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 _ 

D

date() - Method in class org.drip.analytics.output.ExerciseInfo
Retrieve the Exercise Date
date() - Method in class org.drip.param.valuation.WorkoutInfo
Retrieve the Work-out Date
date() - Method in class org.drip.service.api.DateDiscountCurvePair
Retrieve the COB
date() - Method in class org.drip.service.api.DiscountCurveInputInstrument
Retrieve the Curve Epoch Date
DateAdjustParams - Class in org.drip.analytics.daycount
This class contains the parameters needed for adjusting dates.
DateAdjustParams(int, String) - Constructor for class org.drip.analytics.daycount.DateAdjustParams
Create a DateAdjustParams instance from the roll mode and the calendar
DateAdjustParams(byte[]) - Constructor for class org.drip.analytics.daycount.DateAdjustParams
De-serialization of DateAdjustParams from byte stream
DateDiscountCurvePair - Class in org.drip.service.api
DateDiscountCurvePair contains the COB/Discount Curve Pair, and the corresponding computed outputs.
DateDiscountCurvePair(JulianDate, DiscountCurve, List<String>) - Constructor for class org.drip.service.api.DateDiscountCurvePair
DateDiscountCurvePair constructor
DateEOMAdjustment - Class in org.drip.analytics.daycount
This class holds the applicable adjustments for a given date pair.
DateEOMAdjustment() - Constructor for class org.drip.analytics.daycount.DateEOMAdjustment
 
DateTime - Class in org.drip.analytics.date
This class provides the representation of the instantiation-time date and time objects.
DateTime() - Constructor for class org.drip.analytics.date.DateTime
Default constructor initializes the time and date to the current time and current date.
DateTime(double, long) - Constructor for class org.drip.analytics.date.DateTime
Constructs DateTime from separate date and time inputs
DateTime(byte[]) - Constructor for class org.drip.analytics.date.DateTime
DateTime de-serialization from input byte array
DateUtil - Class in org.drip.quant.common
DateUtil implements date utility functions those are extraneous to the JulianDate implementation.
DateUtil() - Constructor for class org.drip.quant.common.DateUtil
 
Day(double) - Static method in class org.drip.analytics.date.JulianDate
Return the day corresponding to the Julian double
DayChars(int) - Static method in class org.drip.analytics.date.JulianDate
Get the English word for day corresponding to the input integer
DayCountAndCalendarAPI - Class in org.drip.sample.misc
DayCountAndCalendarAPI demonstrates Day-count and Calendar API FUnctionality.
DayCountAndCalendarAPI() - Constructor for class org.drip.sample.misc.DayCountAndCalendarAPI
 
DayCountAPISample() - Static method in class org.drip.tester.functional.CreditAnalyticsTestSuite
Sample API demonstrating the day count functionality
daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DC28_360
 
daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DC30_360
 
daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DC30_365
 
daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DC30_Act
 
daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DC30E_360
 
daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCAct_360
 
daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCAct_364
 
daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCAct_365
 
daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCAct_365L
 
daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCAct_Act
 
daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCAct_Act_ISDA
 
daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in interface org.drip.analytics.daycount.DCFCalculator
Calculates the number of days accrued between the two given days
daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCNL_360
 
daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCNL_365
 
daysAccrued(double, double, boolean, double, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCNL_Act
 
