- r() - Method in class org.drip.quant.linearalgebra.QR
-
Retrieve R
- r1(String) - Method in class org.drip.historical.attribution.PositionMarketSnap
-
Retrieve the Custom R^1 Entry corresponding to the Specified Key
- r1(String) - Method in class org.drip.historical.sensitivity.TenorDurationNodeMetrics
-
Retrieve the Custom R^1 Entry corresponding to the Specified Key
- R1 - Class in org.drip.measure.continuousmarginal
-
R1 implements the Base Abstract Class behind R^1 Distributions.
- R1() - Constructor for class org.drip.measure.continuousmarginal.R1
-
- r1() - Method in class org.drip.spaces.iterator.RdSpanningCombinatorialIterator
-
Retrieve the Array of the R^1 Combinatorial Vectors
- R1ArrayInSituSort - Class in org.drip.sample.algo
-
R1ArrayInSituSort demonstrates the Functionality that conducts an in-place Sorting of an Instance of
BigDoubleArray using a variety of Sorting Algorithms.
- R1ArrayInSituSort() - Constructor for class org.drip.sample.algo.R1ArrayInSituSort
-
- R1Combinatorial - Class in org.drip.spaces.metric
-
R1Combinatorial implements the Normed, Bounded/Unbounded Combinatorial l^p R^1 Spaces.
- R1Combinatorial(List<Double>, R1, int) - Constructor for class org.drip.spaces.metric.R1Combinatorial
-
R1Combinatorial Space Constructor
- R1CombinatorialBall - Class in org.drip.spaces.metric
-
R1CombinatorialBall extends the Combinatorial R^1 Banach Space by enforcing the Closed Bounded Metric.
- R1CombinatorialBall(List<Double>, R1, int, double) - Constructor for class org.drip.spaces.metric.R1CombinatorialBall
-
R1CombinatorialBall Constructor
- R1CombinatorialToR1Continuous(R1ToR1, NormedR1CombinatorialToR1Continuous, double) - Static method in class org.drip.learning.regularization.RegularizerBuilder
-
Construct an Instance of R^1 Combinatorial To R^1 Continuous Regularizer
- R1CombinatorialVector - Class in org.drip.spaces.tensor
-
R1CombinatorialVector exposes the normed/non-normed Discrete Spaces with R^1 Combinatorial Vector
Elements.
- R1CombinatorialVector(List<Double>) - Constructor for class org.drip.spaces.tensor.R1CombinatorialVector
-
R1CombinatorialVector Constructor
- R1Continuous - Class in org.drip.spaces.metric
-
R1Continuous implements the Normed, Bounded/Unbounded Continuous l^p R^1 Spaces.
- R1Continuous(double, double, R1, int) - Constructor for class org.drip.spaces.metric.R1Continuous
-
R1Continuous Space Constructor
- R1ContinuousBall - Class in org.drip.spaces.metric
-
R1ContinuousBall extends the Continuous R^1 Banach Space by enforcing the Closed Bounded Metric.
- R1ContinuousBall(double, double, R1, int, double) - Constructor for class org.drip.spaces.metric.R1ContinuousBall
-
R1ContinuousBall Constructor
- R1ContinuousToR1Continuous(R1ToR1, NormedR1ContinuousToR1Continuous, double) - Static method in class org.drip.learning.regularization.RegularizerBuilder
-
Construct an Instance of R^1 Continuous To R^1 Continuous Regularizer
- R1ContinuousVector - Class in org.drip.spaces.tensor
-
R1ContinuousVector exposes the Normed/non-normed, Bounded/Unbounded Continuous R^1 Vector Spaces with
Real-valued Elements.
- R1ContinuousVector(double, double) - Constructor for class org.drip.spaces.tensor.R1ContinuousVector
-
R1ContinuousVector Constructor
- R1GeneralizedVector - Interface in org.drip.spaces.tensor
-
R1GeneralizedVector exposes the basic Properties of the General R^1 Vector Space.
- R1Multivariate - Class in org.drip.measure.continuousjoint
-
R1Multivariate contains the Generalized Joint Multivariate R^1 Distributions.
- R1MultivariateNormal - Class in org.drip.measure.gaussian
-
R1MultivariateNormal contains the Generalized Joint Multivariate R^1 Normal Distributions.
- R1MultivariateNormal(MultivariateMeta, double[], Covariance) - Constructor for class org.drip.measure.gaussian.R1MultivariateNormal
-
R1MultivariateNormal Constructor
- R1Normed - Interface in org.drip.spaces.metric
-
R1Normed Abstract Class implements the Normed, Bounded/Unbounded Continuous/Combinatorial l^p R^1 Spaces.
- R1PiecewiseDisplaced - Class in org.drip.measure.lebesgue
-
R1PiecewiseDisplaced implements the Displaced Piecewise Linear R^1 Distributions.
- R1PiecewiseDisplaced(double, double, double[], double[], double) - Constructor for class org.drip.measure.lebesgue.R1PiecewiseDisplaced
-
R1PiecewiseDisplaced Constructor
- R1PiecewiseLinear - Class in org.drip.measure.lebesgue
-
R1PiecewiseLinear implements the Piecewise Linear R^1 Distributions.
- R1PiecewiseLinear(double, double, double[], double[]) - Constructor for class org.drip.measure.lebesgue.R1PiecewiseLinear
-
R1PiecewiseLinear Constructor
- R1R1 - Class in org.drip.measure.continuousjoint
-
R1R1 implements the Base Abstract Class behind Bivariate R^1 Distributions.
- R1R1() - Constructor for class org.drip.measure.continuousjoint.R1R1
-
- R1R1ToR1 - Interface in org.drip.quant.stochastic
-
R1R1ToR1 interface exposes the stubs for the evaluation of the objective function and its derivatives for
a R^1 Deterministic + R^1 Random To R^1 Stochastic Function with one Random Component.
- R1ToR1 - Class in org.drip.function.definition
-
R1ToR1 provides the evaluation of the objective function and its derivatives for a specified variate.
- r1Tor1() - Method in class org.drip.learning.regularization.RegularizationFunction
-
Retrieve the R^1 To R^1 Regularization Function
- R1ToR1Integrator - Class in org.drip.quant.calculus
-
R1ToR1Integrator implements the following routines for integrating the R^1 To R^1 objective Function:
- Linear Quadrature
- Mid-Point Scheme
- Trapezoidal Scheme
- Simpson/Simpson38 schemes
- Boole Scheme
- R1ToR1Integrator() - Constructor for class org.drip.quant.calculus.R1ToR1Integrator
-
- R1ToRd - Class in org.drip.function.definition
-
R1ToRd provides the evaluation of the R^1 To R^d Objective Function and its derivatives for a specified
variate.
- R1Uniform - Class in org.drip.measure.lebesgue
-
R1Uniform implements the R^1 Lebesgue (i.e., Bounded Uniform) Distribution, with a Uniform Distribution
between a Lower and an Upper Bound.
- R1Uniform(double, double) - Constructor for class org.drip.measure.lebesgue.R1Uniform
-
Construct a R^1 Bounded Uniform Distribution
- R1UnivariateNormal - Class in org.drip.measure.gaussian
-
R1UnivariateNormal implements the Univariate R^1 Normal Distribution.
- R1UnivariateNormal(double, double) - Constructor for class org.drip.measure.gaussian.R1UnivariateNormal
-
Construct a R1 Normal/Gaussian Distribution
- R2ArrayPathwiseProcessing - Class in org.drip.sample.algo
-
R2ArrayPathwiseProcessing demonstrates the Functionality that conducts an in-place Path-wise Processing of
an Instance of Big R^2 Array.
