- k() - Method in class org.drip.execution.athl.IJK
-
The Almgren-Thum-Hauptmann-Li "K" Transaction Signal
- KaklisPandelisBasisCurve(String, JulianDate, ForwardLabel, ForwardLabel, boolean, String[], double[]) - Static method in class org.drip.state.creator.ScenarioBasisCurveBuilder
-
Create an Instance of the Kaklis-Pandelis Splined Basis Curve
- KaklisPandelisBasisSet(KaklisPandelisSetParams) - Static method in class org.drip.spline.basis.FunctionSetBuilder
-
Construct KaklisPandelis from the polynomial tension basis function set
y = A * (1-x) + B * x + C * x * (1-x)^m + D * x^m * (1-x)
- KaklisPandelisCurve(String, JulianDate, CurrencyPair, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioFXCurveBuilder
-
Create an Instance of the Kaklis-Pandelis Splined FX Forward Curve
- KaklisPandelisCurve(String, JulianDate, String, String, int[], double[]) - Static method in class org.drip.state.creator.ScenarioGovvieCurveBuilder
-
Create an Instance of the Kaklis-Pandelis Splined Govvie Yield Curve
- KaklisPandelisDiscountCurve(String, JulianDate, String, int[], double[]) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder
-
Create an Instance of the Kaklis-Pandelis Splined DF Discount Curve
- KaklisPandelisRepoCurve(String, JulianDate, Component, int[], double[]) - Static method in class org.drip.state.creator.ScenarioRepoCurveBuilder
-
Create an Instance of the Kaklis-Pandelis Splined Repo Curve
- KaklisPandelisSetParams - Class in org.drip.spline.basis
-
KaklisPandelisSetParams implements per-segment parameters for the Kaklis Pandelis basis set -
currently it only holds the polynomial tension degree.
- KaklisPandelisSetParams(int) - Constructor for class org.drip.spline.basis.KaklisPandelisSetParams
-
KaklisPandelisSetParams constructor
- KaklisPandelisTermStructure(String, JulianDate, String, String[], double[]) - Static method in class org.drip.state.creator.ScenarioDeterministicVolatilityBuilder
-
Construct the Deterministic Volatility Term Structure Instance based off of a Kaklis-Pandelis
Polynomial Tension Spline
- KaklisPandelisTermStructure(String, JulianDate, String, String[], double[]) - Static method in class org.drip.state.creator.ScenarioTermStructureBuilder
-
Construct a Term Structure Instance based off of a Kaklis-Pandelis Polynomial Tension Spline
- KaklisPandelisWireSurface(String, JulianDate, String, double[], String[], double[][]) - Static method in class org.drip.state.creator.ScenarioMarketSurfaceBuilder
-
Construct a Scenario Market Surface off of Kaklis-Pandelis Wire Spline and Kaklis-Pandelis Surface
Spline.
- kappa() - Method in class org.drip.execution.optimum.AlmgrenChrissDiscrete
-
Retrieve the Kappa
- kappa() - Method in class org.drip.param.pricer.HestonOptionPricerParams
-
Retrieve Kappa
- kappaTilda() - Method in class org.drip.execution.optimum.AlmgrenChrissDiscrete
-
Retrieve the Kappa Tilda
- karpHagerupRubBounds(double) - Method in class org.drip.sequence.metrics.UnitSequenceAgnosticMetrics
-
Compute the Karp/Hagerup/Rub Pivot Departure Bounds outlined below:
- Karp, R.
- KarushKuhnTucker(double[], double[]) - Static method in class org.drip.optimization.constrained.FritzJohnMultipliers
-
Construct a Standard KarushKuhnTucker (KKT) Instance of the Fritz John Multipliers
- kernel() - Method in class org.drip.learning.kernel.IntegralOperator
-
Retrieve the Symmetric R^d To R^1 Kernel
- kernel() - Method in class org.drip.learning.svm.KernelRdDecisionFunction
-
Retrieve the Decision Kernel
- KernelDensityEstimationL1 - Class in org.drip.sequence.custom
-
KernelDensityEstimationL1 implements the L1 Error Scheme Estimation for a Multivariate Kernel Density
Estimator with Focus on establishing targeted Variate-Specific and Agnostic Bounds.
