- jackDCoeffDEdgeInputs() - Method in class org.drip.spline.segment.ConstitutiveState
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Calculate the Jacobian of the Segment's Response Basis Function Coefficients to the Edge Inputs
- jackDCoeffDEdgeParams(double[], double[], double[], double[], SegmentBasisFlexureConstraint[], SegmentBestFitResponse) - Method in class org.drip.spline.segment.ConstitutiveState
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Calibrate the segment and calculate the Jacobian of the Segment's Response Basis Function Coefficients
to the Edge Parameters
- jackDCoeffDEdgeParams(double, double, double, double, double, double, SegmentBestFitResponse, SegmentBestFitResponse) - Method in class org.drip.spline.segment.ConstitutiveState
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Calibrate the Coefficients from the Edge Response Values and the Left Edge Response Value Slope and
calculate the Jacobian of the Segment's Response Basis Function Coefficients to the Edge Parameters
- jackDCoeffDEdgeParams(ConstitutiveState, double, double, SegmentBestFitResponse, SegmentBestFitResponse) - Method in class org.drip.spline.segment.ConstitutiveState
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Calibrate the coefficients from the prior Segment and the Response Value at the Right Predictor
Ordinate and calculate the Jacobian of the Segment's Response Basis Function Coefficients to the Edge
Parameters
- jackDDFDQuote(double) - Method in class org.drip.analytics.rates.DiscountCurve
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Retrieve the Quote Jacobian of the Discount Factor to the given date
- jackDDFDQuote(JulianDate) - Method in class org.drip.analytics.rates.DiscountCurve
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Retrieve the Quote Jacobian of the Discount Factor to the given date
- jackDDFDQuote(String) - Method in class org.drip.analytics.rates.DiscountCurve
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Retrieve the Quote Jacobian of the Discount Factor to the date implied by the given Tenor
- jackDDFDQuote(double) - Method in class org.drip.state.curve.DerivedZeroRate
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- jackDDFDQuote(double) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
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- jackDDFDQuote(double) - Method in class org.drip.state.curve.FlatForwardDiscountCurve
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- jackDDFDQuote(double) - Method in class org.drip.state.curve.NonlinearDiscountFactorDiscountCurve
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- jackDDFDQuote(double) - Method in class org.drip.state.curve.ZeroRateDiscountCurve
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- jackDResponseDBasisCoeff(double, int) - Method in class org.drip.spline.segment.ConstitutiveState
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Calculate the Jacobian of the Response to the Basis Coefficients at the given Predictor Ordinate
- jackDResponseDCalibrationInput(double, int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
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- jackDResponseDCalibrationInput(double, int) - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial
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- jackDResponseDCalibrationInput(double, int) - Method in interface org.drip.spline.stretch.SingleSegmentSequence
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Calculate the Response Derivative to the Calibration Inputs at the specified Ordinate
- jackDResponseDEdgeInputs(double, int) - Method in class org.drip.spline.segment.ConstitutiveState
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Calculate the Jacobian of the Response to the Edge Inputs at the given Predictor Ordinate
- jackDResponseDQuote(double, int) - Method in class org.drip.spline.grid.OverlappingStretchSpan
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- jackDResponseDQuote(double, int) - Method in interface org.drip.spline.grid.Span
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Calculate the Response Derivative to the Quote at the specified Ordinate
- jackDResponseDQuote(double, int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
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- jackDResponseDQuote(double, int) - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial
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- jackDResponseDQuote(double, int) - Method in interface org.drip.spline.stretch.SingleSegmentSequence
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Calculate the Response Derivative to the Quote at the specified Ordinate
- JANUARY - Static variable in class org.drip.analytics.date.JulianDate
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Integer Month - January
- JMDHoliday - Class in org.drip.analytics.holset
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- JMDHoliday() - Constructor for class org.drip.analytics.holset.JMDHoliday
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- JPYHoliday - Class in org.drip.analytics.holset
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- JPYHoliday() - Constructor for class org.drip.analytics.holset.JPYHoliday
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- JulianDate - Class in org.drip.analytics.date
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Class provides a comprehensive representation of Julian date and date manipulation functionality.
- JulianDate(double) - Constructor for class org.drip.analytics.date.JulianDate
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Create JulianDate from a double Julian
- JULY - Static variable in class org.drip.analytics.date.JulianDate
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Integer Month - July
- JUNE - Static variable in class org.drip.analytics.date.JulianDate
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Integer Month - June