- L1Attribution - Class in org.drip.sample.forwardratefuturespnl
-
L1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the
L1 Series.
- L1Attribution() - Constructor for class org.drip.sample.forwardratefuturespnl.L1Attribution
-
- L1ClosesReconstitutor - Class in org.drip.sample.forwardratefuturesfeed
-
L1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formatted L1 Closes Feed.
- L1ClosesReconstitutor() - Constructor for class org.drip.sample.forwardratefuturesfeed.L1ClosesReconstitutor
-
- L1LossLearner - Class in org.drip.learning.rxtor1
-
L1LossLearner implements the Learner Class that holds the Space of Normed R^x To Normed R^1 Learning
Functions that employs L1 Empirical Loss Routine.
- L1LossLearner(NormedRxToNormedR1Finite, CoveringNumberLossBound, RegularizationFunction, MeasureConcentrationExpectationBound) - Constructor for class org.drip.learning.rxtor1.L1LossLearner
-
L1LossLearner Constructor
- L1R1CoveringBounds - Class in org.drip.spaces.cover
-
L1R1CoveringBounds implements the Lower/Upper Bounds for the Class of Non-decreasing R^1 To L1 R^1
Functions that are:
- Absolutely Bounded
- Have Bounded Variation.
- L1R1CoveringBounds(double, double, double) - Constructor for class org.drip.spaces.cover.L1R1CoveringBounds
-
L1R1CoveringBounds Constructor
- label() - Method in interface org.drip.analytics.definition.Curve
-
Get the Curve Latent State Identifier Label
- label() - Method in class org.drip.analytics.definition.MarketSurface
-
- label() - Method in class org.drip.analytics.definition.NodeStructure
-
- label() - Method in class org.drip.state.basis.BasisCurve
-
- label() - Method in class org.drip.state.credit.CreditCurve
-
- label() - Method in class org.drip.state.curve.DerivedZeroRate
-
- label() - Method in class org.drip.state.discount.MergedDiscountForwardCurve
-
- label() - Method in class org.drip.state.forward.ForwardCurve
-
- label() - Method in class org.drip.state.fx.FXCurve
-
- label() - Method in class org.drip.state.govvie.GovvieCurve
-
- label() - Method in class org.drip.state.repo.RepoCurve
-
- label() - Method in class org.drip.state.representation.LatentStateMergeSubStretch
-
Retrieve the Latent State Label
- label() - Method in class org.drip.state.representation.LatentStateSpecification
-
Retrieve the Latent State Label
- LabelMatch(LatentStateLabel, LatentStateLabel) - Static method in class org.drip.analytics.support.Helper
-
Do the Left and the Right Labels Match?
- lag() - Method in class org.drip.analytics.eventday.DateInMonth
-
Retrieve the Date Lag
- lag() - Method in class org.drip.param.valuation.CashSettleParams
-
Retrieve the Settle Lag
- LagrangePolynomialStretchRegressor - Class in org.drip.regression.spline
-
LagrangePolynomialStretchRegressor implements the local control basis spline regressor for the given basis
spline.
- LagrangePolynomialStretchRegressor(String, String) - Constructor for class org.drip.regression.spline.LagrangePolynomialStretchRegressor
-
- LagrangianMultivariate - Class in org.drip.function.rdtor1
-
LagrangianMultivariate implements an R^d To R^1 Multivariate Function along with the specified Set of
Equality Constraints.
- LagrangianMultivariate(RdToR1, RdToR1[]) - Constructor for class org.drip.function.rdtor1.LagrangianMultivariate
-
LagrangianMultivariate Constructor
- lambda() - Method in class org.drip.learning.regularization.RegularizationFunction
-
Retrieve the Regularization Constant Lambda
- lambda() - Method in class org.drip.learning.regularization.RegularizerR1CombinatorialToR1Continuous
-
- lambda() - Method in class org.drip.learning.regularization.RegularizerR1ContinuousToR1Continuous
-
- lambda() - Method in interface org.drip.learning.regularization.RegularizerR1ToR1
-
Retrieve the Regularization Constant Lambda
- lambda() - Method in class org.drip.learning.regularization.RegularizerRdCombinatorialToR1Continuous
-
- lambda() - Method in class org.drip.learning.regularization.RegularizerRdContinuousToR1Continuous
-
- lambda() - Method in interface org.drip.learning.regularization.RegularizerRdToR1
-
Retrieve the Regularization Constant Lambda
- lambda() - Method in class org.drip.measure.discretemarginal.PoissonDistribution
-
Retrieve Lambda
- lambda() - Method in class org.drip.param.pricer.HestonOptionPricerParams
-
Retrieve Lambda
- lambda() - Method in class org.drip.sequence.random.Poisson
-
Retrieve Lambda
- lastPeriod() - Method in class org.drip.product.params.BondStream
-
Returns the final Coupon period
- lastTradeExerciseLag() - Method in class org.drip.product.params.LastTradingDateSetting
-
Retrieve the Lag between the Last Trading and Exercise Date
- lastTrading() - Method in class org.drip.market.exchange.TreasuryFuturesEventDates
-
Retrieve the Last Trading Date
- lastTradingDate() - Method in class org.drip.product.params.LastTradingDateSetting
-
Retrieve the Last Trading Date
- lastTradingDate(int, String) - Method in class org.drip.product.params.LastTradingDateSetting
-
Compute the Last Trading Date
- lastTradingDateSetting() - Method in class org.drip.product.option.OptionComponent
-
Retrieve the Option Last Trading Date Setting
- LastTradingDateSetting - Class in org.drip.product.params
-
LastTradingDateSeting contains the Last Trading Date Generation Scheme for the given Option.
- LastTradingDateSetting(int, String, int) - Constructor for class org.drip.product.params.LastTradingDateSetting
-
LastTradingDateSetting Constructor
- lastTradingDayLag() - Method in class org.drip.product.govvie.TreasuryFutures
-
Retrieve the Last Trading Day Lag
- LATENT_STATE_BASIS - Static variable in class org.drip.state.basis.BasisCurve
-
Basis Latent State
- LATENT_STATE_FORWARD - Static variable in class org.drip.analytics.definition.LatentStateStatic
-
Forward Latent State
- LATENT_STATE_FUNDING - Static variable in class org.drip.analytics.definition.LatentStateStatic
-
Funding Latent State
- LATENT_STATE_FX - Static variable in class org.drip.analytics.definition.LatentStateStatic
-
FX Latent State
- LATENT_STATE_GOVVIE - Static variable in class org.drip.analytics.definition.LatentStateStatic
-
Govvie Latent State
- LATENT_STATE_REPO - Static variable in class org.drip.state.repo.RepoCurve
-
Repo Latent State
- LATENT_STATE_VOLATILITY - Static variable in class org.drip.analytics.definition.LatentStateStatic
-
Volatility Latent State
- LatentMarketStateBuilder - Class in org.drip.service.template
-
LatentMarketStateBuilder contains static Helper API to facilitate Construction of the Latent Market States
as Curves/Surfaces.