- KernelDensityEstimationL1(R1ToR1, double, int, R1ToR1) - Constructor for class org.drip.sequence.custom.KernelDensityEstimationL1
-
KernelDensityEstimationL1 Constructor
- KernelDensityL1Bound - Class in org.drip.sample.efronstein
-
KernelDensityL1Bound demonstrates the Computation of the Probabilistic Bounds for the L1 Errors of Kernel
Density Estimation using Variants of the Efron-Stein Methodology.
- KernelDensityL1Bound() - Constructor for class org.drip.sample.efronstein.KernelDensityL1Bound
-
- kernelFunction() - Method in class org.drip.sequence.custom.KernelDensityEstimationL1
-
Retrieve the Kernel Function
- kernelOperatorFunction() - Method in class org.drip.learning.kernel.IntegralOperator
-
Retrieve the R^d To R^1 Kernel Operator Function
- kernelPredictorPivot() - Method in class org.drip.learning.svm.KernelRdDecisionFunction
-
Retrieve the Decision Kernel Predictor Pivot Nodes
- KernelRdDecisionFunction - Class in org.drip.learning.svm
-
KernelRdDecisionFunction implements the Kernel-based R^d Decision Function-Based SVM Functionality for
Classification and Regression.
- KernelRdDecisionFunction(RdNormed, double[], double, SymmetricRdToNormedRdKernel, double[][]) - Constructor for class org.drip.learning.svm.KernelRdDecisionFunction
-
KernelRdDecisionFunction Constructor
- KeyHoleSkeleton - Class in org.drip.service.json
-
KeyHoleSkeleton forwards the JSON Request to the Appropriate Processor and retrieves the Response JSON.
- KeyHoleSkeleton() - Constructor for class org.drip.service.json.KeyHoleSkeleton
-
- KeyRateDuration - Class in org.drip.sample.treasuryfuturesapi
-
KeyRateDuration demonstrates the Invocation and Examination of the Key Rate Duration Computation for the
specified Treasury Futures.
- KeyRateDuration() - Constructor for class org.drip.sample.treasuryfuturesapi.KeyRateDuration
-
- KeyRateDuration(String, int, int, double, int, String, String, int, String, int[], int[], double[], double[], String, double) - Static method in class org.drip.service.product.FixedBondAPI
-
Generate the Treasury Curve Tenor Key Rate Sensitivity/Duration
- KeyRateDuration(String, int[], int[], double[], double[], int, int[], int[], double[], double[], String, double[]) - Static method in class org.drip.service.product.TreasuryFuturesAPI
-
Generate the Treasury Curve Tenor Key Rate Sensitivity/Duration
- KeyValueListFromStringArray(List<Double>, List<Double>, String, String, String) - Static method in class org.drip.quant.common.StringUtil
-
Split the string array into pairs of key-value doubles and returns them
- KKTNecessarySufficientCheck - Class in org.drip.sample.optimizer
-
KKTNecessarySufficientCheck carries out the Zero and the First Order Necessary and the Second Order
Sufficiency Checks for a Constrained KKT Optimization Problem.
- KKTNecessarySufficientCheck() - Constructor for class org.drip.sample.optimizer.KKTNecessarySufficientCheck
-
- KKTRegularityConditions - Class in org.drip.sample.optimizer
-
KKTRegularityConditions carries out the Regularity Checks satisfied by the Optimizing Variate for a
Constrained KKT Optimization Problem.
