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I

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
Construct 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
 
IEPHoliday - Class in org.drip.analytics.holset
 
IEPHoliday() - Constructor for class org.drip.analytics.holset.IEPHoliday
 
IGPHoliday - Class in org.drip.analytics.holset
 
IGPHoliday() - Constructor for class org.drip.analytics.holset.IGPHoliday
 
ILSHoliday - Class in org.drip.analytics.holset
 
ILSHoliday() - Constructor for class org.drip.analytics.holset.ILSHoliday
 
impliedNodeRates(ValuationParams, DiscountCurve, DiscountCurve, boolean) - Method in class org.drip.analytics.definition.FXForwardCurve
Calculate the rates implied by the discount curve inputs
impliedNodeRates(ValuationParams, DiscountCurve, DiscountCurve, boolean) - Method in class org.drip.state.curve.DerivedFXForward
 
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
 
in(double) - Method in class org.drip.spline.bspline.TensionBasisHat
Identifies if the ordinate is local to the range
in(double) - Method in class org.drip.spline.segment.InelasticConstitutiveState
Find out if the Predictor Ordinate is inside the segment - inclusive of left/right.
in(double) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
 
in(double) - Method in interface org.drip.spline.stretch.MultiSegmentSequence
Check if the Predictor Ordinate is in the Stretch Range
in(double) - Method in class org.drip.state.representation.LatentStateMergeSubStretch
Indicate whether the specified Date is "inside" the Stretch Range.
inBuiltRange(double) - Method in class org.drip.state.estimator.CurveStretch
Indicate if the specified Predictor Ordinate is inside the "Built" Range
incremental(double, double) - Method in class org.drip.quant.distribution.Univariate
Compute the incremental under the distribution between the 2 variates
incremental(double, double) - Method in class org.drip.quant.distribution.UnivariateNormal
 
incrIterations() - Method in class org.drip.quant.solver1D.ExecutionInitializationOutput
Increment the Number of Iterations
incrIterations() - Method in class org.drip.quant.solver1D.FixedPointFinderOutput
Increment the number of Iterations
incrOFCalcs() - Method in class org.drip.quant.solver1D.ExecutionInitializationOutput
Increment the Number of Objective Function Evaluations
incrOFCalcs() - Method in class org.drip.quant.solver1D.FixedPointFinderOutput
Increment the number of Objective Function evaluations
incrOFDerivCalcs() - Method in class org.drip.quant.solver1D.ExecutionInitializationOutput
Increment the number of Objective Function Derivative evaluations
incrOFDerivCalcs() - Method in class org.drip.quant.solver1D.FixedPointFinderOutput
Increment the number of Objective Function Derivative evaluations
index() - Method in class org.drip.analytics.rates.DiscountForwardEstimator
 
index() - Method in class org.drip.analytics.rates.ForwardCurve
Retrieve the Forward Rate Index
index() - Method in interface org.drip.analytics.rates.ForwardRateEstimator
Retrieve the Forward Rate Index
index() - Method in class org.drip.product.params.FloatingRateIndex
Retrieve the Index
indexedBasisFunction(int) - Method in class org.drip.spline.basis.FunctionSet
Retrieve the Basis Function identified by the specified Index
indexMatch(LatentStateMergeSubStretch) - Method in class org.drip.state.representation.LatentStateMergeSubStretch
Indicate whether Specified Merge Stretch's Label matches with the current one
InelasticConstitutiveState - Class in org.drip.spline.segment
This class contains the spline segment in-elastic fields - in this case the start/end ranges.
InelasticConstitutiveState(double, double) - Constructor for class org.drip.spline.segment.InelasticConstitutiveState
InelasticConstitutiveState constructor
inelasticParams() - Method in class org.drip.spline.params.SegmentCustomBuilderControl
Retrieve the Segment Inelastic Parameters
inFirstCouponPeriod(double) - Method in class org.drip.product.credit.BondComponent
 
inFirstCouponPeriod(double) - Method in class org.drip.product.definition.Bond
Indicate whether the given date is in the first coupon period
InFirstPeriod(String, double) - Static method in class org.drip.service.api.CreditAnalytics
Indicates whether the specified date exists in the first coupon period
INFLECTION - Static variable in class org.drip.spline.segment.Monotonocity
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
Initialize the day count basis object from the calendar set
Init() - Static method in class org.drip.analytics.support.AnalyticsHelper
Initialize IR switcher and Bloomberg day count maps
Init(String) - Static method in class org.drip.analytics.support.Logger
Initialize the logger from a configuration file
Init(String) - Static method in class org.drip.service.api.CreditAnalytics
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
Initialize the logger, the database connections, the day count parameters, and day count objects.
InitFullCDXRefDataSet() - Static method in class org.drip.product.creator.CDXRefDataHolder
 