- LatentMarketStateBuilder() - Constructor for class org.drip.service.template.LatentMarketStateBuilder
-
- LatentState - Interface in org.drip.state.representation
-
LatentState exposes the functionality to manipulate the hidden Variable's Latent State.
- latentState() - Method in class org.drip.state.representation.LatentStateSpecification
-
Retrieve the Latent State
- LatentStateFixingsContainer - Class in org.drip.param.market
-
LatentStateFixingsContainer holds the explicit fixings for a specified Latent State Quantification along
the date ordinate.
- LatentStateFixingsContainer() - Constructor for class org.drip.param.market.LatentStateFixingsContainer
-
Empty LatentStateFixingsContainer Instance Constructor
- LatentStateInelastic - Class in org.drip.spline.segment
-
This class contains the spline segment in-elastic fields - in this case the start/end ranges.
- LatentStateInelastic(double, double) - Constructor for class org.drip.spline.segment.LatentStateInelastic
-
LatentStateInelastic constructor
- latentStateLabel() - Method in class org.drip.dynamics.evolution.LSQMCurveIncrement
-
Retrieve the Latent State Labels
- latentStateLabel() - Method in class org.drip.dynamics.evolution.LSQMCurveSnapshot
-
Retrieve the Latent State Labels
- latentStateLabel() - Method in class org.drip.dynamics.evolution.LSQMPointRecord
-
Retrieve the Latent State Labels
- LatentStateLabel - Interface in org.drip.state.identifier
-
LatentStateLabel is the interface that contains the labels inside the sub-stretch of the alternate state.
- LatentStateManifestSensitivity - Class in org.drip.spline.segment
-
LatentStateManifestSensitivity contains the Manifest Sensitivity generation control parameters and the
Manifest Sensitivity outputs related to the given Segment.
- LatentStateManifestSensitivity(PreceedingManifestSensitivityControl) - Constructor for class org.drip.spline.segment.LatentStateManifestSensitivity
-
LatentStateManifestSensitivity constructor
- LatentStateMergeSubStretch - Class in org.drip.state.representation
-
LatentStateMergeSubStretch implements merged stretch that is common to multiple latent states.
- LatentStateMergeSubStretch(double, double, LatentStateLabel) - Constructor for class org.drip.state.representation.LatentStateMergeSubStretch
-
LatentStateMergeSubStretch constructor
- LatentStateProcessor - Class in org.drip.service.json
-
LatentStateProcessor Sets Up and Executes a JSON Based In/Out Curve Processor.
- LatentStateProcessor() - Constructor for class org.drip.service.json.LatentStateProcessor
-
- latentStateQuantificationMetric() - Method in class org.drip.state.curve.DeterministicCollateralChoiceDiscountCurve
-
- latentStateQuantificationMetric() - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
-
- latentStateQuantificationMetric() - Method in class org.drip.state.curve.ForeignCollateralizedDiscountCurve
-
- latentStateQuantificationMetric() - Method in class org.drip.state.curve.ZeroRateDiscountCurve
-
- latentStateQuantificationMetric() - Method in class org.drip.state.discount.MergedDiscountForwardCurve
-
Retrieve the Latent State Quantification Metric
- latentStateQuantificationMetric() - Method in class org.drip.state.nonlinear.FlatForwardDiscountCurve
-
- latentStateQuantificationMetric() - Method in class org.drip.state.representation.LatentStateSpecification
-
Retrieve the Latent State Quantification Metric
- LatentStateResponseModel - Class in org.drip.spline.segment
-
LatentStateResponseModel implements the single segment basis calibration and inference functionality.
- LatentStateSegmentSpec - Class in org.drip.state.inference
-
LatentStateSegmentSpec carries the calibration instrument and the manifest measure set used in calibrating
the segment.
- LatentStateSegmentSpec(CalibratableComponent, ProductQuoteSet) - Constructor for class org.drip.state.inference.LatentStateSegmentSpec
-
LatentStateSegmentSpec constructor
- LatentStateSequenceBuilder - Class in org.drip.state.inference
-
LatentStateSequenceBuilder holds the logic behind building the bootstrap segments contained in the given
Stretch.
- LatentStateSequenceBuilder(double, LatentStateStretchSpec, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, Span, StretchBestFitResponse, CaseInsensitiveHashMap<PreceedingManifestSensitivityControl>, StretchBestFitResponse, BoundarySettings) - Constructor for class org.drip.state.inference.LatentStateSequenceBuilder
-
LatentStateSequenceBuilder constructor
- LatentStateShapePreservingCCIS - Class in org.drip.analytics.input
-
LatentStateShapePreservingCCIS contains the Parameters needed for the Curve Calibration/Estimation.
- LatentStateShapePreservingCCIS(LinearLatentStateCalibrator, LatentStateStretchSpec[], ValuationParams, CreditPricerParams, ValuationCustomizationParams, CurveSurfaceQuoteContainer) - Constructor for class org.drip.analytics.input.LatentStateShapePreservingCCIS
-
LatentStateShapePreservingCCIS constructor
- LatentStateSpecification - Class in org.drip.state.representation
-
LatentStateSpecification holds the fields necessary to specify a complete Latent State.
- LatentStateSpecification(String, String, LatentStateLabel) - Constructor for class org.drip.state.representation.LatentStateSpecification
-
LatentStateSpecification constructor
- LatentStateStatic - Class in org.drip.analytics.definition
-
LatentStateStatic contains the Analytics Latent STate Static/Textual Identifiers.
- LatentStateStatic() - Constructor for class org.drip.analytics.definition.LatentStateStatic
-
- LatentStateStretchBuilder - Class in org.drip.state.estimator
-
LatentStateStretchBuilder contains the Functionality to construct the Curve Latent State Stretch for the
different Latent States.
- LatentStateStretchBuilder() - Constructor for class org.drip.state.estimator.LatentStateStretchBuilder
-
- LatentStateStretchSpec - Class in org.drip.state.inference
-
LatentStateStretchSpec carries the Latent State Segment Sequence corresponding to the calibratable
Stretch.
