A B C D E F G H I J K L M N O P Q R S T U V W X Y Z _ 

T

TABHoliday - Class in org.drip.analytics.holset
 
TABHoliday() - Constructor for class org.drip.analytics.holset.TABHoliday
 
TD_BRIEF - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TD_DETAILED - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TD_SUCCESS_FAILURE - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TemplatedDiscountCurveBuilder - Class in org.drip.sample.rates
TemplatedDiscountCurveBuilder sample demonstrates the usage of the different pre-built Discount Curve Builders.
TemplatedDiscountCurveBuilder() - Constructor for class org.drip.sample.rates.TemplatedDiscountCurveBuilder
 
TemplatedDiscountCurveBuilderSample() - Static method in class org.drip.sample.rates.TemplatedDiscountCurveBuilder
 
tenor() - Method in class org.drip.analytics.rates.DiscountForwardEstimator
 
tenor() - Method in class org.drip.analytics.rates.ForwardCurve
 
tenor() - Method in interface org.drip.analytics.rates.ForwardRateEstimator
Retrieve the Forward Rate Tenor
tenor() - Method in class org.drip.product.definition.Component
Retrieve the Instrument's Imputed Tenor
tenor() - Method in class org.drip.product.params.FloatingRateIndex
Retrieve the Tenor
tension() - Method in class org.drip.spline.basis.BSplineSequenceParams
Retrieve the Tension
tension(int) - Method in class org.drip.spline.basis.ExponentialMixtureSetParams
Get the Indexed Exponential Tension Entry
tension() - Method in class org.drip.spline.basis.ExponentialTensionSetParams
Get the Segment Tension
tension() - Method in class org.drip.spline.bspline.SegmentBasisFunctionSet
Retrieve the Tension Parameter
tension() - Method in class org.drip.spline.bspline.TensionBasisHat
Retrieve the Tension
TensionBasisHat - Class in org.drip.spline.bspline
TensionBasisHat implements the common basis hat function that form the basis for all B Splines.
TensionProcessedBasisHat - Class in org.drip.spline.bspline
TensionProcessedBasisHat implements the processed hat basis function of the form laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
TensionProcessedBasisHat(TensionBasisHat, int) - Constructor for class org.drip.spline.bspline.TensionProcessedBasisHat
TensionProcessedBasisHat constructor
TensionStretchEstimation - Class in org.drip.sample.stretch
StretchEstimation demonstrates the Stretch builder and usage API.
TensionStretchEstimation() - Constructor for class org.drip.sample.stretch.TensionStretchEstimation
 
TensionStretchEstimationSample() - Static method in class org.drip.sample.stretch.TensionStretchEstimation
 
terminalDate() - Method in class org.drip.product.definition.CalibratableComponent
Return the last Date that is relevant for the Calibration
TerminationSetting - Class in org.drip.product.params
TerminationSetting class contains the current "liveness" state of the component, and, if inactive, how it entered that state.
TerminationSetting(boolean, boolean, boolean) - Constructor for class org.drip.product.params.TerminationSetting
Construct the TerminationSetting object from the perpetual flag, defaulted flag, and the has been exercised flag.
TerminationSetting(byte[]) - Constructor for class org.drip.product.params.TerminationSetting
TerminationSetting de-serialization from input byte array
testCC(MarketParams, JulianDate, int, int) - Static method in class org.drip.tester.functional.ProductTestSuite
 
TGTHoliday - Class in org.drip.analytics.holset
 
TGTHoliday() - Constructor for class org.drip.analytics.holset.TGTHoliday
 
THBHoliday - Class in org.drip.analytics.holset
 
THBHoliday() - Constructor for class org.drip.analytics.holset.THBHoliday
 
ThreeDSDMapToFlatString(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>, String, String, String) - Static method in class org.drip.quant.common.CollectionUtil
Flatten a 3D SSD map structure onto a string array
THURSDAY - Static variable in class org.drip.analytics.date.JulianDate
Days of the week - Thursday
time() - Method in class org.drip.quant.solver1D.ExecutionInitializationOutput
Return the time elapsed for the execution initialization operation
time() - Method in class org.drip.quant.solver1D.FixedPointFinderOutput
Return the time elapsed for the the full root finding operation
TM_BASE - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_CC_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_CC_SET_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_CC_SET_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_CC_TENOR_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_CC_TENOR_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_CC_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_IR_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_IR_SET_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_IR_SET_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_IR_TENOR_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_IR_TENOR_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_IR_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_RR_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_RR_SET_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_RR_SET_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_RR_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_TSY_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_TSY_SET_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_TSY_SET_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_TSY_TENOR_DN01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_TSY_TENOR_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TM_TSY_UP01 - Static variable in class org.drip.tester.functional.ProductTestSuite
 
toArray() - Method in class org.drip.service.api.ForwardRates
Convert the List of Forwards to an Array
toArray() - Method in class org.drip.service.api.InstrMetric
Reduce the PnL/forward metrics to an array
toArray() - Method in class org.drip.service.api.ProductDailyPnL
Retrieve the Array of Metrics
Today() - Static method in class org.drip.analytics.date.JulianDate
Return a Julian Date corresponding to today
toJSON() - Method in class org.drip.product.creator.BondRefDataBuilder
 
