- RateIndexFromCcyAndCouponFreq(String, int) - Static method in class org.drip.analytics.support.AnalyticsHelper
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Calculates the rate index from currency and coupon frequency
- RatesAnalyticsAPI - Class in org.drip.service.sample
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Demo of the Rates Analytics API Sample
- RatesAnalyticsAPI() - Constructor for class org.drip.service.sample.RatesAnalyticsAPI
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- RatesComponent - Class in org.drip.product.definition
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Base abstract class that extends CalibratableComponent on top of which all rates components are
implemented.
- RatesComponent() - Constructor for class org.drip.product.definition.RatesComponent
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- RatesCurveAPISample() - Static method in class org.drip.service.sample.RatesLiveAndEODAPI
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Sample API demonstrating the creation/usage of rates curve
USE WITH CARE: This sample ignores errors and does not handle exceptions.
- RatesCurveScenarioContainer - Class in org.drip.param.market
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This class serves as the place holder for the different IR scenario curves.
- RatesCurveScenarioContainer(RatesCurveScenarioGenerator) - Constructor for class org.drip.param.market.RatesCurveScenarioContainer
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Constructs an IRCurveScenarioContainer instance from the corresponding IRCurveScenarioGenerator
- RatesCurveScenarioGenerator - Class in org.drip.analytics.calibration
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This calls contains the interest rate calibration instruments to be used with the component calibrator to
produce scenario interest rate curves.
- RatesCurveScenarioGenerator(String, CalibratableComponent[]) - Constructor for class org.drip.analytics.calibration.RatesCurveScenarioGenerator
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Constructs a CreditCurveScenarioGenerator instance from the calibratable instrument array
- RatesLiveAndEODAPI - Class in org.drip.service.sample
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Sample API class demo'ing the usage of the Rates Live and EOD functions
- RatesLiveAndEODAPI() - Constructor for class org.drip.service.sample.RatesLiveAndEODAPI
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- RatesManager - Class in org.drip.service.env
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Manages the creation/loading of rates curves of different kinds for a given EOD
- RatesManager() - Constructor for class org.drip.service.env.RatesManager
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- RatesScenarioCurve - Class in org.drip.param.definition
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This abstract class serves as the place holder for the different Rates scenario curves.
- RatesScenarioCurve() - Constructor for class org.drip.param.definition.RatesScenarioCurve
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- RatesScenarioCurveBuilder - Class in org.drip.param.creator
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This class implements the various ways of constructing, de-serializing, and building the Rates Scenario
Curves Container.
- RatesScenarioCurveBuilder() - Constructor for class org.drip.param.creator.RatesScenarioCurveBuilder
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- RatesSetting - Class in org.drip.product.params
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Component Rates Valuation Parameters contains the interest rates related valuation parameters - the
discount curves to be used for discounting the coupon, the redemption, the principal, and the settle
cash flows.
- RatesSetting(String, String, String, String) - Constructor for class org.drip.product.params.RatesSetting
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RatesSetting constructor
- RatesSetting(byte[]) - Constructor for class org.drip.product.params.RatesSetting
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RatesSetting de-serialization from input byte array
- regress() - Method in class org.drip.regression.core.UnitRegressionExecutor
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- regress() - Method in interface org.drip.regression.core.UnitRegressor
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This method performs the feature by feature regression for the given object.
- REGRESSION_DETAIL_MODULE_AGGREGATED - Static variable in class org.drip.regression.core.RegressionEngine
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Regression outputs rolled up to Modules
- REGRESSION_DETAIL_MODULE_UNIT_AGGREGATED - Static variable in class org.drip.regression.core.RegressionEngine
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Regression outputs rolled up to Module Units
- REGRESSION_DETAIL_MODULE_UNIT_DECOMPOSED - Static variable in class org.drip.regression.core.RegressionEngine
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Regression outputs decomposed at individual Module Units
- RegressionEngine - Class in org.drip.regression.core
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This class provides the control and frame-work functionality for the General Purpose Regression Suite.