- LatentStateStretchSpec(String, LatentStateSegmentSpec[]) - Constructor for class org.drip.state.inference.LatentStateStretchSpec
-
LatentStateStretchSpec constructor
- latentStateType() - Method in class org.drip.service.api.FixFloatFundingInstrument
-
Retrieve the Latent State Type
- lcq() - Method in class org.drip.optimization.constrained.RegularityConditions
-
Retrieve the LCQ Constraint Qualifier
- leading() - Method in class org.drip.spline.bspline.SegmentBasisFunction
-
Retrieve the Leading Predictor Ordinate
- LeanMaxCompositeSubMatrix(double[][], int, int) - Static method in class org.drip.spaces.big.SubMatrixSetExtractor
-
Use the "Lean" Method to compute the Maximum Composite Value of all the sub-matrices contained within
a specified Square Matrix starting from the given Row and Column
- learner() - Method in class org.drip.learning.bound.EmpiricalLearnerLoss
-
Retrieve the Learning Function
- leastUpperBound() - Method in class org.drip.learning.bound.LipschitzCoveringNumberBound
-
Retrieve the Least Covering Number Upper Bound
- left() - Method in class org.drip.spline.bspline.TensionBasisHat
-
Retrieve the Left Predictor Ordinate
- left() - Method in class org.drip.spline.grid.AggregatedSpan
-
- left() - Method in class org.drip.spline.grid.OverlappingStretchSpan
-
- left() - Method in interface org.drip.spline.grid.Span
-
Retrieve the Left Span Edge
- left() - Method in class org.drip.spline.segment.LatentStateInelastic
-
Retrieve the Segment Left Predictor Ordinate
- LEFT_INCLUDE - Static variable in class org.drip.analytics.date.DateUtil
-
LEFT_INCLUDE includes the start date in the Feb29 check
- LEFT_NODE_VALUE_PARAMETER_INDEX - Static variable in class org.drip.spline.segment.LatentStateResponseModel
-
LEFT NODE VALUE PARAMETER INDEX
- LEFT_OF_CONSTRAINT - Static variable in class org.drip.spline.params.SegmentResponseValueConstraint
-
Indicator specifying that the knot is to the left of the constraint ordinates
- LEFT_TENOR_EQUALS - Static variable in class org.drip.analytics.support.Helper
-
Tenor Comparator - Left Tenor Matches Right
- LEFT_TENOR_GREATER - Static variable in class org.drip.analytics.support.Helper
-
Tenor Comparator - Left Tenor Greater than Right
- LEFT_TENOR_LESSER - Static variable in class org.drip.analytics.support.Helper
-
Tenor Comparator - Left Tenor Lesser than Right
- leftChild() - Method in class org.drip.spaces.big.BinaryTree
-
Retrieve the Left Child BinaryTree Instance
- leftDerivOrder() - Method in class org.drip.spline.stretch.BoundarySettings
-
Retrieve the Order of the Left Derivative
- leftDimensionEdge() - Method in class org.drip.spaces.tensor.RdCombinatorialVector
-
- leftDimensionEdge() - Method in class org.drip.spaces.tensor.RdContinuousVector
-
- leftDimensionEdge() - Method in interface org.drip.spaces.tensor.RdGeneralizedVector
-
Retrieve the Array of the Variate Left Edges
- leftEdge() - Method in class org.drip.measure.continuousjoint.R1Multivariate
-
Retrieve the Left Edge Bounding Multivariate
- leftEdge() - Method in class org.drip.measure.lebesgue.R1Uniform
-
Retrieve the Left Predictor Ordinate Edge
- leftEdge() - Method in interface org.drip.spaces.tensor.GeneralizedVector
-
Retrieve the Left Edge
- leftEdge() - Method in class org.drip.spaces.tensor.R1CombinatorialVector
-
- leftEdge() - Method in class org.drip.spaces.tensor.R1ContinuousVector
-
- leftEdge() - Method in class org.drip.spaces.tensor.RdCombinatorialVector
-
- leftEdge() - Method in class org.drip.spaces.tensor.RdContinuousVector
-
- leftEdgeDeriv() - Method in class org.drip.spline.params.SegmentStateCalibrationInputs
-
Retrieve the Array of the Left Edge Derivatives
- LeftHatShapeControl - Class in org.drip.spline.bspline
-
LeftHatShapeControl implements the BasisHatShapeControl interface for the left hat basis set as laid out
in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000)
Papers.
- LeftHatShapeControl(double, double, String, double) - Constructor for class org.drip.spline.bspline.LeftHatShapeControl
-
LeftHatShapeControl constructor
- leftHoldings() - Method in class org.drip.execution.discrete.Slice
-
Retrieve the Left-of-Slice Holdings
- leftHoldingsDerivative(double, double, int) - Method in class org.drip.execution.impact.TransactionFunction
-
Compute the Sensitivity to the Left Holdings
- LeftInfinite(R1ToR1, double) - Static method in class org.drip.quant.calculus.R1ToR1Integrator
-
Integrate the specified Function Numerically from -infinity to the specified Right Limit
- LeftInfiniteRightInfinite(R1ToR1) - Static method in class org.drip.quant.calculus.R1ToR1Integrator
-
Integrate Numerically over [-infinity, +infinity] using a Change of Variables
- leftMostChild() - Method in class org.drip.spaces.big.BinaryTree
-
Retrieve the Left Most Child
- lengthDPE() - Method in class org.drip.spline.segment.LatentStateResponseModel
-
Retrieve the Segment Length DPE
- lengthDPE() - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
-
- lengthDPE() - Method in interface org.drip.spline.stretch.MultiSegmentSequence
-
Retrieve the Span Length DPE
- lengthPenaltyControl() - Method in class org.drip.spline.params.SegmentInelasticDesignControl
-
Retrieve the Length Penalty Parameters
- level() - Method in class org.drip.portfolioconstruction.bayesian.ProjectionImpliedConfidenceOutput
-
Compute the Array of the Custom Projection Induced Confidence Level
- libor() - Method in class org.drip.dynamics.lmm.BGMForwardTenorSnap
-
Retrieve the LIBOR Rate
- libor() - Method in class org.drip.dynamics.lmm.BGMPointUpdate
-
Retrieve the LIBOR Rate
- libor(int, int, double) - Method in class org.drip.state.discount.MergedDiscountForwardCurve
-
Compute the LIBOR between 2 dates given the Day Count
- libor(int, int) - Method in class org.drip.state.discount.MergedDiscountForwardCurve
-
Compute the LIBOR between 2 dates
- libor(int, String) - Method in class org.drip.state.discount.MergedDiscountForwardCurve
-
Calculate the LIBOR to the given tenor at the specified date
- libor(JulianDate, String) - Method in class org.drip.state.discount.MergedDiscountForwardCurve
-
Calculate the LIBOR to the given tenor at the specified Julian Date
- liborForwardRate() - Method in class org.drip.dynamics.hjm.ShortForwardRateUpdate
-
Retrieve the LIBOR Forward Rate
- liborForwardRateIncrement(int, int, int, double, int) - Method in class org.drip.dynamics.hjm.MultiFactorStateEvolver
-
Compute the LIBOR Forward Rate Increment given the Spot Date, the View Date, the Target Date, the
Current LIBOR Forward Rate, and the View Time Increment
- liborForwardRateIncrement() - Method in class org.drip.dynamics.hjm.ShortForwardRateUpdate
-
Retrieve the LIBOR Forward Rate Increment
- liborIncrement() - Method in class org.drip.dynamics.lmm.BGMForwardTenorSnap
-
Retrieve the LIBOR Rate Increment
- liborIncrement() - Method in class org.drip.dynamics.lmm.BGMPointUpdate
-
Retrieve the LIBOR Rate Increment
- liborRate(int, String, boolean) - Method in class org.drip.dynamics.lmm.ContinuouslyCompoundedForwardProcess
-
Retrieve a Realized/Expected Value of the LIBOR Rate at the Target Date
- liborRateIncrements() - Method in class org.drip.dynamics.lmm.BGMTenorNodeSequence
-
Retrieve the Array of Tenor LIBOR Rate Increments
- liborRates() - Method in class org.drip.dynamics.lmm.BGMTenorNodeSequence
-
Retrieve the Array of Tenor LIBOR Rates
- licq() - Method in class org.drip.optimization.constrained.RegularityConditions
-
Retrieve the LICQ Constraint Qualifier
- Linear(double[], double, double) - Static method in class org.drip.execution.strategy.DiscreteTradingTrajectory
-
Construct a Linear DiscreteTradingTrajectory Instance
- LinearAlgebra - Class in org.drip.sample.matrix
-
LinearAlgebra implements Samples for Linear Algebra and Matrix Manipulations.
