- IBRHoliday - Class in org.drip.analytics.holset
-
- IBRHoliday() - Constructor for class org.drip.analytics.holset.IBRHoliday
-
- IdentifierSet - Class in org.drip.product.params
-
IdentifierSet contains the component's identifier parameters - ISIN, CUSIP, ID, and ticker.
- IdentifierSet(String, String, String, String) - Constructor for class org.drip.product.params.IdentifierSet
-
Constructs the IdentifierSet from ISIN, CUSIP, ID, and ticker.
- IdentifierSet(byte[]) - Constructor for class org.drip.product.params.IdentifierSet
-
IdentifierSet de-serialization from input byte array
- IDRHoliday - Class in org.drip.analytics.holset
-
- IDRHoliday() - Constructor for class org.drip.analytics.holset.IDRHoliday
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- IEPHoliday - Class in org.drip.analytics.holset
-
- IEPHoliday() - Constructor for class org.drip.analytics.holset.IEPHoliday
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- IGPHoliday - Class in org.drip.analytics.holset
-
- IGPHoliday() - Constructor for class org.drip.analytics.holset.IGPHoliday
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- ILSHoliday - Class in org.drip.analytics.holset
-
- ILSHoliday() - Constructor for class org.drip.analytics.holset.ILSHoliday
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- implyFXForward(ValuationParams, DiscountCurve, DiscountCurve, double, boolean) - Method in class org.drip.product.definition.FXForward
-
Imply the FX Forward
- implyFXForward(ValuationParams, DiscountCurve, DiscountCurve, double, boolean) - Method in class org.drip.product.fx.FXForwardContract
-
- incremental(double, double) - Method in class org.drip.math.distribution.Univariate
-
Compute the incremental under the distribution between the 2 variates
- incremental(double, double) - Method in class org.drip.math.distribution.UnivariateNormal
-
- incrIterations() - Method in class org.drip.math.solver1D.ExecutionInitializationOutput
-
Increment the Number of Iterations
- incrIterations() - Method in class org.drip.math.solver1D.FixedPointFinderOutput
-
Increment the number of Iterations
- incrOFCalcs() - Method in class org.drip.math.solver1D.ExecutionInitializationOutput
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Increment the Number of Objective Function Evaluations
- incrOFCalcs() - Method in class org.drip.math.solver1D.FixedPointFinderOutput
-
Increment the number of Objective Function evaluations
- incrOFDerivCalcs() - Method in class org.drip.math.solver1D.ExecutionInitializationOutput
-
Increment the number of Objective Function Derivative evaluations
- incrOFDerivCalcs() - Method in class org.drip.math.solver1D.FixedPointFinderOutput
-
Increment the number of Objective Function Derivative evaluations
- Inelastics - Class in org.drip.math.grid
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This class contains the spline segment in-elastic fields - in this case the start/end ranges.
- Inelastics(double, double) - Constructor for class org.drip.math.grid.Inelastics
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Inelastics constructor
- inFirstCouponPeriod(double) - Method in class org.drip.product.credit.BondComponent
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- inFirstCouponPeriod(double) - Method in class org.drip.product.definition.Bond
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Indicates whether the given date is in the first coupon period
- InFirstPeriod(String, double) - Static method in class org.drip.service.api.CreditAnalytics
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Indicates whether the specified date exists in the first coupon period
- INFLECTION - Static variable in class org.drip.math.grid.SegmentMonotonocity
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NON MONOTONE - INFLECTION
- INFO - Static variable in class org.drip.analytics.support.Logger
-
Logger level INFO
- Init(String) - Static method in class org.drip.analytics.daycount.Convention
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Initialize the day count basis object from the calendar set
- Init() - Static method in class org.drip.analytics.support.AnalyticsHelper
-
Initializes IR switcher and Bloomberg day count maps
- Init(String) - Static method in class org.drip.analytics.support.Logger
-
Initializes the logger from a configuration file
- Init(String) - Static method in class org.drip.service.api.CreditAnalytics
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Initializes the CreditAnalytics DRIP library.
- InitAnalServer(String) - Static method in class org.drip.param.config.ConfigLoader
-
Initialize the analytics server from the connection parameters set in the XML Configuration file
- InitEnv(String) - Static method in class org.drip.service.env.EnvManager
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Initializes the logger, the database connections, the day count parameters, and day count objects
- InitFullCDXRefDataSet() - Static method in class org.drip.product.creator.CDXRefDataHolder
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- InitializationHeuristics - Class in org.drip.math.solver1D
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InitializationHeuristics implements several heuristics used to kick off the fixed point bracketing/search
process.
