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

S

s_astrDepositTenor - Static variable in class org.drip.feed.transformer.FundingFixFloatMarksReconstitutor

The Standard Deposit Maturity Tenors

s_astrFixFloatTenor - Static variable in class org.drip.feed.transformer.FundingFixFloatMarksReconstitutor

The Standard Fix Float Maturity Tenors

s_astrMaturityTenor - Static variable in class org.drip.feed.transformer.OvernightIndexMarksReconstitutor

The Standard Overnight Swap Maturity Tenors

s_astrOutputBenchmarkTenor - Static variable in class org.drip.feed.transformer.GovvieTreasuryMarksReconstitutor

The Standard Treasury Market Yield Re-constitution Benchmark Tenors

s_bPostBoundBlog - Static variable in class org.drip.function.rdtor1solver.VariateInequalityConstraintMultiplier

Flag Indicating whether the Variate Contents are to be Logged "After" Bounding

s_bPreBoundBlog - Static variable in class org.drip.function.rdtor1solver.VariateInequalityConstraintMultiplier

Flag Indicating whether the Variate Contents are to be Logged "Before" Bounding

s_bVerifierIncrementBlog - Static variable in class org.drip.function.rdtor1solver.FixedRdFinder

Flag Indicating whether the Verifier Increment Metrics are to be Traced

s_dblScaler - Static variable in class org.drip.feed.transformer.FundingFixFloatMarksReconstitutor

The Standard Funding Input Calibration Manifest Measure Scaler

s_dblScaler - Static variable in class org.drip.feed.transformer.GovvieTreasuryMarksReconstitutor

The Standard Treasury Input Calibration Manifest Measure Scaler

s_dblScaler - Static variable in class org.drip.feed.transformer.OvernightIndexMarksReconstitutor

The Standard Overnight Input Calibration Manifest Measure Scaler

S_END - Static variable in class org.drip.json.parser.JSONParser

S_IN_ARRAY - Static variable in class org.drip.json.parser.JSONParser

S_IN_ERROR - Static variable in class org.drip.json.parser.JSONParser

S_IN_FINISHED_VALUE - Static variable in class org.drip.json.parser.JSONParser

S_IN_OBJECT - Static variable in class org.drip.json.parser.JSONParser

S_IN_PAIR_VALUE - Static variable in class org.drip.json.parser.JSONParser

S_INIT - Static variable in class org.drip.json.parser.JSONParser

S_PASSED_PAIR_KEY - Static variable in class org.drip.json.parser.JSONParser

s_strCalibrationMeasure - Static variable in class org.drip.feed.transformer.GovvieTreasuryMarksReconstitutor

The Standard Treasury Input Calibration Manifest Measure

SABRLIBORCapVolatility - Class in org.drip.function.r1tor1

SABRLIBORCapVolatility implements the Deterministic, Non-local Cap Volatility Scheme detailed in: - Rebonato, R., K.

SABRLIBORCapVolatility(double, double, double, double, double) - Constructor for class org.drip.function.r1tor1.SABRLIBORCapVolatility

SABRLIBORCapVolatility Constructor

SameSign(double[]) - Static method in class org.drip.quant.common.NumberUtil

Check if the specified array contains elements all of the same sign

sampleCoefficient() - Method in class org.drip.learning.bound.CoveringNumberLossBound

Retrieve the Sample Coefficient Function

sampleCoveringNumber(GeneralizedValidatedVector, double) - Method in class org.drip.spaces.functionclass.NormedRxToNormedR1Finite

Estimate for the Scale-Sensitive Sample Covering Number for the specified Cover Size

sampleCoveringNumber(GeneralizedValidatedVector, double[]) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite

Estimate for the Scale-Sensitive Sample Covering Number Array for the specified Cover Size

sampleCoveringNumber(GeneralizedValidatedVector, double) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite

Estimate for the Scale-Sensitive Sample Covering Number Array for the specified Cover Size

sampleCoveringNumber(GeneralizedValidatedVector, double) - Method in class org.drip.spaces.rxtor1.NormedRxToNormedR1

Retrieve the Sample Covering Number

sampleCoveringNumber(GeneralizedValidatedVector, double) - Method in class org.drip.spaces.rxtord.NormedRxToNormedRd

Retrieve the Sample Covering Number Array

sampleMetricCoveringBounds(GeneralizedValidatedVector) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRxFinite

Compute the Maurey Covering Number Upper Bounds for Operator Sample Metric Norm

sampleMetricEntropyNorm(GeneralizedValidatedVector, GeneralizedValidatedVector, int, boolean) - Method in class org.drip.spaces.cover.CarlStephaniProductBounds

Compute the Sample Metric Carl-Stephani Entropy Number Upper Bound using either the Metric/Supremum Population Norm

sampleMetricEntropyNumber(GeneralizedValidatedVector, GeneralizedValidatedVector, int, int) - Method in class org.drip.spaces.cover.CarlStephaniProductBounds

Compute the Upper Bound for the Entropy Number of the Operator Sample Metric Covering Number Convolution Product across both the Function Classes

sampleMetricNorm(double) - Method in class org.drip.spaces.metric.R1Combinatorial

sampleMetricNorm(double) - Method in class org.drip.spaces.metric.R1Continuous

sampleMetricNorm(double) - Method in interface org.drip.spaces.metric.R1Normed

Compute the Metric Norm of the Sample

sampleMetricNorm(double[]) - Method in class org.drip.spaces.metric.RdCombinatorialBanach

sampleMetricNorm(double[]) - Method in class org.drip.spaces.metric.RdCombinatorialHilbert

sampleMetricNorm(double[]) - Method in class org.drip.spaces.metric.RdContinuousBanach

sampleMetricNorm(double[]) - Method in class org.drip.spaces.metric.RdContinuousHilbert

sampleMetricNorm(double[]) - Method in interface org.drip.spaces.metric.RdNormed

Compute the Metric Norm of the Sample

sampleMetricNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtor1.NormedR1ToNormedR1

sampleMetricNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtor1.NormedRdToNormedR1

sampleMetricNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtor1.NormedRxToNormedR1

Retrieve the Sample Metric Norm

sampleMetricNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtord.NormedR1ToNormedRd

sampleMetricNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtord.NormedRdToNormedRd

sampleMetricNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtord.NormedRxToNormedRd

Retrieve the Sample Metric Norm Array

sampleRdMetricNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite

Compute the Sample R^d Metric Norm

sampleRdSupremumNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite

Compute the Sample R^d Supremum Norm

sampleSize() - Method in class org.drip.sequence.custom.KernelDensityEstimationL1

Retrieve the Sample Size

sampleSize() - Method in class org.drip.spaces.cover.ScaleSensitiveCoveringBounds

Retrieve the Sample Size

sampleSize() - Method in interface org.drip.spaces.instance.GeneralizedValidatedVector

Retrieve the Sample Size

sampleSize() - Method in class org.drip.spaces.instance.ValidatedR1

sampleSize() - Method in class org.drip.spaces.instance.ValidatedRd

sampleSizeLowerBound(double) - Method in class org.drip.spaces.cover.ScaleSensitiveCoveringBounds

Compute the Minimum Sample Size required to Estimate the Cardinality corresponding to the Specified Cover

sampleSupremumCoveringBounds(GeneralizedValidatedVector) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRxFinite

Compute the Maurey Covering Number Upper Bounds for Operator Sample Supremum Norm

sampleSupremumCoveringNumber(GeneralizedValidatedVector, double) - Method in class org.drip.spaces.functionclass.NormedRxToNormedR1Finite

