- PABHoliday - Class in org.drip.analytics.holset
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- PABHoliday() - Constructor for class org.drip.analytics.holset.PABHoliday
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- ParseFromBBGDCCode(String) - Static method in class org.drip.analytics.support.AnalyticsHelper
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Converts the Bloomberg day count code to DRIP day count code.
- ParseFromUnitaryString(String) - Static method in class org.drip.math.common.StringUtil
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Check if the string represents an unitary boolean
- PEFHoliday - Class in org.drip.analytics.holset
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- PEFHoliday() - Constructor for class org.drip.analytics.holset.PEFHoliday
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- PENHoliday - Class in org.drip.analytics.holset
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- PENHoliday() - Constructor for class org.drip.analytics.holset.PENHoliday
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- Period - Class in org.drip.analytics.period
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Period serves as a holder for the period dates: period start/end, period accrual start/end, pay, and
full period day count fraction.
- Period(double, double, double, double, double, double) - Constructor for class org.drip.analytics.period.Period
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Constructs a period object instance from the corresponding date parameters
- Period(byte[]) - Constructor for class org.drip.analytics.period.Period
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De-serialization of Period from byte stream
- PERIOD_AMORT_AT_END - Static variable in class org.drip.product.params.NotionalSetting
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Period amortization proxies to the period end factor
- PERIOD_AMORT_AT_START - Static variable in class org.drip.product.params.NotionalSetting
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Period amortization proxies to the period start factor
- PERIOD_AMORT_EFFECTIVE - Static variable in class org.drip.product.params.NotionalSetting
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Period amortization proxies to the period effective factor
- PERIOD_DAY_STEPS_MINIMUM - Static variable in class org.drip.param.pricer.PricerParams
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Minimum number of days per unit
- PERIOD_DISCRETIZATION_DAY_STEP - Static variable in class org.drip.param.pricer.PricerParams
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Discretization as a sequence of day steps
- PERIOD_DISCRETIZATION_FULL_COUPON - Static variable in class org.drip.param.pricer.PricerParams
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No discretization at all - just the full coupon period
- PERIOD_DISCRETIZATION_PERIOD_STEP - Static variable in class org.drip.param.pricer.PricerParams
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Discretization as a sequence of time space divided periods
- PeriodGenerator - Class in org.drip.product.params
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PeriodGenerator generates the component coupon periods from flexible inputs.
- PeriodGenerator(double, double, double, double, double, int, String, String, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, String, boolean, String) - Constructor for class org.drip.product.params.PeriodGenerator
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Generates the coupon periods from the date rules and the date adjustment rules for the different
period dates
- PeriodGenerator(byte[]) - Constructor for class org.drip.product.params.PeriodGenerator
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PeriodGenerator de-serialization from input byte array
- PeriodSet - Class in org.drip.product.params
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PeriodSet is the place-holder for the component’s period generation parameters.
- PeriodSet(double, String, int, List<CouponPeriod>) - Constructor for class org.drip.product.params.PeriodSet
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Constructs PeriodSet from the effective date, day count, frequency, and the list
of coupon periods
- PeriodSet(byte[]) - Constructor for class org.drip.product.params.PeriodSet
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PeriodSet de-serialization from input byte array
- PESHoliday - Class in org.drip.analytics.holset
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- PESHoliday() - Constructor for class org.drip.analytics.holset.PESHoliday
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- PHPHoliday - Class in org.drip.analytics.holset
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- PHPHoliday() - Constructor for class org.drip.analytics.holset.PHPHoliday
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- Pivot(double[][], double[]) - Static method in class org.drip.math.linearalgebra.LinearSystemSolver
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Pivots the matrix A (Refer to wikipedia to find out what "pivot a matrix" means ;))
- PivotDiagonal(double[][]) - Static method in class org.drip.math.linearalgebra.Matrix
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Pivot the Diagonal of the Input Matrix
- PLNHoliday - Class in org.drip.analytics.holset
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- PLNHoliday() - Constructor for class org.drip.analytics.holset.PLNHoliday
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- PLZHoliday - Class in org.drip.analytics.holset
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- PLZHoliday() - Constructor for class org.drip.analytics.holset.PLZHoliday
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- Polynomial - Class in org.drip.math.function
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Polynomial provides the evaluation of the n-th order Polynomial and its derivatives for a specified
variate.
- Polynomial(int) - Constructor for class org.drip.math.function.Polynomial
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Polynomial constructor
- PolynomialBasisSet(PolynomialBasisSetParams) - Static method in class org.drip.math.spline.SegmentBasisSetBuilder
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This class implements the elastic coefficients for the segment using polynomial basis splines inside -
[0,...,1) - Globally [x_0,...,x_1):
y = Sum (A_i*x^i) i = 0,...,n (0 and n inclusive)
where x is the normalized ordinate mapped as
x => (x - x_i-1) / (x_i - x_i-1)
- PolynomialBasisSetParams - Class in org.drip.math.spline
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PolynomialBasisSetParams implements per-segment basis set parameters for the polynomial basis spline -
currently it holds the number of basis functions.
