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S

SameSign(double[]) - Static method in class org.drip.quant.common.NumberUtil
Check if the specified array contains elements all of the same sign
SARHoliday - Class in org.drip.analytics.holset
 
SARHoliday() - Constructor for class org.drip.analytics.holset.SARHoliday
 
SATURDAY - Static variable in class org.drip.analytics.date.JulianDate
Days of the week - Saturday
SaveBondCalcMeasures(Statement, JulianDate) - Static method in class org.drip.service.env.BondManager
Calculate and saves the measures for all the bonds form their market prices for a given EOD
SaveCreditCalibMeasures(Statement, JulianDate) - Static method in class org.drip.service.env.CDSManager
Save the EOD measures corresponding to all the credit curves for a given EOD using the USD curve
SaveCREOD(MarketParams, Statement, JulianDate, String) - Static method in class org.drip.service.env.CDSManager
Save the EOD measures corresponding to all the credit curves for a given EOD and currency
SaveSPNCalibMeasures(MarketParams, Statement, String, JulianDate) - Static method in class org.drip.service.env.CDSManager
Save the EOD CDS measures for a given curve and a EOD using the USD curve
SaveSPNEOD(Statement, MarketParams, String, JulianDate, String) - Static method in class org.drip.service.env.CDSManager
Save the EOD CDS measures for a credit curve in a given EOD
scale(double) - Method in class org.drip.quant.calculus.WengertJacobian
Scale the partial entries
ScenarioCreditCurve - Class in org.drip.param.definition
ScenarioCreditCurve abstract class exposes the bump parameters and the curves for the following credit curve scenarios: - Base, Flat Spread/Recovery bumps - Spread/Recovery Tenor bumped up/down credit curve sets keyed using the tenor.
ScenarioCreditCurve() - Constructor for class org.drip.param.definition.ScenarioCreditCurve
 
ScenarioDiscountCurve - Class in org.drip.param.definition
ScenarioDiscountCurve abstract class exposes the interface the constructs scenario discount curves.
ScenarioDiscountCurve() - Constructor for class org.drip.param.definition.ScenarioDiscountCurve
 
ScenarioForwardCurve - Class in org.drip.param.definition
ScenarioForwardCurve abstract class exposes the interface the constructs scenario Forward curves.
ScenarioForwardCurve() - Constructor for class org.drip.param.definition.ScenarioForwardCurve
 
scsp() - Method in class org.drip.analytics.rates.SmoothingCCIS
Retrieve the Smoothing Curve Stretch Parameters
SEARCH_HARD_BRACKETS - Static variable in class org.drip.quant.solver1D.InitializationHeuristics
Start search from Pre-specified Hard Search Brackets
SegmentBasisEvaluator - Class in org.drip.spline.segment
This Class implements the BasisEvaluator interface for the given set of the Segment Basis Evaluator Functions.
SegmentBasisEvaluator(FunctionSet, ResponseScalingShapeControl) - Constructor for class org.drip.spline.segment.SegmentBasisEvaluator
SegmentBasisEvaluator constructor
SegmentBasisFlexureConstraint - Class in org.drip.spline.params
SegmentBasisFlexureConstraint holds the set of fields needed to characterize a single local linear Constraint, expressed linearly as a combination of the local Predictor Ordinates and their corresponding Response Basis Function Realizations.
SegmentBasisFlexureConstraint(double[], double) - Constructor for class org.drip.spline.params.SegmentBasisFlexureConstraint
SegmentBasisFlexureConstraint constructor
SegmentBasisFunction - Class in org.drip.spline.bspline
SegmentBasisFunction is the abstract class over which the local ordered envelope functions for the B Splines are implemented.
SegmentBasisFunctionGenerator - Class in org.drip.spline.bspline
SegmentBasisFunctionGenerator generates B Spline Functions of different order.
SegmentBasisFunctionGenerator() - Constructor for class org.drip.spline.bspline.SegmentBasisFunctionGenerator
 
SegmentBasisFunctionSet - Class in org.drip.spline.bspline
SegmentBasisFunctionSet class implements per-segment function set for B Splines and tension splines.
SegmentBasisFunctionSet(int, double, AbstractUnivariate[]) - Constructor for class org.drip.spline.bspline.SegmentBasisFunctionSet
SegmentBasisFunctionSet constructor
SegmentBestFitResponse - Class in org.drip.spline.params
SegmentBestFitResponse implements basis per-segment Fitness Penalty Parameter Set.
segmentBuilderControl() - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
 
segmentBuilderControl() - Method in interface org.drip.spline.stretch.MultiSegmentSequence
Retrieve the Segment Builder Parameters
segmentBuilderControl() - Method in class org.drip.state.estimator.SmoothingCurveStretchParams
Retrieve the Segment Builder Parameters
SegmentCustomBuilderControl - Class in org.drip.spline.params
SegmentCustomBuilderControl holds the parameters the guide the creation/behavior of the segment.
SegmentCustomBuilderControl(String, FunctionSetBuilderParams, SegmentDesignInelasticControl, ResponseScalingShapeControl) - Constructor for class org.drip.spline.params.SegmentCustomBuilderControl
SegmentCustomBuilderControl constructor
SegmentDesignInelasticControl - Class in org.drip.spline.params
SegmentDesignInelasticControl implements basis per-segment inelastic parameter set.
SegmentDesignInelasticControl(int, SegmentFlexurePenaltyControl, SegmentFlexurePenaltyControl) - Constructor for class org.drip.spline.params.SegmentDesignInelasticControl
Constructor for the Segment Design Inelastic Parameters given the desired Ck, the Segment Length and the Roughness Penalty Order
SegmentFlexurePenaltyControl - Class in org.drip.spline.params
SegmentFlexurePenaltyControl implements basis per-segment Flexure Penalty Parameter Set.
SegmentFlexurePenaltyControl(int, double) - Constructor for class org.drip.spline.params.SegmentFlexurePenaltyControl
SegmentFlexurePenaltyControl constructor
SegmentMonicBasisFunction - Class in org.drip.spline.bspline
SegmentMonicBasisFunction implements the local monic B Spline that envelopes the predictor ordinates, and the corresponding set of ordinates/basis functions.
SegmentMonicBasisFunction(TensionBasisHat, TensionBasisHat) - Constructor for class org.drip.spline.bspline.SegmentMonicBasisFunction
SegmentMonicBasisFunction constructor
SegmentMulticBasisFunction - Class in org.drip.spline.bspline
SegmentMulticBasisFunction implements the local quadratic B Spline that envelopes the predictor ordinates, and the corresponding set of ordinates/basis functions.
SegmentMulticBasisFunction(SegmentBasisFunction, SegmentBasisFunction) - Constructor for class org.drip.spline.bspline.SegmentMulticBasisFunction
SegmentMulticBasisFunction constructor
SegmentPredictorResponseDerivative - Class in org.drip.spline.params
SegmentPredictorResponseDerivative contains the segment local parameters used for the segment calibration.
SegmentPredictorResponseDerivative(double, double[]) - Constructor for class org.drip.spline.params.SegmentPredictorResponseDerivative
SegmentPredictorResponseDerivative constructor
SegmentResponseConstraintSet - Class in org.drip.spline.params
SegmentResponseConstraintSet holds the set of SegmentResponseValueConstraint (Base + One/more Sensitivities) for the given Segment.
SegmentResponseConstraintSet() - Constructor for class org.drip.spline.params.SegmentResponseConstraintSet
Empty SegmentResponseConstraintSet Constructor
SegmentResponseValueConstraint - Class in org.drip.spline.params
SegmentResponseValueConstraint holds the following set of fields that characterize a single global linear constraint between the predictor and the response variables within a single segment, expressed linearly across the constituent nodes.
SegmentResponseValueConstraint(double[], double[], double) - Constructor for class org.drip.spline.params.SegmentResponseValueConstraint
SegmentResponseValueConstraint constructor
segments() - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
 