- LinearAlgebra() - Constructor for class org.drip.sample.matrix.LinearAlgebra
-
- LinearC1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
-
Generate a Vanilla C1 Array from the specified Array of Predictor Ordinates and the Response Values
- LinearExpectation(ArithmeticPriceDynamicsSettings, BackgroundParticipationRateLinear, BackgroundParticipationRateLinear) - Static method in class org.drip.execution.dynamics.ArithmeticPriceEvolutionParametersBuilder
-
Linear Expectation Version of LinearPermanentExpectationParameters Instance
- LinearImpactBlockTrajectoryEstimator - Class in org.drip.execution.capture
-
LinearImpactBlockTrajectoryEstimator estimates the Price/Cost Distribution associated with the Single
Block Trading Trajectory generated using the Linear Market Impact Evolution Parameters.
- LinearImpactBlockTrajectoryEstimator(MinimumVarianceTradingTrajectory) - Constructor for class org.drip.execution.capture.LinearImpactBlockTrajectoryEstimator
-
LinearImpactBlockTrajectoryCost Constructor
- LinearImpactNoDrift - Class in org.drip.sample.execution
-
LinearImpactNoDrift generates the Trade/Holdings List of Optimal Execution Schedule based on the Evolution
Walk Parameters specified.
- LinearImpactNoDrift() - Constructor for class org.drip.sample.execution.LinearImpactNoDrift
-
- LinearImpactTrajectoryEstimator - Class in org.drip.execution.capture
-
LinearImpactTrajectoryEstimator estimates the Price/Cost Distribution associated with the Trading
Trajectory generated using the Linear Market Impact Evolution Parameters.
- LinearImpactTrajectoryEstimator(DiscreteTradingTrajectory) - Constructor for class org.drip.execution.capture.LinearImpactTrajectoryEstimator
-
LinearImpactTrajectoryEstimator Constructor
- LinearImpactUniformTrajectoryEstimator - Class in org.drip.execution.capture
-
LinearImpactUniformTrajectoryEstimator estimates the Price/Cost Distribution associated with the Uniform
Trading Trajectory generated using the Linear Market Impact Evolution Parameters.
- LinearImpactUniformTrajectoryEstimator(MinimumImpactTradingTrajectory) - Constructor for class org.drip.execution.capture.LinearImpactUniformTrajectoryEstimator
-
LinearImpactUniformTrajectoryEstimator Constructor
- LinearImpactWithDrift - Class in org.drip.sample.execution
-
LinearImpactWithDrift generates the Trade/Holdings List of Optimal Execution Schedule based on the
Evolution Walk Parameters specified.
- LinearImpactWithDrift() - Constructor for class org.drip.sample.execution.LinearImpactWithDrift
-
- LinearizationOutput - Class in org.drip.quant.linearalgebra
-
LinearizationOutput holds the output of a sequence of linearization operations.
- LinearizationOutput(double[], double[][], String) - Constructor for class org.drip.quant.linearalgebra.LinearizationOutput
-
LinearizationOutput constructor
- LinearLatentStateCalibrator - Class in org.drip.state.inference
-
LinearLatentStateCalibrator calibrates/constructs the Latent State Stretch/Span from the calibration
instrument details.
- LinearLatentStateCalibrator(SegmentCustomBuilderControl, BoundarySettings, int, StretchBestFitResponse, StretchBestFitResponse) - Constructor for class org.drip.state.inference.LinearLatentStateCalibrator
-
LinearLatentStateCalibrator constructor
- LinearLiquidityVolatility - Class in org.drip.sample.almgren2003
-
LinearLiquidityVolatility demonstrates the Dependence of the Optimal Trading Trajectory as a Function of
Linear Trading Enhanced Volatilities.
- LinearLiquidityVolatility() - Constructor for class org.drip.sample.almgren2003.LinearLiquidityVolatility
-
- linearPermanentExpectation() - Method in class org.drip.execution.dynamics.LinearPermanentExpectationParameters
-
Retrieve the Background Participation Linear Permanent Market Impact Expectation Function
- LinearPermanentExpectationParameters - Class in org.drip.execution.dynamics
-
LinearPermanentExpectationParameters implements a Permanent Market Impact Function where the Price Change
scales linearly with the Trade Rate.
- LinearPermanentExpectationParameters(ArithmeticPriceDynamicsSettings, BackgroundParticipationRateLinear, BackgroundParticipationRate) - Constructor for class org.drip.execution.dynamics.LinearPermanentExpectationParameters
-
LinearPermanentExpectationParameters Constructor
- LinearPolyShapePreserver(String, String, String, int, CalibratableComponent[], double[], String) - Static method in class org.drip.state.creator.ScenarioGovvieCurveBuilder
-
Construct an Instance of the Shape Preserver of the Linear Polynomial Type, using the Specified Basis
Set Builder Parameters.