- KKTRegularityConditions() - Constructor for class org.drip.sample.optimizer.KKTRegularityConditions
-
- KLKExponentialDiscountCurve(String, JulianDate, String, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder
-
Create an Instance of the KLK Exponential Splined DF Discount Curve
- KLKHyperbolicBasisCurve(String, JulianDate, ForwardLabel, ForwardLabel, boolean, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioBasisCurveBuilder
-
Create an Instance of the KLK Hyperbolic Splined Basis Curve
- KLKHyperbolicCurve(String, JulianDate, CurrencyPair, String[], double[], double, double) - Static method in class org.drip.state.creator.ScenarioFXCurveBuilder
-
Create an Instance of the KLK Hyperbolic Splined FX Forward Curve
- KLKHyperbolicCurve(String, JulianDate, String, String, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioGovvieCurveBuilder
-
Create an Instance of the KLK Hyperbolic Splined Govvie Yield Curve
- KLKHyperbolicDiscountCurve(String, JulianDate, String, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder
-
Create an Instance of the KLK Hyperbolic Splined DF Discount Curve
- KLKHyperbolicRepoCurve(String, JulianDate, Component, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioRepoCurveBuilder
-
Create an Instance of the KLK Hyperbolic Splined Repo Curve
- KLKHyperbolicTensionPhy - Class in org.drip.spline.tension
-
KLKHyperbolicTensionPhy implements the basic framework and the family of C2 Tension Splines outlined in
Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
- KLKHyperbolicTensionPhy(double) - Constructor for class org.drip.spline.tension.KLKHyperbolicTensionPhy
-
KLKHyperbolicTensionPhy constructor
- KLKHyperbolicTensionPsy - Class in org.drip.spline.tension
-
KLKHyperbolicTensionPsy implements the basic framework and the family of C2 Tension Splines outlined in
Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
- KLKHyperbolicTensionPsy(double) - Constructor for class org.drip.spline.tension.KLKHyperbolicTensionPsy
-
KLKHyperbolicTensionPsy constructor
- KLKHyperbolicTermStructure(String, JulianDate, String, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioDeterministicVolatilityBuilder
-
Construct the Deterministic Volatility Term Structure Instance based off of a KLK Hyperbolic Tension
Spline
- KLKHyperbolicTermStructure(String, JulianDate, String, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioTermStructureBuilder
-
Construct a Term Structure Instance based off of a KLK Hyperbolic Tension Spline
- KLKHyperbolicWireSurface(String, JulianDate, String, double[], String[], double[][], double) - Static method in class org.drip.state.creator.ScenarioMarketSurfaceBuilder
-
Construct a Scenario Market Surface off of KLK Hyperbolic Wire Spline and KLK Hyperbolic Surface
Spline.
- KLKRationalLinearBasisCurve(String, JulianDate, ForwardLabel, ForwardLabel, boolean, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioBasisCurveBuilder
-
Create an Instance of the KLK Rational Linear Splined Basis Curve
- KLKRationalLinearCurve(String, JulianDate, CurrencyPair, String[], double[], double, double) - Static method in class org.drip.state.creator.ScenarioFXCurveBuilder
-
Create an Instance of the KLK Rational Linear Splined FX Forward Curve
- KLKRationalLinearCurve(String, JulianDate, String, String, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioGovvieCurveBuilder
-
Create an Instance of the KLK Rational Linear Splined Govvie Yield Curve
- KLKRationalLinearDiscountCurve(String, JulianDate, String, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder
-
Create an Instance of the KLK Linear Rational Splined DF Discount Curve
- KLKRationalLinearRepoCurve(String, JulianDate, Component, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioRepoCurveBuilder
-
Create an Instance of the KLK Rational Linear Splined Repo Curve
- KLKRationalLinearTermStructure(String, JulianDate, String, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioDeterministicVolatilityBuilder
-
Construct the Deterministic Volatility Term Structure Instance based off of a KLK Rational Linear
Tension Spline
- KLKRationalLinearTermStructure(String, JulianDate, String, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioTermStructureBuilder
-
Construct a Term Structure Instance based off of a KLK Rational Linear Tension Spline
- KLKRationalLinearWireSurface(String, JulianDate, String, double[], String[], double[][], double) - Static method in class org.drip.state.creator.ScenarioMarketSurfaceBuilder
-
Construct a Scenario Market Surface off of KLK Rational Linear Wire Spline and KLK Rational Linear
Surface Spline.