segments() - Method in interface org.drip.spline.stretch.MultiSegmentSequence
Retrieve the Stretch Segments
SegmentSequenceBuilder - Interface in org.drip.spline.stretch
SegmentSequenceBuilder is the interface that contains the stubs required for the construction of the segment stretch.
SegmentStateCalibration - Class in org.drip.spline.params
SegmentStateCalibration implements basis per-segment Calibration Parameter Set.
SegmentStateCalibration(double[], double[], double[], double[], SegmentBasisFlexureConstraint[], SegmentBestFitResponse) - Constructor for class org.drip.spline.params.SegmentStateCalibration
SegmentStateCalibration Constructor
SEKHoliday - Class in org.drip.analytics.holset
 
SEKHoliday() - Constructor for class org.drip.analytics.holset.SEKHoliday
 
SEPTEMBER - Static variable in class org.drip.analytics.date.JulianDate
Integer Month - September
serialize() - Method in class org.drip.analytics.date.DateTime
 
serialize() - Method in class org.drip.analytics.daycount.ActActDCParams
 
serialize() - Method in class org.drip.analytics.daycount.DateAdjustParams
 
serialize() - Method in class org.drip.analytics.holiday.Base
 
serialize() - Method in class org.drip.analytics.holiday.Fixed
 
serialize() - Method in class org.drip.analytics.holiday.Static
 
serialize() - Method in class org.drip.analytics.holiday.Variable
 
serialize() - Method in class org.drip.analytics.holiday.Weekend
 
serialize() - Method in class org.drip.analytics.output.BasketMeasures
 
serialize() - Method in class org.drip.analytics.output.BondCouponMeasures
 
serialize() - Method in class org.drip.analytics.output.BondRVMeasures
 
serialize() - Method in class org.drip.analytics.output.BondWorkoutMeasures
 
serialize() - Method in class org.drip.analytics.output.ComponentMeasures
 
serialize() - Method in class org.drip.analytics.output.ExerciseInfo
 
serialize() - Method in class org.drip.analytics.period.CashflowPeriodCurveFactors
 
serialize() - Method in class org.drip.analytics.period.LossPeriodCurveFactors
 
serialize() - Method in class org.drip.analytics.period.Period
 
serialize() - Method in class org.drip.param.definition.CalibrationParams
 
serialize() - Method in class org.drip.param.definition.CreditManifestMeasureTweak
 
serialize() - Method in class org.drip.param.definition.ResponseValueTweakParams
 
serialize() - Method in class org.drip.param.market.BasketMarketParamSet
 
serialize() - Method in class org.drip.param.market.ComponentMarketParamSet
 
serialize() - Method in class org.drip.param.market.ComponentMultiMeasureQuote
 
serialize() - Method in class org.drip.param.market.ComponentTickQuote
 
serialize() - Method in class org.drip.param.market.MultiSidedQuote
 
serialize() - Method in class org.drip.param.pricer.PricerParams
 
serialize() - Method in class org.drip.param.quoting.QuotedSpreadInterpreter
 
serialize() - Method in class org.drip.param.quoting.YieldInterpreter
 
serialize() - Method in class org.drip.param.valuation.CashSettleParams
 
serialize() - Method in class org.drip.param.valuation.QuotingParams
 
serialize() - Method in class org.drip.param.valuation.ValuationParams
 
serialize() - Method in class org.drip.param.valuation.WorkoutInfo
 
serialize() - Method in class org.drip.product.creator.BondProductBuilder
 
serialize() - Method in class org.drip.product.creator.BondRefDataBuilder
 
serialize() - Method in class org.drip.product.credit.BondBasket
 
serialize() - Method in class org.drip.product.credit.BondComponent
 
serialize() - Method in class org.drip.product.credit.CDSBasket
 
serialize() - Method in class org.drip.product.credit.CDSComponent
 
serialize() - Method in class org.drip.product.fx.FXForwardContract
 
serialize() - Method in class org.drip.product.fx.FXSpotContract
 
serialize() - Method in class org.drip.product.params.CDXIdentifier
 
serialize() - Method in class org.drip.product.params.CouponSetting
 
serialize() - Method in class org.drip.product.params.CreditSetting
 
serialize() - Method in class org.drip.product.params.CurrencyPair
 
serialize() - Method in class org.drip.product.params.CurrencySet
 
serialize() - Method in class org.drip.product.params.EmbeddedOptionSchedule
 
serialize() - Method in class org.drip.product.params.FactorSchedule
 
serialize() - Method in class org.drip.product.params.FloaterSetting
 
serialize() - Method in class org.drip.product.params.FloatingRateIndex
 
serialize() - Method in class org.drip.product.params.IdentifierSet
 
serialize() - Method in class org.drip.product.params.NotionalSetting
 
serialize() - Method in class org.drip.product.params.PeriodSet
 
serialize() - Method in class org.drip.product.params.QuoteConvention
 
serialize() - Method in class org.drip.product.params.RatesSetting
 
serialize() - Method in class org.drip.product.params.TerminationSetting
 
serialize() - Method in class org.drip.product.params.TreasuryBenchmark
 
serialize() - Method in class org.drip.product.params.TsyBmkSet
 
serialize() - Method in class org.drip.product.rates.CashComponent
 
serialize() - Method in class org.drip.product.rates.EDFComponent
 
serialize() - Method in class org.drip.product.rates.FixedStream
 
serialize() - Method in class org.drip.product.rates.FloatFloatComponent
 
serialize() - Method in class org.drip.product.rates.FloatingStream
 
serialize() - Method in class org.drip.product.rates.IRSComponent
 
serialize() - Method in class org.drip.product.rates.RatesBasket
 
serialize() - Method in class org.drip.service.bridge.CreditAnalyticsRequest
 
serialize() - Method in class org.drip.service.bridge.CreditAnalyticsResponse
 
serialize() - Method in class org.drip.service.stream.Serializer
Serialize into a byte array.
serialize() - Method in class org.drip.state.curve.BasisSplineForwardRate
 
serialize() - Method in class org.drip.state.curve.DerivedFXBasis
 
serialize() - Method in class org.drip.state.curve.DerivedFXForward
 
serialize() - Method in class org.drip.state.curve.DerivedZeroRate
 
serialize() - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
 
serialize() - Method in class org.drip.state.curve.FlatForwardDiscountCurve
 
serialize() - Method in class org.drip.state.curve.ForwardHazardCreditCurve
 
serialize() - Method in class org.drip.state.curve.NonlinearDiscountFactorDiscountCurve
 
serialize() - Method in class org.drip.state.curve.ZeroRateDiscountCurve
 
Serializer - Class in org.drip.service.stream
Serializer interface defines the core object serializer methods – serialization into and de-serialization out of byte arrays, as well as the object version.
Serializer() - Constructor for class org.drip.service.stream.Serializer
 
