- q() - Method in class org.drip.quant.linearalgebra.QR
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Retrieve Q
- QEFHoliday - Class in org.drip.analytics.holset
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- QEFHoliday() - Constructor for class org.drip.analytics.holset.QEFHoliday
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- qm(LatentStateLabel, String) - Method in class org.drip.dynamics.evolution.LSQMCurveSnapshot
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Retrieve the specified Latent State Quantification Metric Curve
- qm(LatentStateLabel, String) - Method in class org.drip.dynamics.evolution.LSQMPointRecord
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Retrieve the specified Quantification Metric Value
- qncq() - Method in class org.drip.optimization.constrained.RegularityConditions
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Retrieve the QNCQ Constraint Qualifier
- QR - Class in org.drip.quant.linearalgebra
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QR hlds the Results of QR Decomposition - viz., the Q and the R Matrices.
- QR(double[][], double[][]) - Constructor for class org.drip.quant.linearalgebra.QR
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QR Constructor
- QRDecomposition(double[][]) - Static method in class org.drip.quant.linearalgebra.Matrix
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Perform a QR Decomposition on the Input Matrix
- QRDecomposition - Class in org.drip.sample.matrix
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QRDecomposition demonstrates the technique to perform a QR Decomposition of the Input Square Matrix into
an Orthogonal and an Upper Triangular Counterparts.
- QRDecomposition() - Constructor for class org.drip.sample.matrix.QRDecomposition
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- QREigenComponentExtractor - Class in org.drip.quant.eigen
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QREigenComponentExtractor extracts the Eigenvalues and Eigenvectors using QR Decomposition.
- QREigenComponentExtractor(int, double) - Constructor for class org.drip.quant.eigen.QREigenComponentExtractor
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QREigenComponentExtractor Constructor
- QUADRATIC_INTERPOLATION - Static variable in class org.drip.function.r1tor1solver.VariateIteratorPrimitive
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Quadratic Interpolation
- QuadraticInterpolation(double, double, double, double, double, double) - Static method in class org.drip.function.r1tor1solver.VariateIteratorPrimitive
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Iterate for the next variate using quadratic interpolation
- QuadraticMeanVarianceOptimizer - Class in org.drip.portfolioconstruction.allocator
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QuadraticMeanVarianceOptimizer builds an Optimal Portfolio Based on MPT Using the Asset Pool Statistical
Properties using a Quadratic Optimization Function and Equality Constraints (if any).
- QuadraticMeanVarianceOptimizer() - Constructor for class org.drip.portfolioconstruction.allocator.QuadraticMeanVarianceOptimizer
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Empty QuadraticMeanVarianceOptimizer Constructor
- QuadraticRationalShapeControl - Class in org.drip.function.r1tor1
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QuadraticRationalShapeControl 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 * (1-x)]
where is the normalized ordinate mapped as
x ==== (x - x_i-1) / (x_i - x_i-1)
- QuadraticRationalShapeControl(double) - Constructor for class org.drip.function.r1tor1.QuadraticRationalShapeControl
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QuadraticRationalShapeControl constructor
- QUANTIFICATION_METRIC_FORWARD_RATE - Static variable in class org.drip.state.basis.BasisCurve
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Basis Latent State Quantification Metric - Discount Factor
- QUANTIFICATION_METRIC_REPO_RATE - Static variable in class org.drip.state.repo.RepoCurve
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Basis Latent State Quantification Metric - Discount Factor
- QuarticPolynomialBasisCurve(String, JulianDate, ForwardLabel, ForwardLabel, boolean, String[], double[]) - Static method in class org.drip.state.creator.ScenarioBasisCurveBuilder
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Create an Instance of the Quartic Polynomial Splined Basis Curve
- QuarticPolynomialCurve(String, JulianDate, CurrencyPair, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioFXCurveBuilder
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Create an Instance of the Quartic Polynomial Splined FX Forward Curve
- QuarticPolynomialCurve(String, JulianDate, String, String, int[], double[]) - Static method in class org.drip.state.creator.ScenarioGovvieCurveBuilder
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Create an Instance of the Quartic Polynomial Splined Govvie Yield Curve
- QuarticPolynomialDiscountCurve(String, JulianDate, String, int[], double[]) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder
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Create an Instance of the Quartic Polynomial Splined DF Discount Curve
- QuarticPolynomialRepoCurve(String, JulianDate, Component, int[], double[]) - Static method in class org.drip.state.creator.ScenarioRepoCurveBuilder
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Create an Instance of the Quartic Polynomial Splined Repo Curve
- QuarticPolynomialTermStructure(String, JulianDate, String, String[], double[]) - Static method in class org.drip.state.creator.ScenarioDeterministicVolatilityBuilder
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Construct the Deterministic Volatility Term Structure Instance based off of a Quartic Polynomial
`Spline
- QuarticPolynomialTermStructure(String, JulianDate, String, String[], double[]) - Static method in class org.drip.state.creator.ScenarioTermStructureBuilder
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Construct a Term Structure Instance based off of a Quartic Polynomial Spline
- QuarticPolynomialWireSurface(String, JulianDate, String, double[], String[], double[][]) - Static method in class org.drip.state.creator.ScenarioMarketSurfaceBuilder
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Construct a Scenario Market Surface off of Quartic Polynomial Wire Spline and Quartic Polynomial
Surface Spline.
