- 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