SerializerTestSuite - Class in org.drip.tester.functional
SerializerTestSuite tests the serialization functionality across all products, curves, quotes, outputs, and parameters, and their variants.
SerializerTestSuite() - Constructor for class org.drip.tester.functional.SerializerTestSuite
 
set(String, String) - Method in class org.drip.regression.core.RegressionRunDetail
Set the Key Value Map Entry
setAccrualStartDate(double) - Method in class org.drip.analytics.period.Period
Set the period Accrual Start Date
setAnnounce(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the Bond Announce
setAnnounce(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Announce Date
setBBGID(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Bloomberg ID
setBBGParent(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Bloomberg Parent
setBBGTicker(String) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index BBG Ticker
setBBGUniqueID(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Unique Bloomberg ID
setCalculationType(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the Bond Calculation Type
setCalculationType(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Calculation Type
setCC(MarketParams, JulianDate, String, String, double, double, double) - Static method in class org.drip.service.env.StaticBACurves
Build the credit curve from a set of custom/user-defined quotes for a given EOD and loads them onto the MPC
setCCIS(CurveConstructionInputSet) - Method in class org.drip.analytics.definition.CreditCurve
 
setCCIS(CurveConstructionInputSet) - Method in interface org.drip.analytics.definition.Curve
Set the Curve Construction Input Set Parameters
setCCIS(CurveConstructionInputSet) - Method in class org.drip.analytics.rates.ExplicitBootDiscountCurve
 
setCCIS(CurveConstructionInputSet) - Method in class org.drip.analytics.rates.ForwardCurve
 
setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.curve.DerivedFXBasis
 
setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.curve.DerivedFXForward
 
setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.curve.DerivedZeroRate
 
setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
 
setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.curve.ZeroRateDiscountCurve
 
setCDRCountryCode(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the CDR Country Code
setCDRSettleCode(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the CDR Settle Code
setClearBuiltRange() - Method in class org.drip.state.estimator.CurveStretch
Clear the built range mark to signal the start of a fresh calibration run
setCollateralType(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Collateral Type
setComponentQuote(ComponentQuote) - Method in class org.drip.param.definition.ComponentMarketParams
(Re)-set the Component Quote
setComponentQuote(ComponentQuote) - Method in class org.drip.param.market.ComponentMarketParamSet
 
setConstructionString() - Method in class org.drip.product.params.CDXRefDataParams
Return the stringified set of parameters in a java call that can be statically used to re-construct the index.
setContainingInelastics(InelasticConstitutiveState) - Method in interface org.drip.spline.segment.BasisEvaluator
Set the Inelastics that provides the enveloping Context the Basis Evaluation
setContainingInelastics(InelasticConstitutiveState) - Method in class org.drip.spline.segment.SegmentBasisEvaluator
 
setCountryOfDomicile(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Country Of Domicile
setCountryOfGuarantor(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Country Of Guarantor
setCountryOfIncorporation(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Country Of Incorporation
setCoupon(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the Bond Coupon
setCoupon(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the coupon
setCoupon(double) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Coupon
setCouponCurrency(String) - Method in class org.drip.product.creator.BondProductBuilder
Set The Coupon Currency
setCouponCurrency(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Coupon Currency
setCouponFreq(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the Bond Coupon Frequency
setCouponSetting(CouponSetting) - Method in class org.drip.product.credit.BondComponent
 
setCouponSetting(CouponSetting) - Method in interface org.drip.product.definition.BondProduct
Set the bond coupon setting
setCouponType(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the Bond Coupon Type
setCouponType(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Coupon Type
setCreditCurve(CreditCurve) - Method in class org.drip.param.definition.ComponentMarketParams
(Re)-set the Component Credit Curve
setCreditCurve(CreditCurve) - Method in class org.drip.param.market.ComponentMarketParamSet
 
setCreditSetting(CreditSetting) - Method in class org.drip.product.credit.BondComponent
 
setCreditSetting(CreditSetting) - Method in interface org.drip.product.definition.BondProduct
Set the bond Credit Setting
setCurrency(String) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Currency
setCurrencySet(CurrencySet) - Method in class org.drip.product.credit.BondComponent
 
setCurrencySet(CurrencySet) - Method in interface org.drip.product.definition.BondProduct
Set the bond currency set
setCurrentCoupon(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the bond's Current Coupon
setCurrentCoupon(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Current Coupon
setCurveID(String) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Curve ID
setCurveName(String) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Curve Name
setCurves(String, String, String) - Method in class org.drip.product.credit.BondComponent
 
setCurves(String, String, String) - Method in class org.drip.product.credit.CDSComponent
 
setCurves(String, String, String) - Method in class org.drip.product.definition.Component
Set the component's IR, treasury, and credit curve names
setCurves(String, String, String) - Method in class org.drip.product.rates.CashComponent
 
setCurves(String, String, String) - Method in class org.drip.product.rates.EDFComponent
 
setCurves(String, String, String) - Method in class org.drip.product.rates.FixedStream
 
setCurves(String, String, String) - Method in class org.drip.product.rates.FloatFloatComponent
 
setCurves(String, String, String) - Method in class org.drip.product.rates.FloatingStream
 
setCurves(String, String, String) - Method in class org.drip.product.rates.IRSComponent
 
setCurvyCurveID(String) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Composite Curve ID
setCUSIP(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the Bond CUSIP
setCUSIP(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the CUSIP
setDayCount(String) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Day Count
setDayCountCode(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the Bond Day Count Code
setDayCountCode(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Day Count Code
setDC(MarketParams, JulianDate, String) - Static method in class org.drip.service.env.StaticBACurves
Build the full IR curve from custom/user defined marks and adds it to the MarketParams for the given EOD and currency
setDefaultedComponentCount(int) - Method in class org.drip.product.params.CDXRefDataParams
Set the Number of Defaulted Components in the Index
setDescription(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Description
setDiscountCurve(DiscountCurve) - Method in class org.drip.param.definition.ComponentMarketParams
(Re)-set the Component Discount Curve
setDiscountCurve(DiscountCurve) - Method in class org.drip.param.market.ComponentMarketParamSet
 