- InitializationHeuristics(int, double, double, double, double, double, double, double, BracketingControlParams) - Constructor for class org.drip.math.solver1D.InitializationHeuristics
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Constructs an Initialization Heuristics Instance from the set of Heuristics Parameters
- initializeBracket(InitializationHeuristics, double) - Method in class org.drip.math.solver1D.ExecutionInitializer
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Sets up the bracket to be used for the eventual search kick-off
- initializeCalibrationRun(double) - Method in class org.drip.analytics.curve.ConstantForwardHazard
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- initializeCalibrationRun(double) - Method in class org.drip.analytics.curve.ConstantForwardRate
-
- initializeCalibrationRun(double) - Method in class org.drip.analytics.curve.DerivedFXBasis
-
- initializeCalibrationRun(double) - Method in class org.drip.analytics.curve.DerivedFXForward
-
- initializeCalibrationRun(double) - Method in class org.drip.analytics.curve.HyperbolicTensionForwardRate
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- initializeCalibrationRun(double) - Method in class org.drip.analytics.curve.PolynomialForwardRate
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- initializeCalibrationRun(double) - Method in class org.drip.analytics.curve.PolynomialSplineDF
-
- initializeCalibrationRun(double) - Method in interface org.drip.analytics.definition.Curve
-
Initialize the Calibration Run with the Left Slope
- initializeCalibrationRun(double) - Method in class org.drip.analytics.definition.ZeroCurve
-
- initializeVariate(InitializationHeuristics, double) - Method in class org.drip.math.solver1D.ExecutionInitializer
-
Initialize the starting variate to within the fixed point convergence zone
- initRegressionEnv() - Method in class org.drip.regression.core.RegressionEngine
-
One-time initialization of the regression engine environment
- initRegressionEnv() - Method in class org.drip.regression.curve.CreditAnalyticsRegressionEngine
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- initRegressionEnv() - Method in class org.drip.regression.curveJacobian.CurveJacobianRegressionEngine
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- initRegressionEnv() - Method in class org.drip.regression.spline.BasisSplineRegressionEngine
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- InitStandardCDXSeries() - Static method in class org.drip.service.env.StandardCDXManager
-
- inLastCouponPeriod(double) - Method in class org.drip.product.credit.BondComponent
-
- inLastCouponPeriod(double) - Method in class org.drip.product.definition.Bond
-
Indicates whether the given date is in the final coupon period
- InLastPeriod(String, double) - Static method in class org.drip.service.api.CreditAnalytics
-
Indicates whether the specified date exists in the last coupon period
- INRHoliday - Class in org.drip.analytics.holset
-
- INRHoliday() - Constructor for class org.drip.analytics.holset.INRHoliday
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- insertKnot(double, double) - Method in class org.drip.math.grid.Span
-
Insert a Knot
- IntegerListFromString(List<Integer>, String, String) - Static method in class org.drip.math.common.StringUtil
-
Create a list of integers from a delimited string
- Integrator - Class in org.drip.math.calculus
-
Integrator implements the following routines for integrating the objective function:
- Mid-Point Scheme
- Trapezoidal Scheme
- Simpson/Simpson38 schemes
- Boole Scheme
- Integrator() - Constructor for class org.drip.math.calculus.Integrator
-
- interpMeasure(double) - Method in class org.drip.analytics.definition.DiscountCurve
-
Estimates the Interpolated calibrated measure value for the given date
- invCumulative(double) - Method in class org.drip.math.distribution.Univariate
-
Compute the inverse cumulative under the distribution corresponding to the given value
- invCumulative(double) - Method in class org.drip.math.distribution.UnivariateNormal
-
- INVERSE_QUADRATIC_INTERPOLATION - Static variable in class org.drip.math.solver1D.VariateIteratorPrimitive
-
Inverse Quadratic Interpolation
- InverseQuadraticInterpolation(double, double, double, double, double, double) - Static method in class org.drip.math.solver1D.VariateIteratorPrimitive
-
Iterate for the next variate using inverse quadratic interpolation
- Invert(double[][], String) - Static method in class org.drip.math.linearalgebra.Matrix
-
Invert the input matrix using the specified Method
- Invert2DMatrixUsingCramerRule(double[][]) - Static method in class org.drip.math.linearalgebra.Matrix
-
Invert a 2D Matrix using Cramer's Rule
- InvertUsingGaussianElimination(double[][]) - Static method in class org.drip.math.linearalgebra.Matrix
-
Invert the Source Matrix using Gaussian Elimination
- IPCHoliday - Class in org.drip.analytics.holset
-
- IPCHoliday() - Constructor for class org.drip.analytics.holset.IPCHoliday
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- IRSComponent - Class in org.drip.product.rates
-
IRSComponent contains the implementation of the Interest Rate Swap product contract/valuation details.
- IRSComponent(RatesComponent, RatesComponent) - Constructor for class org.drip.product.rates.IRSComponent
-
Construct the IRSComponent from the fixed and the floating streams
- IRSComponent(byte[]) - Constructor for class org.drip.product.rates.IRSComponent
-
De-serialize the IRSComponent from the byte array
- IRSFromByteArray(byte[]) - Static method in class org.drip.product.creator.RatesStreamBuilder
-
Create a IRS Instance from the byte array
- IRSJacobianRegressorSet - Class in org.drip.regression.curveJacobian
-
IRSJacobianRegressorSet implements the regression analysis set for the IRS product related Sensitivity
Jacobians.
- IRSJacobianRegressorSet() - Constructor for class org.drip.regression.curveJacobian.IRSJacobianRegressorSet
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- isBaseNatural() - Method in class org.drip.math.function.ExponentialTension
-
Is the base natural?