Estimate for the Scale-Sensitive Sample Supremum Covering Number for the specified Cover Size

sampleSupremumCoveringNumber(GeneralizedValidatedVector, double[]) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite

Estimate for the Scale-Sensitive Sample Supremum Covering Number for the specified Cover Size

sampleSupremumCoveringNumber(GeneralizedValidatedVector, double) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite

Estimate for the Scale-Sensitive Sample Supremum Covering Number for the specified Cover Size

sampleSupremumCoveringNumber(GeneralizedValidatedVector, double) - Method in class org.drip.spaces.rxtor1.NormedRxToNormedR1

Retrieve the Sample Supremum Covering Number

sampleSupremumCoveringNumber(GeneralizedValidatedVector, double) - Method in class org.drip.spaces.rxtord.NormedRxToNormedRd

Retrieve the Sample Supremum Covering Number Array

sampleSupremumEntropyNorm(GeneralizedValidatedVector, GeneralizedValidatedVector, int, boolean) - Method in class org.drip.spaces.cover.CarlStephaniProductBounds

Compute the Sample Supremum Carl-Stephani Entropy Number Upper Bound using either the Metric/Supremum Population Norm

sampleSupremumEntropyNumber(GeneralizedValidatedVector, GeneralizedValidatedVector, int, int) - Method in class org.drip.spaces.cover.CarlStephaniProductBounds

Compute the Upper Bound for the Entropy Number of the Operator Sample Supremum Covering Number Convolution Product across both the Function Classes

sampleSupremumNorm(double[]) - Method in class org.drip.spaces.metric.RdCombinatorialBanach

sampleSupremumNorm(double[]) - Method in class org.drip.spaces.metric.RdContinuousBanach

sampleSupremumNorm(double[]) - Method in interface org.drip.spaces.metric.RdNormed

Compute the Supremum Norm of the Sample

sampleSupremumNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtor1.NormedR1ToNormedR1

sampleSupremumNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtor1.NormedRdToNormedR1

sampleSupremumNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtor1.NormedRxToNormedR1

Retrieve the Sample Supremum Norm

sampleSupremumNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtord.NormedR1ToNormedRd

sampleSupremumNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtord.NormedRdToNormedRd

sampleSupremumNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtord.NormedRxToNormedRd

Retrieve the Sample Supremum Norm Array

SARHoliday - Class in org.drip.analytics.holset

SARHoliday() - Constructor for class org.drip.analytics.holset.SARHoliday

SATURDAY - Static variable in class org.drip.analytics.date.DateUtil

Days of the week - Saturday

scale(double) - Method in class org.drip.quant.calculus.WengertJacobian

Scale the partial entries

Scale(ComplexNumber, double) - Static method in class org.drip.quant.fourier.ComplexNumber

Scale the Complex Number with the factor

scaledCoveringNumberBounds(DiagonalScalingOperator) - Method in class org.drip.learning.kernel.IntegralOperatorEigenContainer

Generate the Operator Class Covering Number Bounds of the RKHS Feature Space Bounds that result on the Application of the Diagonal Scaling Operator

scaledNonDimensionalTradeRate() - Method in class org.drip.execution.adaptive.CoordinatedVariationDynamic

Retrieve the Array of the Scaled Non Dimensional Trade Rate

scaler() - Method in class org.drip.learning.kernel.DiagonalScalingOperator

Retrieve the Diagonal Scaling Multiplier Array

ScaleSensitiveCoveringBounds - Class in org.drip.spaces.cover

ScaleSensitiveCoveringBounds implements the Lower/Upper Bounds for the General Class of Functions in terms of their scale-sensitive dimensions (i.e., the fat shattering coefficients).

ScaleSensitiveCoveringBounds(R1ToR1, int) - Constructor for class org.drip.spaces.cover.ScaleSensitiveCoveringBounds

ScaleSensitiveCoveringBounds Constructor

scaleSensitiveCoveringBounds(GeneralizedValidatedVector, R1ToR1) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRxFinite

Retrieve the Scale-Sensitive Covering Number Upper/Lower Bounds given the Specified Sample for the Function Class

ScaleSensitiveFunction - Class in org.drip.sample.coveringnumber

ScaleSensitiveFunction demonstrates Computation of the Restricted Covers, Restricted Probability Bounds, the Lower Bounds, and the Upper Bounds for Functions that are absolutely Bounded.

ScaleSensitiveFunction() - Constructor for class org.drip.sample.coveringnumber.ScaleSensitiveFunction

scbcContinuousForwardIncrement() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver

Retrieve the Instantaneous Continuously Compounded Forward Rate Increment Segment Custom Builder Control Instance

scbcDiscountFactor() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver

Retrieve the Discount Factor Segment Custom Builder Control Instance

scbcDiscountFactorIncrement() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver

Retrieve the Discount Factor Increment Segment Custom Builder Control Instance

scbcInstantaneousEffectiveForward() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver

Retrieve the Instantaneous Effective Annual Forward Rate Increment Segment Custom Builder Control Instance

scbcInstantaneousNominalForward() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver

Retrieve the Instantaneous Nominal Annual Forward Rate Increment Segment Custom Builder Control Instance

scbcLIBOR() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver

Retrieve the LIBOR Curve Segment Custom Builder Control Instance

scbcLIBORIncrement() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver

Retrieve the LIBOR Increment Segment Custom Builder Control Instance

scbcSpotRateIncrement() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver

Retrieve the Spot Rate Increment Segment Custom Builder Control Instance

sccq() - Method in class org.drip.optimization.constrained.RegularityConditions

Retrieve the SCCQ Constraint Qualifier

ScenarioBasisCurveBuilder - Class in org.drip.state.creator

ScenarioBasisCurveBuilder implements the construction of the scenario basis curve using the input instruments and their quotes.

ScenarioBasisCurveBuilder() - Constructor for class org.drip.state.creator.ScenarioBasisCurveBuilder

ScenarioCreditCurveBuilder - Class in org.drip.state.creator

ScenarioCreditCurveBuilder implements the construction of the custom Scenario based credit curves.

ScenarioCreditCurveBuilder() - Constructor for class org.drip.state.creator.ScenarioCreditCurveBuilder

scenarioCreditCurveMap() - Method in class org.drip.param.definition.ScenarioMarketParams

Retrieve the Map of ScenarioCreditCurve Instances

scenarioCreditCurveMap() - Method in class org.drip.param.market.CurveSurfaceScenarioContainer

ScenarioDeterministicVolatilityBuilder - Class in org.drip.state.creator

ScenarioDeterministicVolatilityBuilder implements the construction of the basis spline deterministic volatility term structure using the input instruments and their quotes.

ScenarioDeterministicVolatilityBuilder() - Constructor for class org.drip.state.creator.ScenarioDeterministicVolatilityBuilder

ScenarioDiscountCurveBuilder - Class in org.drip.state.creator

ScenarioDiscountCurveBuilder implements the the construction of the scenario discount curve using the input discount curve instruments, and a wide variety of custom builds.

ScenarioDiscountCurveBuilder() - Constructor for class org.drip.state.creator.ScenarioDiscountCurveBuilder

scenarioDiscountCurveMap() - Method in class org.drip.param.definition.ScenarioMarketParams

Retrieve the Map of DiscountCurveScenarioContainer Instances

scenarioDiscountCurveMap() - Method in class org.drip.param.market.CurveSurfaceScenarioContainer

ScenarioForwardCurveBuilder - Class in org.drip.state.creator

ScenarioForwardCurveBuilder implements the the construction of the scenario Forward curve using the input discount curve instruments, and a wide variety of custom builds.