- quickSort(int, int) - Method in class org.drip.spaces.big.BigR1Array
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Sort the Specified Range in the Array using Quick Sort
- quickSort() - Method in class org.drip.spaces.big.BigR1Array
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Sort the Full Array using Quick Sort
- quote() - Method in class org.drip.feed.loader.TenorQuote
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Retrieve the Closing Quote
- quote(String) - Method in class org.drip.param.definition.ProductQuote
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Get the Quote for the given Field
- Quote - Class in org.drip.param.definition
-
Quote interface contains the stubs corresponding to a product quote.
- Quote() - Constructor for class org.drip.param.definition.Quote
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- quote(String) - Method in class org.drip.param.quote.ProductMultiMeasure
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- QUOTE_REFERENCE_INDEX_AUD_BOND_FUTURES_STYLE - Static variable in class org.drip.market.exchange.TreasuryFuturesSettle
-
Settle Quote Type - Uses a Reference Index Based off of Conversion Factor Computed AUD Bond Futures
Style
- QUOTE_REFERENCE_INDEX_CONVERSION_FACTOR - Static variable in class org.drip.market.exchange.TreasuryFuturesSettle
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Settle Quote Type - Uses a Reference Index Based off of Conversion Factor
- QUOTE_REFERENCE_INDEX_FLAT - Static variable in class org.drip.market.exchange.TreasuryFuturesSettle
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Settle Quote Type - AUD Bank Bill Type - Uses a Flat Reference Index
- QuoteBuilder - Class in org.drip.param.creator
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QuoteBuilder contains the quote builder object.
- QuoteBuilder() - Constructor for class org.drip.param.creator.QuoteBuilder
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- quoteCcy() - Method in class org.drip.product.params.CurrencyPair
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Get the quote currency
- QuoteConvention - Class in org.drip.product.params
-
QuoteConvention contains the Component Market Convention Parameters - the quote convention, the
calculation type, the first settle date, and the redemption amount.
- QuoteConvention(ValuationCustomizationParams, String, int, double, int, String, int) - Constructor for class org.drip.product.params.QuoteConvention
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Construct the QuoteConvention object from the valuation Customization Parameters, the calculation
type, the first settle date, and the redemption value.
- QuotedSpreadInterpreter - Class in org.drip.param.quoting
-
QuotedSpreadInterpreter holds the fields needed to interpret a Quoted Spread Quote.
- QuotedSpreadInterpreter(String, double) - Constructor for class org.drip.param.quoting.QuotedSpreadInterpreter
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QuotedSpreadInterpreter constructor
- quoteMap() - Method in class org.drip.analytics.input.BootCurveConstructionInput
-
- quoteMap() - Method in interface org.drip.analytics.input.CurveConstructionInputSet
-
Retrieve the Calibration Quote Map
- quoteMap() - Method in class org.drip.analytics.input.LatentStateShapePreservingCCIS
-
- quoteMap() - Method in class org.drip.param.market.CurveSurfaceQuoteContainer
-
Retrieve the Full Set of Quotes
- quotes() - Method in class org.drip.service.api.FixFloatFundingInstrument
-
Retrieve the Array of Quotes
- quotingParameter() - Method in class org.drip.analytics.input.BootCurveConstructionInput
-
- quotingParameter() - Method in interface org.drip.analytics.input.CurveConstructionInputSet
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Retrieve the Quoting Parameter
- quotingParameter() - Method in class org.drip.analytics.input.LatentStateShapePreservingCCIS
-