daysDiff(JulianDate) - Method in class org.drip.analytics.date.JulianDate
Difference in days between the current and the input date
DaysElapsed(double) - Static method in class org.drip.analytics.date.JulianDate
Number of days elapsed in the year represented by the given Julian date
DaysInMonth(int, int) - Static method in class org.drip.analytics.date.JulianDate
Get the maximum number of days in the given month and year
DaysRemaining(double) - Static method in class org.drip.analytics.date.JulianDate
Returns the number of days remaining in the year represented by the given Julian year
dc() - Method in class org.drip.service.api.DateDiscountCurvePair
Retrieve the Discount Curve
DC28_360 - Class in org.drip.analytics.daycount
This class implements the 28/360 day count convention.
DC28_360() - Constructor for class org.drip.analytics.daycount.DC28_360
Empty DC28_360 constructor
DC30_360 - Class in org.drip.analytics.daycount
This class implements the 30/360 day count convention.
DC30_360() - Constructor for class org.drip.analytics.daycount.DC30_360
Empty DC30_360 constructor
DC30_365 - Class in org.drip.analytics.daycount
This class implements the 30/365 day count convention.
DC30_365() - Constructor for class org.drip.analytics.daycount.DC30_365
Empty DC30_365 constructor
DC30_Act - Class in org.drip.analytics.daycount
This class implements the 30/Act day count convention.
DC30_Act() - Constructor for class org.drip.analytics.daycount.DC30_Act
Empty DC30_Act constructor
DC30E_360 - Class in org.drip.analytics.daycount
This class implements the 30E/360 day count convention.
DC30E_360() - Constructor for class org.drip.analytics.daycount.DC30E_360
Empty DC30E_360 constructor
DC_BASE - Static variable in class org.drip.param.definition.ScenarioDiscountCurve
Base Discount Curve
DC_FLAT_DN - Static variable in class org.drip.param.definition.ScenarioDiscountCurve
Discount Curve Parallel Bump Down
DC_FLAT_UP - Static variable in class org.drip.param.definition.ScenarioDiscountCurve
Discount Curve Parallel Bump Up
DC_TENOR_DN - Static variable in class org.drip.param.definition.ScenarioDiscountCurve
Discount Curve Tenor Bump Down
DC_TENOR_UP - Static variable in class org.drip.param.definition.ScenarioDiscountCurve
Discount Curve Tenor Bump Up
DCAct_360 - Class in org.drip.analytics.daycount
This class implements the Act/360 day count convention.
DCAct_360() - Constructor for class org.drip.analytics.daycount.DCAct_360
Empty DCAct_360 constructor
DCAct_364 - Class in org.drip.analytics.daycount
This class implements the Act/364 day count convention.
DCAct_364() - Constructor for class org.drip.analytics.daycount.DCAct_364
Empty DCAct_364 constructor
DCAct_365 - Class in org.drip.analytics.daycount
This class implements the Act/365 day count convention.
DCAct_365() - Constructor for class org.drip.analytics.daycount.DCAct_365
Empty DCAct_365 constructor
DCAct_365L - Class in org.drip.analytics.daycount
This class implements the Act/365L day count convention.
DCAct_365L() - Constructor for class org.drip.analytics.daycount.DCAct_365L
Empty DCAct_365L constructor
DCAct_Act - Class in org.drip.analytics.daycount
This class implements the Act/Act day count convention.
DCAct_Act() - Constructor for class org.drip.analytics.daycount.DCAct_Act
Empty DCAct_Act constructor
DCAct_Act_ISDA - Class in org.drip.analytics.daycount
This class implements the ISDA Act/Act day count convention.
DCAct_Act_ISDA() - Constructor for class org.drip.analytics.daycount.DCAct_Act_ISDA
Empty DCAct_Act_ISDA constructor
DCFCalculator - Interface in org.drip.analytics.daycount
This interface is the stub for all the day count convention functionality.
DCNL_360 - Class in org.drip.analytics.daycount
This class implements the NL/360 day count convention.
DCNL_360() - Constructor for class org.drip.analytics.daycount.DCNL_360
Empty DCNL_360 constructor
DCNL_365 - Class in org.drip.analytics.daycount
This class implements the NL/365 day count convention.
DCNL_365() - Constructor for class org.drip.analytics.daycount.DCNL_365
Empty DCNL_365 constructor
DCNL_Act - Class in org.drip.analytics.daycount
This class implements the NL/Act day count convention.
DCNL_Act() - Constructor for class org.drip.analytics.daycount.DCNL_Act
Empty DCNL_Act constructor
DEBUG - Static variable in class org.drip.analytics.support.Logger
Logger level DEBUG
DECEMBER - Static variable in class org.drip.analytics.date.JulianDate
Integer Month - December
delocalize(double) - Method in class org.drip.spline.segment.InelasticConstitutiveState
Transform the Local Predictor Ordinate to the Segment Ordinate
DEMHoliday - Class in org.drip.analytics.holset
 
