valuation (EDF).
EDFComponent(JulianDate, JulianDate, String, String, String) - Constructor for class org.drip.product.rates.EDFComponent
Construct an EDFComponent Instance
EDFComponent(String, JulianDate, String) - Constructor for class org.drip.product.rates.EDFComponent
Construct an EDFComponent Component
EDFComponent(byte[]) - Constructor for class org.drip.product.rates.EDFComponent
EDFComponent de-serialization from input byte array
EDFJacobianRegressorSet - Class in org.drip.regression.curveJacobian
EDFJacobianRegressorSet implements the regression analysis set for the EDF product related Sensitivity Jacobians.
EDFJacobianRegressorSet() - Constructor for class org.drip.regression.curveJacobian.EDFJacobianRegressorSet
 
EDFutureBuilder - Class in org.drip.product.creator
EDFutureBuilder contains the suite of helper functions for creating the EDFuture product and product pack from the parameters/codes/byte array streams.
EDFutureBuilder() - Constructor for class org.drip.product.creator.EDFutureBuilder
 
EEKHoliday - Class in org.drip.analytics.holset
 
EEKHoliday() - Constructor for class org.drip.analytics.holset.EEKHoliday
 
EffectiveDate(String) - Static method in class org.drip.service.api.CreditAnalytics
Returns the effective date for the specified bond
effectiveDF() - Method in class org.drip.analytics.period.LossPeriodCurveFactors
Get the period's effective discount factor
effectiveDF(double, double) - Method in class org.drip.analytics.rates.DiscountCurve
 
effectiveDF(JulianDate, JulianDate) - Method in class org.drip.analytics.rates.DiscountCurve
 
effectiveDF(String, String) - Method in class org.drip.analytics.rates.DiscountCurve
 
effectiveDF(double, double) - Method in interface org.drip.analytics.rates.DiscountFactorEstimator
Compute the time-weighted discount factor between 2 dates
effectiveDF(JulianDate, JulianDate) - Method in interface org.drip.analytics.rates.DiscountFactorEstimator
Compute the time-weighted discount factor between 2 dates
effectiveDF(String, String) - Method in interface org.drip.analytics.rates.DiscountFactorEstimator
Compute the time-weighted discount factor between 2 tenors
effectiveDF(double, double) - Method in class org.drip.state.curve.DerivedZeroRate
 
effectiveDF(JulianDate, JulianDate) - Method in class org.drip.state.curve.DerivedZeroRate
 
effectiveDF(String, String) - Method in class org.drip.state.curve.DerivedZeroRate
 
effectiveNotional() - Method in class org.drip.analytics.period.LossPeriodCurveFactors
Get the period's effective notional
effectiveRecovery() - Method in class org.drip.analytics.period.LossPeriodCurveFactors
Get the period's effective recovery
EGPHoliday - Class in org.drip.analytics.holset
 
EGPHoliday() - Constructor for class org.drip.analytics.holset.EGPHoliday
 
EliminateSpuriousExtrema(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
Eliminate the Spurious Extrema in the Input C1 Entry
eliminateSpuriousExtrema() - Method in class org.drip.state.estimator.LocalControlCurveParams
Retrieve the Eliminate Spurious Extrema Flag
EmbeddedOptionSchedule - Class in org.drip.product.params
EmbeddedOptionSchedule is a place holder for the embedded option schedule for the component.
EmbeddedOptionSchedule(double[], double[], boolean, int, boolean, double, String, double) - Constructor for class org.drip.product.params.EmbeddedOptionSchedule
Construct the EOS from the array of dates and factors
EmbeddedOptionSchedule(EmbeddedOptionSchedule) - Constructor for class org.drip.product.params.EmbeddedOptionSchedule
Construct a Deep Copy EOS from another EOS
EmbeddedOptionSchedule(byte[]) - Constructor for class org.drip.product.params.EmbeddedOptionSchedule
EmbeddedOptionSchedule de-serialization from input byte array
end() - Method in class org.drip.analytics.daycount.ActActDCParams
Retrieve the End Date
end() - Method in class org.drip.state.representation.LatentStateMergeSubStretch
Retrieve the Merge Stretch End Date
endSurvival() - Method in class org.drip.analytics.period.LossPeriodCurveFactors
Survival at the period end
enforcePositivity() - Method in class org.drip.spline.pchip.MonotoneConvexHaganWest
Enforce the Positivity of the Inferred Response Values
EnvManager - Class in org.drip.service.env
EnvManager sets the environment/connection parameters, and populates the market parameters for the given EOD.
EnvManager() - Constructor for class org.drip.service.env.EnvManager
 