ScenarioForwardCurveBuilder() - Constructor for class org.drip.state.creator.ScenarioForwardCurveBuilder

ScenarioFXCurveBuilder - Class in org.drip.state.creator

ScenarioFXCurveBuilder implements the construction of the scenario FX Curve using the input FX Curve instruments.

ScenarioFXCurveBuilder() - Constructor for class org.drip.state.creator.ScenarioFXCurveBuilder

ScenarioGovvieCurveBuilder - Class in org.drip.state.creator

ScenarioGovvieCurveBuilder implements the Construction of the Scenario Govvie Curve using the Input Govvie Curve Instruments.

ScenarioGovvieCurveBuilder() - Constructor for class org.drip.state.creator.ScenarioGovvieCurveBuilder

ScenarioLocalVolatilityBuilder - Class in org.drip.state.creator

ScenarioLocalVolatilityBuilder implements the construction of the Local Volatility surface using the input option instruments, their Call Prices, and a wide variety of custom build schemes.

ScenarioLocalVolatilityBuilder() - Constructor for class org.drip.state.creator.ScenarioLocalVolatilityBuilder

ScenarioMarketParams - Class in org.drip.param.definition

ScenarioMarketParams is the place holder for the comprehensive suite of the market set of curves for the given date.

ScenarioMarketParams() - Constructor for class org.drip.param.definition.ScenarioMarketParams

scenarioMarketParams(String) - Method in class org.drip.param.definition.ScenarioMarketParams

Retrieve the Named Scenario Market Parameters

scenarioMarketParams(Component, String) - Method in class org.drip.param.definition.ScenarioMarketParams

Get the Market Parameters corresponding to the component and the scenario

scenarioMarketParams(BasketProduct, String) - Method in class org.drip.param.definition.ScenarioMarketParams

Get the Market Parameters for the given basket product and the scenario

scenarioMarketParams(String) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer

scenarioMarketParams(Component, String) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer

scenarioMarketParams(BasketProduct, String) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer

ScenarioMarketSurfaceBuilder - Class in org.drip.state.creator

ScenarioMarketSurfaceBuilder implements the construction of the scenario market Node surface using the input option instruments, their quotes, and a wide variety of custom builds

ScenarioMarketSurfaceBuilder() - Constructor for class org.drip.state.creator.ScenarioMarketSurfaceBuilder

ScenarioRepoCurveBuilder - Class in org.drip.state.creator

ScenarioRepoCurveBuilder implements the Construction of the Scenario Repo Curve using the Input Instruments and their Quotes.

ScenarioRepoCurveBuilder() - Constructor for class org.drip.state.creator.ScenarioRepoCurveBuilder

ScenarioTermStructureBuilder - Class in org.drip.state.creator

ScenarioTermStructureBuilder implements the construction of the basis spline term structure using the input instruments and their quotes.

ScenarioTermStructureBuilder() - Constructor for class org.drip.state.creator.ScenarioTermStructureBuilder

scheme() - Method in class org.drip.execution.latent.OrnsteinUhlenbeckSequence

Retrieve the Ornstein-Uhlenbeck Generator Scheme Parameters

scopingDistribution() - Method in class org.drip.measure.bayesian.ScopingProjectionVariateDistribution

Retrieve the Scoping Distribution

scopingLoading() - Method in class org.drip.measure.bayesian.ProjectionDistributionLoading

Retrieve the Matrix of the Scoping Loadings

ScopingProjectionVariateDistribution - Class in org.drip.measure.bayesian

ScopingProjectionVariateContainer holds the Scoping Variate Distribution, the Projection Variate Distributions, and the Projection Variate Loadings based off of the Scoping Variates.

ScopingProjectionVariateDistribution(R1Multivariate) - Constructor for class org.drip.measure.bayesian.ScopingProjectionVariateDistribution

ScopingProjectionVariateDistribution Constructor

score() - Method in class org.drip.assetbacked.borrower.OriginationFICO

Retrieve the Borrower's FICO Score at Origination

SEARCH_HARD_BRACKETS - Static variable in class org.drip.function.r1tor1solver.InitializationHeuristics

Start search from Pre-specified Hard Search Brackets

secondary() - Method in class org.drip.product.params.TreasuryBenchmarks

Return an Array of Secondary Treasury Benchmarks

secondaryCode() - Method in class org.drip.product.credit.BondComponent

secondaryCode() - Method in class org.drip.product.definition.CalibratableComponent

Get the component's secondary codes

secondDate() - Method in class org.drip.historical.attribution.PositionChangeComponents

Retrieve the Second Date

secondDate() - Method in class org.drip.historical.engine.HorizonChangeExplainProcessor

Retrieve the Second Date of the Horizon Change

secondMarketParameters() - Method in class org.drip.historical.engine.HorizonChangeExplainProcessor

Retrieve the Second Date's Market Parameters

secTreasurySpread(ValuationParams, CurveSurfaceQuoteContainer) - Method in class org.drip.product.credit.BondComponent

secTreasurySpread(ValuationParams, CurveSurfaceQuoteContainer) - Method in class org.drip.product.definition.Bond

Retrieve the array of double for the bond's secondary treasury spreads from the Valuation Parameters and the component market parameters

SegmentBasisEvaluator - Class in org.drip.spline.segment

This Class implements the BasisEvaluator interface for the given set of the Segment Basis Evaluator Functions.

SegmentBasisEvaluator(FunctionSet, ResponseScalingShapeControl) - Constructor for class org.drip.spline.segment.SegmentBasisEvaluator

SegmentBasisEvaluator constructor

SegmentBasisFlexureConstraint - Class in org.drip.spline.params

SegmentBasisFlexureConstraint holds the set of fields needed to characterize a single local linear Constraint, expressed linearly as a combination of the local Predictor Ordinates and their corresponding Response Basis Function Realizations.

SegmentBasisFlexureConstraint(double[], double) - Constructor for class org.drip.spline.params.SegmentBasisFlexureConstraint

SegmentBasisFlexureConstraint constructor

SegmentBasisFunction - Class in org.drip.spline.bspline

SegmentBasisFunction is the abstract class over which the local ordered envelope functions for the B Splines are implemented.

SegmentBasisFunctionGenerator - Class in org.drip.spline.bspline

SegmentBasisFunctionGenerator generates B Spline Functions of different order.

SegmentBasisFunctionGenerator() - Constructor for class org.drip.spline.bspline.SegmentBasisFunctionGenerator

SegmentBasisFunctionSet - Class in org.drip.spline.bspline

SegmentBasisFunctionSet class implements per-segment function set for B Splines and tension splines.

SegmentBasisFunctionSet(int, double, R1ToR1[]) - Constructor for class org.drip.spline.bspline.SegmentBasisFunctionSet

SegmentBasisFunctionSet constructor

SegmentBestFitResponse - Class in org.drip.spline.params

SegmentBestFitResponse implements basis per-segment Fitness Penalty Parameter Set.

segmentBuilderControl() - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence

segmentBuilderControl() - Method in interface org.drip.spline.stretch.MultiSegmentSequence

Retrieve the Segment Builder Parameters

segmentBuilderControl(String) - Method in class org.drip.state.estimator.SmoothingCurveStretchParams

Retrieve the Segment Builder Parameters

SegmentCustomBuilderControl - Class in org.drip.spline.params

SegmentCustomBuilderControl holds the parameters the guide the creation/behavior of the segment.

SegmentCustomBuilderControl(String, FunctionSetBuilderParams, SegmentInelasticDesignControl, ResponseScalingShapeControl, PreceedingManifestSensitivityControl) - Constructor for class org.drip.spline.params.SegmentCustomBuilderControl

SegmentCustomBuilderControl constructor

SegmentFlexurePenaltyControl - Class in org.drip.spline.params

SegmentFlexurePenaltyControl implements basis per-segment Flexure Penalty Parameter Set.