- R2ArrayPathwiseProcessing() - Constructor for class org.drip.sample.algo.R2ArrayPathwiseProcessing
-
- Random() - Static method in class org.drip.measure.gaussian.NormalQuadrature
-
Generate a Random Univariate Number following a Gaussian Distribution
- random() - Method in class org.drip.sequence.random.Binary
-
- random() - Method in class org.drip.sequence.random.BoundedGaussian
-
- random() - Method in class org.drip.sequence.random.BoundedUniform
-
- random() - Method in class org.drip.sequence.random.BoundedUniformInteger
-
- random() - Method in class org.drip.sequence.random.BoxMullerGaussian
-
- random() - Method in class org.drip.sequence.random.MultivariateSequenceGenerator
-
Generate the Set of Multivariate Random Numbers according to the specified rule
- random() - Method in class org.drip.sequence.random.Poisson
-
- random() - Method in class org.drip.sequence.random.PrincipalFactorSequenceGenerator
-
- random() - Method in class org.drip.sequence.random.UnivariateSequenceGenerator
-
Generate a Random Number according to the specified rule
- Rank(double[][]) - Static method in class org.drip.quant.linearalgebra.Matrix
-
Compute the Rank of the Matrix
- rate() - Method in class org.drip.analytics.output.CompositePeriodCouponMetrics
-
Retrieve the Composite Rate
- rate() - Method in class org.drip.analytics.output.UnitPeriodMetrics
-
Retrieve the Coupon Rate
- rate() - Method in class org.drip.assetbacked.borrower.RevolvingUtilizationRate
-
Retrieve the Borrower's Revolving Utilization Rate
- rate() - Method in class org.drip.assetbacked.loan.Coupon
-
Retrieve the Loan Coupon Rate
- rate(double, InvestorCliffSettings) - Method in class org.drip.portfolioconstruction.alm.ExpectedBasicConsumption
-
Compute the Expected Consumption Rate
- rate(double, InvestorCliffSettings) - Method in class org.drip.portfolioconstruction.alm.ExpectedNonFinancialIncome
-
Compute the Retirement Age Income Replacement Rate
- rate() - Method in class org.drip.product.calib.DepositComponentQuoteSet
-
Retrieve the Rate
- rate() - Method in class org.drip.product.calib.FixFloatQuoteSet
-
Retrieve the Rate
- rate() - Method in class org.drip.product.calib.FuturesComponentQuoteSet
-
Retrieve the Rate
- rate(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, int, boolean) - Method in class org.drip.state.curve.BasisSplineFXForward
-
- rate(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, int, boolean) - Method in class org.drip.state.fx.FXCurve
-
Calculate the rate implied by the discount curve inputs to a specified date
- rate(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, int, boolean) - Method in class org.drip.state.nonlinear.FlatForwardFXCurve
-
- rateIncrement() - Method in class org.drip.market.exchange.DeliverableSwapFutures
-
Retrieve the Rate Increment
- rateIndex() - Method in class org.drip.product.credit.BondComponent
-
- rateIndex() - Method in class org.drip.product.definition.Bond
-
Return the rate index of the bond
- RateIndexFromCcyAndCouponFreq(String, int) - Static method in class org.drip.analytics.support.Helper
-
Calculate the rate index from currency and coupon frequency
- RatesBasket - Class in org.drip.product.rates
-
RatesBasket contains the implementation of the Basket of Rates Component legs.
- RatesBasket(String, Stream[], Stream[]) - Constructor for class org.drip.product.rates.RatesBasket
-
RatesBasket constructor
- RatingLabel - Class in org.drip.state.identifier
-
RatingLabel contains the Identifier Parameters referencing the Label corresponding to the Credit Rating
Latent State.
- RatingLabel(String, String) - Constructor for class org.drip.state.identifier.RatingLabel
-
RatingsLabel constructor
- ratingRatingCorrelation(RatingLabel, RatingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer
-
Retrieve the Correlation Surface for the specified Rating and the Rating Latent States
- ratingRecoveryCorrelation(RatingLabel, RecoveryLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer
-
Retrieve the Correlation Surface for the specified Rating and Recovery Latent States
- ratingRepoCorrelation(RatingLabel, RepoLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer
-
Retrieve the Correlation Surface for the specified Rating and Repo Latent States
- ratingState(RatingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer
-
Retrieve the Rating State for the specified Rating Latent State Label
- ratingVolaitlity(RatingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer
-
Retrieve the Volatility Curve for the specified Rating Latent State
- ratio() - Method in class org.drip.assetbacked.borrower.DTIExMortgage
-
Retrieve the Borrower's Current Debt-to-income Ratio
- rationalTension() - Method in class org.drip.spline.basis.ExponentialRationalSetParams
-
Get the Rational Tension
- RAW_TENSION_HYPERBOLIC - Static variable in class org.drip.spline.bspline.BasisHatPairGenerator
-
Raw Tension Hyperbolic B Spline Basis Hat Phy and Psy
- Rd - Class in org.drip.measure.continuousmarginal
-
Rd implements the Base Abstract Class behind R^d Distributions.
- Rd() - Constructor for class org.drip.measure.continuousmarginal.Rd
-
- RdAggregate - Class in org.drip.spaces.tensor
-
RdAggregate exposes the basic Properties of the R^d as a Sectional Super-position of R^1 Vector Spaces.
- RdCombinatorialBall - Class in org.drip.spaces.metric
-
RdCombinatorialBall extends the Combinatorial R^d Banach Space by enforcing the Closed Bounded Metric.
- RdCombinatorialBall(R1CombinatorialVector[], Rd, int, double) - Constructor for class org.drip.spaces.metric.RdCombinatorialBall
-
RdCombinatorialBall Constructor
- RdCombinatorialBanach - Class in org.drip.spaces.metric
-
RdCombinatorialBanach implements the Bounded/Unbounded Combinatorial l^p R^d Spaces.
- RdCombinatorialBanach(R1CombinatorialVector[], Rd, int) - Constructor for class org.drip.spaces.metric.RdCombinatorialBanach
-
RdCombinatorialBanach Space Constructor
- RdCombinatorialHilbert - Class in org.drip.spaces.metric
-
RdCombinatorialHilbert implements the Bounded/Unbounded, Combinatorial l^2 R^d Spaces.
- RdCombinatorialHilbert(R1CombinatorialVector[], Rd) - Constructor for class org.drip.spaces.metric.RdCombinatorialHilbert
-
RdCombinatorialHilbert Space Constructor
- RdCombinatorialToR1Continuous(RdToR1, NormedRdCombinatorialToR1Continuous, double) - Static method in class org.drip.learning.regularization.RegularizerBuilder
-
Construct an Instance of R^d Combinatorial To R^1 Continuous Regularizer
- RdCombinatorialVector - Class in org.drip.spaces.tensor
-
RdCombinatorialVector exposes the Normed/Non-normed Discrete Spaces with R^d Combinatorial Vector
Elements.
- RdCombinatorialVector(R1CombinatorialVector[]) - Constructor for class org.drip.spaces.tensor.RdCombinatorialVector
-
RdCombinatorialVector Constructor
- RdContinuousBall - Class in org.drip.spaces.metric
-
RdContinuousBall extends the Continuous R^d Banach Space by enforcing the Closed Bounded Metric.
- RdContinuousBall(R1ContinuousVector[], Rd, int, double) - Constructor for class org.drip.spaces.metric.RdContinuousBall
-
RdContinuousBall Constructor
- RdContinuousBanach - Class in org.drip.spaces.metric
-
RdContinuousBanach implements the Normed, Bounded/Unbounded Continuous l^p R^d Spaces.
- RdContinuousBanach(R1ContinuousVector[], Rd, int) - Constructor for class org.drip.spaces.metric.RdContinuousBanach
-
RdContinuousBanach Space Constructor
- RdContinuousHilbert - Class in org.drip.spaces.metric
-
RdContinuousHilbert implements the Bounded/Unbounded, Continuous l^2 R^d Spaces.
- RdContinuousHilbert(R1ContinuousVector[], Rd) - Constructor for class org.drip.spaces.metric.RdContinuousHilbert
-
RdContinuousHilbert Space Constructor
- RdContinuousToR1Continuous(RdToR1, NormedRdContinuousToR1Continuous, double) - Static method in class org.drip.learning.regularization.RegularizerBuilder
-
Construct an Instance of R^d Continuous To R^1 Continuous Regularizer
- RdContinuousVector - Class in org.drip.spaces.tensor
-
RdContinuousVector implements the Normed/non-normed, Bounded/Unbounded Continuous R^d Vector Spaces.
- RdContinuousVector(R1ContinuousVector[]) - Constructor for class org.drip.spaces.tensor.RdContinuousVector
-
RdContinuousVector Constructor
- RdDecisionFunction - Class in org.drip.learning.svm
-
RdDecisionFunction exposes the R^d Decision-Function Based SVM Functionality for Classification and
Regression.
- RdDecisionFunction(RdGeneralizedVector, RdNormed, double[], double) - Constructor for class org.drip.learning.svm.RdDecisionFunction
-
RdDecisionFunction Constructor
- RdExhaustiveStateSpaceScan - Class in org.drip.spaces.iterator
-
RdExhaustiveStateSpaceScan contains the Functionality to iterate exhaustively through the R^d Space.
- RdExhaustiveStateSpaceScan(int[], boolean) - Constructor for class org.drip.spaces.iterator.RdExhaustiveStateSpaceScan
-
RdExhaustiveStateSpaceScan Constructor
- RdGeneralizedVector - Interface in org.drip.spaces.tensor
-
RdGeneralizedVector exposes the basic Properties of the Generalized R^d Vector Space.
- RdNormed - Interface in org.drip.spaces.metric
-
RdNormed Abstract Class implements the Normed, Bounded/Unbounded Continuous/Combinatorial l^p R^d Spaces.
