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S

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
Calculates 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
Saves 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
Saves 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
Saves 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
Saves the EOD CDS measures for a credit curve in a given EOD
scale(double) - Method in class org.drip.math.calculus.WengertJacobian
Scale the partial entries
SEARCH_HARD_BRACKETS - Static variable in class org.drip.math.solver1D.InitializationHeuristics
Start search from Pre-specified Hard Search Brackets
Segment - Class in org.drip.math.grid
This abstract class contains the basis spline segment in-elastic ordinates.
SegmentBasisSetBuilder - Class in org.drip.math.spline
This class implements the basis set and spline builder for the following types of splines: - Exponential basis tension splines - Hyperbolic basis tension splines - Polynomial basis splines - Bernstein Polynomial basis splines - Kaklis Pandelis basis tension splines This elastic coefficients for the segment using Ck basis splines inside [0,...,1) - Globally [x_0,...,x_1) are extracted for: y = Interpolator (Ck, x) * ShapeControl (x) where x is the normalized ordinate mapped as x => (x - x_i-1) / (x_i - x_i-1) The inverse quadratic/rational spline is a typical shape controller spline used.
SegmentBasisSetBuilder() - Constructor for class org.drip.math.spline.SegmentBasisSetBuilder
 
SegmentCk - Class in org.drip.math.spline
This concrete class extends segment, and implements the segment's Ck based spline functionality.
SegmentConstraint - Class in org.drip.math.spline
SegmentConstraint holds the segment coefficient constraints and their values.
SegmentConstraint(double[][], double[]) - Constructor for class org.drip.math.spline.SegmentConstraint
SegmentConstraint constructor
SegmentControlParams - Class in org.drip.math.grid
SegmentControlParams holds the parameters the guide the creation/behavior of the segment.
SegmentControlParams(String, BasisSetParams, SegmentInelasticParams, AbstractUnivariate) - Constructor for class org.drip.math.grid.SegmentControlParams
SpanParams constructor
SegmentInelasticParams - Class in org.drip.math.spline
SegmentInelasticParams implements basis per-segment elastics parameter set.
SegmentInelasticParams(int, SegmentConstraint) - Constructor for class org.drip.math.spline.SegmentInelasticParams
ElasticParams constructor
SegmentMonotonocity - Class in org.drip.math.grid
This class contains the monotonicity details related to the given segment.
SegmentMonotonocity(int) - Constructor for class org.drip.math.grid.SegmentMonotonocity
SegmentMonotonocity 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.curve.ConstantForwardHazard
 
serialize() - Method in class org.drip.analytics.curve.ConstantForwardRate
 
serialize() - Method in class org.drip.analytics.curve.DerivedFXBasis
 
serialize() - Method in class org.drip.analytics.curve.DerivedFXForward
 
serialize() - Method in class org.drip.analytics.curve.DerivedZeroRate
 
serialize() - Method in class org.drip.analytics.curve.HyperbolicTensionForwardRate
 
serialize() - Method in class org.drip.analytics.curve.PolynomialForwardRate
 
serialize() - Method in class org.drip.analytics.curve.PolynomialSplineDF
 
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.CouponPeriodCurveFactors
 
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.CreditNodeTweakParams
 
serialize() - Method in class org.drip.param.definition.NodeTweakParams
 
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.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.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.
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_ITEP - Static variable in class org.drip.math.grid.Span
Span Set Up Mode: Set Up ITEP
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
Sets the Bond Announce
setAnnounce(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Announce
setBBGID(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Bloomberg ID
setBBGParent(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets 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
Sets the Unique Bloomberg ID
setCalculationType(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets the Bond Calculation Type
setCalculationType(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Calculation Type
setCC(MarketParams, JulianDate, String, String, double, double, double) - Static method in class org.drip.service.env.StaticBACurves
Builds the credit curve from a set of custom/user-defined quotes for a given EOD and loads them onto the MPC
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
setCollateralType(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Collateral Type
setComponentQuote(ComponentQuote) - Method in class org.drip.param.definition.ComponentMarketParams
(Re)-sets the Component Quote
setComponentQuote(ComponentQuote) - Method in class org.drip.param.market.ComponentMarketParamSet
 
