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 _ 

A

AbstractUnivariate - Class in org.drip.quant.function1D
AbstractUnivariate provides the evaluation of the objective function and its derivatives for a specified variate.
AbstractUnivariate(DerivativeControl) - Constructor for class org.drip.quant.function1D.AbstractUnivariate
Objective Function constructor
accrualDCF() - Method in class org.drip.analytics.period.LossPeriodCurveFactors
Get the period's accrual day count factor
accumulatePartialFirstDerivative(int, int, double) - Method in class org.drip.quant.calculus.WengertJacobian
Accumulate {D(Wengert)}/{D(Parameter)}
ActActDCParams - Class in org.drip.analytics.daycount
This class contains parameters to represent Act/Act day count.
ActActDCParams(byte[]) - Constructor for class org.drip.analytics.daycount.ActActDCParams
De-serialization of ActActDCParams from byte stream
ActActDCParams(int, double, double) - Constructor for class org.drip.analytics.daycount.ActActDCParams
Constructs an ActActDCParams instance from the corresponding parameters
addBase(SegmentResponseValueConstraint) - Method in class org.drip.spline.params.SegmentResponseConstraintSet
Add the Base Segment Response Value Constraint
addBusDays(int, String) - Method in class org.drip.analytics.date.JulianDate
Add the given number of business days and returns a new JulianDate
AddBusinessDays(double, int, String) - Static method in class org.drip.analytics.daycount.Convention
Add the specified number of business days and adjusts it according to the calendar set
addComponentQuote(String, ComponentQuote) - Method in class org.drip.param.definition.BasketMarketParams
Add a named Component Quote
addComponentQuote(String, ComponentQuote) - Method in class org.drip.param.market.BasketMarketParamSet
 
addCompQuote(String, ComponentQuote) - Method in class org.drip.param.definition.MarketParams
Add the component quote
addCompQuote(String, ComponentQuote) - Method in class org.drip.param.market.MarketParamsContainer
 
addCompQuotes(CaseInsensitiveTreeMap<ComponentQuote>) - Method in class org.drip.param.definition.MarketParams
Add the full map of component quotes
addCompQuotes(CaseInsensitiveTreeMap<ComponentQuote>) - Method in class org.drip.param.market.MarketParamsContainer
 
addCreditCurve(String, CreditCurve) - Method in class org.drip.param.definition.BasketMarketParams
Add a named credit curve
addCreditCurve(String, CreditCurve) - Method in class org.drip.param.market.BasketMarketParamSet
 
addDays(int) - Method in class org.drip.analytics.date.JulianDate
Add the given number of days and returns a new JulianDate
addDiscountCurve(String, DiscountCurve) - Method in class org.drip.param.definition.BasketMarketParams
Add a named discount curve
addDiscountCurve(String, DiscountCurve) - Method in class org.drip.param.market.BasketMarketParamSet
 
addDResponseWeightDQuote(double, double) - Method in class org.drip.state.estimator.PredictorResponseWeightConstraint
Add a Predictor/Response Weight entry to the Linearized Constraint
addExecTime(long) - Method in class org.drip.regression.core.UnitRegressionStat
Add another run execution time
addFixedHoliday(int, int, String) - Method in class org.drip.analytics.holiday.Locale
Add a fixed holiday from the day and month
addFixings(JulianDate, String, double) - Method in class org.drip.param.definition.MarketParams
Add the fixing for the given rate index and the given date
addFixings(JulianDate, String, double) - Method in class org.drip.param.market.MarketParamsContainer
 
addFloatingHoliday(int, int, int, boolean, String) - Method in class org.drip.analytics.holiday.Locale
Add a floating holiday from the week in month, the day in week, the month, and whether holidays are calculated from front/back.
addForward(double) - Method in class org.drip.service.api.ForwardRates
Add a Forward Rate to the List
addForwardCurve(String, ForwardCurve) - Method in class org.drip.param.definition.BasketMarketParams
Add a named Forward curve
addForwardCurve(String, ForwardCurve) - Method in class org.drip.param.market.BasketMarketParamSet
 
addMergeStretch(LatentStateMergeSubStretch) - Method in class org.drip.state.representation.MergeSubStretchManager
Add the Specified Merge Stretch
addMonths(int) - Method in class org.drip.analytics.date.JulianDate
Add the given number of months and returns a new JulianDate
addPredictorResponseWeight(double, double) - Method in class org.drip.state.estimator.PredictorResponseWeightConstraint
Add a Predictor/Response Weight entry to the Linearized Constraint
addQuote(String, Quote, boolean) - Method in class org.drip.param.definition.ComponentQuote
Add a regular or a market quote for the component
addQuote(String, Quote, boolean) - Method in class org.drip.param.market.ComponentMultiMeasureQuote
 