- KLKRationalQuadraticBasisCurve(String, JulianDate, ForwardLabel, ForwardLabel, boolean, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioBasisCurveBuilder
-
Create an Instance of the KLK Rational Quadratic Splined Basis Curve
- KLKRationalQuadraticCurve(String, JulianDate, CurrencyPair, String[], double[], double, double) - Static method in class org.drip.state.creator.ScenarioFXCurveBuilder
-
Create an Instance of the KLK Rational Quadratic Splined FX Forward Curve
- KLKRationalQuadraticCurve(String, JulianDate, String, String, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioGovvieCurveBuilder
-
Create an Instance of the KLK Rational Quadratic Splined Govvie Yield Curve
- KLKRationalQuadraticDiscountCurve(String, JulianDate, String, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder
-
Create an Instance of the KLK Quadratic Rational Splined DF Discount Curve
- KLKRationalQuadraticRepoCurve(String, JulianDate, Component, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioRepoCurveBuilder
-
Create an Instance of the KLK Rational Quadratic Splined Repo Curve
- KLKRationalQuadraticTermStructure(String, JulianDate, String, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioDeterministicVolatilityBuilder
-
Construct the Deterministic Volatility Term Structure Instance based off of a KLK Rational Quadratic
Tension Spline
- KLKRationalQuadraticTermStructure(String, JulianDate, String, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioTermStructureBuilder
-
Construct a Term Structure Instance based off of a KLK Rational Quadratic Tension Spline
- KLKRationalQuadraticWireSurface(String, JulianDate, String, double[], String[], double[][], double) - Static method in class org.drip.state.creator.ScenarioMarketSurfaceBuilder
-
Construct a Scenario Market Surface off of KLK Rational Quadratic Wire Spline and KLK Rational
Quadratic Surface Spline.
- KnotInsertionPolynomialEstimator - Class in org.drip.sample.stretch
-
KnotInsertionPolynomialEstimator demonstrates the Stretch builder and usage API.
- KnotInsertionPolynomialEstimator() - Constructor for class org.drip.sample.stretch.KnotInsertionPolynomialEstimator
-
- KnotInsertionSequenceAdjuster - Class in org.drip.sample.stretch
-
KnotInsertionSequenceAdjuster demonstrates the Stretch Manipulation and Adjustment API.
- KnotInsertionSequenceAdjuster() - Constructor for class org.drip.sample.stretch.KnotInsertionSequenceAdjuster
-
- KnotInsertionTensionEstimator - Class in org.drip.sample.stretch
-
KnotInsertionTensionEstimator demonstrates the Stretch builder and usage API.
- KnotInsertionTensionEstimator() - Constructor for class org.drip.sample.stretch.KnotInsertionTensionEstimator
-
- knotPosition(double) - Method in class org.drip.spline.params.SegmentResponseValueConstraint
-
Get the Position of the Predictor Knot relative to the Constraints
- KnottedRegressionSplineEstimator - Class in org.drip.sample.stretch
-
KnottedRegressionSplineEstimator shows the sample construction and usage of Knot-based Regression Splines.
- KnottedRegressionSplineEstimator() - Constructor for class org.drip.sample.stretch.KnottedRegressionSplineEstimator
-
- KochLycheKvasovBasis - Class in org.drip.spline.tension
-
This class implements the basic framework and the family of C2 Tension Splines outlined in Koch and Lyche
(1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
- KochLycheKvasovBasis() - Constructor for class org.drip.spline.tension.KochLycheKvasovBasis
-
- KochLycheKvasovFamily - Class in org.drip.spline.tension
-
This class implements the basic framework and the family of C2 Tension Splines outlined in Koch and Lyche
(1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
- KochLycheKvasovFamily() - Constructor for class org.drip.spline.tension.KochLycheKvasovFamily
-
- KPWHoliday - Class in org.drip.analytics.holset
-
- KPWHoliday() - Constructor for class org.drip.analytics.holset.KPWHoliday
-
- krdMap() - Method in class org.drip.historical.sensitivity.TenorDurationNodeMetrics
-
Retrieve the KRD Map
- KrugerC1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
-
Generate a Kruger C1 Array from the specified Array of Predictor Ordinates and the Response Values.
- KRWHoliday - Class in org.drip.analytics.holset
-
- KRWHoliday() - Constructor for class org.drip.analytics.holset.KRWHoliday
-
- KWDHoliday - Class in org.drip.analytics.holset
-
- KWDHoliday() - Constructor for class org.drip.analytics.holset.KWDHoliday
-
- KYDHoliday - Class in org.drip.analytics.holset
-
- KYDHoliday() - Constructor for class org.drip.analytics.holset.KYDHoliday
-
- KZTHoliday - Class in org.drip.analytics.holset
-
- KZTHoliday() - Constructor for class org.drip.analytics.holset.KZTHoliday
-