- IsBasisBootstrapped() - Method in class org.drip.analytics.curve.DerivedFXBasis
-
- IsBasisBootstrapped() - Method in class org.drip.analytics.definition.FXBasisCurve
-
Returns if the inputs are for bootstrapped FX basis
- IsBondFloater(String) - Static method in class org.drip.service.api.CreditAnalytics
-
Is this floating rate bond
- isCallable() - Method in class org.drip.product.credit.BondComponent
-
- isCallable() - Method in class org.drip.product.definition.Bond
-
Indicates if the bond is callable
- isCoMonotone(double[]) - Method in class org.drip.math.grid.Span
-
Verify whether the segment and spline mini-max behavior matches
- IsDiagonallyDominant(double[][], boolean) - Static method in class org.drip.math.linearalgebra.LinearSystemSolver
-
Check to see if the matrix is diagonally dominant.
- isDone() - Method in class org.drip.math.solver1D.ExecutionInitializationOutput
-
Indicate if the execution initialization is done
- IsEOM(double) - Static method in class org.drip.analytics.date.JulianDate
-
Indicates if the given Julian double corresponds to an end of month day
- isFixToFloatOnExercise() - Method in class org.drip.product.params.EmbeddedOptionSchedule
-
Returns whether the component is fix to float on exercise
- isFloater() - Method in class org.drip.product.credit.BondComponent
-
- isFloater() - Method in class org.drip.product.definition.Bond
-
Returns whether the bond is a floater
- IsHoliday(double, String, int) - Static method in class org.drip.analytics.daycount.Convention
-
Indicates whether the given date is a holiday in the specified location(s)
- IsHoliday(double, String) - Static method in class org.drip.analytics.daycount.Convention
-
Indicates whether the given date is a holiday in the specified location(s)
- IsHoliday(String, JulianDate) - Static method in class org.drip.service.api.CreditAnalytics
-
Indicates whether the given date is a holiday in the calendar set.
- isInSegment(double) - Method in class org.drip.math.grid.Inelastics
-
Finds out if the point is inside the segment - left/right is inclusive.
- isKnot(double) - Method in class org.drip.math.grid.Span
-
Is the given X a knot location
- IsLeapYear(double) - Static method in class org.drip.analytics.date.JulianDate
-
Indicates if the year in the given Julian date is a leap year
- isLeftWeekend(double) - Method in class org.drip.analytics.holiday.Weekend
-
Is the given date a left weekend day
- isLocallyMonotone() - Method in class org.drip.math.grid.Span
-
Indicates if all the comprising segments are monotone
- isMark() - Method in class org.drip.param.market.ComponentTickQuote
-
Indicate whether the quote may be treated as a mark
- isPerpetual() - Method in class org.drip.product.credit.BondComponent
-
- isPerpetual() - Method in class org.drip.product.definition.Bond
-
Indicates if the bond is perpetual
- isPut() - Method in class org.drip.product.params.EmbeddedOptionSchedule
-
Whether the component is putable or callable
- isPutable() - Method in class org.drip.product.credit.BondComponent
-
- isPutable() - Method in class org.drip.product.definition.Bond
-
Indicates if the bond is putable
- isRightWeekend(double) - Method in class org.drip.analytics.holiday.Weekend
-
Is the given date a right weekend day
- isSinkable() - Method in class org.drip.product.credit.BondComponent
-
- isSinkable() - Method in class org.drip.product.definition.Bond
-
Indicates if the bond is sinkable
- isTradeable(ValuationParams) - Method in class org.drip.product.credit.BondComponent
-
- isTradeable(ValuationParams) - Method in class org.drip.product.definition.Bond
-
Calculates if the bond is tradeable on the given date
- IsValid(double) - Static method in class org.drip.math.common.NumberUtil
-
Checks if the input double is Infinite or NaN
- IsValid(double[]) - Static method in class org.drip.math.common.NumberUtil
-
Checks if the input double array contains an Infinite or an NaN
- isVariateConvergenceCheckEnabled() - Method in class org.drip.math.solver1D.ExecutionControl
-
Indicates if the variate convergence check has been turned on
- isVariateConvergenceCheckEnabled() - Method in class org.drip.math.solver1D.ExecutionControlParams
-
Indicates if the variate convergence check has been turned on
- isWeekend(double) - Method in class org.drip.analytics.holiday.Weekend
-
Is the given date a weekend day
- IteratedBracket - Class in org.drip.math.solver1D
-
IteratedBracket holds the left/right bracket variates and the corresponding values for the objective
function during each iteration.
- IteratedBracket(BracketingOutput) - Constructor for class org.drip.math.solver1D.IteratedBracket
-
BracketingVariateIterator constructor
- IteratedVariate - Class in org.drip.math.solver1D
-
IteratedVariate holds the variate and the corresponding value for the objective function during each
iteration.
- IteratedVariate(ExecutionInitializationOutput, double) - Constructor for class org.drip.math.solver1D.IteratedVariate
-
IteratedVariate constructor
- ITLHoliday - Class in org.drip.analytics.holset
-
- ITLHoliday() - Constructor for class org.drip.analytics.holset.ITLHoliday
-