DEMHoliday() - Constructor for class org.drip.analytics.holset.DEMHoliday
 
DENSE(String, ValuationParams, CalibratableComponent[], double[], CalibratableComponent[], double[], TurnListDiscountFactor) - Static method in class org.drip.param.creator.RatesScenarioCurveBuilder
The Standard DENSE Curve Creation Methodology - this uses no re-construction set for the short term, and uses 3M dense re-construction for the Swap Set.
DerivArrayFromSlope(int, double) - Static method in class org.drip.quant.common.CollectionUtil
Populate an array of derivatives using the input slope (and setting the other to zero)
DerivativeControl - Class in org.drip.quant.calculus
DerivativeControl provides bumps needed for numerically approximating derivatives.
DerivativeControl() - Constructor for class org.drip.quant.calculus.DerivativeControl
Empty DerivativeControl constructor
DerivativeControl(double) - Constructor for class org.drip.quant.calculus.DerivativeControl
DerivativeControl constructor
derivativeOrder() - Method in class org.drip.spline.params.SegmentFlexurePenaltyControl
Retrieve the Derivative Order
derivDCoeffDQuote(double, int) - Method in class org.drip.spline.segment.ConstitutiveState
Calculate the Ordered Derivative of the Coefficient to the Quote
DerivedFXBasis - Class in org.drip.state.curve
DerivedFXBasis manages the constant forward basis based FX Basis Curve holder object.
DerivedFXBasis(CurrencyPair, JulianDate, double, double[], double[], boolean) - Constructor for class org.drip.state.curve.DerivedFXBasis
Construct an DerivedFXBasis instance from the currency pair, FX Spot, and FX basis parameters
DerivedFXBasis(byte[]) - Constructor for class org.drip.state.curve.DerivedFXBasis
DerivedFXBasis de-serialization from input byte array
DerivedFXForward - Class in org.drip.state.curve
DerivedFXForward manages the constant forward based FX Forward Curve holder object.
DerivedFXForward(CurrencyPair, JulianDate, double, double[], double[], boolean[]) - Constructor for class org.drip.state.curve.DerivedFXForward
DerivedFXForward from the CurrencyPair, FX Spot, and the FX Forward parameters
DerivedFXForward(byte[]) - Constructor for class org.drip.state.curve.DerivedFXForward
DerivedFXForward de-serialization from input byte array
DerivedZeroRate - Class in org.drip.state.curve
DerivedZeroRate implements the delegated ZeroCurve functionality.
DerivedZeroRate(int, String, String, boolean, List<CashflowPeriod>, double, double, DiscountCurve, QuotingParams, double) - Constructor for class org.drip.state.curve.DerivedZeroRate
DerivedZeroRate constructor from period, work-out, settle, and quoting parameters
DerivedZeroRate(byte[]) - Constructor for class org.drip.state.curve.DerivedZeroRate
DerivedZeroRate de-serialization from input byte array
deserialize(byte[]) - Method in class org.drip.analytics.date.DateTime
 
deserialize(byte[]) - Method in class org.drip.analytics.daycount.ActActDCParams
 
deserialize(byte[]) - Method in class org.drip.analytics.daycount.DateAdjustParams
 
deserialize(byte[]) - Method in class org.drip.analytics.holiday.Fixed
 
deserialize(byte[]) - Method in class org.drip.analytics.holiday.Static
 
deserialize(byte[]) - Method in class org.drip.analytics.holiday.Variable
 
deserialize(byte[]) - Method in class org.drip.analytics.holiday.Weekend
 
deserialize(byte[]) - Method in class org.drip.analytics.output.BasketMeasures
 
deserialize(byte[]) - Method in class org.drip.analytics.output.BondCouponMeasures
 
deserialize(byte[]) - Method in class org.drip.analytics.output.BondRVMeasures
 
deserialize(byte[]) - Method in class org.drip.analytics.output.BondWorkoutMeasures
 
deserialize(byte[]) - Method in class org.drip.analytics.output.ComponentMeasures
 
deserialize(byte[]) - Method in class org.drip.analytics.output.ExerciseInfo
 
deserialize(byte[]) - Method in class org.drip.analytics.period.Period
 
deserialize(byte[]) - Method in class org.drip.param.definition.CalibrationParams
 
deserialize(byte[]) - Method in class org.drip.param.definition.ResponseValueTweakParams
 
deserialize(byte[]) - Method in class org.drip.param.market.BasketMarketParamSet
 
deserialize(byte[]) - Method in class org.drip.param.market.ComponentMarketParamSet
 
deserialize(byte[]) - Method in class org.drip.param.market.ComponentMultiMeasureQuote
 
deserialize(byte[]) - Method in class org.drip.param.market.ComponentTickQuote
 
deserialize(byte[]) - Method in class org.drip.param.market.MultiSidedQuote
 
deserialize(byte[]) - Method in class org.drip.param.pricer.PricerParams
 
deserialize(byte[]) - Method in class org.drip.param.quoting.QuotedSpreadInterpreter
 