setConstructionString() - Method in class org.drip.product.params.CDXRefDataParams
Returns the stringified set of parameters in a java call that can be statically used to re-construct the index.
setCountryOfDomicile(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Country Of Domicile
setCountryOfGuarantor(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Country Of Guarantor
setCountryOfIncorporation(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Country Of Incorporation
setCoupon(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets the Bond Coupon
setCoupon(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the coupon
setCoupon(double) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Index Coupon
setCouponCurrency(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets The Coupon Currency
setCouponCurrency(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Coupon Currency
setCouponFreq(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets the Bond Coupon Frequency
setCouponSetting(CouponSetting) - Method in class org.drip.product.credit.BondComponent
 
setCouponSetting(CouponSetting) - Method in interface org.drip.product.definition.BondProduct
Sets the bond coupon setting
setCouponType(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets the Bond Coupon Type
setCouponType(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Coupon Type
setCreditCurve(CreditCurve) - Method in class org.drip.param.definition.ComponentMarketParams
(Re)-sets 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
Sets the bond Credit Setting
setCurrency(String) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Index Currency
setCurrencySet(CurrencySet) - Method in class org.drip.product.credit.BondComponent
 
setCurrencySet(CurrencySet) - Method in interface org.drip.product.definition.BondProduct
Sets the bond currency set
setCurrentCoupon(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets 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
Sets the Index Curve ID
setCurveName(String) - Method in class org.drip.product.params.CDXRefDataParams
Sets 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
Sets 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.FloatingStream
 
setCurves(String, String, String) - Method in class org.drip.product.rates.IRSComponent
 
setCurvyCurveID(String) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Index Composite Curve ID
setCUSIP(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets the Bond CUSIP
setCUSIP(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the CUSIP
setDayCount(String) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Index Day Count
setDayCountCode(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets the Bond Day Count Code
setDayCountCode(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Day Count Code
setDC(MarketParams, JulianDate, String) - Static method in class org.drip.service.env.StaticBACurves
Builds 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
Sets the Number of Defaulted Components in the Index
setDescription(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Description
setDiscountCurve(DiscountCurve) - Method in class org.drip.param.definition.ComponentMarketParams
(Re)-sets 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)-sets 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
Sets 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
Sets the bond's embedded put schedule
SetEOS(Statement) - Static method in class org.drip.service.env.BondManager
Sets the option schedule for all the bonds by extracting them from the database
setExchangeCode(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Exchange Code
setFinalMaturity(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets 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
Sets the Bond First Coupon Date
setFirstCoupon(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the First Coupon
setFirstSettle(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets the Bond First Settle
setFirstSettle(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the First Settle
setFitch(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Fitch Rating
setFixings(Map<JulianDate, CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.param.definition.ComponentMarketParams
(Re)-sets 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
Sets the bond fixings
setFlatValue(double) - Method in class org.drip.analytics.curve.ConstantForwardHazard
 
setFlatValue(double) - Method in class org.drip.analytics.curve.ConstantForwardRate
 
setFlatValue(double) - Method in class org.drip.analytics.curve.DerivedFXBasis
 
setFlatValue(double) - Method in class org.drip.analytics.curve.DerivedFXForward
 
setFlatValue(double) - Method in class org.drip.analytics.curve.DerivedZeroRate
 
setFlatValue(double) - Method in class org.drip.analytics.curve.HyperbolicTensionForwardRate
 
setFlatValue(double) - Method in class org.drip.analytics.curve.PolynomialForwardRate
 
setFlatValue(double) - Method in class org.drip.analytics.curve.PolynomialSplineDF
 
setFlatValue(double) - Method in interface org.drip.analytics.definition.Curve
Set the flat value across all the nodes
setFloatCouponConvention(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets 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
Sets the bond floater setting
setFloatSpread(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets the bond's floating rate spread
setFloatSpread(MarketParams) - Method in class org.drip.product.creator.BondProductBuilder
Sets the bond's floating rate spread from the MPC
setFloatSpread(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Float Spread
setForwardDiscountCurve(DiscountCurve) - Method in class org.drip.param.definition.ComponentMarketParams
(Re)-sets the Component Forward Discount Curve
setForwardDiscountCurve(DiscountCurve) - Method in class org.drip.param.market.ComponentMarketParamSet
 