SegmentFlexurePenaltyControl(int, double) - Constructor for class org.drip.spline.params.SegmentFlexurePenaltyControl

SegmentFlexurePenaltyControl constructor

SegmentInelasticDesignControl - Class in org.drip.spline.params

SegmentInelasticDesignControl implements basis per-segment inelastic parameter set.

SegmentInelasticDesignControl(int, SegmentFlexurePenaltyControl, SegmentFlexurePenaltyControl) - Constructor for class org.drip.spline.params.SegmentInelasticDesignControl

Constructor for the Segment Inelastic Design Parameters given the desired Ck, the Segment Length and the Roughness Penalty Order

SegmentMonicBasisFunction - Class in org.drip.spline.bspline

SegmentMonicBasisFunction implements the local monic B Spline that envelopes the predictor ordinates, and the corresponding set of ordinates/basis functions.

SegmentMonicBasisFunction(TensionBasisHat, TensionBasisHat) - Constructor for class org.drip.spline.bspline.SegmentMonicBasisFunction

SegmentMonicBasisFunction constructor

SegmentMulticBasisFunction - Class in org.drip.spline.bspline

SegmentMulticBasisFunction implements the local quadratic B Spline that envelopes the predictor ordinates, and the corresponding set of ordinates/basis functions.

SegmentMulticBasisFunction(SegmentBasisFunction, SegmentBasisFunction) - Constructor for class org.drip.spline.bspline.SegmentMulticBasisFunction

SegmentMulticBasisFunction constructor

SegmentPredictorResponseDerivative - Class in org.drip.spline.params

SegmentPredictorResponseDerivative contains the segment local parameters used for the segment calibration.

SegmentPredictorResponseDerivative(double, double[]) - Constructor for class org.drip.spline.params.SegmentPredictorResponseDerivative

SegmentPredictorResponseDerivative constructor

SegmentResponseConstraintSet - Class in org.drip.spline.params

SegmentResponseConstraintSet holds the set of SegmentResponseValueConstraint (Base + One/more Sensitivities) for the given Segment.

SegmentResponseConstraintSet() - Constructor for class org.drip.spline.params.SegmentResponseConstraintSet

Empty SegmentResponseConstraintSet Constructor

SegmentResponseValueConstraint - Class in org.drip.spline.params

SegmentResponseValueConstraint holds the following set of fields that characterize a single global linear constraint between the predictor and the response variables within a single segment, expressed linearly across the constituent nodes.

SegmentResponseValueConstraint(double[], double[], double) - Constructor for class org.drip.spline.params.SegmentResponseValueConstraint

SegmentResponseValueConstraint constructor

segments() - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence

segments() - Method in interface org.drip.spline.stretch.MultiSegmentSequence

Retrieve the Stretch Segments

SegmentSequenceBuilder - Interface in org.drip.spline.stretch

SegmentSequenceBuilder is the interface that contains the stubs required for the construction of the segment stretch.

segmentSpec() - Method in class org.drip.state.inference.LatentStateStretchSpec

Retrieve the Array of the Latent State Segment Product/Manifest Measure Sequence

SegmentStateCalibrationInputs - Class in org.drip.spline.params

SegmentStateCalibrationInputs implements basis per-segment Calibration Parameter Input Set.

SegmentStateCalibrationInputs(double[], double[], double[], double[], SegmentBasisFlexureConstraint[], SegmentBestFitResponse) - Constructor for class org.drip.spline.params.SegmentStateCalibrationInputs

SegmentStateCalibrationInputs Constructor

SEK - Class in org.drip.template.irs

SEK contains a Templated Pricing of the OTC Fix-Float SEK IRS Instrument.

SEK() - Constructor for class org.drip.template.irs.SEK

SEK3M6MUSD3M6M - Class in org.drip.sample.dual

SEK3M6MUSD3M6M demonstrates the setup and construction of the USD 3M Forward Curve from SEK3M6MUSD3M6M CCBS, SEK 3M, SEK 6M, and USD 6M Quotes.

SEK3M6MUSD3M6M() - Constructor for class org.drip.sample.dual.SEK3M6MUSD3M6M

SEKHoliday - Class in org.drip.analytics.holset

SEKHoliday() - Constructor for class org.drip.analytics.holset.SEKHoliday

SEKIRSAttribution - Class in org.drip.sample.fixfloatpnl

SEKIRSAttribution generates the Historical PnL Attribution for SEK IRS.

SEKIRSAttribution() - Constructor for class org.drip.sample.fixfloatpnl.SEKIRSAttribution

SEKOISSmoothReconstitutor - Class in org.drip.sample.overnightfeed

SEKOISSmoothReconstitutor Demonstrates the Cleansing and the Smooth Re-constitution of the SEK Input OIS Marks.

SEKOISSmoothReconstitutor() - Constructor for class org.drip.sample.overnightfeed.SEKOISSmoothReconstitutor

SEKShapePreserving1YForward - Class in org.drip.sample.fundinghistorical

SEKShapePreserving1YForward Generates the Historical SEK Shape Preserving Funding Curve Native 1Y Compounded Forward Rate.

SEKShapePreserving1YForward() - Constructor for class org.drip.sample.fundinghistorical.SEKShapePreserving1YForward

SEKShapePreserving1YStart - Class in org.drip.sample.fundinghistorical

SEKShapePreserving1YStart Generates the Historical SEK Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.

SEKShapePreserving1YStart() - Constructor for class org.drip.sample.fundinghistorical.SEKShapePreserving1YStart

SEKShapePreservingReconstitutor - Class in org.drip.sample.fundingfeed

SEKShapePreservingReconstitutor Demonstrates the Cleansing and the Shape Preserving Re-constitution of the SEK Input Marks.

SEKShapePreservingReconstitutor() - Constructor for class org.drip.sample.fundingfeed.SEKShapePreservingReconstitutor

SEKSmooth1MForward - Class in org.drip.sample.overnighthistorical

SEKSmooth1MForward Generates the Historical SEK Smoothened Overnight Curve Native 1M Compounded Forward Rate.

SEKSmooth1MForward() - Constructor for class org.drip.sample.overnighthistorical.SEKSmooth1MForward

SEKSmooth1YForward - Class in org.drip.sample.fundinghistorical

SEKSmooth1YForward Generates the Historical SEK Smoothened Funding Curve Native 1Y Compounded Forward Rate.

SEKSmooth1YForward() - Constructor for class org.drip.sample.fundinghistorical.SEKSmooth1YForward

SEKSmoothReconstitutor - Class in org.drip.sample.fundingfeed

SEKSmoothReconstitutor Demonstrates the Cleansing and the Smooth Re-constitution of the SEK Input Marks.