- LinearQuadrature(R1ToR1, double, double) - Static method in class org.drip.quant.calculus.R1ToR1Integrator
-
Compute the function's integral within the specified limits using the LinearQuadrature technique.
- LinearRationalShapeControl - Class in org.drip.function.r1tor1
-
LinearRationalShapeControl implements the deterministic rational shape control functionality on top of the
estimator basis splines inside - [0,...,1) - Globally [x_0,...,x_1):
y = 1 / [1 + lambda * x]
where is the normalized ordinate mapped as
x === (x - x_i-1) / (x_i - x_i-1)
- LinearRationalShapeControl(double) - Constructor for class org.drip.function.r1tor1.LinearRationalShapeControl
-
LinearRationalShapeControl constructor
- LinearRationalTensionExponential - Class in org.drip.function.r1tor1
-
LinearRationalTensionExponential provides the evaluation of the Convolution of the Linear Rational and the
Tension Exponential Functons and its derivatives for a specified variate.
- LinearRationalTensionExponential(double, double) - Constructor for class org.drip.function.r1tor1.LinearRationalTensionExponential
-
Construct a LinearRationalTensionExponential instance
- LinearRdDecisionFunction - Class in org.drip.learning.svm
-
LinearRdDecisionFunction implements the Linear R^d Decision Function-Based SVM Functionality for
Classification and Regression.
- LinearRdDecisionFunction(RdGeneralizedVector, RdNormed, double[], double) - Constructor for class org.drip.learning.svm.LinearRdDecisionFunction
-
LinearRdDecisionFunction Constructor
- LinearSystemSolver - Class in org.drip.quant.linearalgebra
-
LinearSystemSolver implements the solver for a system of linear equations given by A * x = B, where A is
the matrix, x the set of variables, and B is the result to be solved for.
- LinearSystemSolver() - Constructor for class org.drip.quant.linearalgebra.LinearSystemSolver
-
- LinearSystemSolver() - Static method in class org.drip.sample.matrix.LinearAlgebra
-
- LinearTemporaryImpact - Class in org.drip.execution.cost
-
LinearTemporaryImpact computes and holds the Optimal Trajectory using the Linear Temporary Impact Function
for the given set of Inputs.
- linearTemporaryImpact() - Method in class org.drip.execution.cost.LinearTemporaryImpact
-
Retrieve the Linear Temporary Market Impact Function
- LinearThreshold(double, double) - Static method in class org.drip.execution.hjb.NonDimensionalCostSystemic
-
Generate a Linear Trading Systemic Non Dimensional Cost Instance
- LineEvolutionVerifier - Class in org.drip.function.rdtor1descent
-
LineEvolutionVerifier implements the Step Length Verification Criterion used for the Inexact Line Search
Increment Generation.
- LineEvolutionVerifier() - Constructor for class org.drip.function.rdtor1descent.LineEvolutionVerifier
-
- lineEvolutionVerifier() - Method in class org.drip.function.rdtor1descent.LineStepEvolutionControl
-
Retrieve the Line Evolution Verifier Instance
- LineEvolutionVerifierMetrics - Class in org.drip.function.rdtor1descent
-
LineEvolutionVerifierMetrics implements the Step Length Verification Criterion used for the Inexact Line
Search Increment Generation.
- LineStepEvolutionControl - Class in org.drip.function.rdtor1descent
-
LineStepEvolutionControl contains the Parameters required to compute the Valid a Line Step.
- LineStepEvolutionControl(LineEvolutionVerifier, double, int) - Constructor for class org.drip.function.rdtor1descent.LineStepEvolutionControl
-
LineStepEvolutionControl Constructor
- lineStepEvolutionControl() - Method in class org.drip.function.rdtor1solver.FixedRdFinder
-
Retrieve the Line Step Evolution Control
- LipschitzCoveringNumberBound - Class in org.drip.learning.bound
-
LipschitzCoveringNumberBound contains the Upper Bounds of the Covering Numbers induced by Lipschitz and
approximate Lipschitz Loss Function Class.
- LipschitzCoveringNumberBound(double, double) - Constructor for class org.drip.learning.bound.LipschitzCoveringNumberBound
-
LipschitzCoveringNumberBound Constructor
- lipschitzFloor() - Method in class org.drip.learning.rxtor1.ApproximateLipschitzLossLearner
-
Retrieve the Lipschitz Floor
- LipschitzLossLearner - Class in org.drip.learning.rxtor1
-
LipschitzLossLearner implements the Learner Class that holds the Space of Normed R^1 To Normed R^1
Learning Functions for the Family of Loss Functions that are Lipschitz, i.e.,
loss (ep) - loss (ep') Less Than C * |ep-ep'|
The References are:
1) Alon, N., S.
