- name() - Method in class org.drip.analytics.definition.CreditCurve
-
- name() - Method in interface org.drip.analytics.definition.Curve
-
Get the Curve Name
- name() - Method in class org.drip.analytics.rates.DiscountCurve
-
- name() - Method in class org.drip.analytics.rates.ForwardCurve
-
- name() - Method in class org.drip.service.api.CDXCOB
-
The CDX Name
- name() - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
-
- name() - Method in interface org.drip.spline.stretch.MultiSegmentSequence
-
Retrieve the Stretch Name
- name() - Method in class org.drip.state.curve.DerivedFXBasis
-
- name() - Method in class org.drip.state.curve.DerivedFXForward
-
- name() - Method in class org.drip.state.curve.DerivedZeroRate
-
- NaturalLogSeriesElement - Class in org.drip.quant.function1D
-
NaturalLogSeriesElement implements an element in the natural log series expansion.
- NaturalLogSeriesElement(int) - Constructor for class org.drip.quant.function1D.NaturalLogSeriesElement
-
NaturalLogSeriesElement constructor
- NaturalStandard() - Static method in class org.drip.spline.stretch.BoundarySettings
-
Return the Instance of the Standard Natural Boundary Condition
- NCK(int, int) - Static method in class org.drip.quant.common.NumberUtil
-
This function implements N choose K.
- NextCouponDate(String, JulianDate) - Static method in class org.drip.service.api.CreditAnalytics
-
Returns the coupon date for the period subsequent to the specified date for the specified bond
- NextExerciseInfo(String, JulianDate) - Static method in class org.drip.service.api.CreditAnalytics
-
Returns the next valid exercise info (post notice period adjustments) subsequent to the specified date
- NLGHoliday - Class in org.drip.analytics.holset
-
- NLGHoliday() - Constructor for class org.drip.analytics.holset.NLGHoliday
-
- NOKHoliday - Class in org.drip.analytics.holset
-
- NOKHoliday() - Constructor for class org.drip.analytics.holset.NOKHoliday
-
- NON_MONOTONIC - Static variable in class org.drip.spline.segment.Monotonocity
-
NON-MONOTONIC
- NonlinearBuild(JulianDate, String, String, CalibratableComponent[], double[], String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>) - Static method in class org.drip.param.creator.RatesScenarioCurveBuilder
-
Create Discount Curve from the Rates Calibration Instruments
- NonlinearCurveCalibrator - Class in org.drip.state.estimator
-
NonlinearCurveCalibrator calibrates the discount and credit/hazard curves from the components and their
quotes.
- NonlinearCurveCalibrator() - Constructor for class org.drip.state.estimator.NonlinearCurveCalibrator
-
Construct an empty NonlinearCurveCalibrator
- NonlinearDiscountFactorDiscountCurve - Class in org.drip.state.curve
-
NonlinearDiscountFactorDiscountCurve manages the Discounting Latent State, using the Forward Rate as the
State Response Representation.
- NonlinearDiscountFactorDiscountCurve(JulianDate, String, double[], double[]) - Constructor for class org.drip.state.curve.NonlinearDiscountFactorDiscountCurve
-
Construct NonlinearDiscountFactorDiscountCurve instance from an array of dates and forward rates
- NonlinearDiscountFactorDiscountCurve(byte[]) - Constructor for class org.drip.state.curve.NonlinearDiscountFactorDiscountCurve
-
NonlinearDiscountFactorDiscountCurve de-serialization from input byte array
- normalizedCumulative(double) - Method in class org.drip.spline.bspline.SegmentBasisFunction
-
Evaluate the Cumulative Normalized Integrand up to the given ordinate
- normalizedCumulative(double) - Method in class org.drip.spline.bspline.SegmentMonicBasisFunction
-
- normalizedCumulative(double) - Method in class org.drip.spline.bspline.SegmentMulticBasisFunction
-
- normalizer() - Method in class org.drip.spline.bspline.CubicRationalLeftRaw
-
- normalizer() - Method in class org.drip.spline.bspline.CubicRationalRightRaw
-
- normalizer() - Method in class org.drip.spline.bspline.ExponentialTensionLeftHat
-
- normalizer() - Method in class org.drip.spline.bspline.ExponentialTensionLeftRaw
-
- normalizer() - Method in class org.drip.spline.bspline.ExponentialTensionRightHat
-
- normalizer() - Method in class org.drip.spline.bspline.ExponentialTensionRightRaw
-
- normalizer() - Method in class org.drip.spline.bspline.LeftHatShapeControl
-
- normalizer() - Method in class org.drip.spline.bspline.RightHatShapeControl
-
- normalizer() - Method in class org.drip.spline.bspline.SegmentBasisFunction
-
Compute the complete Envelope Integrand - this will serve as the Envelope Normalizer.