- RdR1 - Class in org.drip.measure.continuousjoint
-
Rd implements the Base Abstract Class behind R^d X R^1 Distributions.
- RdR1() - Constructor for class org.drip.measure.continuousjoint.RdR1
-
- RdReceedingStateSpaceScan - Class in org.drip.spaces.iterator
-
RdReceedingStateSpaceScan is the Abstract Iterator Class that contains the Functionality to conduct a
Receeding Scan through a R^d Space.
- RdReceedingStateSpaceScan(int[], boolean) - Constructor for class org.drip.spaces.iterator.RdReceedingStateSpaceScan
-
RdReceedingStateSpaceScan Constructor
- RdSpanningCombinatorialIterator - Class in org.drip.spaces.iterator
-
RdSpanningCombinatorialIterator contains the Functionality to conduct a Spanning Iteration through an R^d
Combinatorial Space.
- RdSpanningCombinatorialIterator(R1CombinatorialVector[], int[]) - Constructor for class org.drip.spaces.iterator.RdSpanningCombinatorialIterator
-
RdSpanningCombinatorialIterator Constructor
- RdSpanningStateSpaceScan - Class in org.drip.spaces.iterator
-
RdSpanningStateSpaceScan is the Abstract Iterator Class that contains the Functionality to perform a
Spanning Iterative Scan through an R^d State Space.
- RdToR1 - Class in org.drip.function.definition
-
RdToR1 provides the evaluation of the R^d To R^1 objective function and its derivatives for a specified
set of R^d variates.
- rdTor1() - Method in class org.drip.learning.regularization.RegularizationFunction
-
Retrieve the R^d To R^1 Regularization Function
- RdToRd - Class in org.drip.function.definition
-
RdToRd provides the evaluation of the R^d To R^d objective function and its derivatives for a specified
set of R^d variates.
- RdUniform - Class in org.drip.measure.lebesgue
-
RdUniform implements the R^d Lebesgue Measure Distribution that corresponds to a Uniform R^d d-Volume
Space.
- RdUniform(RdGeneralizedVector) - Constructor for class org.drip.measure.lebesgue.RdUniform
-
RdUniform Constructor
- real() - Method in class org.drip.quant.fourier.ComplexNumber
-
Retrieve the Real Part
- realization() - Method in class org.drip.execution.hjb.NonDimensionalCost
-
Retrieve the Realized Non-dimensional Value
- realization() - Method in class org.drip.execution.latent.MarketStateCorrelated
-
Retrieve the Liquidity/Volatility Market State Realizations
- realization() - Method in class org.drip.historical.attribution.PositionManifestMeasureSnap
-
Retrieve the Realized Manifest Measure Value
- realizedDrift(int) - Method in class org.drip.execution.bayesian.PriorDriftDistribution
-
Generate the given Number of Bayesian Drift Realizations
- realizedFinalShortRate() - Method in class org.drip.dynamics.hullwhite.ShortRateUpdate
-
Retrieve the Realized Final Short Rate
- realizedMarketState() - Method in class org.drip.execution.latent.OrnsteinUhlenbeckSequence
-
Retrieve the Sequence of Market State Realization
- realizedQM() - Method in class org.drip.dynamics.lmm.PathwiseQMRealization
-
Retrieve the Array of the Realized QM
- realizedZeroCouponPrice(int) - Method in class org.drip.dynamics.lmm.ContinuouslyCompoundedForwardProcess
-
Retrieve a Realized Zero-Coupon Bond Price
- ReceedingPermutationScan(String, int) - Static method in class org.drip.spaces.big.SubStringSetExtractor
-
Locate the String Set of the Target Size using a Receeding Permutation Scan
- recordPhase(double, double, double, double, double, boolean) - Method in class org.drip.pricer.option.HestonStochasticVolatilityAlgorithm
-
Record the Details of a Single Phase Adjustment Run
- recovery(int, CreditCurve) - Method in class org.drip.product.credit.BondComponent
-
- recovery(int, int, CreditCurve) - Method in class org.drip.product.credit.BondComponent
-
- recovery(int, CreditCurve) - Method in class org.drip.product.credit.CDSComponent
-
- recovery(int, int, CreditCurve) - Method in class org.drip.product.credit.CDSComponent
-
- recovery(int, CreditCurve) - Method in class org.drip.product.definition.CreditComponent
-
Get the recovery of the credit component for the given date
- recovery(int, int, CreditCurve) - Method in class org.drip.product.definition.CreditComponent
-
Get the time-weighted recovery of the credit component between the given dates
- recovery() - Method in class org.drip.product.params.CreditSetting
-
Retrieve the Recovery Amount
- recovery(int) - Method in class org.drip.state.credit.CreditCurve
-
Calculate the recovery rate to the given date
- recovery(JulianDate) - Method in class org.drip.state.credit.CreditCurve
-
Calculate the recovery rate to the given date
- recovery(String) - Method in class org.drip.state.credit.CreditCurve
-
Calculate the recovery rate to the given tenor
- recovery(int) - Method in class org.drip.state.nonlinear.ForwardHazardCreditCurve
-
- recoveryFlatBump(BasketProduct, boolean) - Method in class org.drip.param.definition.ScenarioMarketParams
-
Get the map of Recovery Flat Bumped Curves for the given Basket Product
- recoveryFlatBump(BasketProduct, boolean) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
-
- RecoveryLabel - Class in org.drip.state.identifier
-
RecoveryLabel contains the Identifier Parameters referencing the Latent State of the named Recovery Curve.
- recoveryPV() - Method in class org.drip.analytics.output.BondWorkoutMeasures
-
Retrieve the Recovery PV
- recoveryRate() - Method in class org.drip.historical.attribution.CDSMarketSnap
-
Retrieve the Recovery Rate
- recoveryRate(JulianDate) - Method in class org.drip.historical.state.CreditCurveMetrics
-
Retrieve the Recovery Rate corresponding to the specified Date
- recoveryRate() - Method in class org.drip.market.otc.CreditIndexConvention
-
Retrieve the Recovery Rate
- recoveryRecoveryCorrelation(RecoveryLabel, RecoveryLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer
-
Retrieve the Correlation Surface for the specified Recovery Latent State Pair
- recoveryRepoCorrelation(RecoveryLabel, RepoLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer
-
Retrieve the Correlation Surface for the specified Recovery and the Repo Latent States
- recoveryState(RecoveryLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer
-
Retrieve the Recovery Latent State from the Label
- recoveryVolatility(RecoveryLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer
-
Retrieve the Volatility Curve for the specified Recovery Latent State
- redemptionCurrency() - Method in class org.drip.product.credit.BondComponent
-
- redemptionCurrency() - Method in class org.drip.product.definition.Bond
-
Return the bond's redemption currency
- redemptionValue() - Method in class org.drip.product.credit.BondComponent
-
- redemptionValue() - Method in class org.drip.product.definition.Bond
-
Return the bond's redemption value
- redemptionValue() - Method in class org.drip.product.params.QuoteConvention
-
Retrieve the Redemption Value
- reductionFactor() - Method in class org.drip.function.rdtor1descent.LineStepEvolutionControl
-
Retrieve the Reduction Factor per Step
- reductionSteps() - Method in class org.drip.function.rdtor1descent.LineStepEvolutionControl
-
Retrieve the Number of Reduction Steps
- reference() - Method in class org.drip.quant.stochastic.OrnsteinUhlenbeckProcess2D
-
Retrieve the Reference 1D Ornstein-Uhlenbeck Process
- REFERENCE_PERIOD_IN_ADVANCE - Static variable in class org.drip.analytics.support.CompositePeriodBuilder
-
Reference Period Fixing is IN-ADVANCE (i.e., the same as that) of the Coupon Period
- REFERENCE_PERIOD_IN_ARREARS - Static variable in class org.drip.analytics.support.CompositePeriodBuilder
-
Reference Period Fixing is IN-ARREARS (i.e., displaced one period to the right) of the Coupon Period
- referenceBurstiness() - Method in interface org.drip.quant.stochastic.OrnsteinUhlenbeck
-
Retrieve the Reference Burstiness Scale
- referenceBurstiness() - Method in class org.drip.quant.stochastic.OrnsteinUhlenbeckProcess1D
-
- referenceBurstiness() - Method in class org.drip.quant.stochastic.OrnsteinUhlenbeckProcess2D
-
- referenceComponent() - Method in class org.drip.product.fx.ComponentPair
-
Retrieve the Reference Component
- referenceConvention() - Method in class org.drip.market.otc.CrossFloatSwapConvention
-
Retrieve the Reference Convention
- ReferenceCoordinatedVariation(CoordinatedVariation) - Static method in class org.drip.execution.dynamics.ArithmeticPriceEvolutionParametersBuilder
-
Construct a Linear Permanent Evolution Parameters from a Deterministic Coordinated Variation Instance
- referenceCoupon() - Method in class org.drip.product.govvie.TreasuryFutures
-
Retrieve the Reference Coupon Rate
- referenceEntity() - Method in class org.drip.state.identifier.CreditLabel
-
Retrieve the Reference Entity
- ReferenceForwardState - Class in org.drip.template.state
-
ReferenceForwardState sets up the Calibration of the Reference Forward Latent State and examine the
Emitted Metrics.