- LipschitzLossLearner(NormedRxToNormedR1Finite, CoveringNumberLossBound, RegularizationFunction, double) - Constructor for class org.drip.learning.rxtor1.LipschitzLossLearner
-
LipschitzLossLearner Constructor
- lipschitzSlope() - Method in class org.drip.learning.rxtor1.LipschitzLossLearner
-
Retrieve the Lipschitz Slope Bound
- lipschitzSlope() - Method in class org.drip.learning.rxtor1.LpLossLearner
-
Retrieve the Lipschitz Slope Bound
- liquidity() - Method in interface org.drip.execution.latent.MarketState
-
Retrieve the Realized Liquidity Market State
- liquidity() - Method in class org.drip.execution.latent.MarketStateCorrelated
-
- liquidity() - Method in class org.drip.execution.latent.MarketStateSystemic
-
- liquidity(double) - Method in class org.drip.execution.tradingtime.CoordinatedMarketState
-
Retrieve the Realized Random Liquidity
- liquidity(double) - Method in class org.drip.execution.tradingtime.CoordinatedVariation
-
Estimate the Liquidity given the Volatility
- liquidityExponent() - Method in class org.drip.execution.principal.OptimalMeasureDependence
-
Retrieve the Liquidity Dependence Exponent
- liquidityFactor() - Method in class org.drip.execution.athl.PermanentImpactNoArbitrage
-
Retrieve the Liquidity Factor
- liquidityFactor() - Method in class org.drip.execution.athl.PermanentImpactQuasiArbitrage
-
Retrieve the Liquidity Factor
- liquidityFunction(double) - Method in interface org.drip.execution.profiletime.BackgroundParticipationRateLinear
-
Compute the Liquidity Market Impact Function from the Volatility Function
- liquidityFunction(double) - Method in class org.drip.execution.profiletime.UniformParticipationRateLinear
-
- liquidityFunction(double) - Method in class org.drip.execution.tradingtime.CoordinatedParticipationRateLinear
-
- liquidityGradient() - Method in class org.drip.execution.hjb.NonDimensionalCostCorrelated
-
Retrieve the Non Dimensional Value Liquidity Gradient
- liquidityJacobian() - Method in class org.drip.execution.hjb.NonDimensionalCostCorrelated
-
Retrieve the Non Dimensional Value Liquidity Jacobian
- LiquidityVaR(double) - Static method in class org.drip.execution.risk.PowerVarianceObjectiveUtility
-
Generate the Liquidity VaR Version of the Power Variance Utility Function
- liquidityVolatilityGradient() - Method in class org.drip.execution.hjb.NonDimensionalCostCorrelated
-
Retrieve the Non Dimensional Value Liquidity/Volatility Gradient
- list() - Method in class org.drip.execution.capture.TrajectoryShortfallAggregate
-
Retrieve the List of the Interval Cost Distributions
- list() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization
-
Retrieve the List of the Realized Composite Cost Increments
- LKRHoliday - Class in org.drip.analytics.holset
-
- LKRHoliday() - Constructor for class org.drip.analytics.holset.LKRHoliday
-
- llv() - Method in class org.drip.dynamics.lmm.LognormalLIBORPointEvolver
-
Retrieve the Log-normal LIBOR Volatility Instance
- LoadHolidayCalendars(String) - Static method in class org.drip.param.config.ConfigLoader
-
Load the map of the holiday calendars from the entries set in the XML Configuration file
- LoadHolidayCalendarsFromDB(String) - Static method in class org.drip.param.config.ConfigLoader
-
Load the map of the holiday calendars from the database settings set in the XML Configuration file
- LocalControlBasisSplineRegressor - Class in org.drip.regression.spline
-
LocalControlBasisSplineRegressor implements the local control basis spline regressor for the given basis
spline.
- LocalControlBasisSplineRegressor(String, String, String, FunctionSetBuilderParams, int) - Constructor for class org.drip.regression.spline.LocalControlBasisSplineRegressor
-
LocalControlBasisSplineRegressor constructor
- LocalControlCurveParams - Class in org.drip.state.estimator
-
LocalControlCurveParams enhances the SmoothingCurveStretchParams to produce locally customized curve
smoothing.
- LocalControlCurveParams(String, String, SegmentCustomBuilderControl, int, StretchBestFitResponse, StretchBestFitResponse, boolean, boolean) - Constructor for class org.drip.state.estimator.LocalControlCurveParams
-
LocalControlCurveParams constructor
- LocalControlStretchBuilder - Class in org.drip.spline.pchip
-
LocalControlStretchBuilder exports Stretch creation/calibration methods to generate customized basis
splines, with customized segment behavior using the segment control.
- LocalControlStretchBuilder() - Constructor for class org.drip.spline.pchip.LocalControlStretchBuilder
-
- Locale - Class in org.drip.analytics.eventday
-
Locale contains the set of regular holidays and the weekend holidays for a location.
- Locale() - Constructor for class org.drip.analytics.eventday.Locale
-
Construct an empty LocHolidays instance
- localize(double) - Method in class org.drip.portfolioconstruction.asset.AssetBounds
-
Localize the Variate Value to within the Bounds
- localize(double) - Method in class org.drip.spline.segment.LatentStateInelastic
-
Transform the Predictor Ordinate to the Local Segment Predictor Ordinate
- LocalMonotoneCkGenerator - Class in org.drip.spline.pchip
-
LocalMonotoneCkGenerator generates customized Local Stretch by trading off Ck for local control.
- LocalVolatilityTermStructure - Class in org.drip.sample.option
-
LocalVolatilityTermStructure contains an illustration of the Calibration and Extraction of the Implied and
the Local Volatility Surfaces and their eventual Strike and Maturity Anchor Term Structures.
- LocalVolatilityTermStructure() - Constructor for class org.drip.sample.option.LocalVolatilityTermStructure
-
- LocationHoliday - Interface in org.drip.analytics.holset
-
LocationHoliday is an interface which is implemented by all the Location Holiday classes.
- LocationHolidays(Document, String) - Static method in class org.drip.param.config.ConfigLoader
-
Create a LocHolidays object from the XML Document and the Location Tag
- Log(int, boolean, String) - Static method in class org.drip.analytics.support.Logger
-
Log a specific message to the level
- LOG_DIAGONAL_ENTROPY_ASYMPTOTE_EXPONENT - Static variable in class org.drip.learning.bound.DiagonalOperatorCoveringBound
-
Asymptote on the Log of the Diagonal Operator Entropy Number
- Logarithm(ComplexNumber) - Static method in class org.drip.quant.fourier.ComplexNumber
-
Compute Logarithm of the Complex Number
- logEntropyNumberAsymptote(DiagonalScalingOperator) - Method in class org.drip.learning.svm.RdDecisionFunction
-
Compute the Decision Function's Asymptotic Exponent for the Entropy Number
- Logger - Class in org.drip.analytics.support
-
The Logger class implements level-set logging, backed by either the screen or a file.
- Logger() - Constructor for class org.drip.analytics.support.Logger
-
- LoggerLocation(String) - Static method in class org.drip.param.config.ConfigLoader
-
Get the logger location from the XML Configuration file
- logLowerBound(double) - Method in interface org.drip.spaces.cover.FunctionClassCoveringBounds
-
Log of the Lower Bound of the Function Covering Number
- logLowerBound(double) - Method in class org.drip.spaces.cover.L1R1CoveringBounds
-
- logLowerBound(double) - Method in class org.drip.spaces.cover.ScaleSensitiveCoveringBounds
-
- Lognormal(ForwardLabel, double, double, UnivariateSequenceGenerator, UnivariateSequenceGenerator) - Static method in class org.drip.dynamics.sabr.StochasticVolatilityStateEvolver
-
Create a Log-normal SABR Instance
- LognormalLIBORCurveEvolver - Class in org.drip.dynamics.lmm
-
LognormalLIBORCurveEvolver sets up and implements the Multi-Factor No-arbitrage Dynamics of the full Curve
Rates State Quantifiers traced from the Evolution of the LIBOR Forward Rate as formulated in:
1) Goldys, B., M.
