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 _ 

P

PABHoliday - Class in org.drip.analytics.holset
 
PABHoliday() - Constructor for class org.drip.analytics.holset.PABHoliday
 
ParseFromBBGDCCode(String) - Static method in class org.drip.analytics.support.AnalyticsHelper
Converts the Bloomberg day count code to DRIP day count code.
ParseFromUnitaryString(String) - Static method in class org.drip.math.common.StringUtil
Check if the string represents an unitary boolean
PEFHoliday - Class in org.drip.analytics.holset
 
PEFHoliday() - Constructor for class org.drip.analytics.holset.PEFHoliday
 
PENHoliday - Class in org.drip.analytics.holset
 
PENHoliday() - Constructor for class org.drip.analytics.holset.PENHoliday
 
Period - Class in org.drip.analytics.period
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
Constructs a period object instance from the corresponding date parameters
Period(byte[]) - Constructor for class org.drip.analytics.period.Period
De-serialization of Period from byte stream
PERIOD_AMORT_AT_END - Static variable in class org.drip.product.params.NotionalSetting
Period amortization proxies to the period end factor
PERIOD_AMORT_AT_START - Static variable in class org.drip.product.params.NotionalSetting
Period amortization proxies to the period start factor
PERIOD_AMORT_EFFECTIVE - Static variable in class org.drip.product.params.NotionalSetting
Period amortization proxies to the period effective factor
PERIOD_DAY_STEPS_MINIMUM - Static variable in class org.drip.param.pricer.PricerParams
Minimum number of days per unit
PERIOD_DISCRETIZATION_DAY_STEP - Static variable in class org.drip.param.pricer.PricerParams
Discretization as a sequence of day steps
PERIOD_DISCRETIZATION_FULL_COUPON - Static variable in class org.drip.param.pricer.PricerParams
No discretization at all - just the full coupon period
PERIOD_DISCRETIZATION_PERIOD_STEP - Static variable in class org.drip.param.pricer.PricerParams
Discretization as a sequence of time space divided periods
PeriodGenerator - Class in org.drip.product.params
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
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
PeriodGenerator de-serialization from input byte array
PeriodSet - Class in org.drip.product.params
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
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
PeriodSet de-serialization from input byte array
PESHoliday - Class in org.drip.analytics.holset
 
PESHoliday() - Constructor for class org.drip.analytics.holset.PESHoliday
 
PHPHoliday - Class in org.drip.analytics.holset
 
PHPHoliday() - Constructor for class org.drip.analytics.holset.PHPHoliday
 
Pivot(double[][], double[]) - Static method in class org.drip.math.linearalgebra.LinearSystemSolver
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
Pivot the Diagonal of the Input Matrix
PLNHoliday - Class in org.drip.analytics.holset
 
PLNHoliday() - Constructor for class org.drip.analytics.holset.PLNHoliday
 
PLZHoliday - Class in org.drip.analytics.holset
 
PLZHoliday() - Constructor for class org.drip.analytics.holset.PLZHoliday
 
Polynomial - Class in org.drip.math.function
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
Polynomial constructor
PolynomialBasisSet(PolynomialBasisSetParams) - Static method in class org.drip.math.spline.SegmentBasisSetBuilder
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
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
PolynomialBasisSetParams constructor
PolynomialBasisSpline - Class in org.drip.math.sample
PolynomialBasisSpline implements Samples for the Construction and the usage of polynomial basis spline functions.
PolynomialBasisSpline() - Constructor for class org.drip.math.sample.PolynomialBasisSpline
 
PolynomialForwardRate - Class in org.drip.analytics.curve
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
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
PolynomialForwardRate de-serialization from input byte array
PolynomialSegmentControlParams(int, SegmentInelasticParams, AbstractUnivariate) - Static method in class org.drip.math.sample.SpanInterpolator
Build Polynomial Segment Control Parameters
PolynomialSplineDF - Class in org.drip.analytics.curve
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
Constructs PolynomialSplineDF Curve from an array of dates and forward rates
PolynomialSplineDF(byte[]) - Constructor for class org.drip.analytics.curve.PolynomialSplineDF
PolynomialSplineDF de-serialization from input byte array
PopulateMPC(Statement, JulianDate) - Static method in class org.drip.service.env.EnvManager
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
Clean-up of the objects set-up for the regression
postRegression(RegressionRunDetail) - Method in class org.drip.regression.spline.BasisSplineRegressor
 
PrefixKeys(CaseInsensitiveTreeMap<Double>, String) - Static method in class org.drip.math.common.MapUtil
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
Pre-pad a single digit integer with zeros
preRegression() - Method in class org.drip.regression.core.UnitRegressionExecutor
One-time initialization to set up the objects needed for the regression
preRegression() - Method in class org.drip.regression.spline.BasisSplineRegressor
 
PreviousCouponDate(String, JulianDate) - Static method in class org.drip.service.api.CreditAnalytics
Returns the coupon date for the period prior to the specified date for the specified bond
PricerParams - Class in org.drip.param.pricer
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
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
PricerParams de-serialization from input byte array
Print1DArray(String, double[], boolean) - Static method in class org.drip.math.common.NumberUtil
Print the contents of the 1D array
Print2DArray(String, double[][], boolean) - Static method in class org.drip.math.common.NumberUtil
Print the contents of the 2D array
processCouponWindow(double, double) - Method in class org.drip.product.params.CouponSetting
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
Check the Input String to Check for NULL - and return it
Product(double[][], double[]) - Static method in class org.drip.math.linearalgebra.Matrix
Compute the Product of an input matrix and a column
Product(double[], double[][]) - Static method in class org.drip.math.linearalgebra.Matrix
Compute the Product of an input column and a matrix
Product(double[][], double[][]) - Static method in class org.drip.math.linearalgebra.Matrix
Compute the Product of the input matrices
ProductTestSuite - Class in org.drip.tester.functional
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
 
PTEHoliday - Class in org.drip.analytics.holset
 
PTEHoliday() - Constructor for class org.drip.analytics.holset.PTEHoliday
 
put(String, V) - Method in class org.drip.analytics.support.CaseInsensitiveHashMap
 
put(String, V) - Method in class org.drip.analytics.support.CaseInsensitiveTreeMap
 
PutBond(String, Bond) - Static method in class org.drip.service.api.CreditAnalytics
Maps the bond to an ID and adds it to the cache
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 _