- ReferenceForwardState() - Constructor for class org.drip.template.state.ReferenceForwardState
-
- ReferenceForwardStateShifted - Class in org.drip.template.statebump
-
ReferenceForwardStateShifted demonstrates the Generation of the Shifted Reference Forward Curves.
- ReferenceForwardStateShifted() - Constructor for class org.drip.template.statebump.ReferenceForwardStateShifted
-
- referenceIndex() - Method in class org.drip.state.basis.BasisCurve
-
- referenceIndex() - Method in interface org.drip.state.basis.BasisEstimator
-
Retrieve the Reference Index
- referenceIndexPeriod() - Method in class org.drip.analytics.cashflow.ComposableUnitFloatingPeriod
-
Retrieve the Reference Index Period
- ReferenceIndexPeriod - Class in org.drip.analytics.cashflow
-
ReferenceIndexPeriod contains the cash flow period details.
- ReferenceIndexPeriod(int, int, ForwardLabel) - Constructor for class org.drip.analytics.cashflow.ReferenceIndexPeriod
-
The ReferenceIndexPeriod constructor
- referenceLag() - Method in class org.drip.market.definition.OvernightIndex
-
Retrieve the Index Reference Lag
- referenceLiquidity() - Method in class org.drip.execution.tradingtime.CoordinatedVariation
-
Retrieve the Reference Liquidity
- referenceMeanReversionLevel() - Method in interface org.drip.quant.stochastic.OrnsteinUhlenbeck
-
Retrieve the Reference Mean Reversion Level Scale
- referenceMeanReversionLevel() - Method in class org.drip.quant.stochastic.OrnsteinUhlenbeckProcess1D
-
- referenceMeanReversionLevel() - Method in class org.drip.quant.stochastic.OrnsteinUhlenbeckProcess2D
-
- referenceParBasisSpread() - Method in class org.drip.product.calib.FixFloatQuoteSet
-
Retrieve the Reference Par Basis Spread
- referenceParBasisSpread() - Method in class org.drip.product.calib.FloatFloatQuoteSet
-
Retrieve the Reference Par Basis Spread
- referencePeriodArrearsType() - Method in class org.drip.param.period.ComposableFloatingUnitSetting
-
Retrieve the Reference Period Arrears Type
- referencePrice(double) - Method in class org.drip.market.exchange.TreasuryFuturesConvention
-
Compute the Reference Bond Price from the Quoted Futures Index Level
- referencePrice(JulianDate, Bond, double) - Method in class org.drip.market.exchange.TreasuryFuturesConvention
-
Compute the Reference Bond Price from the Quoted Futures Index Level
- referenceRelaxationTime() - Method in interface org.drip.quant.stochastic.OrnsteinUhlenbeck
-
Retrieve the Reference Relaxation Time Scale
- referenceRelaxationTime() - Method in class org.drip.quant.stochastic.OrnsteinUhlenbeckProcess1D
-
- referenceRelaxationTime() - Method in class org.drip.quant.stochastic.OrnsteinUhlenbeckProcess2D
-
- referenceStream() - Method in class org.drip.product.rates.DualStreamComponent
-
Retrieve the Reference Stream
- referenceStream() - Method in class org.drip.product.rates.FixFloatComponent
-
- referenceStream() - Method in class org.drip.product.rates.FloatFloatComponent
-
- referenceTenor() - Method in class org.drip.market.otc.FloatFloatSwapConvention
-
Retrieve the Reference Tenor
- referenceVolatility() - Method in class org.drip.execution.tradingtime.CoordinatedVariation
-
Retrieve the Reference Volatility
- regress(double[]) - Method in class org.drip.learning.svm.RdDecisionFunction
-
Regress on the Specified Multi-dimensional Point
- regress() - Method in class org.drip.regression.core.UnitRegressionExecutor
-
- regress() - Method in interface org.drip.regression.core.UnitRegressor
-
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
-
Regression outputs rolled up to Modules
- REGRESSION_DETAIL_MODULE_UNIT_AGGREGATED - Static variable in class org.drip.regression.core.RegressionEngine
-
Regression outputs rolled up to Module Units
- REGRESSION_DETAIL_MODULE_UNIT_DECOMPOSED - Static variable in class org.drip.regression.core.RegressionEngine
-
Regression outputs decomposed at individual Module Units
- REGRESSION_DETAIL_STATS - Static variable in class org.drip.regression.core.RegressionEngine
-
Regression Output: Statistics
- RegressionEngine - Class in org.drip.regression.core
-
RegressionEngine provides the control and frame-work functionality for the General Purpose Regression
Suite.
- RegressionLearning(R1ToR1, double) - Static method in class org.drip.learning.bound.CoveringNumberBoundBuilder
-
Construct the Regression Learning CoveringNumberProbabilityBound Instance
- RegressionRunDetail - Class in org.drip.regression.core
-
RegressionRunDetail contains named field level detailed output of the regression activity.
- RegressionRunDetail() - Constructor for class org.drip.regression.core.RegressionRunDetail
-
Empty constructor: Regression detail fields will be initialized
- RegressionRunOutput - Class in org.drip.regression.core
-
RegressionRunOutput contains the output of a single regression activity.
- RegressionRunOutput(String) - Constructor for class org.drip.regression.core.RegressionRunOutput
-
Regression Run Output Constructor
- RegressionSplineBondCurve - Class in org.drip.sample.bond
-
RegressionSplineBondCurve demonstrates the Functionality behind the Regression Spline based OLS best-fit
Construction of a Bond Discount Curve Based on Input Price/Yield.
- RegressionSplineBondCurve() - Constructor for class org.drip.sample.bond.RegressionSplineBondCurve
-
- regressorCoveringProbabilityBound(int, double, boolean) - Method in class org.drip.learning.rxtor1.GeneralizedLearner
-
Compute the Upper Bound of the Probability of the Absolute Deviation between the Empirical and the
Population Means using the Function Class Supremum Covering Number for Regression Learning
- regressorCoveringProbabilityBound(GeneralizedValidatedVector, int, double, boolean) - Method in class org.drip.learning.rxtor1.GeneralizedLearner
-
Compute the Sample/Data Dependent Upper Bound of the Probability of the Absolute Deviation between
the Empirical and the Population Means using the Function Class Supremum Covering Number for
Regression Learning
- regressorCoveringSampleSize(double, double, boolean) - Method in class org.drip.learning.rxtor1.GeneralizedLearner
-
Compute the Minimum Possible Sample Size needed to generate the required Upper Probability Bound for
the Specified Empirical Deviation using the Covering Number Convergence Bounds for Regression
Learning.
- regressorCoveringSampleSize(GeneralizedValidatedVector, double, double, boolean) - Method in class org.drip.learning.rxtor1.GeneralizedLearner
-
Compute the Minimum Possible Sample Size needed to generate the required Upper Probability Bound for
the Specified Empirical Deviation using the Covering Number Convergence Bounds for Regression
Learning.
- RegressorSet - Interface in org.drip.regression.core
-
RegressorSet interface provides the Regression set stubs.
- RegularEdgeDates(JulianDate, String, String, DateAdjustParams) - Static method in class org.drip.analytics.support.CompositePeriodBuilder
-
Generate a list of regular period edge dates forward from the start.
- RegularEdgeDates(int, int, String, DateAdjustParams) - Static method in class org.drip.analytics.support.CompositePeriodBuilder
-
Generate a list of regular period edge dates forward from the start.
- RegularEdgeDates(int, String, String, DateAdjustParams) - Static method in class org.drip.analytics.support.CompositePeriodBuilder
-
Generate a list of regular period edge dates forward from the start.
- RegulariseRow(double[][], double[], int, int) - Static method in class org.drip.quant.linearalgebra.LinearSystemSolver
-
Regularize (i.e., convert the diagonal entries of the given cell to non-zero using suitable linear
transformations)
- RegularityConditions - Class in org.drip.optimization.constrained
-
RegularityConditions holds the Results of the Verification of the Regularity Conditions/Constraint
Qualifications at the specified (possibly) Optimal Variate and the corresponding Fritz John Multipliers.