SEKSmoothReconstitutor() - Constructor for class org.drip.sample.fundingfeed.SEKSmoothReconstitutor

sensitivity(TrajectoryControlNodesGreek, TrajectoryControlNodesGreek) - Method in class org.drip.execution.risk.MeanVarianceObjectiveUtility

sensitivity(TrajectoryControlNodesGreek, TrajectoryControlNodesGreek) - Method in interface org.drip.execution.risk.ObjectiveUtility

Generate the Objective Function Sensitivity given the Expectation and the Variance Control Node Sensitivity

sensitivity(TrajectoryControlNodesGreek, TrajectoryControlNodesGreek) - Method in class org.drip.execution.risk.PowerVarianceObjectiveUtility

sensitivity() - Method in class org.drip.historical.attribution.PositionManifestMeasureSnap

Retrieve the Manifest Measure Sensitivity

sensitivityKeys() - Method in class org.drip.state.estimator.PredictorResponseWeightConstraint

Return the Set of Available Sensitivities (if any)

SeparableMultivariateRandom - Interface in org.drip.sequence.functional

SeparableMultivariateRandom exposes the Variance of the Objective Function dependent on Multivariate Random Variables where the Multivariate Function is a Linear Combination of Bounded Univariate Functions acting on each Random Variate.

separableUnivariateRandom() - Method in class org.drip.sequence.custom.GlivenkoCantelliFunctionSupremum

Retrieve the Supremum Univariate Random Function

separableUnivariateRandom() - Method in class org.drip.sequence.custom.GlivenkoCantelliUniformDeviation

Retrieve the Separable Bounded Idempotent Univariate Random Function

separableVarianceUpperBound() - Method in class org.drip.sequence.functional.EfronSteinMetrics

Compute the Multivariate Variance Upper Bound using the Separable Variance Bound

SEPTEMBER - Static variable in class org.drip.analytics.date.DateUtil

Integer Month - September

sequence() - Method in class org.drip.sequence.metrics.SingleSequenceAgnosticMetrics

Retrieve the Input Sequence

sequence(int, R1) - Method in class org.drip.sequence.random.Bounded

sequence(int, R1) - Method in class org.drip.sequence.random.BoundedUniformInteger

sequence(int, R1) - Method in class org.drip.sequence.random.Poisson

sequence(int) - Method in class org.drip.sequence.random.UnivariateSequenceGenerator

Generate a Random Sequence

sequence(int, R1) - Method in class org.drip.sequence.random.UnivariateSequenceGenerator

Generate a Random Sequence along with its Metrics

SequenceIndexIterator - Class in org.drip.spaces.iterator

SequenceIndexIterator contains the Functionality to iterate through a List of Sequence Indexes.

SequenceIndexIterator(int[], boolean) - Constructor for class org.drip.spaces.iterator.SequenceIndexIterator

IndexIterator Constructor

sequenceMetrics() - Method in class org.drip.sequence.functional.EfronSteinMetrics

Retrieve the Array of the Single Sequence Agnostic Metrics

sequenceMetrics(double[], double[]) - Method in class org.drip.sequence.functional.FunctionSupremumUnivariateRandom

Generate the Function Metrics for the specified Variate Sequence and its corresponding Weight

sequenceMetrics(double[]) - Method in class org.drip.sequence.functional.FunctionSupremumUnivariateRandom

Generate the Function Metrics for the specified Variate Sequence

sequenceMetrics() - Method in class org.drip.sequence.functional.FunctionSupremumUnivariateRandom

Generate the Function Metrics using the Underlying Variate Distribution

sequenceMetrics(double[], double[]) - Method in class org.drip.sequence.functional.IdempotentUnivariateRandom

Generate the Function Metrics for the specified Variate Sequence and its corresponding Weight

sequenceMetrics(double[]) - Method in class org.drip.sequence.functional.IdempotentUnivariateRandom

Generate the Function Metrics for the specified Variate Sequence

sequenceMetrics() - Method in class org.drip.sequence.functional.IdempotentUnivariateRandom

Generate the Function Metrics using the Underlying Variate Distribution

serialCorrelation() - Method in class org.drip.execution.parameters.ArithmeticPriceDynamicsSettings

Retrieve the Asset Serial Correlation

serialCorrelationAdjustment(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.TrajectoryShortfallEstimator

Estimate the Optimal Adjustment Attributable to the Serial Correlation

serialCorrelationAdjustment(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.discrete.Slice

Estimate the Optimal Adjustment Attributable to the Serial Correlation

seriesName() - Method in class org.drip.market.otc.CreditIndexConvention

Retrieve the Series Name

set(String, double) - Method in class org.drip.product.calib.ProductQuoteSet

Set the named Manifest Measure Quote Value

set(String, String) - Method in class org.drip.regression.core.RegressionRunDetail

Set the Key Value Map Entry

setAccrued(double) - Method in class org.drip.historical.attribution.CDSMarketSnap

Set the Accrued

setAnnounce(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the Bond Announce

setAnnounce(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Announce Date

setASP(AssetStatisticalProperties) - Method in class org.drip.portfolioconstruction.params.AssetUniverseStatisticalProperties

Set the ASP Instance

setBaseMeasures(CaseInsensitiveTreeMap<Double>) - Method in class org.drip.analytics.output.ComponentMeasures

Set the Base Measures Map

setBaseRate(double) - Method in class org.drip.product.calib.CompositePeriodQuoteSet

Set the Base Rate

setBasis(double) - Method in class org.drip.product.calib.CompositePeriodQuoteSet

Set the Basis

setBasis(double) - Method in class org.drip.product.calib.StreamQuoteSet

Set the Basis

setBBGID(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Bloomberg ID

setBBGParent(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Bloomberg Parent

setBBGTicker(String) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index BBG Ticker

setBBGUniqueID(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Unique Bloomberg ID

setC1(String, String) - Method in class org.drip.historical.attribution.PositionMarketSnap

Set the Custom C^1 Entry corresponding to the Specified Key

setC1(String, String) - Method in class org.drip.historical.sensitivity.TenorDurationNodeMetrics

Set the Custom C^1 Entry corresponding to the Specified Key

setCalcTime(double) - Method in class org.drip.analytics.output.ComponentMeasures

Set the Calculation Time

setCalculationType(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the Bond Calculation Type

setCalculationType(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Calculation Type

setCCIS(CurveConstructionInputSet) - Method in interface org.drip.analytics.definition.Curve

Set the Curve Construction Input Set Parameters

setCCIS(CurveConstructionInputSet) - Method in class org.drip.analytics.definition.MarketSurface

setCCIS(CurveConstructionInputSet) - Method in class org.drip.analytics.definition.NodeStructure

setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.basis.BasisCurve

setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.credit.CreditCurve

setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.curve.DerivedZeroRate

setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.curve.DeterministicCollateralChoiceDiscountCurve

setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.discount.ExplicitBootDiscountCurve

setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.discount.MergedDiscountForwardCurve

setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.forward.ForwardCurve

setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.fx.FXCurve

setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.govvie.ExplicitBootGovvieCurve

setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.govvie.GovvieCurve

setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.repo.RepoCurve

setCDRCountryCode(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the CDR Country Code

setCDRSettleCode(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the CDR Settle Code

setCleanDV01(double) - Method in class org.drip.historical.attribution.CDSMarketSnap

Set the Clean DV01

setCleanExpiryPrice(double) - Method in class org.drip.historical.attribution.TreasuryFuturesMarketSnap

Set the Clean Expiry Price

setCollateralCollateralCorrelation(String, String, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Collateral Currency Pair

setCollateralCredit(double) - Method in class org.drip.analytics.output.ConvexityAdjustment

Set the Collateral/Credit Convexity Adjustment

setCollateralCreditCorrelation(String, CreditLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Collateral and the Credit Latent States

setCollateralCustomCorrelation(String, CustomLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Collateral and the Custom Metric Latent States

setCollateralEquityCorrelation(String, EquityLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Collateral and the Equity Latent States

setCollateralForward(double) - Method in class org.drip.analytics.output.ConvexityAdjustment

Set the Collateral/Forward Convexity Adjustment

setCollateralForwardCorrelation(String, ForwardLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Collateral and the Forward Latent States

setCollateralFunding(double) - Method in class org.drip.analytics.output.ConvexityAdjustment

Set the Collateral/Funding Convexity Adjustment

setCollateralFundingCorrelation(String, FundingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Collateral and the Funding Latent States

setCollateralFX(double) - Method in class org.drip.analytics.output.ConvexityAdjustment