InitializationHeuristics - Class in org.drip.quant.solver1D
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.quant.solver1D.InitializationHeuristics
Construct an Initialization Heuristics Instance from the set of Heuristics Parameters
initializeBracket(InitializationHeuristics, double) - Method in class org.drip.quant.solver1D.ExecutionInitializer
Set up the bracket to be used for the eventual search kick-off
initializeCalibrationRun(double) - Method in class org.drip.state.curve.NonlinearDiscountFactorDiscountCurve
 
initializeVariate(InitializationHeuristics, double) - Method in class org.drip.quant.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
 
initRegressionEnv() - Method in class org.drip.regression.curveJacobian.CurveJacobianRegressionEngine
 
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
Indicate 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
 
InsertCardinalKnot(MultiSegmentSequence, double, double) - Static method in class org.drip.spline.stretch.MultiSegmentSequenceModifier
Insert a Cardinal Knot into the specified Stretch at the specified Predictor Ordinate Location
InsertCatmullRomKnot(MultiSegmentSequence, double) - Static method in class org.drip.spline.stretch.MultiSegmentSequenceModifier
Insert a Catmull-Rom Knot into the specified Stretch at the specified Predictor Ordinate Location
InsertKnot(MultiSegmentSequence, double, double, BoundarySettings, int) - Static method in class org.drip.spline.stretch.MultiSegmentSequenceModifier
Insert the specified Predictor Ordinate Knot into the specified Stretch, using the specified Response Value
InsertKnot(MultiSegmentSequence, double, SegmentPredictorResponseDerivative, SegmentPredictorResponseDerivative) - Static method in class org.drip.spline.stretch.MultiSegmentSequenceModifier
Insert the Predictor Ordinate Knot into the specified Stretch
InstrMetric - Class in org.drip.service.api
InstrMetric contains the fields that hold the result of the PnL metric calculations.
InstrMetric(ForwardRates, ProductDailyPnL) - Constructor for class org.drip.service.api.InstrMetric
InstrMetric constructor
IntegerListFromString(List<Integer>, String, String) - Static method in class org.drip.quant.common.StringUtil
Create a list of integers from a delimited string
IntegrandQuadrature - Class in org.drip.sample.quant
IntegrandQuadrature shows samples for the following routines for integrating the objective function: - Mid-Point Scheme - Trapezoidal Scheme - Simpson/Simpson38 schemes - Boole Scheme
IntegrandQuadrature() - Constructor for class org.drip.sample.quant.IntegrandQuadrature
 
integrate(double, double) - Method in class org.drip.quant.function1D.AbstractUnivariate
Integrate over the given range
integrate(double, double) - Method in class org.drip.quant.function1D.ExponentialTension
 
integrate(double, double) - Method in class org.drip.quant.function1D.HyperbolicTension
 
integrate(double, double) - Method in class org.drip.quant.function1D.LinearRationalShapeControl
 
integrate(double, double) - Method in class org.drip.quant.function1D.NaturalLogSeriesElement
 
integrate(double, double) - Method in class org.drip.quant.function1D.Polynomial
 
integrate(double, double) - Method in class org.drip.quant.function1D.QuadraticRationalShapeControl
 
integrate(double, double) - Method in class org.drip.quant.function1D.UnivariateConvolution
 
integrate(double, double) - Method in class org.drip.quant.function1D.UnivariateReflection
 
integrate(double, double) - Method in class org.drip.spline.bspline.CubicRationalLeftRaw
 
integrate(double, double) - Method in class org.drip.spline.bspline.CubicRationalRightRaw
 
integrate(double, double) - Method in class org.drip.spline.bspline.ExponentialTensionLeftHat
 
integrate(double, double) - Method in class org.drip.spline.bspline.ExponentialTensionLeftRaw
 
integrate(double, double) - Method in class org.drip.spline.bspline.ExponentialTensionRightHat
 
integrate(double, double) - Method in class org.drip.spline.bspline.ExponentialTensionRightRaw
 
integrate(double, double) - Method in class org.drip.spline.bspline.LeftHatShapeControl
 
integrate(double, double) - Method in class org.drip.spline.bspline.RightHatShapeControl
 
integrate(double, double) - Method in class org.drip.spline.bspline.SegmentMonicBasisFunction
 
integrate(double, double) - Method in class org.drip.spline.bspline.SegmentMulticBasisFunction
 
integrate(double, double) - Method in class org.drip.spline.bspline.TensionProcessedBasisHat
 
integrate(double, double) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
 
integrate(double, double) - Method in class org.drip.spline.tension.KLKHyperbolicTensionPhy
 
integrate(double, double) - Method in class org.drip.spline.tension.KLKHyperbolicTensionPsy
 
Integrator - Class in org.drip.quant.calculus
Integrator implements the following routines for integrating the objective function: - Linear Quadrature - Mid-Point Scheme - Trapezoidal Scheme - Simpson/Simpson38 schemes - Boole Scheme
Integrator() - Constructor for class org.drip.quant.calculus.Integrator
 
invCumulative(double) - Method in class org.drip.quant.distribution.Univariate
Compute the inverse cumulative under the distribution corresponding to the given value
invCumulative(double) - Method in class org.drip.quant.distribution.UnivariateNormal
 