setEDSFDiscountCurve(DiscountCurve) - Method in class org.drip.param.definition.ComponentMarketParams
(Re)-set the Component EDSF Discount Curve
setEDSFDiscountCurve(DiscountCurve) - Method in class org.drip.param.market.ComponentMarketParamSet
 
setEmbeddedCallSchedule(EmbeddedOptionSchedule) - Method in class org.drip.product.credit.BondComponent
 
setEmbeddedCallSchedule(EmbeddedOptionSchedule) - Method in interface org.drip.product.definition.BondProduct
Set the bond's embedded call schedule
setEmbeddedPutSchedule(EmbeddedOptionSchedule) - Method in class org.drip.product.credit.BondComponent
 
setEmbeddedPutSchedule(EmbeddedOptionSchedule) - Method in interface org.drip.product.definition.BondProduct
Set the bond's embedded put schedule
SetEOS(Statement) - Static method in class org.drip.service.env.BondManager
Set the option schedule for all the bonds by extracting them from the database
setExchangeCode(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Exchange Code
setFinalMaturity(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the final maturity of the bond
setFinalMaturity(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Final Maturity
setFirstCoupon(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the Bond First Coupon Date
setFirstCoupon(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the First Coupon
setFirstSettle(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the Bond First Settle
setFirstSettle(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the First Settle
setFitch(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Fitch Rating
setFixings(Map<JulianDate, CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.param.definition.ComponentMarketParams
(Re)-set the Fixings
setFixings(Map<JulianDate, CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.param.market.ComponentMarketParamSet
 
setFixings(Map<JulianDate, CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.product.credit.BondComponent
 
setFixings(Map<JulianDate, CaseInsensitiveTreeMap<Double>>) - Method in interface org.drip.product.definition.BondProduct
Set the bond fixings
setFlatValue(double) - Method in interface org.drip.analytics.definition.ExplicitBootCurve
Set the flat value across all the nodes
setFlatValue(double) - Method in class org.drip.state.curve.FlatForwardDiscountCurve
 
setFlatValue(double) - Method in class org.drip.state.curve.ForwardHazardCreditCurve
 
setFlatValue(double) - Method in class org.drip.state.curve.NonlinearDiscountFactorDiscountCurve
 
setFloatCouponConvention(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the bond's Float Coupon Convention
setFloatCouponConvention(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Float Coupon Convention
setFloaterSetting(FloaterSetting) - Method in class org.drip.product.credit.BondComponent
 
setFloaterSetting(FloaterSetting) - Method in interface org.drip.product.definition.BondProduct
Set the bond floater setting
setFloatSpread(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the bond's floating rate spread
setFloatSpread(MarketParams) - Method in class org.drip.product.creator.BondProductBuilder
Set the bond's floating rate spread from the MPC
setFloatSpread(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Float Spread
setForwardCurve(ForwardCurve) - Method in class org.drip.param.definition.ComponentMarketParams
(Re)-set the Component Forward Curve
setForwardCurve(ForwardCurve) - Method in class org.drip.param.market.ComponentMarketParamSet
 
setFrequency(int) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Coupon Frequency
setFullFirstStub(boolean) - Method in class org.drip.product.params.CDXRefDataParams
Set the flag indicating whether the Index has a Full First Stub
setHasBeenCalled(String) - Method in class org.drip.product.creator.BondProductBuilder
Set whether the bond Has Been Called
setHasBeenCalled(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Flag indicating If bond has been called
setIdentifierSet(IdentifierSet) - Method in class org.drip.product.credit.BondComponent
 
setIdentifierSet(IdentifierSet) - Method in interface org.drip.product.definition.BondProduct
Set the bond identifier set
setIndexClass(String) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Class
setIndexFactor(double) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Factor
setIndexGroupName(String) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Group Name
setIndexLabel(String) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Label
setIndexLifeSpan(int) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Life Span
setIndexName(String) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Name
setIndexSeries(int) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Series
setIndexShortGroupName(String) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Short Group Name
setIndexShortName(String) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Short Name
setIndexVersion(int) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Version
setIndustryGroup(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Industry Group
setIndustrySector(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Industry Sector
setIndustrySubgroup(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Industry Subgroup
setInstrCalibInputs(ValuationParams, boolean, DiscountCurve, DiscountCurve, DiscountCurve, PricerParams, CalibratableComponent[], double[], String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams) - Method in class org.drip.analytics.definition.CreditCurve
Set the calibration inputs for the CreditCurve
setInterestAccrualStart(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the Bond Interest Accrual Start Date
setInterestAccrualStart(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Interest Accrual Start Date
setIsBearer(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Flag indicating Bearer Bond
setIsCallable(String) - Method in class org.drip.product.creator.BondProductBuilder
Set whether the Bond Is Callable
setIsCallable(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set whether is Callable
setIsDefaulted(String) - Method in class org.drip.product.creator.BondProductBuilder
Set whether the bond is defaulted or not
setIsDefaulted(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Defaulted Flag
setIsFloater(String) - Method in class org.drip.product.creator.BondProductBuilder
Set whether the bond is a floater or not
setIsFloater(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Floater Flag
setISIN(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the Bond ISIN
setISIN(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the ISIN
setIsPerpetual(String) - Method in class org.drip.product.creator.BondProductBuilder
Set whether the bond is perpetual or not
setIsPerpetual(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Perpetual Flag
setIsPrivatePlacement(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Private Placement Flag
setIsPutable(String) - Method in class org.drip.product.creator.BondProductBuilder
Set whether the Bond Is Putable
setIsPutable(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set whether is Putable
setIsRegistered(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Flag Registered
setIsReversibleConvertible(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Flag indicating Reverse Convertible
setIsSinkable(String) - Method in class org.drip.product.creator.BondProductBuilder
Set whether the Bond Is Sinkable
setIsSinkable(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set whether is Sinkable
setIsStructuredNote(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Flag indicating Structured Note
setIssue(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the Bond Issue Date
setIssue(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Issue Date
setIssueAmount(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Issue Amount
setIssueCountry(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Issue Country
setIssueCountryCode(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Issue Country Code
setIssueDate(JulianDate) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Issue Date
setIssuePrice(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set Issue Price
setIssuer(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Issuer
setIssuerCategory(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Issuer Category
setIssuerIndustry(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Issuer Industry
setIssuerSPN(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the bond's Issuer SPN
setIssuerSPN(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set Issuer SPN
setIsUnitTraded(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Flag indicating Unit Traded
setKnockOutOnDefault(boolean) - Method in class org.drip.product.params.CDXRefDataParams
Set if the Index knocks out on Default
setLeadManager(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Lead Manager
setLeftNode(double, double, double, StretchBestFitResponse) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
 