- PolynomialBasisSetParams(int) - Constructor for class org.drip.math.spline.PolynomialBasisSetParams
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PolynomialBasisSetParams constructor
- PolynomialBasisSpline - Class in org.drip.math.sample
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PolynomialBasisSpline implements Samples for the Construction and the usage of polynomial basis spline
functions.
- PolynomialBasisSpline() - Constructor for class org.drip.math.sample.PolynomialBasisSpline
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- PolynomialForwardRate - Class in org.drip.analytics.curve
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This class contains the polynomial forward rate based discount curve holder object.
- PolynomialForwardRate(JulianDate, String, double[], double[]) - Constructor for class org.drip.analytics.curve.PolynomialForwardRate
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Boot-straps a polynomial forward discount curve from an array of dates and discount rates
- PolynomialForwardRate(byte[]) - Constructor for class org.drip.analytics.curve.PolynomialForwardRate
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PolynomialForwardRate de-serialization from input byte array
- PolynomialSegmentControlParams(int, SegmentInelasticParams, AbstractUnivariate) - Static method in class org.drip.math.sample.SpanInterpolator
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Build Polynomial Segment Control Parameters
- PolynomialSplineDF - Class in org.drip.analytics.curve
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This class contains the polynomial spline discount factor based discount curve holder object.
- PolynomialSplineDF(JulianDate, String, double[], double[]) - Constructor for class org.drip.analytics.curve.PolynomialSplineDF
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Constructs PolynomialSplineDF Curve from an array of dates and forward rates
- PolynomialSplineDF(byte[]) - Constructor for class org.drip.analytics.curve.PolynomialSplineDF
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PolynomialSplineDF de-serialization from input byte array
- PopulateMPC(Statement, JulianDate) - Static method in class org.drip.service.env.EnvManager
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Populates the MarketParams with the closing discount curves, closing credit curves, and other
market objects for the given EOD
- postRegression(RegressionRunDetail) - Method in class org.drip.regression.core.UnitRegressionExecutor
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Clean-up of the objects set-up for the regression
- postRegression(RegressionRunDetail) - Method in class org.drip.regression.spline.BasisSplineRegressor
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- PrefixKeys(CaseInsensitiveTreeMap<Double>, String) - Static method in class org.drip.math.common.MapUtil
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Prefix the keys in the input map, and return them in a new map
- PrePad(int) - Static method in class org.drip.math.common.FormatUtil
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Pre-pad a single digit integer with zeros
- preRegression() - Method in class org.drip.regression.core.UnitRegressionExecutor
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One-time initialization to set up the objects needed for the regression
- preRegression() - Method in class org.drip.regression.spline.BasisSplineRegressor
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- PreviousCouponDate(String, JulianDate) - Static method in class org.drip.service.api.CreditAnalytics
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Returns the coupon date for the period prior to the specified date for the specified bond
- PricerParams - Class in org.drip.param.pricer
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PricerParams contains the pricer parameters - the discrete unit size, calibration mode on/off, survival to
pay/end date, and the discretization scheme
- PricerParams(int, CalibrationParams, boolean, int) - Constructor for class org.drip.param.pricer.PricerParams
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Creates the pricer parameters from the discrete unit size, calibration mode on/off, survival to
pay/end date, and the discretization scheme
- PricerParams(byte[]) - Constructor for class org.drip.param.pricer.PricerParams
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PricerParams de-serialization from input byte array
- Print1DArray(String, double[], boolean) - Static method in class org.drip.math.common.NumberUtil
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Print the contents of the 1D array
- Print2DArray(String, double[][], boolean) - Static method in class org.drip.math.common.NumberUtil
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Print the contents of the 2D array
- processCouponWindow(double, double) - Method in class org.drip.product.params.CouponSetting
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Trim the component coupon if it falls outside the (optionally) specified coupon window.
- ProcessInputForNULL(String, boolean) - Static method in class org.drip.math.common.StringUtil
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Check the Input String to Check for NULL - and return it
- Product(double[][], double[]) - Static method in class org.drip.math.linearalgebra.Matrix
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Compute the Product of an input matrix and a column
- Product(double[], double[][]) - Static method in class org.drip.math.linearalgebra.Matrix
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Compute the Product of an input column and a matrix
- Product(double[][], double[][]) - Static method in class org.drip.math.linearalgebra.Matrix
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Compute the Product of the input matrices
- ProductTestSuite - Class in org.drip.tester.functional
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ProductTestSuite tests more-or-less the full suite of the product valuation functionality exposed in
CreditAnalytics API.
- ProductTestSuite() - Constructor for class org.drip.tester.functional.ProductTestSuite
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- PTEHoliday - Class in org.drip.analytics.holset
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- PTEHoliday() - Constructor for class org.drip.analytics.holset.PTEHoliday
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- put(String, V) - Method in class org.drip.analytics.support.CaseInsensitiveHashMap
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- put(String, V) - Method in class org.drip.analytics.support.CaseInsensitiveTreeMap
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- PutBond(String, Bond) - Static method in class org.drip.service.api.CreditAnalytics
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Maps the bond to an ID and adds it to the cache