deserialize(byte[]) - Method in class org.drip.param.quoting.YieldInterpreter
 
deserialize(byte[]) - Method in class org.drip.param.valuation.CashSettleParams
 
deserialize(byte[]) - Method in class org.drip.param.valuation.QuotingParams
 
deserialize(byte[]) - Method in class org.drip.param.valuation.ValuationParams
 
deserialize(byte[]) - Method in class org.drip.param.valuation.WorkoutInfo
 
deserialize(byte[]) - Method in class org.drip.product.creator.BondProductBuilder
 
deserialize(byte[]) - Method in class org.drip.product.creator.BondRefDataBuilder
 
deserialize(byte[]) - Method in class org.drip.product.credit.BondBasket
 
deserialize(byte[]) - Method in class org.drip.product.credit.BondComponent
 
deserialize(byte[]) - Method in class org.drip.product.credit.CDSBasket
 
deserialize(byte[]) - Method in class org.drip.product.credit.CDSComponent
 
deserialize(byte[]) - Method in class org.drip.product.fx.FXForwardContract
 
deserialize(byte[]) - Method in class org.drip.product.fx.FXSpotContract
 
deserialize(byte[]) - Method in class org.drip.product.params.CDXIdentifier
 
deserialize(byte[]) - Method in class org.drip.product.params.CouponSetting
 
deserialize(byte[]) - Method in class org.drip.product.params.CreditSetting
 
deserialize(byte[]) - Method in class org.drip.product.params.CurrencyPair
 
deserialize(byte[]) - Method in class org.drip.product.params.CurrencySet
 
deserialize(byte[]) - Method in class org.drip.product.params.EmbeddedOptionSchedule
 
deserialize(byte[]) - Method in class org.drip.product.params.FactorSchedule
 
deserialize(byte[]) - Method in class org.drip.product.params.FloaterSetting
 
deserialize(byte[]) - Method in class org.drip.product.params.FloatingRateIndex
 
deserialize(byte[]) - Method in class org.drip.product.params.IdentifierSet
 
deserialize(byte[]) - Method in class org.drip.product.params.NotionalSetting
 
deserialize(byte[]) - Method in class org.drip.product.params.PeriodSet
 
deserialize(byte[]) - Method in class org.drip.product.params.QuoteConvention
 
deserialize(byte[]) - Method in class org.drip.product.params.RatesSetting
 
deserialize(byte[]) - Method in class org.drip.product.params.TerminationSetting
 
deserialize(byte[]) - Method in class org.drip.product.params.TreasuryBenchmark
 
deserialize(byte[]) - Method in class org.drip.product.params.TsyBmkSet
 
deserialize(byte[]) - Method in class org.drip.product.rates.CashComponent
 
deserialize(byte[]) - Method in class org.drip.product.rates.EDFComponent
 
deserialize(byte[]) - Method in class org.drip.product.rates.FixedStream
 
deserialize(byte[]) - Method in class org.drip.product.rates.FloatFloatComponent
 
deserialize(byte[]) - Method in class org.drip.product.rates.FloatingStream
 
deserialize(byte[]) - Method in class org.drip.product.rates.IRSComponent
 
deserialize(byte[]) - Method in class org.drip.product.rates.RatesBasket
 
deserialize(byte[]) - Method in class org.drip.service.bridge.CreditAnalyticsRequest
 
deserialize(byte[]) - Method in class org.drip.service.bridge.CreditAnalyticsResponse
 
deserialize(byte[]) - Method in class org.drip.service.stream.Serializer
De-serialize from a byte array.
deserialize(byte[]) - Method in class org.drip.state.curve.BasisSplineForwardRate
 
deserialize(byte[]) - Method in class org.drip.state.curve.DerivedFXBasis
 
deserialize(byte[]) - Method in class org.drip.state.curve.DerivedFXForward
 
deserialize(byte[]) - Method in class org.drip.state.curve.DerivedZeroRate
 
deserialize(byte[]) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
 
deserialize(byte[]) - Method in class org.drip.state.curve.FlatForwardDiscountCurve
 
deserialize(byte[]) - Method in class org.drip.state.curve.ForwardHazardCreditCurve
 