setLeftNode(double, double, double, StretchBestFitResponse) - Method in interface org.drip.spline.stretch.MultiSegmentSequence
Set the Slope at the left Edge of the Stretch
setLocation(String) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Location
setLongCompanyName(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Long Company Name
setMarketConvention(QuoteConvention) - Method in class org.drip.product.credit.BondComponent
 
setMarketConvention(QuoteConvention) - Method in interface org.drip.product.definition.BondProduct
Set the Bond's Market Convention
setMarketIssueType(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Market Issue Type
setMarketQuote(String, Quote) - Method in class org.drip.param.definition.ComponentQuote
Set the market quote for the component
setMarketQuote(String, Quote) - Method in class org.drip.param.market.ComponentMultiMeasureQuote
 
setMaturity(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the Bond Maturity
setMaturity(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the maturity
setMaturityDate(JulianDate) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Maturity Date
setMaturityType(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the Bond Maturity Type
setMaturityType(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Maturity Type
setMinimumIncrement(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Minimum Increment
setMinimumPiece(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Minimum Piece
setMoody(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Moodys Rating
setName(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Issuer Name
setName(String) - Method in class org.drip.product.credit.CDSComponent
 
setNextCouponDate(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Next Coupon Date
setNodeValue(int, double) - Method in interface org.drip.analytics.definition.ExplicitBootCurve
Set the Value/Slope at the Node specified by the Index
setNodeValue(int, double) - Method in class org.drip.state.curve.FlatForwardDiscountCurve
 
setNodeValue(int, double) - Method in class org.drip.state.curve.ForwardHazardCreditCurve
 
setNodeValue(int, double) - Method in class org.drip.state.curve.NonlinearDiscountFactorDiscountCurve
 
setNotionalSetting(NotionalSetting) - Method in class org.drip.product.credit.BondComponent
 
setNotionalSetting(NotionalSetting) - Method in interface org.drip.product.definition.BondProduct
Set the bond notional Setting
setOF(double) - Method in class org.drip.quant.solver1D.IteratedVariate
Set the Objective Function Value
setOFLeft(double) - Method in class org.drip.quant.solver1D.IteratedBracket
Set the left objective function value
setOFRight(double) - Method in class org.drip.quant.solver1D.IteratedBracket
Set the right objective function value
setOriginalComponentCount(int) - Method in class org.drip.product.params.CDXRefDataParams
Set the Number of Original Components in the Index
setOutstandingAmount(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Outstanding Amount
setParAmount(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Par Amount
setPayAccrued(boolean) - Method in class org.drip.product.params.CDXRefDataParams
Set if the Index pays accrued on termination
setPayDate(double) - Method in class org.drip.analytics.period.Period
Set the period Pay Date
setPenultimateCouponDate(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Penultimate Coupon Date
setPeriodSet(PeriodSet) - Method in class org.drip.product.credit.BondComponent
 
setPeriodSet(PeriodSet) - Method in interface org.drip.product.definition.BondProduct
Set the bond Period Set
setPrevCouponDate(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Previous Coupon Date
setPrimaryCode(String) - Method in class org.drip.product.credit.BondComponent
 
setPrimaryCode(String) - Method in class org.drip.product.credit.CDSComponent
 
setPrimaryCode(String) - Method in class org.drip.product.definition.CalibratableComponent
Set the component's primary code
setPrimaryCode(String) - Method in class org.drip.product.definition.FXForward
Set the primary code
setPrimaryCode(String) - Method in class org.drip.product.fx.FXForwardContract
 
setPrimaryCode(String) - Method in class org.drip.product.rates.CashComponent
 
setPrimaryCode(String) - Method in class org.drip.product.rates.EDFComponent
 
setPrimaryCode(String) - Method in class org.drip.product.rates.FixedStream
 
setPrimaryCode(String) - Method in class org.drip.product.rates.FloatFloatComponent
 
setPrimaryCode(String) - Method in class org.drip.product.rates.FloatingStream
 
setPrimaryCode(String) - Method in class org.drip.product.rates.IRSComponent
 
setQuoteAsCDS(boolean) - Method in class org.drip.product.params.CDXRefDataParams
Set whether the quote is marked as a CDS
setRateIndex(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the bond's Rate Index
setRateIndex(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Rate Index
setRatesSetting(RatesSetting) - Method in class org.drip.product.credit.BondComponent
 
setRatesSetting() - Method in class org.drip.product.credit.BondComponent
 
setRatesSetting(RatesSetting) - Method in interface org.drip.product.definition.BondProduct
Ses the Bond Rates Setting
setRatesSetting() - Method in interface org.drip.product.definition.BondProduct
Retrieve the Bond Rates Setting
setRecovery(double) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Recovery
setRedemptionCurrency(String) - Method in class org.drip.product.creator.BondProductBuilder
Set The redemption Currency
setRedemptionCurrency(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Redemption Currency
setRedemptionValue(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the Bond Redemption Value
setRedemptionValue(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Redemption Value
setRedID(String) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index Red ID
setRoot(double) - Method in class org.drip.quant.solver1D.FixedPointFinderOutput
Set the Root
setSecurityType(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Security Type
setSegmentBuilt(int, FloatingRateIndex) - Method in class org.drip.state.estimator.CurveStretch
Mark the Range of the "built" Segments
setSerializedMsg(byte[]) - Method in class org.drip.service.bridge.CreditAnalyticsResponse
Set the Measure Bytes
setSeries(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Issuer Series
setShortName(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Issuer Short Name
setShortName(String) - Method in class org.drip.product.params.CDXRefDataParams
Set the index short name
setSide(String, double, double) - Method in class org.drip.param.definition.Quote
Set the quote for the specified side
setSide(String, double, double) - Method in class org.drip.param.market.MultiSidedQuote
 
setSnP(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the S&P Rating
setSnrSub(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set Senior or Sub-ordinate
setSpecificDefault(double) - Method in class org.drip.analytics.definition.CreditCurve
Set the Specific Default Date
setSPN(String) - Method in class org.drip.product.params.CDXRefDataParams
Set the Index SPN
setStartingVariate(double) - Method in class org.drip.quant.solver1D.ExecutionInitializationOutput
Set the Starting Variate
setStretch(MultiSegmentSequence) - Method in class org.drip.spline.stretch.CkSegmentSequenceBuilder
 
setStretch(MultiSegmentSequence) - Method in interface org.drip.spline.stretch.SegmentSequenceBuilder
Set the Stretch whose Segments are to be calibrated
setStretch(MultiSegmentSequence) - Method in class org.drip.state.estimator.RatesSegmentSequenceBuilder
 
setTerminationSetting(TerminationSetting) - Method in class org.drip.product.credit.BondComponent
 