- RegularityConditions(double[], FritzJohnMultipliers, ConstraintQualifierLCQ, ConstraintQualifierLICQ, ConstraintQualifierMFCQ, ConstraintQualifierCRCQ, ConstraintQualifierCPLDCQ, ConstraintQualifierQNCQ, ConstraintQualifierSCCQ) - Constructor for class org.drip.optimization.constrained.RegularityConditions
-
RegularityConditions Constructor
- regularityQualifier(FritzJohnMultipliers, double[]) - Method in class org.drip.optimization.constrained.OptimizationFramework
-
Generate the Battery of Regularity Constraint Qualification Tests
- RegularizationFunction - Class in org.drip.learning.regularization
-
RegularizerFunction the R^1 To R^1 and the R^d To R^1 Regularization Functions.
- RegularizationFunction(R1ToR1, RdToR1, double) - Constructor for class org.drip.learning.regularization.RegularizationFunction
-
RegularizationFunction Constructor
- regularize(double) - Method in class org.drip.execution.athl.PermanentImpactNoArbitrage
-
- regularize(double) - Method in class org.drip.execution.athl.PermanentImpactQuasiArbitrage
-
- regularize(double) - Method in class org.drip.execution.athl.TemporaryImpact
-
- regularize(double) - Method in class org.drip.execution.impact.ParticipationRateLinear
-
- regularize(double) - Method in class org.drip.execution.impact.ParticipationRatePower
-
- regularize(double) - Method in class org.drip.execution.impact.TransactionFunction
-
Regularize the Input Function using the specified Trade Inputs
- RegularizeBenchmarkMarks(String, Map<JulianDate, Map<Double, Double>>, String, String[]) - Static method in class org.drip.feed.transformer.GovvieTreasuryMarksReconstitutor
-
Re-constitute the Horizon Benchmark Marks
- RegularizeBenchmarkMarks(String, Map<JulianDate, Map<Double, Double>>) - Static method in class org.drip.feed.transformer.GovvieTreasuryMarksReconstitutor
-
Re-constitute the Horizon Benchmark Marks
- RegularizeBenchmarkMarks(String, String) - Static method in class org.drip.feed.transformer.GovvieTreasuryMarksReconstitutor
-
Re-constitute the Horizon Benchmark Marks
- RegularizeCloses(String, String, String, int, int) - Static method in class org.drip.feed.transformer.CreditCDSIndexMarksReconstitutor
-
Regularize the Credit Index Feed Marks
- RegularizeCloses(String, int, int, int) - Static method in class org.drip.feed.transformer.FundingFuturesClosesReconstitutor
-
Regularize the Funding Futures Feed Closes
- RegularizeCloses(String, int, int, int, int, int, int, int) - Static method in class org.drip.feed.transformer.TreasuryFuturesClosesReconstitutor
-
Regularize the Treasury Feed Closes
- regularizedLoss(R1ToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator
-
Compute the Regularized Sample Loss (Empirical + Structural)
- regularizedLoss(RdToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator
-
Compute the Regularized Sample Loss (Empirical + Structural)
- regularizedLoss(R1ToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner
-
- regularizedLoss(RdToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner
-
- regularizedRisk(R1R1, R1ToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator
-
Compute the Regularized Sample Risk (Empirical + Structural)
- regularizedRisk(RdR1, RdToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator
-
Compute the Regularized Sample Risk (Empirical + Structural)
- regularizedRisk(R1R1, R1ToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner
-
- regularizedRisk(RdR1, RdToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner
-
- RegularizeMarks(String, Map<JulianDate, InstrumentSetTenorQuote>, int) - Static method in class org.drip.feed.transformer.FundingFixFloatMarksReconstitutor
-
Dump the Regularized Marks of the ISTQ Map
- RegularizeMarks(String, Map<JulianDate, InstrumentSetTenorQuote>, int) - Static method in class org.drip.feed.transformer.OvernightIndexMarksReconstitutor
-
Dump the Regularized Marks of the ISTQ Map
- RegularizerBuilder - Class in org.drip.learning.regularization
-
RegularizerBuilder constructs Custom Regularizers for the different Normed Learner Function Types.
- RegularizerBuilder() - Constructor for class org.drip.learning.regularization.RegularizerBuilder
-
- regularizerFunction() - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator
-
Retrieve the Regularizer Function
- regularizerFunction() - Method in class org.drip.learning.rxtor1.GeneralizedLearner
-
- RegularizerR1CombinatorialToR1Continuous - Class in org.drip.learning.regularization
-
RegularizerR1CombinatorialToR1Continuous computes the Structural Loss and Risk for the specified Normed
R^1 Combinatorial To Normed R^1 Continuous Learning Function.
- RegularizerR1CombinatorialToR1Continuous(R1ToR1, R1Combinatorial, R1Continuous, double) - Constructor for class org.drip.learning.regularization.RegularizerR1CombinatorialToR1Continuous
-
RegularizerR1CombinatorialToR1Continuous Function Space Constructor
- RegularizerR1ContinuousToR1Continuous - Class in org.drip.learning.regularization
-
RegularizerR1ContinuousToR1Continuous computes the Structural Loss and Risk for the specified Normed R^1
Continuous To Normed R^1 Continuous Learning Function.
- RegularizerR1ContinuousToR1Continuous(R1ToR1, R1Continuous, R1Continuous, double) - Constructor for class org.drip.learning.regularization.RegularizerR1ContinuousToR1Continuous
-
RegularizerR1ContinuousToR1Continuous Function Space Constructor
- RegularizerR1ToR1 - Interface in org.drip.learning.regularization
-
RegularizerR1ToR1 exposes the Structural Loss and Risk Calculations for the specified Normed R^1 To Normed
R^1 Learning Function.
- RegularizerRdCombinatorialToR1Continuous - Class in org.drip.learning.regularization
-
RegularizerRdCombinatorialToR1Continuous computes the Structural Loss and Risk for the specified Normed
R^d Combinatorial To Normed R^1 Continuous Learning Function.
- RegularizerRdCombinatorialToR1Continuous(RdToR1, RdCombinatorialBanach, R1Continuous, double) - Constructor for class org.drip.learning.regularization.RegularizerRdCombinatorialToR1Continuous
-
RegularizerRdCombinatorialToR1Continuous Function Space Constructor
- RegularizerRdContinuousToR1Continuous - Class in org.drip.learning.regularization
-
RegularizerRdContinuousToR1Continuous computes the Structural Loss and Risk for the specified Normed R^d
Continuous To Normed R^1 Continuous Learning Function.
- RegularizerRdContinuousToR1Continuous(RdToR1, RdContinuousBanach, R1Continuous, double) - Constructor for class org.drip.learning.regularization.RegularizerRdContinuousToR1Continuous
-
RegularizerRdContinuousToR1Continuous Function Space Constructor
- RegularizerRdToR1 - Interface in org.drip.learning.regularization
-
RegularizerRdxToR1 exposes the Structural Loss and Risk Calculations for the specified Normed R^d To Normed
R^1 Learning Function.
- RegularizeUsingRowAddition(MatrixComplementTransform) - Static method in class org.drip.quant.linearalgebra.Matrix
-
Regularize the specified diagonal entry of the input matrix using Row Addition
- RegularizeUsingRowSwap(MatrixComplementTransform) - Static method in class org.drip.quant.linearalgebra.Matrix
-
Regularize the specified diagonal entry of the input matrix using Row Swapping
- relativeTolerance() - Method in class org.drip.function.rdtor1solver.ConvergenceControl
-
Retrieve the Relative Tolerance
- RelativeValueMeasuresGeneration - Class in org.drip.sample.bond
-
RelativeValueMeasuresGeneration is a Bond RV Measures Generation Sample demonstrating the invocation and
usage of Bond RV Measures functionality.
