- 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
-