addScenBMP(String, BasketMarketParams) - Method in class org.drip.param.definition.MarketParams
Add the named scenario BMP
addScenBMP(String, BasketMarketParams) - Method in class org.drip.param.market.MarketParamsContainer
 
addScenCC(String, ScenarioCreditCurve) - Method in class org.drip.param.definition.MarketParams
Add the named scenario CC
addScenCC(String, ScenarioCreditCurve) - Method in class org.drip.param.market.MarketParamsContainer
 
addScenCMP(String, ComponentMarketParams) - Method in class org.drip.param.definition.MarketParams
Add the named scenario CMP
addScenCMP(String, ComponentMarketParams) - Method in class org.drip.param.market.MarketParamsContainer
 
addScenDC(String, ScenarioDiscountCurve) - Method in class org.drip.param.definition.MarketParams
Add the named scenario DC
addScenDC(String, ScenarioDiscountCurve) - Method in class org.drip.param.market.MarketParamsContainer
 
addScenFC(String, ScenarioForwardCurve) - Method in class org.drip.param.definition.MarketParams
Add Named Scenario Forward Curve
addScenFC(String, ScenarioForwardCurve) - Method in class org.drip.param.market.MarketParamsContainer
 
addSensitivity(SegmentResponseValueConstraint) - Method in class org.drip.spline.params.SegmentResponseConstraintSet
Add the Base Segment Response Value Constraint Sensitivity
addStandardWeekend() - Method in class org.drip.analytics.holiday.Locale
Add the regular SATURDAY/SUNDAY weekend
addStaticHoliday(JulianDate, String) - Method in class org.drip.analytics.holiday.Locale
Add the given date as a static holiday
addStaticHoliday(String, String) - Method in class org.drip.analytics.holiday.Locale
Add the given string date as a static holiday
addStretch(MultiSegmentSequence) - Method in class org.drip.spline.grid.OverlappingStretchSpan
 
addStretch(MultiSegmentSequence) - Method in interface org.drip.spline.grid.Span
Add a Stretch to the Span
addTenor(String) - Method in class org.drip.analytics.date.JulianDate
Add the tenor to the JulianDate to create a new date
addTenorAndAdjust(String, String) - Method in class org.drip.analytics.date.JulianDate
Add the tenor to the JulianDate to create a new business date
addTSYQuote(String, ComponentQuote) - Method in class org.drip.param.definition.MarketParams
Add the named Treasury Quote
addTSYQuote(String, ComponentQuote) - Method in class org.drip.param.market.MarketParamsContainer
 
AddTSYQuotesToMPC(MarketParams, Statement, JulianDate, String) - Static method in class org.drip.service.env.EODCurves
Add the TSY quotes to the specified MPC
AddTSYToMPC(MarketParams) - Static method in class org.drip.service.env.StaticBACurves
Add custom treasuries to the org.drip.param.definition.MarketParams
addTurn(Turn) - Method in class org.drip.analytics.rates.TurnListDiscountFactor
Add a Turn Instance to the Discount Curve
addWeekend(int[]) - Method in class org.drip.analytics.holiday.Locale
Add the array of weekend days
addYears(int) - Method in class org.drip.analytics.date.JulianDate
Add the given number of years and returns a new JulianDate
Adjust(double, String, int) - Static method in class org.drip.analytics.daycount.Convention
Adjust the given date in accordance with the adjustment mode and the calendar set
Adjust(JulianDate, String, int) - Static method in class org.drip.service.api.CreditAnalytics
Adjusts the given date according to the calendar set and the adjustment mode
adjustForAccrual(double, double, double, boolean) - Method in class org.drip.analytics.output.BondCouponMeasures
Adjust Measures for accrued
adjustForSettlement(double) - Method in class org.drip.analytics.output.BondCouponMeasures
Adjust the bond coupon measures by a cash settlement discount factor
adjustMode() - Method in class org.drip.param.valuation.CashSettleParams
Retrieve the Adjustment Mode
AEDHoliday - Class in org.drip.analytics.holset
 