setTerminationSetting(TerminationSetting) - Method in interface org.drip.product.definition.BondProduct
Set the bond termination setting
setTerminationStatus(boolean) - Method in class org.drip.regression.core.RegressionRunOutput
Set the termination status for the regression output
setTicker(String) - Method in class org.drip.product.creator.BondProductBuilder
Set the Bond Ticker
setTicker(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Issuer Ticker
setTradeCurrency(String) - Method in class org.drip.product.creator.BondProductBuilder
Set The Trade Currency
setTradeCurrency(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set the Trade Currency
setTradeStatus(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Set Trade Status
setTreasuryBenchmark(TreasuryBenchmark) - Method in class org.drip.product.credit.BondComponent
 
setTreasuryBenchmark(TreasuryBenchmark) - Method in interface org.drip.product.definition.BondProduct
Set the bond treasury benchmark
setTSYDiscountCurve(DiscountCurve) - Method in class org.drip.param.definition.ComponentMarketParams
(Re)-set the Component TSY Discount Curve
setTSYDiscountCurve(DiscountCurve) - Method in class org.drip.param.market.ComponentMarketParamSet
 
setTSYQuotes(CaseInsensitiveTreeMap<ComponentQuote>) - Method in class org.drip.param.definition.MarketParams
Set the full set of named Treasury Quote Map
setTSYQuotes(CaseInsensitiveTreeMap<ComponentQuote>) - Method in class org.drip.param.market.MarketParamsContainer
 
setTurns(TurnListDiscountFactor) - Method in class org.drip.analytics.rates.DiscountCurve
Set the Discount Curve Turns'
setup(SegmentSequenceBuilder, int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
 
setup(SegmentResponseValueConstraint, SegmentResponseValueConstraint[], StretchBestFitResponse, BoundarySettings, int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
 
setup(double, SegmentResponseValueConstraint[], StretchBestFitResponse, BoundarySettings, int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
 
setup(double, double[], StretchBestFitResponse, BoundarySettings, int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
 
setup(SegmentSequenceBuilder, int) - Method in interface org.drip.spline.stretch.MultiSegmentSequence
Set up (i.e., calibrate) the individual Segments in the Stretch to the Stretch Edge, the Target Constraints, and the custom segment sequence builder.
setup(SegmentResponseValueConstraint, SegmentResponseValueConstraint[], StretchBestFitResponse, BoundarySettings, int) - Method in interface org.drip.spline.stretch.MultiSegmentSequence
Set up (i.e., calibrate) the individual Segments in the Stretch to the Stretch Left Edge and the Target Constraints.
setup(double, SegmentResponseValueConstraint[], StretchBestFitResponse, BoundarySettings, int) - Method in interface org.drip.spline.stretch.MultiSegmentSequence
Set up (i.e., calibrate) the individual Segments in the Stretch to the Stretch Left Edge Response and the Target Constraints.
setup(double, double[], StretchBestFitResponse, BoundarySettings, int) - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial
 
setup(double, double[], StretchBestFitResponse, BoundarySettings, int) - Method in interface org.drip.spline.stretch.SingleSegmentSequence
Set up (i.e., calibrate) the individual Segments in the Stretch to the Response Values corresponding to each Segment Predictor right Ordinate.
setupHermite(SegmentPredictorResponseDerivative[], SegmentPredictorResponseDerivative[], SegmentResponseValueConstraint[][], StretchBestFitResponse, int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
 
setupHermite(SegmentPredictorResponseDerivative[], SegmentPredictorResponseDerivative[], SegmentResponseValueConstraint[][], StretchBestFitResponse, int) - Method in interface org.drip.spline.stretch.MultiSegmentSequence
Set up (i.e., calibrate) the individual Segment in the Stretch to the Target Segment Edge Values and Constraints.
setupRegressors() - Method in interface org.drip.regression.core.RegressorSet
Set up the list of Regressors in the set
setupRegressors() - Method in class org.drip.regression.curve.CreditCurveRegressor
 
setupRegressors() - Method in class org.drip.regression.curve.DiscountCurveRegressor
 
setupRegressors() - Method in class org.drip.regression.curve.FXCurveRegressor
 
setupRegressors() - Method in class org.drip.regression.curve.ZeroCurveRegressor
 
setupRegressors() - Method in class org.drip.regression.curveJacobian.CashJacobianRegressorSet
 
setupRegressors() - Method in class org.drip.regression.curveJacobian.DiscountCurveJacobianRegressorSet
 
setupRegressors() - Method in class org.drip.regression.curveJacobian.EDFJacobianRegressorSet
 
setupRegressors() - Method in class org.drip.regression.curveJacobian.IRSJacobianRegressorSet
 
setupRegressors() - Method in class org.drip.regression.fixedpointfinder.BracketingRegressorSet
 
setupRegressors() - Method in class org.drip.regression.fixedpointfinder.CompoundBracketingRegressorSet
 
setupRegressors() - Method in class org.drip.regression.fixedpointfinder.OpenRegressorSet
 
setupRegressors() - Method in class org.drip.regression.spline.BasisSplineRegressorSet
 
setVariate(double) - Method in class org.drip.quant.solver1D.IteratedVariate
Set the variate
setVariateLeft(double) - Method in class org.drip.quant.solver1D.IteratedBracket
Set the left variate
setVariateRight(double) - Method in class org.drip.quant.solver1D.IteratedBracket
Set the right variate
setWengert(int, double) - Method in class org.drip.quant.calculus.WengertJacobian
Set the Value for the Wengert variable
SGDHoliday - Class in org.drip.analytics.holset
 
SGDHoliday() - Constructor for class org.drip.analytics.holset.SGDHoliday
 
SHAPE_CONTROL_RATIONAL_EXPONENTIAL - Static variable in class org.drip.spline.bspline.BasisHatShapeControl
Cubic Polynomial with Rational Exponential Shape Controller
SHAPE_CONTROL_RATIONAL_LINEAR - Static variable in class org.drip.spline.bspline.BasisHatShapeControl
Cubic Polynomial with Rational Linear Shape Controller
SHAPE_CONTROL_RATIONAL_QUADRATIC - Static variable in class org.drip.spline.bspline.BasisHatShapeControl
Cubic Polynomial with Rational Quadratic Shape Controller
shapeControl() - Method in class org.drip.spline.basis.BSplineSequenceParams
Retrieve the Shape Control Type
shapeController() - Method in class org.drip.spline.params.ResponseScalingShapeControl
Retrieve the Shape Control Univariate Function
shapeController() - Method in class org.drip.spline.params.SegmentCustomBuilderControl
Retrieve the Segment Shape Controller
shapeControlType() - Method in class org.drip.spline.bspline.BasisHatShapeControl
Retrieve the Type of the Shape Controller
shapedBasisFunctionDerivative(double, int, int) - Method in interface org.drip.spline.segment.BasisEvaluator
Compute the Ordered Derivative of the Response Value off of the indexed Basis Function at the specified Predictor Ordinate
shapedBasisFunctionDerivative(double, int, int) - Method in class org.drip.spline.segment.SegmentBasisEvaluator
 
shapedBasisFunctionResponse(double, int) - Method in interface org.drip.spline.segment.BasisEvaluator
Compute the Response Value of the indexed Basis Function at the specified Predictor Ordinate
shapedBasisFunctionResponse(double, int) - Method in class org.drip.spline.segment.SegmentBasisEvaluator
 