EODCurves - Class in org.drip.service.env
EODCurves that creates the closing curves from the closing marks available in the DB for a given EOD and populates them onto the MPC.
EODCurves() - Constructor for class org.drip.service.env.EODCurves
 
epoch() - Method in class org.drip.analytics.definition.CreditCurve
 
epoch() - Method in interface org.drip.analytics.definition.Curve
Get the Epoch Date
epoch() - Method in class org.drip.analytics.rates.DiscountCurve
 
epoch() - Method in interface org.drip.analytics.rates.DiscountFactorEstimator
Retrieve the Starting (Epoch) Date
epoch() - Method in class org.drip.analytics.rates.ForwardCurve
 
epoch() - Method in class org.drip.state.curve.DerivedFXBasis
 
epoch() - Method in class org.drip.state.curve.DerivedFXForward
 
epoch() - Method in class org.drip.state.curve.DerivedZeroRate
 
equals(Object) - Method in class org.drip.analytics.date.JulianDate
 
ERROR - Static variable in class org.drip.analytics.support.Logger
Logger level ERROR
ESBHoliday - Class in org.drip.analytics.holset
 
ESBHoliday() - Constructor for class org.drip.analytics.holset.ESBHoliday
 
ESPHoliday - Class in org.drip.analytics.holset
 
ESPHoliday() - Constructor for class org.drip.analytics.holset.ESPHoliday
 
ESTHoliday - Class in org.drip.analytics.holset
 
ESTHoliday() - Constructor for class org.drip.analytics.holset.ESTHoliday
 
estimateMeasure(double) - Method in class org.drip.analytics.rates.DiscountCurve
 
estimateMeasure(double) - Method in interface org.drip.analytics.rates.DiscountFactorEstimator
Estimates the estimated calibrated measure value for the given date
EUBHoliday - Class in org.drip.analytics.holset
 
EUBHoliday() - Constructor for class org.drip.analytics.holset.EUBHoliday
 
EURHoliday - Class in org.drip.analytics.holset
 
EURHoliday() - Constructor for class org.drip.analytics.holset.EURHoliday
 
evaluate(double) - Method in class org.drip.quant.function1D.AbstractUnivariate
Evaluate for the given variate
evaluate(double) - Method in class org.drip.quant.function1D.ExponentialTension
 
evaluate(double) - Method in class org.drip.quant.function1D.HyperbolicTension
 
evaluate(double) - Method in class org.drip.quant.function1D.LinearRationalShapeControl
 
evaluate(double) - Method in class org.drip.quant.function1D.NaturalLogSeriesElement
 
evaluate(double) - Method in class org.drip.quant.function1D.Polynomial
 
evaluate(double) - Method in class org.drip.quant.function1D.QuadraticRationalShapeControl
 
evaluate(double) - Method in class org.drip.quant.function1D.UnivariateConvolution
 
evaluate(double) - Method in class org.drip.quant.function1D.UnivariateReflection
 
evaluate(double) - Method in class org.drip.spline.bspline.CubicRationalLeftRaw
 
evaluate(double) - Method in class org.drip.spline.bspline.CubicRationalRightRaw
 
evaluate(double) - Method in class org.drip.spline.bspline.ExponentialTensionLeftHat
 