setFrequency(int) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Index Coupon Frequency
setFullFirstStub(boolean) - Method in class org.drip.product.params.CDXRefDataParams
Sets the flag indicating whether the Index has a Full First Stub
setHasBeenCalled(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets whether the bond Has Been Called
setHasBeenCalled(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets 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
Sets the bond identifier set
setIndexClass(String) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Index Class
setIndexFactor(double) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Index Factor
setIndexGroupName(String) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Index Group Name
setIndexLabel(String) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Index Label
setIndexLifeSpan(int) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Index Life Span
setIndexName(String) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Index Name
setIndexSeries(int) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Index Series
setIndexShortGroupName(String) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Index Short Group Name
setIndexShortName(String) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Index Short Name
setIndexVersion(int) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Index Version
setIndustryGroup(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Industry Group
setIndustrySector(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Industry Sector
setIndustrySubgroup(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Industry Subgroup
setInstrCalibInputs(ValuationParams, boolean, DiscountCurve, DiscountCurve, DiscountCurve, PricerParams, CalibratableComponent[], double[], String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams) - Method in class org.drip.analytics.curve.ConstantForwardHazard
 
setInstrCalibInputs(ValuationParams, CalibratableComponent[], double[], String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams) - Method in class org.drip.analytics.curve.ConstantForwardRate
 
setInstrCalibInputs(ValuationParams, CalibratableComponent[], double[], String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams) - Method in class org.drip.analytics.curve.DerivedZeroRate
 
setInstrCalibInputs(ValuationParams, CalibratableComponent[], double[], String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams) - Method in class org.drip.analytics.curve.HyperbolicTensionForwardRate
 
setInstrCalibInputs(ValuationParams, CalibratableComponent[], double[], String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams) - Method in class org.drip.analytics.curve.PolynomialForwardRate
 
setInstrCalibInputs(ValuationParams, CalibratableComponent[], double[], String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams) - Method in class org.drip.analytics.curve.PolynomialSplineDF
 
setInstrCalibInputs(ValuationParams, boolean, DiscountCurve, DiscountCurve, DiscountCurve, PricerParams, CalibratableComponent[], double[], String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams) - Method in class org.drip.analytics.definition.CreditCurve
Sets the calibration inputs for the CreditCurve
setInstrCalibInputs(ValuationParams, CalibratableComponent[], double[], String[], Map<JulianDate, CaseInsensitiveTreeMap<Double>>, QuotingParams) - Method in class org.drip.analytics.definition.DiscountCurve
Set the calibration inputs
setInterestAccrualStart(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets the Bond Interest Accrual Start Date
setInterestAccrualStart(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Interest Accrual Start Date
setIsBearer(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Flag indicating Bearer Bond
setIsCallable(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets whether the Bond Is Callable
setIsCallable(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets whether is Callable
setIsDefaulted(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets whether the bond is defaulted or not
setIsDefaulted(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Defaulted Flag
setIsFloater(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets whether the bond is a floater or not
setIsFloater(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Floater Flag
setISIN(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets the Bond ISIN
setISIN(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the ISIN
setIsPerpetual(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets whether the bond is perpetual or not
setIsPerpetual(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Perpetual Flag
setIsPrivatePlacement(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Private Placement Flag
setIsPutable(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets whether the Bond Is Putable
setIsPutable(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets whether is Putable
setIsRegistered(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Flag Registered
setIsReversibleConvertible(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Flag indicating Reverse Convertible
setIsSinkable(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets whether the Bond Is Sinkable
setIsSinkable(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets whether is Sinkable
setIsStructuredNote(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Flag indicating Structured Note
setIssue(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets the Bond Issue Date
setIssue(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Issue Date
setIssueAmount(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Issue Amount
setIssueCountry(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Issue Country
setIssueCountryCode(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Issue Country Code
setIssueDate(JulianDate) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Index Issue Date
setIssuePrice(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets Issue Price
setIssuer(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Issuer
setIssuerCategory(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Issuer Category
setIssuerIndustry(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Issuer Industry
setIssuerSPN(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets the bond's Issuer SPN
setIssuerSPN(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets Issuer SPN
setIsUnitTraded(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Flag indicating Unit Traded
setKnockOutOnDefault(boolean) - Method in class org.drip.product.params.CDXRefDataParams
Sets if the Index knocks out on Default
setLeadManager(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Lead Manager
setLeftNode(double, double, double) - Method in class org.drip.math.grid.Span
Sets the left slope
setLocation(String) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Index Location
setLongCompanyName(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Long Company Name
setMarketConvention(QuoteConvention) - Method in class org.drip.product.credit.BondComponent
 