deserialize(byte[]) - Method in class org.drip.state.curve.NonlinearDiscountFactorDiscountCurve
 
deserialize(byte[]) - Method in class org.drip.state.curve.ZeroRateDiscountCurve
 
designControl() - Method in class org.drip.spline.segment.ConstitutiveState
Retrieve the Segment Design Inelastic Control
df(JulianDate) - Method in class org.drip.analytics.rates.DiscountCurve
 
df(String) - Method in class org.drip.analytics.rates.DiscountCurve
 
df(double) - Method in interface org.drip.analytics.rates.DiscountFactorEstimator
Calculate the Discount Factor to the given Date
df(JulianDate) - Method in interface org.drip.analytics.rates.DiscountFactorEstimator
Calculate the discount factor to the given date
df(String) - Method in interface org.drip.analytics.rates.DiscountFactorEstimator
Calculate the Discount Factor to the given Tenor
df(double) - Method in class org.drip.state.curve.DerivedZeroRate
 
df(double) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
 
df(double) - Method in class org.drip.state.curve.FlatForwardDiscountCurve
 
df(double) - Method in class org.drip.state.curve.NonlinearDiscountFactorDiscountCurve
 
df(double) - Method in class org.drip.state.curve.ZeroRateDiscountCurve
 
DF2Yield(int, double, double) - Static method in class org.drip.analytics.support.AnalyticsHelper
Calculate the yield from the specified discount factor to the given time.
DFRateShapePreserver(String, ValuationParams, PricerParams, ComponentMarketParams, QuotingParams, String, FunctionSetBuilderParams, CalibratableComponent[], double[], CalibratableComponent[], double[], double, boolean) - Static method in class org.drip.param.creator.RatesScenarioCurveBuilder
Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
DiagonalizeRow(int, double[][], double[][]) - Static method in class org.drip.quant.linearalgebra.Matrix
Diagonalize the specified row in the source matrix, and apply comparable operations to the target
Differential - Class in org.drip.quant.calculus
Differential holds the incremental differentials for the variate and the objective function.
Differential(double, double) - Constructor for class org.drip.quant.calculus.Differential
Differential constructor
DiscountCurve - Class in org.drip.analytics.rates
DiscountCurve is the stub for the discount curve functionality.
DiscountCurveAPISample() - Static method in class org.drip.sample.rates.RatesAnalyticsAPI
Sample API demonstrating the creation/usage of discount curve USE WITH CARE: This sample ignores errors and does not handle exceptions.
DiscountCurveAPISample() - Static method in class org.drip.tester.functional.CreditAnalyticsTestSuite
Sample API demonstrating the creation/usage of discount curve
DiscountCurveBuilder - Class in org.drip.state.creator
This class contains the builder functions that construct the discount curve (comprising both the rates and the discount factors) instance.
DiscountCurveBuilder() - Constructor for class org.drip.state.creator.DiscountCurveBuilder
 
DiscountCurveFromCash() - Static method in class org.drip.sample.rates.RatesAnalyticsAPI
 
DiscountCurveFromEDF() - Static method in class org.drip.sample.rates.RatesAnalyticsAPI
 
DiscountCurveFromIRS() - Static method in class org.drip.sample.rates.RatesAnalyticsAPI
 
DiscountCurveFromRatesInstruments() - Static method in class org.drip.sample.rates.RatesAnalyticsAPI
Sample API demonstrating the creation of the discount curve from the rates input instruments USE WITH CARE: This sample ignores errors and does not handle exceptions.
DiscountCurveInputInstrument - Class in org.drip.service.api
DiscountCuveInputInstrument contains the input instruments and their quotes.
DiscountCurveInputInstrument(JulianDate, List<String>, List<Double>, List<String>, List<Double>) - Constructor for class org.drip.service.api.DiscountCurveInputInstrument
DiscountCurveInputInstrument constructor
DiscountCurveJacobianRegressorSet - Class in org.drip.regression.curveJacobian
DiscountCurveJacobianRegressorSet implements the regression analysis for the full discount curve (built from cash/future/swap) Sensitivity Jacobians.
DiscountCurveJacobianRegressorSet() - Constructor for class org.drip.regression.curveJacobian.DiscountCurveJacobianRegressorSet
 