Set the Collateral/FX Convexity Adjustment

setCollateralFXCorrelation(String, FXLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Collateral and FX Latent States

setCollateralGovvieCorrelation(String, GovvieLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Collateral and Govvie Latent State Labels

setCollateralOvernightCorrelation(String, OvernightLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Collateral and the Overnight Latent States

setCollateralPaydownCorrelation(String, PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Collateral and Pay-down Latent State Labels

setCollateralRatingCorrelation(String, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Collateral and Rating Latent State Labels

setCollateralRecoveryCorrelation(String, RecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Collateral and Recovery Latent State Labels

setCollateralRepoCorrelation(String, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Collateral and Repo Latent State Labels

setCollateralType(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Collateral Type

setCollateralVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Volatility Curve for the specified Collateral Label

setComponentCreditDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.BasketMeasures

Set the Component Credit Delta Double Measures Map

setComponentCreditGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.BasketMeasures

Set the Component Credit Gamma Double Measures Map

setComponentCustomMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.BasketMeasures

Set the Component Custom Double Measures Map

setComponentIRDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.BasketMeasures

Set the Component IR Delta Double Measures Map

setComponentIRGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.BasketMeasures

Set the Component IR Gamma Double Measures Map

setComponentRRDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.BasketMeasures

Set the Component RR Delta Double Measures Map

setComponentRRGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.BasketMeasures

Set the Component RR Gamma Double Measures Map

setComponentTenorCreditDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>>) - Method in class org.drip.analytics.output.BasketMeasures

Set the Component/Tenor Credit Delta Triple Measures Map

setComponentTenorCreditGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>>) - Method in class org.drip.analytics.output.BasketMeasures

Set the Component/Tenor Credit Gamma Triple Measures Map

setComponentTenorIRDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>>) - Method in class org.drip.analytics.output.BasketMeasures

Set the Component/Tenor IR Delta Triple Measures Map

setComponentTenorIRGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>>) - Method in class org.drip.analytics.output.BasketMeasures

Set the Component/Tenor IR Gamma Triple Measures Map

setConstructionString() - Method in class org.drip.product.params.CDXRefDataParams

Return the stringified set of parameters in a java call that can be statically used to re-construct the index.

setContainingInelastics(LatentStateInelastic) - Method in interface org.drip.spline.segment.BasisEvaluator

Set the Inelastics that provides the enveloping Context the Basis Evaluation

setContainingInelastics(LatentStateInelastic) - Method in class org.drip.spline.segment.SegmentBasisEvaluator

setConversionFactor(double) - Method in class org.drip.historical.attribution.TreasuryFuturesMarketSnap

Set the CTD Conversion Factor at Expiry

setCorrelation(String, String, double) - Method in class org.drip.portfolioconstruction.params.AssetUniverseStatisticalProperties

Set the Correlation Between the Specified Assets

setCountryOfDomicile(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Country Of Domicile

setCountryOfGuarantor(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Country Of Guarantor

setCountryOfIncorporation(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Country Of Incorporation

setCoupon(double) - Method in class org.drip.product.calib.FixedStreamQuoteSet

Set the Coupon

setCoupon(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the Bond Coupon

setCoupon(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the coupon

setCoupon(double) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Coupon

setCouponBasis(double) - Method in class org.drip.product.calib.FixedStreamQuoteSet

Set the Coupon Basis

setCouponCurrency(String) - Method in class org.drip.product.creator.BondProductBuilder

Set The Coupon Currency

setCouponCurrency(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Coupon Currency

setCouponFreq(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the Bond Coupon Frequency

setCouponPV(double) - Method in class org.drip.historical.attribution.CDSMarketSnap

Set the Coupon PV

setCouponSetting(CouponSetting) - Method in class org.drip.product.credit.BondComponent

setCouponSetting(CouponSetting) - Method in interface org.drip.product.definition.BondProduct

Set the bond coupon setting

setCouponSpread(double) - Method in class org.drip.product.calib.StreamQuoteSet

Set the Coupon/Spread

setCouponType(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the Bond Coupon Type

setCouponType(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Coupon Type

setCreditCreditCorrelation(CreditLabel, CreditLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Pair of Credit Latent States

setCreditCustomCorrelation(CreditLabel, CustomLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Credit and the Custom Metric Latent States

setCreditEquityCorrelation(CreditLabel, EquityLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Credit and the Equity Latent States

setCreditForward(double) - Method in class org.drip.analytics.output.ConvexityAdjustment

Set the Credit/Forward Convexity Adjustment

setCreditForwardCorrelation(CreditLabel, ForwardLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Credit and the Forward Latent States

setCreditFunding(double) - Method in class org.drip.analytics.output.ConvexityAdjustment

Set the Credit/Funding Convexity Adjustment

setCreditFundingCorrelation(CreditLabel, FundingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Credit and the Funding Latent States

setCreditFX(double) - Method in class org.drip.analytics.output.ConvexityAdjustment

Set the Credit/FX Convexity Adjustment

setCreditFXCorrelation(CreditLabel, FXLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Credit and the FX Latent States

setCreditGovvieCorrelation(CreditLabel, GovvieLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Credit and the Govvie Latent States

setCreditLabel(String) - Method in class org.drip.historical.attribution.CDSMarketSnap

Set the Credit Label

setCreditOvernightCorrelation(CreditLabel, OvernightLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Credit and the Overnight Latent States

setCreditPaydownCorrelation(CreditLabel, PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Credit and the Pay-down Latent States

setCreditRatingCorrelation(CreditLabel, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Credit and the Rating Latent States

setCreditRecoveryCorrelation(CreditLabel, RecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Credit and the Recovery Latent States

setCreditRepoCorrelation(CreditLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Credit and the Repo Latent States

setCreditSetting(CreditSetting) - Method in class org.drip.product.credit.BondComponent

setCreditSetting(CreditSetting) - Method in interface org.drip.product.definition.BondProduct

Set the bond Credit Setting

setCreditState(CreditCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Credit State

setCreditVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Volatility Curve for the Credit Latent State

setCTDName(String) - Method in class org.drip.historical.attribution.TreasuryFuturesMarketSnap

Set the CTD Bond Name

setCumulativeCouponAmount(double) - Method in class org.drip.historical.attribution.CDSMarketSnap

Set the Cumulative Coupon Amount

setCumulativeCouponAmount(double) - Method in class org.drip.historical.attribution.PositionMarketSnap

Set the Cumulative Coupon Amount

setCurrency(String) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Currency

setCurrentCoupon(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the bond's Current Coupon

setCurrentCoupon(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Current Coupon

setCurrentFairPremium(double) - Method in class org.drip.historical.attribution.CDSMarketSnap

Set the Current Fair Premium

setCurveID(String) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Curve ID

setCurveName(String) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Curve Name

setCurvyCurveID(String) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Composite Curve ID

setCUSIP(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the Bond CUSIP

setCUSIP(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the CUSIP

setCustomCustomCorrelation(CustomLabel, CustomLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Custom Metric Latent State Pair

setCustomEquityCorrelation(CustomLabel, EquityLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Custom Metric and the Equity Latent States

setCustomForwardCorrelation(CustomLabel, ForwardLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Custom Metric and the Forward Latent States

setCustomFundingCorrelation(CustomLabel, FundingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Custom Metric and the Funding Latent States

setCustomFXCorrelation(CustomLabel, FXLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Custom Metric and the FX Latent States

setCustomGovvieCorrelation(CustomLabel, GovvieLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Custom Metric and the Govvie Latent States

setCustomMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.ComponentMeasures