- RelativeValueMeasuresGeneration() - Constructor for class org.drip.sample.bond.RelativeValueMeasuresGeneration
-
- RelativeValueMetrics(String, int, int, double, int, String, String, int, String[], double[], String, double[], String, String[], double[], String, String, int[], int[], double[], double[], String, String, String[], double[], double[], String, double) - Static method in class org.drip.service.product.FixedBondAPI
-
Generate the Relative Value Metrics for the Specified Bond
- relaxationTime() - Method in class org.drip.quant.stochastic.OrnsteinUhlenbeckProcess1D
-
Retrieve the Relaxation Time
- remove(Object) - Method in class org.drip.analytics.support.CaseInsensitiveHashMap
-
- remove(Object) - Method in class org.drip.analytics.support.CaseInsensitiveTreeMap
-
- remove(JulianDate, LatentStateLabel) - Method in class org.drip.param.market.LatentStateFixingsContainer
-
Remove the Latent State Fixing corresponding to the Date/Label Pair it if exists
- remove(int, LatentStateLabel) - Method in class org.drip.param.market.LatentStateFixingsContainer
-
Remove the Latent State Fixing corresponding to the Date/Label Pair it if exists
- removeComponentQuote(String) - Method in class org.drip.param.definition.ScenarioMarketParams
-
Remove the component quote
- removeComponentQuote(String) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
-
- removeFixing(JulianDate, LatentStateLabel) - Method in class org.drip.param.definition.ScenarioMarketParams
-
Remove the fixing corresponding to the given date and the Latent State Label
- removeFixing(JulianDate, LatentStateLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer
-
Remove the Fixing corresponding to the Date/Label Pair it if exists
- removeFixing(int, LatentStateLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer
-
Remove the Fixing corresponding to the Date/Label Pair it if exists
- removeFixing(JulianDate, LatentStateLabel) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
-
- removeMarketQuote() - Method in class org.drip.param.definition.ProductQuote
-
Remove the market quote
- removeMarketQuote() - Method in class org.drip.param.quote.ProductMultiMeasure
-
- removeQuote(String) - Method in class org.drip.param.definition.ProductQuote
-
Remove the named Quote
- removeQuote(String) - Method in class org.drip.param.quote.ProductMultiMeasure
-
- removeScenarioCreditCurve(String) - Method in class org.drip.param.definition.ScenarioMarketParams
-
Removes the named scenario CC
- removeScenarioCreditCurve(String) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
-
- removeScenarioDiscountCurve(String) - Method in class org.drip.param.definition.ScenarioMarketParams
-
Remove the named scenario DC
- removeScenarioDiscountCurve(String) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
-
- removeTSYQuote(String) - Method in class org.drip.param.definition.ScenarioMarketParams
-
Remove the named Treasury Quote
- removeTSYQuote(String) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
-
- replicate() - Method in interface org.drip.spline.segment.BasisEvaluator
-
Clone/Replicate the current Basis Evaluator Instance
- replicate() - Method in class org.drip.spline.segment.SegmentBasisEvaluator
-
- repo(int) - Method in class org.drip.state.curve.BasisSplineRepoCurve
-
- repo(int) - Method in class org.drip.state.nonlinear.FlatForwardRepoCurve
-
- repo(JulianDate) - Method in class org.drip.state.repo.RepoCurve
-
- repo(String) - Method in class org.drip.state.repo.RepoCurve
-
- repo(int) - Method in interface org.drip.state.repo.RepoEstimator
-
Calculate the Repo Rate to the given Date
- repo(JulianDate) - Method in interface org.drip.state.repo.RepoEstimator
-
Calculate the Repo Rate to the given Date
- repo(String) - Method in interface org.drip.state.repo.RepoEstimator
-
Calculate the Repo Rate to the given Tenor
- RepoCurve - Class in org.drip.state.repo
-
RepoCurve is the Stub for the Re-purchase Rate between applicable to the Specified Entity.
- RepoEstimator - Interface in org.drip.state.repo
-
RepoEstimator is the interface that exposes the calculation of the Repo Rate for a specified Entity.
- RepoLabel - Class in org.drip.state.identifier
-
RepoLabel contains the Identifier Parameters referencing the Latent State of the named Repo Curve.
- RepoLabel(String) - Constructor for class org.drip.state.identifier.RepoLabel
-
RepoLabel constructor
- repoRepoCorrelation(RepoLabel, RepoLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer
-
Retrieve the Correlation Surface between the Pair of Repo Latent States
- repoState(RepoLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer
-
Retrieve the Repo Latent State Corresponding to the Label
- repoVolatility(RepoLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer
-
Retrieve the Volatility Curve for the Repo Latent State Label
- RequestResponseDecorator - Class in org.drip.service.engine
-
RequestResponseDecorator contains the Functionality behind the DRIP API Compute Service Engine Request and
Response Header Fields Affixing/Decoration.
- RequestResponseDecorator() - Constructor for class org.drip.service.engine.RequestResponseDecorator
-
- reset() - Method in class org.drip.json.parser.JSONParser
-
Reset the parser to the initial state without resetting the underlying reader.
- reset(Reader) - Method in class org.drip.json.parser.JSONParser
-
Reset the parser to the initial state with a new character reader.
- reset() - Method in class org.drip.json.simple.ItemList
-
- resetCoupon(double) - Method in class org.drip.product.credit.CDSComponent
-
Reset the CDS's coupon
- resetCoupon(double) - Method in class org.drip.product.definition.CreditDefaultSwap
-
Reset the CDS's coupon
- resetDate() - Method in class org.drip.analytics.output.CompositePeriodAccrualMetrics
-
Retrieve the Reset Date
- resetNode(int, double) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
-
- resetNode(int, SegmentResponseValueConstraint) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
-
- resetNode(int, double) - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial
-
- resetNode(int, SegmentResponseValueConstraint) - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial
-
- resetNode(int, double) - Method in interface org.drip.spline.stretch.SingleSegmentSequence
-
Reset the Predictor Ordinate Node Index with the given Response
- resetNode(int, SegmentResponseValueConstraint) - Method in interface org.drip.spline.stretch.SingleSegmentSequence
-
Reset the Predictor Ordinate Node Index with the given Segment Constraint
- resetStateIndexCursor() - Method in class org.drip.spaces.iterator.RdExhaustiveStateSpaceScan
-
- resetStateIndexCursor() - Method in class org.drip.spaces.iterator.RdReceedingStateSpaceScan
-
- resetStateIndexCursor() - Method in class org.drip.spaces.iterator.RdSpanningStateSpaceScan
-
Reset and retrieve the State Index Cursor
- residualHolding() - Method in class org.drip.execution.optimum.AlmgrenChrissDriftDiscrete
-
Retrieve the Residual Holdings induced by the Drift
- residualReturn() - Method in class org.drip.portfolioconstruction.asset.PortfolioBenchmarkMetrics
-
Retrieve the Portfolio-to-Benchmark Residual Return
- residualRisk() - Method in class org.drip.portfolioconstruction.asset.PortfolioBenchmarkMetrics
-
Retrieve the Portfolio-to-Benchmark Residual Risk
- response() - Method in class org.drip.spline.params.SegmentBestFitResponse
-
Retrieve the Array of Responses
- response(int) - Method in class org.drip.spline.params.SegmentBestFitResponse
-
Retrieve the Indexed Response Element
- response() - Method in class org.drip.spline.params.StretchBestFitResponse
-
Retrieve the Array of Responses
- response(int) - Method in class org.drip.spline.params.StretchBestFitResponse
-
Retrieve the Indexed Response Element
- responseBasisCoefficient() - Method in class org.drip.spline.segment.LatentStateResponseModel
-
Retrieve the Array of Response Basis Coefficients
- responseBasisCoeffWeights() - Method in class org.drip.spline.params.SegmentBasisFlexureConstraint
-
Retrieve the Array of the Response Basis Coefficient Weights
- responseFunction() - Method in class org.drip.sequence.custom.KernelDensityEstimationL1
-
Retrieve the Response Function
- responseIndexedBasisConstraint(BasisEvaluator, LatentStateInelastic) - Method in class org.drip.spline.params.SegmentResponseValueConstraint
-
Convert the Segment Constraint onto Local Predictor Ordinates, the corresponding Response Basis
Function, and the Shape Controller Realizations
- ResponseScalingShapeControl - Class in org.drip.spline.params
-
ResponseScalingShapeControl implements the segment level basis functions proportional adjustment to
achieve the desired shape behavior of the response.
- ResponseScalingShapeControl(boolean, R1ToR1) - Constructor for class org.drip.spline.params.ResponseScalingShapeControl
-
ResponseScalingShapeControl constructor
- responseValue(double, double) - Method in class org.drip.spline.multidimensional.WireSurfacePiecewiseConstant
-
Compute the Bivariate Surface Response Value
- responseValue(double, double) - Method in class org.drip.spline.multidimensional.WireSurfaceStretch
-
Compute the Bivariate Surface Response Value
- responseValue() - Method in class org.drip.spline.params.SegmentPredictorResponseDerivative
-
Retrieve the Response Value
- responseValue(double) - Method in class org.drip.spline.pchip.MinimalQuadraticHaganWest
-
Calculate the Response Value given the Predictor Ordinate
- responseValue(double[], double) - Method in interface org.drip.spline.segment.BasisEvaluator
-
Compute the Response Value at the specified Predictor Ordinate
- responseValue(double) - Method in class org.drip.spline.segment.LatentStateResponseModel
-
Calculate the Response Value at the given Predictor Ordinate
- responseValue(double[], double) - Method in class org.drip.spline.segment.SegmentBasisEvaluator
-
- responseValue(double) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
-
- responseValue(double) - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial
-
- responseValue(double) - Method in interface org.drip.spline.stretch.SingleSegmentSequence
-
Calculate the Response Value at the given Predictor Ordinate
- responseValueDerivative(double[], double, int) - Method in interface org.drip.spline.segment.BasisEvaluator
-
Compute the Response Value Derivative at the specified Predictor Ordinate
- responseValueDerivative(double[], double, int) - Method in class org.drip.spline.segment.SegmentBasisEvaluator
-
- responseValueDerivative(double, int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
-
- responseValueDerivative(double, int) - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial
-
- responseValueDerivative(double, int) - Method in interface org.drip.spline.stretch.SingleSegmentSequence
-
Calculate the Response Value Derivative at the given Predictor Ordinate for the specified order
- responseValues() - Method in class org.drip.spline.params.SegmentStateCalibrationInputs
-
Retrieve the Array of the Calibration Response Values
- responseValues() - Method in class org.drip.spline.pchip.MonotoneConvexHaganWest
-
Retrieve the Array of Response Values
- ResponseValueSensitivityConstraint - Class in org.drip.spline.params
-
SegmentResponseValueConstraint holds the SegmentBasisFlexureConstraint instances for the Base Calibration
and one for each Manifest Measure Sensitivity.