- LognormalLIBORCurveEvolver(FundingLabel, ForwardLabel, int, SegmentCustomBuilderControl, SegmentCustomBuilderControl, SegmentCustomBuilderControl, SegmentCustomBuilderControl, SegmentCustomBuilderControl, SegmentCustomBuilderControl, SegmentCustomBuilderControl, SegmentCustomBuilderControl) - Constructor for class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver
-
LognormalLIBORCurveEvolver Constructor
- LognormalLIBORPointEvolver - Class in org.drip.dynamics.lmm
-
LognormalLIBORPointEvolver sets up and implements the Multi-Factor No-arbitrage Dynamics of the Point
Rates State Quantifiers traced from the Evolution of the LIBOR Forward Rate as formulated in:
1) Goldys, B., M.
- LognormalLIBORPointEvolver(FundingLabel, ForwardLabel, LognormalLIBORVolatility, ForwardCurve, MergedDiscountForwardCurve) - Constructor for class org.drip.dynamics.lmm.LognormalLIBORPointEvolver
-
LognormalLIBORPointEvolver Constructor
- lognormalLIBORVolatility() - Method in class org.drip.dynamics.lmm.BGMCurveUpdate
-
Retrieve the Log-normal LIBOR Volatility Instance
- lognormalLIBORVolatility() - Method in class org.drip.dynamics.lmm.BGMForwardTenorSnap
-
Retrieve the Log-normal LIBOR Volatility
- lognormalLIBORVolatility() - Method in class org.drip.dynamics.lmm.BGMPointUpdate
-
Retrieve the Log-normal LIBOR Volatility
- LognormalLIBORVolatility - Class in org.drip.dynamics.lmm
-
LognormalLIBORVolatility implements the Multi-Factor Log-normal LIBOR Volatility as formulated in:
1) Goldys, B., M.
- LognormalLIBORVolatility(int, ForwardLabel, MarketSurface[], PrincipalFactorSequenceGenerator) - Constructor for class org.drip.dynamics.lmm.LognormalLIBORVolatility
-
LognormalLIBORVolatility Constructor
- logUpperBound(double) - Method in interface org.drip.spaces.cover.FunctionClassCoveringBounds
-
Log of the Upper Bound of the Function Covering Number
- logUpperBound(double) - Method in class org.drip.spaces.cover.L1R1CoveringBounds
-
- logUpperBound(double) - Method in class org.drip.spaces.cover.ScaleSensitiveCoveringBounds
-
- LONG_STUB - Static variable in class org.drip.analytics.support.CompositePeriodBuilder
-
Period Set Generation Customization - Long Stub (if present) belongs to the front/back end depending
upon backwards/forwards generation scheme
- LongestCommonSubsequence - Class in org.drip.sequence.custom
-
LongestCommonSubsequence contains Variance Bounds on the Critical Measures of the Longest Common
Subsequence between two Strings.
- LongestCommonSubsequence() - Constructor for class org.drip.sequence.custom.LongestCommonSubsequence
-
- LongestCommonSubsequenceBound - Class in org.drip.sample.efronstein
-
LongestCommonSubsequenceBound demonstrates the Computation of the Probabilistic Bounds for the Longest
Common Subsequence across each half over the Random Sequence Values using Variants of the Efron-Stein
Methodology.
- LongestCommonSubsequenceBound() - Constructor for class org.drip.sample.efronstein.LongestCommonSubsequenceBound
-
- longestMaturity() - Method in class org.drip.market.definition.IBORIndex
-
Retrieve the Longest Maturity
- LongOnlyMarkovitzBullet - Class in org.drip.sample.efficientfrontier
-
LongOnlyMarkovitzBullet demonstrates the Construction of the Efficient Frontier using the Constrained Mean
Variance Optimizer for a Long-Only Portfolio.
- LongOnlyMarkovitzBullet() - Constructor for class org.drip.sample.efficientfrontier.LongOnlyMarkovitzBullet
-
- longOnlyMaximumReturns() - Method in class org.drip.portfolioconstruction.mpt.MarkovitzBullet
-
Retrieve the Long Only Maximum Returns Portfolio Metrics
- longOnlyMaximumReturnsAllocate(PortfolioConstructionParameters, AssetUniverseStatisticalProperties) - Method in class org.drip.portfolioconstruction.allocator.ConstrainedMeanVarianceOptimizer
-
- longOnlyMaximumReturnsAllocate(PortfolioConstructionParameters, AssetUniverseStatisticalProperties) - Method in class org.drip.portfolioconstruction.allocator.MeanVarianceOptimizer
-
Allocate the Long-Only Maximum Returns Portfolio
- longOnlyMaximumReturnsAllocate(PortfolioConstructionParameters, AssetUniverseStatisticalProperties) - Method in class org.drip.portfolioconstruction.allocator.QuadraticMeanVarianceOptimizer
-
- LongTenorSwap - Class in org.drip.sample.fixfloat
-
LongTenorSwap demonstrates the Construction and Valuation of In-Advance and In-Arrears Long Tenor Swap.
- LongTenorSwap() - Constructor for class org.drip.sample.fixfloat.LongTenorSwap
-
- loss(double) - Method in class org.drip.learning.bound.EmpiricalLearnerLoss
-
Compute the Loss for the specified Variate
- lossExpectationUpperBound(int) - Method in class org.drip.learning.bound.MeasureConcentrationExpectationBound
-
Compute the Expected Loss Upper Bound between the Sample and the Population for the specified Sample
Size
- lossExponent() - Method in class org.drip.learning.rxtor1.LpLossLearner
-
Retrieve the Loss Exponent
- lossFlow(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer) - Method in class org.drip.product.credit.BondComponent
-
- lossFlow(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer) - Method in class org.drip.product.credit.CDSComponent
-
- lossFlow(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer) - Method in class org.drip.product.definition.CreditComponent
-
Generate the loss flow for the credit component based on the pricer parameters
- lossFlow(JulianDate, CurveSurfaceQuoteContainer) - Method in class org.drip.product.definition.CreditComponent
-
Generate the loss flow for the credit component based on the pricer parameters
- lossFlowFromPrice(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- lossFlowFromPrice(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Get the bond's loss flow from price
- lossMetrics(CreditComponent, ValuationParams, CreditPricerParams, int, CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.CompositePeriod
-
Create a set of loss period measures
- lossOnInstantaneousDefault() - Method in class org.drip.analytics.output.BondWorkoutMeasures
-
Retrieve the Loss On Instantaneous Default
- lossPayLag() - Method in class org.drip.product.params.CreditSetting
-
Retrieve the Loss Pay-out Lag
- lossPV() - Method in class org.drip.historical.attribution.CDSMarketSnap
-
Retrieve the Loss PV
- LossQuadratureGenerator - Class in org.drip.analytics.support
-
LossQuadratureGenerator generates the decomposed Integrand Quadrature for the Loss Steps.