setMarketConvention(QuoteConvention) - Method in interface org.drip.product.definition.BondProduct
Sets the Bond's Market Convention
setMarketIssueType(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets 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
Sets the Bond Maturity
setMaturity(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the maturity
setMaturityDate(JulianDate) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Index Maturity Date
setMaturityType(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets the Bond Maturity Type
setMaturityType(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Maturity Type
setMinimumIncrement(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Minimum Increment
setMinimumPiece(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Minimum Piece
setMoody(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Moodys Rating
setName(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Issuer Name
setName(String) - Method in class org.drip.product.credit.CDSComponent
 
setNextCouponDate(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Next Coupon Date
setNodeValue(int, double) - Method in class org.drip.analytics.curve.ConstantForwardHazard
 
setNodeValue(int, double) - Method in class org.drip.analytics.curve.ConstantForwardRate
 
setNodeValue(int, double) - Method in class org.drip.analytics.curve.DerivedFXBasis
 
setNodeValue(int, double) - Method in class org.drip.analytics.curve.DerivedFXForward
 
setNodeValue(int, double) - Method in class org.drip.analytics.curve.DerivedZeroRate
 
setNodeValue(int, double) - Method in class org.drip.analytics.curve.HyperbolicTensionForwardRate
 
setNodeValue(int, double) - Method in class org.drip.analytics.curve.PolynomialForwardRate
 
setNodeValue(int, double) - Method in class org.drip.analytics.curve.PolynomialSplineDF
 
setNodeValue(int, double) - Method in interface org.drip.analytics.definition.Curve
Set the Value/Slope at the Node specified by the Index
setNotionalSetting(NotionalSetting) - Method in class org.drip.product.credit.BondComponent
 
setNotionalSetting(NotionalSetting) - Method in interface org.drip.product.definition.BondProduct
Sets the bond notional Setting
setOF(double) - Method in class org.drip.math.solver1D.IteratedVariate
Set the Objective Function Value
setOFLeft(double) - Method in class org.drip.math.solver1D.IteratedBracket
Set the left objective function value
setOFRight(double) - Method in class org.drip.math.solver1D.IteratedBracket
Set the right objective function value
setOriginalComponentCount(int) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Number of Original Components in the Index
setOutstandingAmount(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Outstanding Amount
setParAmount(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Par Amount
setPayAccrued(boolean) - Method in class org.drip.product.params.CDXRefDataParams
Sets 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
Sets the setPenultimateCouponDate
setPeriodSet(PeriodSet) - Method in class org.drip.product.credit.BondComponent
 
setPeriodSet(PeriodSet) - Method in interface org.drip.product.definition.BondProduct
Sets the bond Period Set
setPrevCouponDate(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets 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
Sets the component's primary code
setPrimaryCode(String) - Method in class org.drip.product.definition.FXForward
Sets 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.FloatingStream
 
setPrimaryCode(String) - Method in class org.drip.product.rates.IRSComponent
 
setQuoteAsCDS(boolean) - Method in class org.drip.product.params.CDXRefDataParams
Sets whether the quote is marked as a CDS
setRateIndex(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets the bond's Rate Index
setRateIndex(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets 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
Sets the Bond Rates Setting
setRatesSetting() - Method in interface org.drip.product.definition.BondProduct
Retrieves the Bond Rates Setting
setRecovery(double) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Index Recovery
setRedemptionCurrency(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets The redemption Currency
setRedemptionCurrency(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Redemption Currency
setRedemptionValue(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets the Bond Redemption Value
setRedemptionValue(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Redemption Value
setRedID(String) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Index Red ID
setRoot(double) - Method in class org.drip.math.solver1D.FixedPointFinderOutput
Set the Root
setSecurityType(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Security Type
setSerializedMsg(byte[]) - Method in class org.drip.service.bridge.CreditAnalyticsResponse
Set the Measure Bytes
setSeries(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Issuer Series
setShortName(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Issuer Short Name
setShortName(String) - Method in class org.drip.product.params.CDXRefDataParams
Sets 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
Sets the S&P Rating
setSnrSub(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets Senior or Sub-ordinate
setSpecificDefault(double) - Method in class org.drip.analytics.curve.ConstantForwardHazard
 
setSpecificDefault(double) - Method in class org.drip.analytics.definition.CreditCurve
Sets the Specific Default Date
setSPN(String) - Method in class org.drip.product.params.CDXRefDataParams
Sets the Index SPN
setStartingVariate(double) - Method in class org.drip.math.solver1D.ExecutionInitializationOutput
Set the Starting Variate
setTerminationSetting(TerminationSetting) - Method in class org.drip.product.credit.BondComponent
 