- ResponseValueSensitivityConstraint(SegmentResponseValueConstraint) - Constructor for class org.drip.spline.params.ResponseValueSensitivityConstraint
-
ResponseValueSensitivityConstraint constructor
- responseWeights() - Method in class org.drip.spline.params.SegmentResponseValueConstraint
-
Retrieve the Array of Response Weights at each Predictor Ordinate
- restrictedSubsetCardinality(double) - Method in class org.drip.spaces.cover.ScaleSensitiveCoveringBounds
-
Compute the Cardinality for the Subset T (|x) that possesses the Specified Cover for the Restriction
of the Input Function Class Family F (|x).
- retirementAge() - Method in class org.drip.portfolioconstruction.alm.InvestorCliffSettings
-
Retrieve the Investor Retirement Age
- retirementAgeConsumptionRate() - Method in class org.drip.portfolioconstruction.alm.ExpectedBasicConsumption
-
Retrieve the Retirement Age Consumption Rate
- retirementIndicator(double) - Method in class org.drip.portfolioconstruction.alm.InvestorCliffSettings
-
Retrieve the Investor Retirement Indicator Flag corresponding to the specified Age
- RETURNS_CONSTRAINT - Static variable in class org.drip.portfolioconstruction.allocator.PortfolioEqualityConstraintSettings
-
RETURNS_CONSTRAINT - The Mandatory Returns Constraint
- ReturnsConstrained(double) - Static method in class org.drip.portfolioconstruction.allocator.PortfolioEqualityConstraintSettings
-
Construct a Returns Constrained Instance of PortfolioEqualityConstraintSettings
- ReturnsConstrainedAllocationClient - Class in org.drip.sample.service
-
ReturnsConstrainedAllocationClient demonstrates the Invocation and Examination of the JSON-based
Weight Normalized/Returns Constrained Portfolio Allocation Service Client.
- ReturnsConstrainedAllocationClient() - Constructor for class org.drip.sample.service.ReturnsConstrainedAllocationClient
-
- ReturnsConstrainedAllocator(JSONObject) - Static method in class org.drip.json.assetallocation.PortfolioConstructionProcessor
-
JSON Based in/out Returns Constrained Mean Variance Allocation Thunker
- ReturnsConstrainedVarianceMinimizer - Class in org.drip.sample.assetallocation
-
ReturnsConstrainedVarianceMinimizer demonstrates the Construction of an Optimal Portfolio using the
Variance Minimizing Allocator with Weight Normalization Constraints and Design Returns Constraints.
- ReturnsConstrainedVarianceMinimizer() - Constructor for class org.drip.sample.assetallocation.ReturnsConstrainedVarianceMinimizer
-
- returnsConstraint(AssetUniverseStatisticalProperties) - Method in class org.drip.portfolioconstruction.allocator.PortfolioConstructionParameters
-
Retrieve the Mandatory Returns Constraint
- returnsConstraint() - Method in class org.drip.portfolioconstruction.allocator.PortfolioEqualityConstraintSettings
-
Retrieve the Returns Constraint
- Reverse(Portfolio, double[][], double) - Static method in class org.drip.portfolioconstruction.allocator.ForwardReverseOptimizationOutput
-
Construct an Instance of ForwardReverseOptimizationOutput from a Standard Reverse Optimize Operation
- RevolvingUtilizationRate - Class in org.drip.assetbacked.borrower
-
RevolvingUtilizationRate contains the Borrower's Net Revolving Utilization Rate.
- RevolvingUtilizationRate(double) - Constructor for class org.drip.assetbacked.borrower.RevolvingUtilizationRate
-
RevolvingUtilizationRate Constructor
- rho() - Method in class org.drip.dynamics.hjm.G2PlusPlus
-
Retrieve Rho
- rho() - Method in class org.drip.dynamics.sabr.StochasticVolatilityStateEvolver
-
Retrieve SABR Rho
- rho() - Method in class org.drip.param.pricer.HestonOptionPricerParams
-
Retrieve Rho
- rho() - Method in class org.drip.pricer.option.Greeks
-
The Option Rho
- RIDDER - Static variable in class org.drip.function.r1tor1solver.VariateIteratorPrimitive
-
Ridder's Method
- Ridder(double, double, double, double, double, double) - Static method in class org.drip.function.r1tor1solver.VariateIteratorPrimitive
-
Iterate for the next variate using Ridder's method
- right() - Method in class org.drip.spline.bspline.TensionBasisHat
-
Retrieve the Right Predictor Ordinate
- right() - Method in class org.drip.spline.grid.AggregatedSpan
-
- right() - Method in class org.drip.spline.grid.OverlappingStretchSpan
-
- right() - Method in interface org.drip.spline.grid.Span
-
Retrieve the Right Span Edge
- right() - Method in class org.drip.spline.segment.LatentStateInelastic
-
Retrieve the Segment Right Predictor Ordinate
- RIGHT_INCLUDE - Static variable in class org.drip.analytics.date.DateUtil
-
RIGHT_INCLUDE includes the end date in the Feb29 check
- RIGHT_NODE_VALUE_PARAMETER_INDEX - Static variable in class org.drip.spline.segment.LatentStateResponseModel
-
RIGHT NODE VALUE PARAMETER INDEX
- RIGHT_OF_CONSTRAINT - Static variable in class org.drip.spline.params.SegmentResponseValueConstraint
-
Indicator specifying that the knot is to the right of the constraint ordinates
- rightChild() - Method in class org.drip.spaces.big.BinaryTree
-
Retrieve the Right Child BinaryTree Instance
- rightDerivOrder() - Method in class org.drip.spline.stretch.BoundarySettings
-
Retrieve the Order of the Right Derivative
- rightDimensionEdge() - Method in class org.drip.spaces.tensor.RdCombinatorialVector
-
- rightDimensionEdge() - Method in class org.drip.spaces.tensor.RdContinuousVector
-
- rightDimensionEdge() - Method in interface org.drip.spaces.tensor.RdGeneralizedVector
-
Retrieve the Array of the Variate Right Edges
- rightEdge() - Method in class org.drip.measure.continuousjoint.R1Multivariate
-
Retrieve the Right Edge Bounding Multivariate
- rightEdge() - Method in class org.drip.measure.lebesgue.R1Uniform
-
Retrieve the Right Predictor Ordinate Edge
- rightEdge() - Method in interface org.drip.spaces.tensor.GeneralizedVector
-
Retrieve the Right Edge
- rightEdge() - Method in class org.drip.spaces.tensor.R1CombinatorialVector
-
- rightEdge() - Method in class org.drip.spaces.tensor.R1ContinuousVector
-
- rightEdge() - Method in class org.drip.spaces.tensor.RdCombinatorialVector
-
- rightEdge() - Method in class org.drip.spaces.tensor.RdContinuousVector
-
- rightEdgeDeriv() - Method in class org.drip.spline.params.SegmentStateCalibrationInputs
-
Retrieve the Array of the Right Edge Derivatives
- RightHatShapeControl - Class in org.drip.spline.bspline
-
RightHatShapeControl implements the BasisHatShapeControl interface for the right hat basis set as laid out
in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000)
Papers.