Set the Custom Double Measures Map

setCustomOvernightCorrelation(CustomLabel, OvernightLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Custom Metric and the Overnight Latent States

setCustomPaydownCorrelation(CustomLabel, PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Custom Metric and the Pay-down Latent States

setCustomRatingCorrelation(CustomLabel, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Custom Metric and the Rating Latent States

setCustomRecoveryCorrelation(CustomLabel, RecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Custom Metric and the Recovery Latent States

setCustomRepoCorrelation(CustomLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Custom Metric and the Repo Latent States

setCustomVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Custom Metric Volatility Curve

setDate(String, JulianDate) - Method in class org.drip.historical.attribution.PositionMarketSnap

Set the Custom Date Entry corresponding to the Specified Key

setDate(String, JulianDate) - Method in class org.drip.historical.sensitivity.TenorDurationNodeMetrics

Set the Custom Date Entry corresponding to the Specified Key

setDayCount(String) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Day Count

setDayCountCode(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the Bond Day Count Code

setDayCountCode(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Day Count Code

setDBasisCoeffDLocalManifest(double[]) - Method in class org.drip.spline.segment.LatentStateManifestSensitivity

Set the Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure

setDBasisCoeffDPreceedingManifest(double[]) - Method in class org.drip.spline.segment.LatentStateManifestSensitivity

Set the Array containing the Sensitivities of the Basis Coefficients to the Preceeding Manifest Measure

setDefaultedComponentCount(int) - Method in class org.drip.product.params.CDXRefDataParams

Set the Number of Defaulted Components in the Index

setDeliveryMonths(int[]) - Method in class org.drip.product.govvie.TreasuryFutures

Set the Delivery Months

setDerivedParBasisSpread(double) - Method in class org.drip.product.calib.FixFloatQuoteSet

Set the Derived Par Basis Spread

setDerivedParBasisSpread(double) - Method in class org.drip.product.calib.FloatFloatQuoteSet

Set the Derived Par Basis Spread

setDescription(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Description

setDirection(int) - Method in class org.drip.quant.fourier.RotationCountPhaseTracker

Set the Direction on which the rotation count is to be applied

setDResponseDPreceedingManifest(double) - Method in class org.drip.spline.segment.LatentStateManifestSensitivity

Set the Sensitivity of the Segment Response to the Preceeding Manifest Measure

setEffectiveDate(JulianDate) - Method in class org.drip.historical.attribution.CDSMarketSnap

Set the Effective Date

setEmbeddedCallSchedule(EmbeddedOptionSchedule) - Method in class org.drip.product.credit.BondComponent

setEmbeddedCallSchedule(EmbeddedOptionSchedule) - Method in interface org.drip.product.definition.BondProduct

Set the bond's embedded call schedule

setEmbeddedPutSchedule(EmbeddedOptionSchedule) - Method in class org.drip.product.credit.BondComponent

setEmbeddedPutSchedule(EmbeddedOptionSchedule) - Method in interface org.drip.product.definition.BondProduct

Set the bond's embedded put schedule

setEquityEquityCorrelation(EquityLabel, EquityLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Pair of Equity Latent States

setEquityForwardCorrelation(EquityLabel, ForwardLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Equity and the Forward Latent States

setEquityFundingCorrelation(EquityLabel, FundingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Equity and the Funding Latent States

setEquityFXCorrelation(EquityLabel, FXLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Equity and the FX Latent States

setEquityGovvieCorrelation(EquityLabel, GovvieLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Equity and the Govvie Latent States

setEquityOvernightCorrelation(EquityLabel, OvernightLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Equity and the Overnight Latent States

setEquityPaydownCorrelation(EquityLabel, PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Equity and the Pay-down Latent States

setEquityRatingCorrelation(EquityLabel, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Equity and the Rating Latent States

setEquityRecoveryCorrelation(EquityLabel, RecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Equity and the Recovery Latent States

setEquityRepoCorrelation(EquityLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Equity and the Repo Latent States

setEquityState(EquityLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Equity State for the specified Equity Latent State Label

setEquityVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Volatility Curve for the Equity Latent State

setErrorType(int) - Method in exception org.drip.json.parser.ParseException

setExchangeCode(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Exchange Code

setExpiry(JulianDate) - Method in class org.drip.product.govvie.TreasuryFutures

Set the Futures Expiration Date

setExpiryDate(JulianDate) - Method in class org.drip.historical.attribution.TreasuryFuturesMarketSnap

Set the Expiry Date

setFairPremiumMarketFactor(double, double, double) - Method in class org.drip.historical.attribution.CDSMarketSnap

Set the Fair Premium and Position Sensitivity

setFinalMaturity(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the final maturity of the bond

setFinalMaturity(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Final Maturity

setFirstCoupon(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the Bond First Coupon Date

setFirstCoupon(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the First Coupon

setFirstSettle(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the Bond First Settle

setFirstSettle(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the First Settle

setFitch(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Fitch Rating

setFixedCoupon(double) - Method in class org.drip.historical.attribution.CDSMarketSnap

Set the Fixed Coupon

setFixing(JulianDate, LatentStateLabel, double) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Set the Fixing corresponding to the Date/Label Pair

setFixing(int, LatentStateLabel, double) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Set the Fixing corresponding to the Date/Label Pair

setFixings(LatentStateFixingsContainer) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Set the Latent State Fixings Container Instance

setFlatCreditDeltaMeasures(CaseInsensitiveTreeMap<Double>) - Method in class org.drip.analytics.output.ComponentMeasures

Set the Flat Credit Delta Measures Map

setFlatCreditGammaMeasures(CaseInsensitiveTreeMap<Double>) - Method in class org.drip.analytics.output.ComponentMeasures

Set the Flat Credit Gamma Measures Map

setFlatIRDeltaMeasures(CaseInsensitiveTreeMap<Double>) - Method in class org.drip.analytics.output.ComponentMeasures

Set the Flat IR Delta Measures Map

setFlatIRGammaMeasures(CaseInsensitiveTreeMap<Double>) - Method in class org.drip.analytics.output.ComponentMeasures

Set the Flat IR Gamma Measures Map

setFlatRRDeltaMeasures(CaseInsensitiveTreeMap<Double>) - Method in class org.drip.analytics.output.ComponentMeasures

Set the Flat RR Delta Measures Map

setFlatRRGammaMeasures(CaseInsensitiveTreeMap<Double>) - Method in class org.drip.analytics.output.ComponentMeasures

Set the Flat RR Gamma Measures Map

setFlatValue(double) - Method in interface org.drip.analytics.definition.ExplicitBootCurve

Set the flat value across all the nodes

setFlatValue(double) - Method in class org.drip.state.curve.ForeignCollateralizedDiscountCurve

setFlatValue(double) - Method in class org.drip.state.nonlinear.FlatForwardDiscountCurve

setFlatValue(double) - Method in class org.drip.state.nonlinear.FlatForwardFXCurve

setFlatValue(double) - Method in class org.drip.state.nonlinear.FlatForwardRepoCurve

setFlatValue(double) - Method in class org.drip.state.nonlinear.FlatForwardVolatilityCurve

setFlatValue(double) - Method in class org.drip.state.nonlinear.FlatYieldGovvieCurve

setFlatValue(double) - Method in class org.drip.state.nonlinear.ForwardHazardCreditCurve

setFloatCouponConvention(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the bond's Float Coupon Convention

setFloatCouponConvention(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Float Coupon Convention

setFloaterSetting(FloaterSetting) - Method in class org.drip.product.credit.BondComponent

setFloaterSetting(FloaterSetting) - Method in interface org.drip.product.definition.BondProduct