DiscountCurveQuoteSensitivity - Class in org.drip.sample.rates
DiscountCurveQuoteSensitivity demonstrates the calculation of the discount curve sensitivity to the calibration instrument quotes.
DiscountCurveQuoteSensitivity() - Constructor for class org.drip.sample.rates.DiscountCurveQuoteSensitivity
 
DiscountCurveRegressor - Class in org.drip.regression.curve
DiscountCurveRegressor implements the regression set analysis for the Discount Curve.
DiscountCurveRegressor() - Constructor for class org.drip.regression.curve.DiscountCurveRegressor
Do Nothing DiscountCurveRegressor constructor
DiscountFactorDiscountCurve - Class in org.drip.state.curve
DiscountFactorDiscountCurve manages the Discounting Latent State, using the Discount Factor as the State Response Representation.
DiscountFactorDiscountCurve(String, Span) - Constructor for class org.drip.state.curve.DiscountFactorDiscountCurve
DiscountFactorDiscountCurve constructor
DiscountFactorEstimator - Interface in org.drip.analytics.rates
DiscountFactorEstimator is the interface that exposes the calculation of the Discount Factor for a specific Sovereign/Jurisdiction Span.
DiscountForwardEstimator - Class in org.drip.analytics.rates
DiscountForwardEstimator exposes the "native" forward curve associated with the specified discount curve.
DiscountForwardEstimator(DiscountFactorEstimator, FloatingRateIndex) - Constructor for class org.drip.analytics.rates.DiscountForwardEstimator
DiscountForwardEstimator constructor
display() - Method in class org.drip.service.api.CDXCOB
Display the CDXCOB Content
displayString() - Method in class org.drip.quant.calculus.WengertJacobian
Stringifies the contents of WengertJacobian
displayString() - Method in class org.drip.quant.solver1D.BracketingOutput
 
displayString() - Method in class org.drip.quant.solver1D.ExecutionInitializationOutput
Return a string form of the Initializer output
displayString() - Method in class org.drip.quant.solver1D.FixedPointFinderOutput
Return a string form of the root finder output
displayString(boolean) - Method in class org.drip.regression.core.RegressionRunOutput
Print the contents of the regression output
displayString(String) - Method in class org.drip.regression.core.UnitRegressionStat
Return the string version of the statistics
displayString() - Method in class org.drip.spline.grid.OverlappingStretchSpan
 
displayString() - Method in interface org.drip.spline.grid.Span
Display the Span Edge Coordinates
displayString() - Method in class org.drip.spline.segment.ConstitutiveState
Display the string representation for diagnostic purposes
displayString() - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
 
displayString() - Method in interface org.drip.spline.stretch.MultiSegmentSequence
Display the Segments
displayString() - Method in class org.drip.state.estimator.PredictorResponseWeightConstraint
Display the Constraints and the corresponding Weights
DKKHoliday - Class in org.drip.analytics.holset
 
DKKHoliday() - Constructor for class org.drip.analytics.holset.DKKHoliday
 
done(double, double, double, double, double) - Method in class org.drip.quant.solver1D.BracketingOutput
Set the brackets in the output object
done(double) - Method in class org.drip.quant.solver1D.ConvergenceOutput
Indicate that the initialization is completed
DOPHoliday - Class in org.drip.analytics.holset
 
DOPHoliday() - Constructor for class org.drip.analytics.holset.DOPHoliday
 
DR_ACTUAL - Static variable in class org.drip.analytics.daycount.Convention
Date Roll Actual
DR_FOLL - Static variable in class org.drip.analytics.daycount.Convention
Date Roll Following
DR_MOD_FOLL - Static variable in class org.drip.analytics.daycount.Convention
Date Roll Modified Following
DR_MOD_PREV - Static variable in class org.drip.analytics.daycount.Convention
Date Roll Modified Previous
DR_PREV - Static variable in class org.drip.analytics.daycount.Convention
Date Roll Previous
DTFHoliday - Class in org.drip.analytics.holset
 
DTFHoliday() - Constructor for class org.drip.analytics.holset.DTFHoliday
 
DUALDENSE(String, ValuationParams, CalibratableComponent[], double[], String, CalibratableComponent[], double[], String, TurnListDiscountFactor) - Static method in class org.drip.param.creator.RatesScenarioCurveBuilder
The DUAL DENSE Curve Creation Methodology - this uses configurable re-construction set for the short term, and another configurable re-construction for the Swap Set.
DV01() - Method in class org.drip.service.api.ProductDailyPnL
Retrieve the DV01
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