- LossQuadratureGenerator() - Constructor for class org.drip.analytics.support.LossQuadratureGenerator
-
- LossQuadratureMetrics - Class in org.drip.analytics.cashflow
-
LossPeriodCurveFactors is an implementation of the period class enhanced by the loss period measures.
- LossQuadratureMetrics(int, int, double, double, double, double, double, double) - Constructor for class org.drip.analytics.cashflow.LossQuadratureMetrics
-
Elaborate LossPeriodCurveFactors constructor
- lossSampleCoveringNumber(GeneralizedValidatedVector, double, boolean) - Method in class org.drip.learning.rxtor1.ApproximateLipschitzLossLearner
-
- lossSampleCoveringNumber(GeneralizedValidatedVector, double, boolean) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator
-
Retrieve the Loss Class Sample Covering Number - L-Infinity or L-p based Based
- lossSampleCoveringNumber(GeneralizedValidatedVector, double, boolean) - Method in class org.drip.learning.rxtor1.L1LossLearner
-
- lossSampleCoveringNumber(GeneralizedValidatedVector, double, boolean) - Method in class org.drip.learning.rxtor1.LipschitzLossLearner
-
- lossSampleCoveringNumber(GeneralizedValidatedVector, double, boolean) - Method in class org.drip.learning.rxtor1.LpLossLearner
-
- lower() - Method in class org.drip.portfolioconstruction.asset.AssetBounds
-
Retrieve the Lower Bound
- lower() - Method in class org.drip.sequence.metrics.PivotedDepartureBounds
-
Retrieve the Lower Probability Bound
- LOWER_AND_UPPER_TRIANGULAR - Static variable in class org.drip.quant.linearalgebra.Matrix
-
Lower+Upper Triangular Matrix
- LOWER_TRIANGULAR - Static variable in class org.drip.quant.linearalgebra.Matrix
-
Lower Triangular Matrix
- lowerBound(String) - Method in class org.drip.portfolioconstruction.allocator.BoundedPortfolioConstructionParameters
-
Retrieve the Lower Bound for the Specified Asset ID
- lowerBound() - Method in class org.drip.sequence.random.Bounded
-
Retrieve the Lower Bound
- LowUrgencyTrajectoryComparison - Class in org.drip.sample.almgren2009
-
LowUrgencyTrajectoryComparison compares the Static Continuous Trading Trajectory generated by the Almgren
and Chriss (2012) Scheme against the Low Urgency Asymptote Version.
- LowUrgencyTrajectoryComparison() - Constructor for class org.drip.sample.almgren2009.LowUrgencyTrajectoryComparison
-
- LpLossLearner - Class in org.drip.learning.rxtor1
-
LpLossLearner implements the Learner Class that holds the Space of Normed R^x To Normed R^1 Learning
Functions for the Family of Loss Functions that are Polynomial, i.e.,
loss (eta) = (eta ^ p) / p, for p greater than 1.
- LpLossLearner(NormedRxToNormedR1Finite, CoveringNumberLossBound, RegularizationFunction, double) - Constructor for class org.drip.learning.rxtor1.LpLossLearner
-
LpLossLearner Constructor
- lpUpperBound() - Method in class org.drip.learning.bound.LipschitzCoveringNumberBound
-
Retrieve the Lp-based Covering Number Upper Bound
- LSQMCurveIncrement - Class in org.drip.dynamics.evolution
-
LSQMCurveIncrement contains the Increment of the Evolving Term Structure of the Latent State
Quantification Metrics.
- LSQMCurveIncrement() - Constructor for class org.drip.dynamics.evolution.LSQMCurveIncrement
-
Empty LSQMCurveIncrement Constructor
- LSQMCurveSnapshot - Class in org.drip.dynamics.evolution
-
LSQMCurveSnapshot contains the Snapshot of the Evolving Term Structure of the Latent State Quantification
Metrics.
- LSQMCurveSnapshot() - Constructor for class org.drip.dynamics.evolution.LSQMCurveSnapshot
-
Empty LSQMCurveSnapshot Constructor
- LSQMCurveUpdate - Class in org.drip.dynamics.evolution
-
LSQMCurveUpdate contains the Snapshot and the Increment of the Evolving Curve Latent State Quantification
Metrics.
- LSQMCurveUpdate(int, int, LSQMCurveSnapshot, LSQMCurveIncrement) - Constructor for class org.drip.dynamics.evolution.LSQMCurveUpdate
-
LSQMCurveUpdate Constructor
- LSQMPointRecord - Class in org.drip.dynamics.evolution
-
LSQMPointRecord contains the Record of the Evolving Point Latent State Quantification Metrics.
- LSQMPointRecord() - Constructor for class org.drip.dynamics.evolution.LSQMPointRecord
-
Empty LSQMPointRecord Constructor
- LSQMPointUpdate - Class in org.drip.dynamics.evolution
-
LSQMPointUpdate contains the Snapshot and the Increment of the Evolving Point Latent State Quantification
Metrics.
- LSQMPointUpdate(int, int, int, LSQMPointRecord, LSQMPointRecord) - Constructor for class org.drip.dynamics.evolution.LSQMPointUpdate
-
LSQMPointUpdate Constructor
- lss() - Method in class org.drip.product.calib.ProductQuoteSet
-
Retrieve the Array of Latent State Specification
- ltds() - Method in class org.drip.market.exchange.DeliverableSwapFutures
-
Retrieve the Last Trading Date Setting
- ltds() - Method in class org.drip.market.exchange.TreasuryFuturesOptionConvention
-
Retrieve the Array of Last Trading Date Settings
- ltdsArray(String) - Method in class org.drip.market.exchange.FuturesOptions
-
Retrieve the LTDS Array corresponding to the Exchange
- LTLHoliday - Class in org.drip.analytics.holset
-
- LTLHoliday() - Constructor for class org.drip.analytics.holset.LTLHoliday
-
- LUFHoliday - Class in org.drip.analytics.holset
-
- LUFHoliday() - Constructor for class org.drip.analytics.holset.LUFHoliday
-
- lugosiVarianceBound(double[]) - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumMetrics
-
Compute the Lugosi Data-Dependent Variance Bound from the Sample and the Classifier Class Asymptotic
Behavior.
- lugosiVarianceBound(double[][]) - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumMetrics
-
Compute the Lugosi Data-Dependent Variance Bound from the Sample and the Classifier Class Asymptotic
Behavior.
- LUXHoliday - Class in org.drip.analytics.holset
-
- LUXHoliday() - Constructor for class org.drip.analytics.holset.LUXHoliday
-
- LVLHoliday - Class in org.drip.analytics.holset
-
- LVLHoliday() - Constructor for class org.drip.analytics.holset.LVLHoliday
-