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V

VACHoliday - Class in org.drip.analytics.holset
 
VACHoliday() - Constructor for class org.drip.analytics.holset.VACHoliday
 
Validatable - Interface in org.drip.product.params
Validatable interface defines the validate function, which validates the current object state.
validate(MarketParams) - Method in class org.drip.product.creator.BondProductBuilder
Validate the state
validate() - Method in class org.drip.product.creator.BondRefDataBuilder
 
validate() - Method in class org.drip.product.params.CDXRefDataParams
Validate the CDXRefData instance
validate() - Method in class org.drip.product.params.CouponSetting
 
validate() - Method in class org.drip.product.params.CreditSetting
 
validate() - Method in class org.drip.product.params.CurrencySet
 
validate() - Method in class org.drip.product.params.FloaterSetting
 
validate() - Method in class org.drip.product.params.FloatingRateIndex
 
validate() - Method in class org.drip.product.params.IdentifierSet
 
validate() - Method in class org.drip.product.params.NotionalSetting
 
validate() - Method in class org.drip.product.params.PeriodGenerator
 
validate() - Method in class org.drip.product.params.PeriodSet
 
validate() - Method in class org.drip.product.params.QuoteConvention
 
validate() - Method in class org.drip.product.params.RatesSetting
 
validate() - Method in class org.drip.product.params.TerminationSetting
 
validate() - Method in class org.drip.product.params.TreasuryBenchmark
 
validate() - Method in interface org.drip.product.params.Validatable
Validate the current object state
ValuationParams - Class in org.drip.param.valuation
ValuationParams is the place-holder for the valuation parameters for a given product.
ValuationParams(byte[]) - Constructor for class org.drip.param.valuation.ValuationParams
ValuationParams de-serialization from input byte array
ValuationParams(JulianDate, JulianDate, String) - Constructor for class org.drip.param.valuation.ValuationParams
Construct ValuationParams from the Valuation Date and the Cash Pay Date parameters
value(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.credit.BondComponent
 
value(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.credit.CDSComponent
 
value(ValuationParams, PricerParams, BasketMarketParams, QuotingParams) - Method in class org.drip.product.definition.BasketProduct
Generate a full list of the basket product measures for the full input set of market parameters
value(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.definition.Component
Generate a full list of the component measures for the full input set of market parameters
value(ValuationParams, DiscountCurve, DiscountCurve, double) - Method in class org.drip.product.definition.FXForward
Calculation of the full set of measures of FXForward
value(ValuationParams, DiscountCurve, DiscountCurve, double) - Method in class org.drip.product.fx.FXForwardContract
 
value(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.CashComponent
 
value(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.EDFComponent
 
value(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.FixedStream
 
value(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.FloatFloatComponent
 
value(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.FloatingStream
 
value(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.rates.IRSComponent
 
valueDate() - Method in class org.drip.param.valuation.ValuationParams
Retrieve the Valuation Date
valueFromQuotedSpread(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams, double, double) - Method in class org.drip.product.credit.CDSComponent
 
valueFromQuotedSpread(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams, double, double) - Method in class org.drip.product.definition.CreditDefaultSwap
Value the CDS from the Quoted Spread
VanLeerLimiterC1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
Generate a Van Leer Limiter C1 Array from the specified Array of Predictor Ordinates and the Response Values.
Variable - Class in org.drip.analytics.holiday
Variable class contains the rule characterizing the variable holiday’s month, day in week, week in month, and the weekend days.
Variable(int, int, int, boolean, Weekend, String) - Constructor for class org.drip.analytics.holiday.Variable
Construct the object from the week, day, month, from front/back, week end, and description
Variable(byte[]) - Constructor for class org.drip.analytics.holiday.Variable
De-serialization of FloatingHoliday from byte stream
VariateIterationSelectorParams - Class in org.drip.quant.solver1D
VariateIterationSelectorParams implements the control parameters for the compound variate selector scheme used in Brent's method.
VariateIterationSelectorParams() - Constructor for class org.drip.quant.solver1D.VariateIterationSelectorParams
Default VariateIterationSelectorParams constructor
VariateIterationSelectorParams(double, double, int, int) - Constructor for class org.drip.quant.solver1D.VariateIterationSelectorParams
VariateIterationSelectorParams constructor
VariateIteratorPrimitive - Class in org.drip.quant.solver1D
VariateIteratorPrimitive implements the various Primitive Variate Iterator routines.
VariateIteratorPrimitive() - Constructor for class org.drip.quant.solver1D.VariateIteratorPrimitive
 
VEBHoliday - Class in org.drip.analytics.holset
 
VEBHoliday() - Constructor for class org.drip.analytics.holset.VEBHoliday
 
VEFHoliday - Class in org.drip.analytics.holset
 
VEFHoliday() - Constructor for class org.drip.analytics.holset.VEFHoliday
 
verifyHardSearchEdges(InitializationHeuristics, double) - Method in class org.drip.quant.solver1D.ExecutionInitializer
Initialize the starting bracket within the specified boundary
VerifyHyman89QuinticMonotonicity(double[], double[], double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
Verify if the given Quintic Polynomial is Monotone using the Hyman89 Algorithm Doherty, Edelman, and Hyman (1989) Non-negative, monotonic, or convexity preserving cubic and quintic Hermite interpolation - Mathematics of Computation 52 (186), 471-494.
VERSION - Static variable in class org.drip.service.stream.Serializer
Serialization Version - ALWAYS prepend this on all derived classes
VNDHoliday - Class in org.drip.analytics.holset
 
VNDHoliday() - Constructor for class org.drip.analytics.holset.VNDHoliday
 
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