AEDHoliday() - Constructor for class org.drip.analytics.holset.AEDHoliday
 
AggregateComponentPeriods(Component[]) - Static method in class org.drip.analytics.support.AnalyticsHelper
Aggregate the period lists for an array of components
AkimaC1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
Generate a Akima C1 Array from the specified Array of Predictor Ordinates and the Response Values.
AkimaLocalC1Generator - Class in org.drip.spline.pchip
AkimaLocalC1Generator generates the local control C1 Slope using the Akima Cubic Algorithm: Akima (1970): A New Method of Interpolation and Smooth Curve Fitting based on Local Procedures, Journal of the Association for the Computing Machinery 17 (4), 589-602.
alternateNames() - Method in class org.drip.analytics.daycount.DC28_360
 
alternateNames() - Method in class org.drip.analytics.daycount.DC30_360
 
alternateNames() - Method in class org.drip.analytics.daycount.DC30_365
 
alternateNames() - Method in class org.drip.analytics.daycount.DC30_Act
 
alternateNames() - Method in class org.drip.analytics.daycount.DC30E_360
 
alternateNames() - Method in class org.drip.analytics.daycount.DCAct_360
 
alternateNames() - Method in class org.drip.analytics.daycount.DCAct_364
 
alternateNames() - Method in class org.drip.analytics.daycount.DCAct_365
 
alternateNames() - Method in class org.drip.analytics.daycount.DCAct_365L
 
alternateNames() - Method in class org.drip.analytics.daycount.DCAct_Act
 
alternateNames() - Method in class org.drip.analytics.daycount.DCAct_Act_ISDA
 
alternateNames() - Method in interface org.drip.analytics.daycount.DCFCalculator
Retrieves the full set of alternate names corresponding to the DCF Calculator
alternateNames() - Method in class org.drip.analytics.daycount.DCNL_360
 
alternateNames() - Method in class org.drip.analytics.daycount.DCNL_365
 
alternateNames() - Method in class org.drip.analytics.daycount.DCNL_Act
 
amplitude() - Method in class org.drip.spline.params.SegmentFlexurePenaltyControl
Retrieve the Roughness Curvature Penalty Amplitude
AnalyticsHelper - Class in org.drip.analytics.support
AnalyticsHelper contains the collection of the analytics related utility functions used by the modules.
AnalyticsHelper() - Constructor for class org.drip.analytics.support.AnalyticsHelper
 
ANGHoliday - Class in org.drip.analytics.holset
 
ANGHoliday() - Constructor for class org.drip.analytics.holset.ANGHoliday
 
anterior() - Method in class org.drip.analytics.daycount.DateEOMAdjustment
Retrieve the Anterior Date Adjustment
AppendSegment(MultiSegmentSequence, double, SegmentResponseValueConstraint, SegmentCustomBuilderControl, BoundarySettings, int) - Static method in class org.drip.spline.stretch.MultiSegmentSequenceModifier
Append a Segment to the Right of the Specified Stretch using the Supplied Constraint
AppendWengert(List<WengertJacobian>) - Static method in class org.drip.quant.common.CollectionUtil
Append the Wengert Jacobians inside the list onto one single composite
ApplyMonotoneFilter(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
Apply the Monotone Filter in the Input C1 Entry
applyMonotoneFilter() - Method in class org.drip.state.estimator.LocalControlCurveParams
Retrieve the Apply Monotone Filter Flag
applyYieldEOMAdj() - Method in class org.drip.param.valuation.QuotingParams
Indicate if EOM Adjustment is to be made for the Yield Calculation
APRIL - Static variable in class org.drip.analytics.date.JulianDate
Integer Month - April
ARAHoliday - Class in org.drip.analytics.holset
 
ARAHoliday() - Constructor for class org.drip.analytics.holset.ARAHoliday
 
ARFHoliday - Class in org.drip.analytics.holset
 
ARFHoliday() - Constructor for class org.drip.analytics.holset.ARFHoliday
 
ARNHoliday - Class in org.drip.analytics.holset
 
ARNHoliday() - Constructor for class org.drip.analytics.holset.ARNHoliday
 
ARPHoliday - Class in org.drip.analytics.holset
 
ARPHoliday() - Constructor for class org.drip.analytics.holset.ARPHoliday
 
ARSHoliday - Class in org.drip.analytics.holset
 
ARSHoliday() - Constructor for class org.drip.analytics.holset.ARSHoliday
 
ATSHoliday - Class in org.drip.analytics.holset
 
ATSHoliday() - Constructor for class org.drip.analytics.holset.ATSHoliday
 
AUDHoliday - Class in org.drip.analytics.holset
 
AUDHoliday() - Constructor for class org.drip.analytics.holset.AUDHoliday
 
AUGUST - Static variable in class org.drip.analytics.date.JulianDate
Integer Month - August
AZMHoliday - Class in org.drip.analytics.holset
 
AZMHoliday() - Constructor for class org.drip.analytics.holset.AZMHoliday
 
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 _