- RightHatShapeControl(double, double, String, double) - Constructor for class org.drip.spline.bspline.RightHatShapeControl
-
RightHatShapeControl constructor
- rightHoldings() - Method in class org.drip.execution.discrete.Slice
-
Retrieve the Right Holdings
- rightHoldingsDerivative(double, double, int) - Method in class org.drip.execution.impact.TransactionFunction
-
Compute the Sensitivity to the Right Holdings
- RightInfinite(R1ToR1, double) - Static method in class org.drip.quant.calculus.R1ToR1Integrator
-
Integrate the specified Function Numerically from the specified Left Limit to +infinity
- rightMostChild() - Method in class org.drip.spaces.big.BinaryTree
-
Retrieve the Right Most Child
- riskAversion() - Method in class org.drip.execution.risk.MeanVarianceObjectiveUtility
-
Retrieve the Risk Aversion Parameter
- riskAversion() - Method in class org.drip.execution.risk.PowerVarianceObjectiveUtility
-
Retrieve the Risk Aversion Parameter
- riskAversion() - Method in class org.drip.function.rdtor1.RiskObjectiveUtilityMultivariate
-
Retrieve the Risk Aversion Factor
- RiskAversion(double) - Static method in class org.drip.portfolioconstruction.allocator.CustomRiskUtilitySettings
-
The Risk Aversion Variance Minimizer CustomRiskUtilitySettings Instance
- riskAversion() - Method in class org.drip.portfolioconstruction.allocator.CustomRiskUtilitySettings
-
Retrieve the Risk Aversion Factor
- riskAversion() - Method in class org.drip.portfolioconstruction.allocator.ForwardReverseOptimizationOutput
-
Retrieve the Risk Aversion Coefficient
- riskFreeRate() - Method in class org.drip.function.rdtor1.RiskObjectiveUtilityMultivariate
-
Retrieve the Risk Free Rate
- riskFreeRate() - Method in class org.drip.portfolioconstruction.bayesian.PriorControlSpecification
-
Retrieve the Risk Free Rate
- riskFreeRate() - Method in class org.drip.portfolioconstruction.mpt.CapitalAllocationLine
-
Retrieve the Risk-Free Rate
- riskFreeRate() - Method in class org.drip.portfolioconstruction.params.AssetUniverseStatisticalProperties
-
Retrieve the Risk Free Rate
- riskObjectiveUtility(String[], AssetUniverseStatisticalProperties) - Method in class org.drip.portfolioconstruction.allocator.CustomRiskUtilitySettings
-
Retrieve the Custom Risk Objective Utility Multivariate
- RiskObjectiveUtilityMultivariate - Class in org.drip.function.rdtor1
-
RiskObjectiveUtilityMultivariate implements the Risk Objective R^d To R^1 Multivariate Function used in
Portfolio Allocation.
- RiskObjectiveUtilityMultivariate(double[][], double[], double, double, double) - Constructor for class org.drip.function.rdtor1.RiskObjectiveUtilityMultivariate
-
RiskObjectiveUtilityMultivariate Constructor
- riskTolerance() - Method in class org.drip.function.rdtor1.RiskObjectiveUtilityMultivariate
-
Retrieve the Risk Tolerance Factor
- riskTolerance() - Method in class org.drip.portfolioconstruction.allocator.CustomRiskUtilitySettings
-
Retrieve the Risk Tolerance Factor
- RiskTolerant(double) - Static method in class org.drip.portfolioconstruction.allocator.CustomRiskUtilitySettings
-
The Risk Tolerant Variance Minimizer CustomRiskUtilitySettings Instance
- RiskTolerantVarianceMinimizer - Class in org.drip.sample.assetallocation
-
RiskTolerantVarianceMinimizer demonstrates the Construction of an Optimal Portfolio using the Variance
Minimization with a Fully Invested Constraint on a Risk Tolerance Objective Function.
- RiskTolerantVarianceMinimizer() - Constructor for class org.drip.sample.assetallocation.RiskTolerantVarianceMinimizer
-
- RiskUtilitySettingsEstimator - Class in org.drip.portfolioconstruction.allocator
-
RiskUtilitySettingsEstimator contains Utility Functions that help estimate the CustomRiskUtilitySettings
Inputs Parameters.
- RiskUtilitySettingsEstimator() - Constructor for class org.drip.portfolioconstruction.allocator.RiskUtilitySettingsEstimator
-
- rkhsFeatureMap() - Method in class org.drip.learning.kernel.IntegralOperatorEigenComponent
-
Retrieve the Feature Map Space represented via the Reproducing Kernel Hilbert Space
- rkhsFeatureParallelepipedLength() - Method in class org.drip.learning.kernel.IntegralOperatorEigenComponent
-
Retrieve the RKHS Feature Map Parallelepiped Agnostic Upper Bound Length
- roll(int) - Method in class org.drip.analytics.daycount.DateAdjustParams
-
Roll the given Date
- RollDate(int, int, String, int) - Static method in class org.drip.analytics.daycount.Convention
-
Roll the given Date in accordance with the Roll Mode and the Calendar Set
- rollDown() - Method in class org.drip.historical.attribution.PositionManifestMeasureSnap
-
Retrieve the Manifest Measure Roll Down
- rollDownFairPremium() - Method in class org.drip.historical.attribution.CDSMarketSnap
-
Retrieve the Roll Down Fair Premium
- rollDownMarketParameters() - Method in class org.drip.historical.engine.HorizonChangeExplainProcessor
-
Retrieve the Map of the Roll Down Market Parameters
- rollDownMeasureMap() - Method in class org.drip.historical.engine.HorizonChangeExplainProcessor
-
Generate the Map of the Roll Down Market Quote Metrics
- rollDownMeasureMap() - Method in class org.drip.historical.engine.TreasuryBondExplainProcessor
-
- RollerCoasterSwap - Class in org.drip.sample.fixfloat
-
RollerCoasterSwap demonstrates the construction and Valuation of In-Advance Roller-Coaster Swap.
- RollerCoasterSwap() - Constructor for class org.drip.sample.fixfloat.RollerCoasterSwap
-
- rollHoliday(int, boolean, Weekend) - Static method in class org.drip.analytics.eventday.Base
-
Roll the date to a non-holiday according to the rule specified
- rollingHorizon(MarketState[]) - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryGenerator
-
Generate the Continuous Coordinated Variation Rolling Horizon Trajectory
- RollingHorizonOptimalHoldings - Class in org.drip.sample.almgren2012
-
RollingHorizonOptimalHoldings simulates the Holdings from the Sample Realization of the Adaptive Cost
Strategy using the Market State Trajectory the follows the Zero Mean Ornstein-Uhlenbeck Evolution
Dynamics.
- RollingHorizonOptimalHoldings() - Constructor for class org.drip.sample.almgren2012.RollingHorizonOptimalHoldings
-
- RollingHorizonOptimalTradeRate - Class in org.drip.sample.almgren2012
-
RollingHorizonOptimalTradeRate simulates the Trade Rate from the Sample Realization of the Adaptive Cost
Strategy using the Market State Trajectory the follows the Zero Mean Ornstein-Uhlenbeck Evolution
Dynamics.
- RollingHorizonOptimalTradeRate() - Constructor for class org.drip.sample.almgren2012.RollingHorizonOptimalTradeRate
-
- rollMode() - Method in class org.drip.analytics.daycount.DateAdjustParams
-
Retrieve the Roll Mode
- RotationCountPhaseTracker - Class in org.drip.quant.fourier
-
RotationCountPhaseTracker implements the standard technique to preserve the trajectory along the principal
branch in multi-valued complex operations.
- RotationCountPhaseTracker() - Constructor for class org.drip.quant.fourier.RotationCountPhaseTracker
-
Empty RotationCountPhaseTracker constructor - Initialize to "NO ROTATION COUNT"
- rsg() - Method in class org.drip.dynamics.hjm.G2PlusPlus
-
Retrieve the Random Sequence Generator Array
- rsg() - Method in class org.drip.dynamics.hullwhite.SingleFactorStateEvolver
-
Retrieve the Random Sequence Generator
- RUBHoliday - Class in org.drip.analytics.holset
-
- RUBHoliday() - Constructor for class org.drip.analytics.holset.RUBHoliday
-
- RURHoliday - Class in org.drip.analytics.holset
-
- RURHoliday() - Constructor for class org.drip.analytics.holset.RURHoliday
-
- RX1 - Class in org.drip.sample.treasuryfuturesapi
-
RX1 demonstrates the Invocation and Examination of the RX1 10Y DBR BUND Treasury Futures.
- RX1() - Constructor for class org.drip.sample.treasuryfuturesapi.RX1
-
- RX1Attribution - Class in org.drip.sample.treasuryfuturespnl
-
RX1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the
RX1 Series.
- RX1Attribution() - Constructor for class org.drip.sample.treasuryfuturespnl.RX1Attribution
-
- RX1ClosesReconstitutor - Class in org.drip.sample.treasuryfuturesfeed
-
RX1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formated RX1 Closes Feed.
- RX1ClosesReconstitutor() - Constructor for class org.drip.sample.treasuryfuturesfeed.RX1ClosesReconstitutor
-
- RX1KeyRateDuration - Class in org.drip.sample.treasuryfuturesrisk
-
RX1KeyRateDuration demonstrates the Computation of the Key Rate Duration for the RX1 Treasury Futures.
- RX1KeyRateDuration() - Constructor for class org.drip.sample.treasuryfuturesrisk.RX1KeyRateDuration
-