INVERSE_QUADRATIC_INTERPOLATION - Static variable in class org.drip.quant.solver1D.VariateIteratorPrimitive
Inverse Quadratic Interpolation
InverseQuadraticInterpolation(double, double, double, double, double, double) - Static method in class org.drip.quant.solver1D.VariateIteratorPrimitive
Iterate for the next variate using inverse quadratic interpolation
Invert(double[][], String) - Static method in class org.drip.quant.linearalgebra.Matrix
Invert the input matrix using the specified Method
Invert2DMatrixUsingCramerRule(double[][]) - Static method in class org.drip.quant.linearalgebra.Matrix
Invert a 2D Matrix using Cramer's Rule
InvertUsingGaussianElimination(double[][]) - Static method in class org.drip.quant.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
 
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
 
isBaseNatural() - Method in class org.drip.quant.function1D.ExponentialTension
Is the base natural?
isBasisBootstrapped() - Method in class org.drip.analytics.definition.FXBasisCurve
Return if the inputs are for bootstrapped FX basis
isBasisBootstrapped() - Method in class org.drip.state.curve.DerivedFXBasis
 
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
Indicate if the bond is callable
isCoMonotone(double[]) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
 
isCoMonotone(double[]) - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial
 
isCoMonotone(double[]) - Method in interface org.drip.spline.stretch.SingleSegmentSequence
Verify whether the Stretch mini-max Behavior matches the Measurement
IsDiagonallyDominant(double[][], boolean) - Static method in class org.drip.quant.linearalgebra.LinearSystemSolver
Check to see if the matrix is diagonally dominant.
isDone() - Method in class org.drip.quant.solver1D.ExecutionInitializationOutput
Indicate if the execution initialization is done
IsEOM(double) - Static method in class org.drip.analytics.date.JulianDate
Indicate if the given Julian double corresponds to an end of month day
isFixToFloatOnExercise() - Method in class org.drip.product.params.EmbeddedOptionSchedule
Return 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
Return whether the bond is a floater
IsHoliday(double, String, int) - Static method in class org.drip.analytics.daycount.Convention
Indicate 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.
isKnot(double) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
 
isKnot(double) - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial
 
isKnot(double) - Method in interface org.drip.spline.stretch.SingleSegmentSequence
Is the given Predictor Ordinate a Knot Location
IsLeapYear(double) - Static method in class org.drip.analytics.date.JulianDate
Indicate 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
isLocal() - Method in class org.drip.spline.params.ResponseScalingShapeControl
Indicate if the Control is applied on a Local or a Global Predicate Ordinate Basis
isLocallyMonotone() - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
 
isLocallyMonotone() - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial
 
isLocallyMonotone() - Method in interface org.drip.spline.stretch.SingleSegmentSequence
Indicate 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
isMergeState(double, LatentStateLabel) - Method in class org.drip.spline.grid.OverlappingStretchSpan
 
isMergeState(double, LatentStateLabel) - Method in interface org.drip.spline.grid.Span
Indicate if the specified Label is part of the Merge State at the specified Predictor Ordinate
isPerpetual() - Method in class org.drip.product.credit.BondComponent
 
isPerpetual() - Method in class org.drip.product.definition.Bond
Indicate 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
Indicate 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
Indicate if the bond is sinkable
isSpreadQuoted() - Method in class org.drip.param.valuation.QuotingParams
Indicate if spread Quoted
isTradeable(ValuationParams) - Method in class org.drip.product.credit.BondComponent
 
isTradeable(ValuationParams) - Method in class org.drip.product.definition.Bond
Calculate if the bond is tradeable on the given date
IsValid(double) - Static method in class org.drip.quant.common.NumberUtil
Checks if the input double is Infinite or NaN
IsValid(double[]) - Static method in class org.drip.quant.common.NumberUtil
Checks if the input double array contains an Infinite or an NaN
isVariateConvergenceCheckEnabled() - Method in class org.drip.quant.solver1D.ExecutionControl
Indicate if the variate convergence check has been turned on
isVariateConvergenceCheckEnabled() - Method in class org.drip.quant.solver1D.ExecutionControlParams
Indicate 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.quant.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.quant.solver1D.IteratedBracket
BracketingVariateIterator constructor
IteratedVariate - Class in org.drip.quant.solver1D
IteratedVariate holds the variate and the corresponding value for the objective function during each iteration.
IteratedVariate(ExecutionInitializationOutput, double) - Constructor for class org.drip.quant.solver1D.IteratedVariate
IteratedVariate constructor
ITLHoliday - Class in org.drip.analytics.holset
 
ITLHoliday() - Constructor for class org.drip.analytics.holset.ITLHoliday
 
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