evaluate(double) - Method in class org.drip.spline.bspline.ExponentialTensionLeftRaw
 
evaluate(double) - Method in class org.drip.spline.bspline.ExponentialTensionRightHat
 
evaluate(double) - Method in class org.drip.spline.bspline.ExponentialTensionRightRaw
 
evaluate(double) - Method in class org.drip.spline.bspline.LeftHatShapeControl
 
evaluate(double) - Method in class org.drip.spline.bspline.RightHatShapeControl
 
evaluate(double) - Method in class org.drip.spline.bspline.SegmentMonicBasisFunction
 
evaluate(double) - Method in class org.drip.spline.bspline.SegmentMulticBasisFunction
 
evaluate(double) - Method in class org.drip.spline.bspline.TensionProcessedBasisHat
 
evaluate(double) - Method in class org.drip.spline.pchip.MonotoneConvexHaganWest
 
evaluate(double) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
 
evaluate(double) - Method in class org.drip.spline.tension.KLKHyperbolicTensionPhy
 
evaluate(double) - Method in class org.drip.spline.tension.KLKHyperbolicTensionPsy
 
execRegression() - Method in class org.drip.regression.core.UnitRegressionExecutor
Execute the regression call within this function
execRegression() - Method in class org.drip.regression.spline.BasisSplineRegressor
 
execRegression() - Method in class org.drip.regression.spline.HermiteBasisSplineRegressor
 
execRegression() - Method in class org.drip.regression.spline.LagrangePolynomialStretchRegressor
 
execRegression() - Method in class org.drip.regression.spline.LocalControlBasisSplineRegressor
 
ExecUnitSequence() - Static method in class org.drip.feed.loader.RatesClosesLoader
 