- RegressionRunDetail - Class in org.drip.regression.core
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This class contains named field level detailed output of the regression activity.
- RegressionRunDetail() - Constructor for class org.drip.regression.core.RegressionRunDetail
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Empty constructor: Regression detail fields will be initialized
- RegressionRunOutput - Class in org.drip.regression.core
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This class contains the output of the regression activity.
- RegressionRunOutput(String) - Constructor for class org.drip.regression.core.RegressionRunOutput
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Empty Regression Run Output Constructor
- RegressionUtil - Class in org.drip.regression.core
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This class implements the collection of utilities used for component/functional regression.
- RegressionUtil() - Constructor for class org.drip.regression.core.RegressionUtil
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- RegressorSet - Interface in org.drip.regression.core
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This interface provides the Regression set stubs.
- RemoveBond(String) - Static method in class org.drip.service.api.CreditAnalytics
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Removes the bond ID from the cache
- removeCompQuote(String) - Method in class org.drip.param.definition.MarketParams
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Removes the component quote
- removeCompQuote(String) - Method in class org.drip.param.market.MarketParamsContainer
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- removeFixings(JulianDate, String) - Method in class org.drip.param.definition.MarketParams
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Removes the fixing corresponding to the given date and index
- removeFixings(JulianDate, String) - Method in class org.drip.param.market.MarketParamsContainer
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- removeMarketQuote() - Method in class org.drip.param.definition.ComponentQuote
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Removes the market quote
- removeMarketQuote() - Method in class org.drip.param.market.ComponentMultiMeasureQuote
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- removeQuote(String) - Method in class org.drip.param.definition.ComponentQuote
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Remove the named Quote
- removeQuote(String) - Method in class org.drip.param.market.ComponentMultiMeasureQuote
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- removeScenCC(String) - Method in class org.drip.param.definition.MarketParams
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Removes the named scenario CC
- removeScenCC(String) - Method in class org.drip.param.market.MarketParamsContainer
-
- removeScenDC(String) - Method in class org.drip.param.definition.MarketParams
-
Removes the named scenario DC
- removeScenDC(String) - Method in class org.drip.param.market.MarketParamsContainer
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- removeTSYQuote(String) - Method in class org.drip.param.definition.MarketParams
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Removes the named Treasury Quote
- removeTSYQuote(String) - Method in class org.drip.param.market.MarketParamsContainer
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- resetCoupon(double) - Method in class org.drip.product.credit.CDSComponent
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Resets the CDS's coupon
- resetCoupon(double) - Method in class org.drip.product.definition.CreditDefaultSwap
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Resets the CDS's coupon
- RIGHT_INCLUDE - Static variable in class org.drip.analytics.date.JulianDate
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RIGHT_INCLUDE includes the end date in the Feb29 check
- Roll(double) - Method in class org.drip.analytics.daycount.DateAdjustParams
-
Rolls the given date
- RollDate(double, int, String) - Static method in class org.drip.analytics.daycount.Convention
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Rolls the given date in accordance with the roll mode and the calendar set
- RollDate(JulianDate, String, int) - Static method in class org.drip.service.api.CreditAnalytics
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Rolls the given date according to the calendar set and the roll mode
- RollHoliday(double, boolean, Weekend) - Static method in class org.drip.analytics.holiday.Base
-
Rolls the date to a non-holiday according to the rule specified
- RUBHoliday - Class in org.drip.analytics.holset
-
- RUBHoliday() - Constructor for class org.drip.analytics.holset.RUBHoliday
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- RunFullBondTests(MarketParams, JulianDate, double, double) - Static method in class org.drip.tester.functional.BondTestSuite
-
- RunFullMarketBondTests(MarketParams, JulianDate) - Static method in class org.drip.tester.functional.BondTestSuite
-
- RURHoliday - Class in org.drip.analytics.holset
-
- RURHoliday() - Constructor for class org.drip.analytics.holset.RURHoliday
-