ShapeDFZeroLocalSmooth - Class in org.drip.sample.rates
ShapeDFZeroLocalSmooth demonstrates the usage of different local smoothing techniques involved in the discount curve creation.
ShapeDFZeroLocalSmooth() - Constructor for class org.drip.sample.rates.ShapeDFZeroLocalSmooth
 
ShapePreservingCCIS - Class in org.drip.analytics.definition
ShapePreservingCCIS extends the CurveSpanConstructionInput Instance.
ShapePreservingCCIS(LinearCurveCalibrator, StretchRepresentationSpec[], ValuationParams, PricerParams, QuotingParams, ComponentMarketParams) - Constructor for class org.drip.analytics.definition.ShapePreservingCCIS
ShapePreservingCCIS constructor
ShapePreservingDFBuild(LinearCurveCalibrator, StretchRepresentationSpec[], ValuationParams, PricerParams, ComponentMarketParams, QuotingParams, double) - Static method in class org.drip.param.creator.RatesScenarioCurveBuilder
Build the Shape Preserving Discount Curve using the Custom Parameters
ShapePreservingDFZeroSmooth - Class in org.drip.sample.rates
ShapePreservingDFZeroSmooth demonstrates the usage of different shape preserving and smoothing techniques involved in the discount curve creation.
ShapePreservingDFZeroSmooth() - Constructor for class org.drip.sample.rates.ShapePreservingDFZeroSmooth
 
ShapePreservingForwardCurve(LinearCurveCalibrator, StretchRepresentationSpec[], FloatingRateIndex, ValuationParams, PricerParams, ComponentMarketParams, QuotingParams, double) - Static method in class org.drip.param.creator.RatesScenarioCurveBuilder
Build the Shape Preserving Forward Curve using the Custom Parameters
ShapePreservingForwardCurve(String, FloatingRateIndex, ValuationParams, PricerParams, ComponentMarketParams, QuotingParams, String, FunctionSetBuilderParams, CalibratableComponent[], double[], double) - 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.
shiftEnd(double) - Method in class org.drip.state.representation.LatentStateMergeSubStretch
Shift/Adjust the End Date
shiftManifestMeasure(int, double) - Method in class org.drip.analytics.rates.ForwardCurve
 
shiftManifestMeasure(int, double) - Method in class org.drip.state.curve.DerivedFXBasis
 
shiftManifestMeasure(int, double) - Method in class org.drip.state.curve.DerivedFXForward
 
shiftManifestMeasure(int, double) - Method in class org.drip.state.curve.DerivedZeroRate
 
shiftManifestMeasure(int, double) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
 
shiftManifestMeasure(int, double) - Method in class org.drip.state.curve.FlatForwardDiscountCurve
 
shiftManifestMeasure(int, double) - Method in class org.drip.state.curve.ForwardHazardCreditCurve
 
shiftManifestMeasure(int, double) - Method in class org.drip.state.curve.NonlinearDiscountFactorDiscountCurve
 
shiftManifestMeasure(int, double) - Method in class org.drip.state.curve.ZeroRateDiscountCurve
 
shiftManifestMeasure(int, double) - Method in interface org.drip.state.representation.LatentState
Create a LatentState Instance from the Shift of the Specified Manifest Measure
shiftStart(double) - Method in class org.drip.state.representation.LatentStateMergeSubStretch
Shift/Adjust the Start Date
showPeriods() - Method in class org.drip.product.credit.BondComponent
 
showPeriods() - Method in class org.drip.product.definition.Bond
Display all the coupon periods onto stdout
Simpson(AbstractUnivariate, double, double) - Static method in class org.drip.quant.calculus.Integrator
Compute the function's integral within the specified limits using the Simpson rule.
Simpson38(AbstractUnivariate, double, double) - Static method in class org.drip.quant.calculus.Integrator
Compute the function's integral within the specified limits using the Simpson 3/8 rule.
SingleSegmentLagrangePolynomial - Class in org.drip.spline.stretch
SingleSegmentLagrangePolynomial implements the SingleSegmentSequence Stretch interface using the Lagrange Polynomial Estimator.
SingleSegmentLagrangePolynomial(double[]) - Constructor for class org.drip.spline.stretch.SingleSegmentLagrangePolynomial
SingleSegmentLagrangePolynomial constructor
SingleSegmentSequence - Interface in org.drip.spline.stretch
SingleSegmentSequence is the interface that exposes functionality that spans multiple segments.
SINH - Static variable in class org.drip.quant.function1D.HyperbolicTension
Hyperbolic Tension Function Type - sinh
SITHoliday - Class in org.drip.analytics.holset
 
SITHoliday() - Constructor for class org.drip.analytics.holset.SITHoliday
 
size() - Method in class org.drip.quant.linearalgebra.MatrixComplementTransform
Retrieve the Dimension Length
sizeToSegment(InelasticConstitutiveState) - Method in class org.drip.spline.params.StretchBestFitResponse
Generate the Segment Local Best Fit Weighted Response contained within the specified Segment
SKKHoliday - Class in org.drip.analytics.holset
 