- normalizer() - Method in class org.drip.spline.bspline.SegmentMonicBasisFunction
-
- normalizer() - Method in class org.drip.spline.bspline.SegmentMulticBasisFunction
-
- normalizer() - Method in class org.drip.spline.bspline.TensionBasisHat
-
Compute the Normalizer
- normalizer() - Method in class org.drip.spline.bspline.TensionProcessedBasisHat
-
- NotAKnotStandard(int, int) - Static method in class org.drip.spline.stretch.BoundarySettings
-
Return the Instance of the Standard Not-A-Knot Boundary Condition
- NotionalSetting - Class in org.drip.product.params
-
NotionalSetting contains the product's notional schedule and the amount.
- NotionalSetting(FactorSchedule, double, int, boolean) - Constructor for class org.drip.product.params.NotionalSetting
-
Construct the NotionalSetting from the notional schedule and the amount.
- NotionalSetting(byte[]) - Constructor for class org.drip.product.params.NotionalSetting
-
NotionalSetting de-serialization from input byte array
- NOVEMBER - Static variable in class org.drip.analytics.date.JulianDate
-
Integer Month - November
- NPK(int, int) - Static method in class org.drip.quant.common.NumberUtil
-
This function implements N Permute K.
- NULL_SER_STRING - Static variable in class org.drip.service.stream.Serializer
-
Null serialized string
- numBasis() - Method in class org.drip.spline.basis.BSplineSequenceParams
-
Retrieve the Number of Basis Functions
- numBasis() - Method in class org.drip.spline.basis.FunctionSet
-
Retrieve the Number of Basis Functions
- numBasis() - Method in class org.drip.spline.basis.PolynomialFunctionSetParams
-
Get the Number of Spline Basis Functions in the Set
- numBasis() - Method in interface org.drip.spline.segment.BasisEvaluator
-
Retrieve the number of Segment's Basis Functions
- numBasis() - Method in class org.drip.spline.segment.SegmentBasisEvaluator
-
- NumberUtil - Class in org.drip.quant.common
-
NumberUtil implements number utility functions.
- NumberUtil() - Constructor for class org.drip.quant.common.NumberUtil
-
- NumFeb29(double, double, int) - Static method in class org.drip.analytics.date.JulianDate
-
Calculate how many leap days exist between the 2 given Julian days
- numParameters() - Method in class org.drip.quant.calculus.WengertJacobian
-
Retrieve the number of Parameters
- numParameters() - Method in class org.drip.spline.segment.ConstitutiveState
-
Retrieve the Number of Parameters
- numPoint() - Method in class org.drip.spline.params.SegmentBestFitResponse
-
Retrieve the Number of Fitness Points
- numPoint() - Method in class org.drip.spline.params.StretchBestFitResponse
-
Retrieve the Number of Fitness Points
- numWengerts() - Method in class org.drip.quant.calculus.WengertJacobian
-
Retrieve the number of Wengert Variables
- NZDHoliday - Class in org.drip.analytics.holset
-
- NZDHoliday() - Constructor for class org.drip.analytics.holset.NZDHoliday
-