ExecutionControl - Class in org.drip.quant.solver1D
ExecutionControl implements the core fixed point search execution control and customization functionality.
ExecutionControl(AbstractUnivariate, ExecutionControlParams) - Constructor for class org.drip.quant.solver1D.ExecutionControl
ExecutionControl constructor
ExecutionControlParams - Class in org.drip.quant.solver1D
ExecutionControlParams holds the parameters needed for controlling the execution of the fixed point finder.
ExecutionControlParams() - Constructor for class org.drip.quant.solver1D.ExecutionControlParams
Default Execution Control Parameters constructor
ExecutionControlParams(int, boolean, double, double, double, double) - Constructor for class org.drip.quant.solver1D.ExecutionControlParams
Execution Control Parameters constructor
ExecutionInitializationOutput - Class in org.drip.quant.solver1D
ExecutionInitializationOutput holds the output of the root initializer calculation.
ExecutionInitializer - Class in org.drip.quant.solver1D
ExecutionInitializer implements the initialization execution and customization functionality.
ExecutionInitializer(AbstractUnivariate, ConvergenceControlParams) - Constructor for class org.drip.quant.solver1D.ExecutionInitializer
ExecutionInitializer constructor
ExerciseInfo - Class in org.drip.analytics.output
ExerciseInfo is a place-holder for the set of exercise information.
ExerciseInfo(double, double, int) - Constructor for class org.drip.analytics.output.ExerciseInfo
Constructs the ExerciseInfo from the work-out date, type, and the exercise factor
ExerciseInfo(byte[]) - Constructor for class org.drip.analytics.output.ExerciseInfo
ExerciseInfo de-serialization from input byte array
ExplicitBootCreditCurve - Class in org.drip.analytics.definition
ExplicitBootCreditCurve exposes the functionality associated with the bootstrapped Credit Curve.
ExplicitBootCurve - Interface in org.drip.analytics.definition
In ExplicitBootCurve, the segment boundaries explicitly line up with the instrument maturity boundaries.
ExplicitBootDiscountCurve - Class in org.drip.analytics.rates
ExplicitBootDiscountCurve exposes the functionality associated with the bootstrapped Discount Curve.
ExponentialMixtureBasisSet(ExponentialMixtureSetParams) - Static method in class org.drip.spline.basis.FunctionSetBuilder
Construct the Exponential Mixture Basis Set y = A + B * exp(-l_1 * x) + C * exp(-l_2 * x) + D * exp(-l_3 * x)
ExponentialMixtureSetParams - Class in org.drip.spline.basis
ExponentialMixtureSetParams implements per-segment parameters for the exponential mixture basis set - the array of the exponential tension parameters, one per each entity in the mixture.
ExponentialMixtureSetParams(double[]) - Constructor for class org.drip.spline.basis.ExponentialMixtureSetParams
ExponentialMixtureSetParams constructor
ExponentialRationalBasisSet(ExponentialRationalSetParams) - Static method in class org.drip.spline.basis.FunctionSetBuilder
Construct the Exponential Rational Basis Set y = A + B / (1+x) + C * exp(-x) + D * exp(-x) / (1+x)
ExponentialRationalSetParams - Class in org.drip.spline.basis
ExponentialRationalSetParams implements per-segment parameters for the exponential rational basis set - the exponential tension and the rational tension parameters.
ExponentialRationalSetParams(double, double) - Constructor for class org.drip.spline.basis.ExponentialRationalSetParams
ExponentialRationalSetParams constructor
ExponentialTension - Class in org.drip.quant.function1D
ExponentialTension provides the evaluation of the Exponential Tension Function and its derivatives for a specified variate.
ExponentialTension(double, double) - Constructor for class org.drip.quant.function1D.ExponentialTension
ExponentialTension constructor
exponentialTension() - Method in class org.drip.spline.basis.ExponentialRationalSetParams
Get the Exponential Tension
ExponentialTensionBasisSet(ExponentialTensionSetParams) - Static method in class org.drip.spline.basis.FunctionSetBuilder
This function implements the elastic coefficients for the segment using tension exponential basis splines inside - [0,...,1) - Globally [x_0,...,x_1).
ExponentialTensionLeftHat - Class in org.drip.spline.bspline
ExponentialTensionLeftHat implements the TensionBasisHat interface in accordance with the left exponential hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
ExponentialTensionLeftHat(double, double, double) - Constructor for class org.drip.spline.bspline.ExponentialTensionLeftHat
ExponentialTensionLeftHat constructor
ExponentialTensionLeftRaw - Class in org.drip.spline.bspline
ExponentialTensionLeftRaw implements the TensionBasisHat interface in accordance with the raw left exponential hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
ExponentialTensionLeftRaw(double, double, double) - Constructor for class org.drip.spline.bspline.ExponentialTensionLeftRaw
ExponentialTensionLeftRaw constructor
ExponentialTensionRightHat - Class in org.drip.spline.bspline
ExponentialTensionRightHat implements the TensionBasisHat interface in accordance with the right exponential hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
ExponentialTensionRightHat(double, double, double) - Constructor for class org.drip.spline.bspline.ExponentialTensionRightHat
ExponentialTensionRightHat constructor
ExponentialTensionRightRaw - Class in org.drip.spline.bspline
ExponentialTensionRightRaw implements the TensionBasisHat interface in accordance with the raw right exponential hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
ExponentialTensionRightRaw(double, double, double) - Constructor for class org.drip.spline.bspline.ExponentialTensionRightRaw
ExponentialTensionRightRaw constructor
ExponentialTensionSegmentControlParams(double, SegmentDesignInelasticControl, ResponseScalingShapeControl) - Static method in class org.drip.sample.stretch.StretchEstimation
 
ExponentialTensionSetParams - Class in org.drip.spline.basis
ExponentialTensionSetParams implements per-segment parameters for the exponential tension basis set - currently it only contains the tension parameter.
ExponentialTensionSetParams(double) - Constructor for class org.drip.spline.basis.ExponentialTensionSetParams
ExponentialTensionSetParams constructor
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z _