setTerminationSetting(TerminationSetting) - Method in interface org.drip.product.definition.BondProduct
Sets the bond termination setting
setTerminationStatus(boolean) - Method in class org.drip.regression.core.RegressionRunOutput
Sets the termination status for the regression output
setTicker(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets the Bond Ticker
setTicker(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets the Issuer Ticker
setTradeCurrency(String) - Method in class org.drip.product.creator.BondProductBuilder
Sets The Trade Currency
setTradeCurrency(String) - Method in class org.drip.product.creator.BondRefDataBuilder
Sets 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
Sets the bond treasury benchmark
setTSYDiscountCurve(DiscountCurve) - Method in class org.drip.param.definition.ComponentMarketParams
(Re)-sets 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
Sets the full set of named Treasury Quote Map
setTSYQuotes(CaseInsensitiveTreeMap<ComponentQuote>) - Method in class org.drip.param.market.MarketParamsContainer
 
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.math.solver1D.IteratedVariate
Set the variate
setVariateLeft(double) - Method in class org.drip.math.solver1D.IteratedBracket
Set the left variate
setVariateRight(double) - Method in class org.drip.math.solver1D.IteratedBracket
Set the right variate
setWengert(int, double) - Method in class org.drip.math.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
 
showPeriods() - Method in class org.drip.product.credit.BondComponent
 
showPeriods() - Method in class org.drip.product.definition.Bond
Displays all the coupon periods onto stdout
Simpson(AbstractUnivariate, double, double) - Static method in class org.drip.math.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.math.calculus.Integrator
Compute the function's integral within the specified limits using the Simpson 3/8 rule.
SINH - Static variable in class org.drip.math.function.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.math.linearalgebra.MatrixComplementTransform
Retrieve the Dimension Length
size() - Method in class org.drip.math.spline.SegmentConstraint
Size of the Constraint
SKKHoliday - Class in org.drip.analytics.holset
 
SKKHoliday() - Constructor for class org.drip.analytics.holset.SKKHoliday
 
SNAC_CDS - Static variable in class org.drip.param.quoting.QuotedSpreadInterpreter
SNAC CDS Contract
SolveUsingGaussianElimination(double[][], double[]) - Static method in class org.drip.math.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.math.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.math.linearalgebra.LinearSystemSolver
Solve the Linear System using Matrix Inversion from the Set of Values in the Array
Span - Class in org.drip.math.grid
This class implements the span that spans multiple segments.
Span(double[], SegmentControlParams) - Constructor for class org.drip.math.grid.Span
Span constructor - Constructs a sequence of basis spline segments
Span.InterpolatorTargetEvalParams - Class in org.drip.math.grid
 
Span.InterpolatorTargetEvalParams(double[], String) - Constructor for class org.drip.math.grid.Span.InterpolatorTargetEvalParams
InterpolatorTargetEvalParams constructor
SpanInterpolator - Class in org.drip.math.sample
SpanInterpolator demonstrates the Span builder and usage API.
SpanInterpolator() - Constructor for class org.drip.math.sample.SpanInterpolator
 
SPLINE_BOUNDARY_MODE_FINANCIAL - Static variable in class org.drip.math.grid.Span
Calibration Mode: Financial Boundary Condition
SPLINE_BOUNDARY_MODE_NATURAL - Static variable in class org.drip.math.grid.Span
Calibration Mode: Natural Boundary Condition
Split(String, String) - Static method in class org.drip.math.common.StringUtil
Parse and split the input phrase into a string array using the specified delimiter
StandardCDXAPI - Class in org.drip.service.sample
StandardCDXAPI contains a demo of the CDS basket API Sample.
StandardCDXAPI() - Constructor for class org.drip.service.sample.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
Creates a Weekend with SATURDAY and SUNDAY
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
Constructs 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
StringUtil - Class in org.drip.math.common
StringUtil implements string utility functions.
StringUtil() - Constructor for class org.drip.math.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
Subtracts the given number of days and returns a new JulianDate
subtractTenor(String) - Method in class org.drip.analytics.date.JulianDate
Subtracts 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
 
SwitchIRCurve(String) - Static method in class org.drip.analytics.support.AnalyticsHelper
Switches the given IR curve if necessary
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