SKKHoliday() - Constructor for class org.drip.analytics.holset.SKKHoliday
 
smootheningQuantificationMetric() - Method in class org.drip.state.estimator.SmoothingCurveStretchParams
Retrieve the Curve Smoothening Quantification Metric
SmoothingCCIS - Class in org.drip.analytics.rates
SmoothingCCIS enhances the Shape Preserving CCIS for smoothing customizations.
SmoothingCCIS(DiscountCurve, SmoothingCurveStretchParams, LinearCurveCalibrator, StretchRepresentationSpec[], ValuationParams, PricerParams, QuotingParams, ComponentMarketParams) - Constructor for class org.drip.analytics.rates.SmoothingCCIS
SmoothingCCIS constructor
SmoothingCurveStretchParams - Class in org.drip.state.estimator
SmoothingCurveStretchParams contains the Parameters needed to hold the Stretch.
SmoothingCurveStretchParams(String, SegmentCustomBuilderControl, int, StretchBestFitResponse, StretchBestFitResponse) - Constructor for class org.drip.state.estimator.SmoothingCurveStretchParams
SmoothingCurveStretchParams constructor
SmoothingGlobalControlBuild(DiscountCurve, LinearCurveCalibrator, GlobalControlCurveParams, StretchRepresentationSpec[], ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Static method in class org.drip.param.creator.RatesScenarioCurveBuilder
Build a Globally Smoothed Instance of the Discount Curve using the Custom Parameters
SmoothingLocalControlBuild(DiscountCurve, LinearCurveCalibrator, LocalControlCurveParams, StretchRepresentationSpec[], ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Static method in class org.drip.param.creator.RatesScenarioCurveBuilder
Build a Locally Smoothed Instance of the Discount Curve using the Custom Parameters
SNAC_CDS - Static variable in class org.drip.param.quoting.QuotedSpreadInterpreter
SNAC CDS Contract
SolveUsingGaussianElimination(double[][], double[]) - Static method in class org.drip.quant.linearalgebra.LinearSystemSolver
Solve the Linear System using Gaussian Elimination from the Set of Values in the Array
SolveUsingGaussSeidel(double[][], double[]) - Static method in class org.drip.quant.linearalgebra.LinearSystemSolver
Solve the Linear System using the Gauss-Seidel algorithm from the Set of Values in the Array
SolveUsingMatrixInversion(double[][], double[]) - Static method in class org.drip.quant.linearalgebra.LinearSystemSolver
Solve the Linear System using Matrix Inversion from the Set of Values in the Array
Span - Interface in org.drip.spline.grid
Span is the interface that exposes the functionality behind the collection of Stretches that may be overlapping or non-overlapping.
Split(String, String) - Static method in class org.drip.quant.common.StringUtil
Parse and split the input phrase into a string array using the specified delimiter
SPLITS_CONSTRAINT - Static variable in class org.drip.spline.params.SegmentResponseValueConstraint
Indicator specifying that the knot splits the constraint ordinates
spotDate() - Method in class org.drip.analytics.definition.FXBasisCurve
Returns the Spot Date
spotDate() - Method in class org.drip.analytics.definition.FXForwardCurve
Return the Spot Date
spotDate() - Method in class org.drip.state.curve.DerivedFXBasis
 
spotDate() - Method in class org.drip.state.curve.DerivedFXForward
 
spread() - Method in class org.drip.analytics.rates.Turn
Retrieve the Spread
StandardCDXAPI - Class in org.drip.sample.credit
StandardCDXAPI contains a demo of the CDS basket API Sample.
StandardCDXAPI() - Constructor for class org.drip.sample.credit.StandardCDXAPI
 
StandardCDXManager - Class in org.drip.service.env
StandardCDXManager implements the creation and the static details of the all the NA, EU, SovX, EMEA, and ASIA standardized CDS indices.
StandardCDXManager() - Constructor for class org.drip.service.env.StandardCDXManager
 
StandardCDXParams - Class in org.drip.product.params
StandardCDXParams implements the parameters used to create the standard CDX - the coupon, the number of components, and the currency.
StandardCDXParams(int, String, double) - Constructor for class org.drip.product.params.StandardCDXParams
Create the Standard CDX Parameters object using the components, the currency, and the coupon
standardMeasures(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams, WorkoutInfo, double) - Method in class org.drip.product.credit.BondComponent
 
standardMeasures(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams, WorkoutInfo, double) - Method in class org.drip.product.definition.Bond
Calculate the full set of Bond RV Measures from the Price Input
standardRVMeasureMap(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams, WorkoutInfo, double, String) - Method in class org.drip.product.credit.BondComponent
 
StandardWeekend() - Static method in class org.drip.analytics.holiday.Weekend
Create a Weekend Instance with SATURDAY and SUNDAY
start() - Method in class org.drip.analytics.daycount.ActActDCParams
Retrieve the Start Date
start() - Method in class org.drip.analytics.rates.Turn
Retrieve the Start Date
start() - Method in class org.drip.state.representation.LatentStateMergeSubStretch
Retrieve the Merge Stretch Start Date
startSurvival() - Method in class org.drip.analytics.period.LossPeriodCurveFactors
Survival at the period beginning
Static - Class in org.drip.analytics.holiday
Static implements a complete date as a specific holiday.
Static(JulianDate, String) - Constructor for class org.drip.analytics.holiday.Static
Construct a static holiday from the date and the description
Static(byte[]) - Constructor for class org.drip.analytics.holiday.Static
De-serialization of StaticHoliday from byte stream
StaticBACurves - Class in org.drip.service.env
StaticBACurves that creates the closing curves from custom/user defined marks for a given EOD and populates them onto the MPC.
StaticBACurves() - Constructor for class org.drip.service.env.StaticBACurves
 
STEM_CDS - Static variable in class org.drip.param.quoting.QuotedSpreadInterpreter
STEM CDS Contract
StretchAdjuster - Class in org.drip.sample.stretch
StretchAdjuster demonstrates the Stretch Manipulation and Adjustment API.
StretchAdjuster() - Constructor for class org.drip.sample.stretch.StretchAdjuster
 
StretchBestFitResponse - Class in org.drip.spline.params
StretchBestFitResponse implements basis per-Stretch Fitness Penalty Parameter Set.
StretchEstimation - Class in org.drip.sample.stretch
StretchEstimation demonstrates the Stretch builder and usage API.
StretchEstimation() - Constructor for class org.drip.sample.stretch.StretchEstimation
 
StretchEstimationTestSequence() - Static method in class org.drip.sample.stretch.StretchEstimation
 
StretchRepresentationSpec - Class in org.drip.state.estimator
StretchRepresentationSpec carries the calibration instruments and the corresponding calibration parameter set in LSMM instances.
StretchRepresentationSpec(String, String, String, CalibratableComponent[], String[], double[], TurnListDiscountFactor) - Constructor for class org.drip.state.estimator.StretchRepresentationSpec
StretchRepresentationSpec constructor
StringUtil - Class in org.drip.quant.common
StringUtil implements string utility functions.
StringUtil() - Constructor for class org.drip.quant.common.StringUtil
 
subtractBusDays(int, String) - Method in class org.drip.analytics.date.JulianDate
Subtract the given number of business days and returns a new JulianDate
subtractDays(int) - Method in class org.drip.analytics.date.JulianDate
Subtract the given number of days and returns a new JulianDate
subtractTenor(String) - Method in class org.drip.analytics.date.JulianDate
Subtract the tenor to the JulianDate to create a new date
SUNDAY - Static variable in class org.drip.analytics.date.JulianDate
Days of the week - Sunday
SVCHoliday - Class in org.drip.analytics.holset
 
SVCHoliday() - Constructor for class org.drip.analytics.holset.SVCHoliday
 
swapQuote() - Method in class org.drip.service.api.DiscountCurveInputInstrument
Retrieve the Array of Swap Quotes
swapTenor() - Method in class org.drip.service.api.DiscountCurveInputInstrument
Retrieve the Array of Swap Tenors
SwitchIRCurve(String) - Static method in class org.drip.analytics.support.AnalyticsHelper
Switch the given IR curve if necessary
SWPM - Class in org.drip.sample.bloomberg
SWPM contains the sample demonstrating the replication of Bloomberg's SWPM functionality.
SWPM() - Constructor for class org.drip.sample.bloomberg.SWPM
 
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