toJulian(int, int, int) - Static method in class org.drip.analytics.date.JulianDate
Convert YMD to a Julian double.
toMap(String) - Method in class org.drip.analytics.output.BondCouponMeasures
Return the state as a named measure map
toMap(String) - Method in class org.drip.analytics.output.BondRVMeasures
Return the state as a measure map
toMap(String) - Method in class org.drip.analytics.output.BondWorkoutMeasures
Return the state as a measure map
toNonOverlapping() - Method in class org.drip.spline.grid.OverlappingStretchSpan
Convert the Overlapping Stretch Span to a non-overlapping Stretch Span.
toOracleDate() - Method in class org.drip.analytics.date.JulianDate
Return a trigram representation of date
toString() - Method in class org.drip.analytics.date.JulianDate
 
toString() - Method in class org.drip.service.api.ForwardRates
 
toString() - Method in class org.drip.service.api.InstrMetric
 
toString() - Method in class org.drip.service.api.ProductDailyPnL
 
toString() - Method in class org.drip.spline.segment.Monotonocity
 
toYYYYMMDD(String) - Method in class org.drip.analytics.date.JulianDate
Return a representation of date as YYYYMMDD
TP_BASKET_BOND - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TP_CASH - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TP_CDS - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TP_CDX - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TP_EDF - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TP_FIXED_BOND - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TP_IRS - Static variable in class org.drip.tester.functional.ProductTestSuite
 
TP_NONE - Static variable in class org.drip.tester.functional.ProductTestSuite
 
trailing() - Method in class org.drip.spline.bspline.SegmentBasisFunction
Retrieve the Trailing Predictor Ordinate
Trapezoidal(AbstractUnivariate, double, double) - Static method in class org.drip.quant.calculus.Integrator
Compute the function's integral within the specified limits using the Trapezoidal rule.
TreasuryBenchmark - Class in org.drip.product.params
TreasuryBenchmark contains component treasury benchmark parameters - the treasury benchmark set, and the names of the treasury and the EDSF IR curves.
TreasuryBenchmark(TsyBmkSet, String, String) - Constructor for class org.drip.product.params.TreasuryBenchmark
Create the TreasuryBenchmark object from the treasury benchmark set, and the names of the treasury and the EDF IR curves.
TreasuryBenchmark(byte[]) - Constructor for class org.drip.product.params.TreasuryBenchmark
TreasuryBenchmark de-serialization from input byte array
TreasuryCurveAPI - Class in org.drip.sample.rates
TreasuryCurveAPI contains a demo of construction and usage of the treasury discount curve from government bond inputs.
TreasuryCurveAPI() - Constructor for class org.drip.sample.rates.TreasuryCurveAPI
 
TRLHoliday - Class in org.drip.analytics.holset
 
TRLHoliday() - Constructor for class org.drip.analytics.holset.TRLHoliday
 
TRYHoliday - Class in org.drip.analytics.holset
 
TRYHoliday() - Constructor for class org.drip.analytics.holset.TRYHoliday
 
TsyBmkSet - Class in org.drip.product.params
TsyBmkSet contains the treasury benchmark set - the primary treasury benchmark, and an array of secondary treasury benchmarks.
TsyBmkSet(String, String[]) - Constructor for class org.drip.product.params.TsyBmkSet
Construct the treasury benchmark set from the primary treasury benchmark, and an array of secondary treasury benchmarks
TsyBmkSet(byte[]) - Constructor for class org.drip.product.params.TsyBmkSet
TsyBmkSet de-serialization from input byte array
TUESDAY - Static variable in class org.drip.analytics.date.JulianDate
Days of the week - Tuesday
Turn - Class in org.drip.analytics.rates
Turn implements rate spread at discrete time spans.
Turn(double, double, double) - Constructor for class org.drip.analytics.rates.Turn
Turn Constructor
turnAdjust(double, double) - Method in class org.drip.analytics.rates.DiscountCurve
Apply the Turns' DF Adjustment
turnAdjust(double, double) - Method in class org.drip.analytics.rates.TurnListDiscountFactor
Apply the Turns' DF Adjustment
TurnListDiscountFactor - Class in org.drip.analytics.rates
TurnListDiscountFactor implements the discounting based off of the turns list.
TurnListDiscountFactor() - Constructor for class org.drip.analytics.rates.TurnListDiscountFactor
Empty TurnListDiscountFactor constructor
turnsDiscount() - Method in class org.drip.analytics.rates.RatesLSMM
Retrieve the Turn List Discount Factor
TWDHoliday - Class in org.drip.analytics.holset
 
TWDHoliday() - Constructor for class org.drip.analytics.holset.TWDHoliday
 
TweakManifestMeasure(double[], ResponseValueTweakParams) - Static method in class org.drip.analytics.support.AnalyticsHelper
Tweak the Manifest Measures (gor the given set of nodes) in accordance with the specified tweak parameters
TwoDSDMapToFlatString(CaseInsensitiveTreeMap<Double>, String, String) - Static method in class org.drip.quant.common.CollectionUtil
Flatten an input 2D string/double map into a delimited string array
type() - Method in class org.drip.param.definition.CalibrationParams
Retrieve the Calibration Type
type() - Method in class org.drip.param.valuation.WorkoutInfo
Retrieve the Work-out Type
type() - Method in class org.drip.spline.segment.Monotonocity
Retrieve the Monotone Type
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z _