Set the bond floater setting

setFloatSpread(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the bond's floating rate spread

setFloatSpread(ScenarioMarketParams) - Method in class org.drip.product.creator.BondProductBuilder

Set the bond's floating rate spread from the MPC

setFloatSpread(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Float Spread

setForwardForwardCorrelation(ForwardLabel, ForwardLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Pair of Forward Latent States

setForwardFunding(double) - Method in class org.drip.analytics.output.ConvexityAdjustment

Set the Forward/Funding Convexity Adjustment

setForwardFundingCorrelation(ForwardLabel, FundingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Forward and the Funding Latent States

setForwardFX(double) - Method in class org.drip.analytics.output.ConvexityAdjustment

Set the Forward/FX Convexity Adjustment

setForwardFXCorrelation(ForwardLabel, FXLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Forward and the FX Latent State Labels

setForwardGovvieCorrelation(ForwardLabel, GovvieLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Forward and the Govvie Latent States

setForwardOvernightCorrelation(ForwardLabel, OvernightLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Forward and the Overnight Latent States

setForwardPaydownCorrelation(ForwardLabel, PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Forward and the Pay-down Latent States

setForwardRate(double) - Method in class org.drip.product.calib.DepositComponentQuoteSet

Set the Forward Rate

setForwardRate(double) - Method in class org.drip.product.calib.FloatingStreamQuoteSet

Set the Forward Rate

setForwardRatingCorrelation(ForwardLabel, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Forward and the Rating Latent States

setForwardRecoveryCorrelation(ForwardLabel, RecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Forward and the Recovery Latent States

setForwardRepoCorrelation(ForwardLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Forward and the Repo Latent States

setForwardState(ForwardCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Forward State

setForwardVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Volatility Curve for the specified Forward Latent State Label

setFRARate(double) - Method in class org.drip.product.calib.FRAComponentQuoteSet

Set the FRA Rate

setFrequency(int) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Coupon Frequency

setFullFirstStub(boolean) - Method in class org.drip.product.params.CDXRefDataParams

Set the flag indicating whether the Index has a Full First Stub

setFundingFundingCorrelation(FundingLabel, FundingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Pair of Funding Latent States

setFundingFX(double) - Method in class org.drip.analytics.output.ConvexityAdjustment

Set the Funding/FX Convexity Adjustment

setFundingFXCorrelation(FundingLabel, FXLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Funding and the FX Latent States

setFundingGovvieCorrelation(FundingLabel, GovvieLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Funding and the Govvie Latent States

setFundingOvernightCorrelation(FundingLabel, OvernightLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Funding and the Overnight Latent States

setFundingPaydownCorrelation(FundingLabel, PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Funding and the Pay-down Latent States

setFundingRecoveryCorrelation(FundingLabel, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Funding and the Rating Latent States

setFundingRecoveryCorrelation(FundingLabel, RecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Funding and the Recovery Latent States

setFundingRepoCorrelation(FundingLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Funding and the Repo Latent States

setFundingState(MergedDiscountForwardCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Funding State

setFundingVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Volatility Curve for the Funding Latent State Label

setFXFXCorrelation(FXLabel, FXLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified FX Latent State Label Set

setFXGovvieCorrelation(FXLabel, GovvieLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified FX and the Govvie Latent States

setFXOvernightCorrelation(FXLabel, OvernightLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified FX and the Overnight Latent States

setFXPaydownCorrelation(FXLabel, PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified FX and the Pay-down Latent States

setFXRatingCorrelation(FXLabel, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified FX and the Rating Latent States

setFXRecoveryCorrelation(FXLabel, RecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified FX and the Recovery Latent States

setFXRepoCorrelation(FXLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified FX and the Repo Latent States

setFXState(FXCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the FX State for the specified FX Latent State Label

setFXVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Volatility Curve for the specified FX Latent State

setGovvieGovvieCorrelation(GovvieLabel, GovvieLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the Govvie Latent State Pair

setGovvieOvernightCorrelation(GovvieLabel, OvernightLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Govvie and the Overnight Latent States

setGovviePaydownCorrelation(GovvieLabel, PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Govvie and the Pay-down Latent States

setGovvieRatingCorrelation(GovvieLabel, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Govvie and the Rating Latent States

setGovvieRecoveryCorrelation(GovvieLabel, RecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Govvie and the Recovery Latent States

setGovvieRepoCorrelation(GovvieLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Govvie and the Repo Latent States

setGovvieState(GovvieCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Govvie State Curve

setGovvieVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Volatility Curve for the Govvie Latent State

setHasBeenCalled(String) - Method in class org.drip.product.creator.BondProductBuilder

Set whether the bond Has Been Called

setHasBeenCalled(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Flag indicating If bond has been called

setHeader(String[]) - Method in class org.drip.feed.loader.CSVGrid

Set the Column Headers

setIdentifierSet(IdentifierSet) - Method in class org.drip.product.credit.BondComponent

setIdentifierSet(IdentifierSet) - Method in interface org.drip.product.definition.BondProduct

Set the bond identifier set

setIndexClass(String) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Class

setIndexFactor(double) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Factor

setIndexGroupName(String) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Group Name

setIndexLabel(String) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Label

setIndexLifeSpan(int) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Life Span

setIndexName(String) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Name

setIndexSeries(int) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Series

setIndexShortGroupName(String) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Short Group Name

setIndexShortName(String) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Short Name

setIndexVersion(int) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Version

setIndustryGroup(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Industry Group

setIndustrySector(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Industry Sector

setIndustrySubgroup(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Industry Subgroup

setInitialFairPremium(double) - Method in class org.drip.historical.attribution.CDSMarketSnap

Set the Initial Fair Premium

setInstrCalibInputs(ValuationParams, boolean, MergedDiscountForwardCurve, GovvieCurve, CreditPricerParams, CalibratableComponent[], double[], String[], LatentStateFixingsContainer, ValuationCustomizationParams) - Method in class org.drip.state.credit.CreditCurve

Set the calibration inputs for the CreditCurve

setInterestAccrualStart(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the Bond Interest Accrual Start Date

setInterestAccrualStart(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Interest Accrual Start Date

setIsBearer(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Flag indicating Bearer Bond

setIsCallable(String) - Method in class org.drip.product.creator.BondProductBuilder

Set whether the Bond Is Callable

setIsCallable(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set whether is Callable

setIsDefaulted(String) - Method in class org.drip.product.creator.BondProductBuilder

Set whether the bond is defaulted or not

setIsDefaulted(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Defaulted Flag

setIsFloater(String) - Method in class org.drip.product.creator.BondProductBuilder

Set whether the bond is a floater or not

setIsFloater(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Floater Flag

setISIN(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the Bond ISIN

setISIN(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the ISIN

setIsPerpetual(String) - Method in class org.drip.product.creator.BondProductBuilder

Set whether the bond is perpetual or not

setIsPerpetual(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Perpetual Flag

setIsPrivatePlacement(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Private Placement Flag

setIsPutable(String) - Method in class org.drip.product.creator.BondProductBuilder

Set whether the Bond Is Putable

setIsPutable(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set whether is Putable

setIsRegistered(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Flag Registered

setIsReversibleConvertible(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Flag indicating Reverse Convertible

setIsSinkable(String) - Method in class org.drip.product.creator.BondProductBuilder

Set whether the Bond Is Sinkable

setIsSinkable(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set whether is Sinkable

setIsStructuredNote(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Flag indicating Structured Note

setIssue(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the Bond Issue Date

setIssue(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Issue Date

setIssueAmount(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Issue Amount

setIssueCountry(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Issue Country

setIssueCountryCode(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Issue Country Code

setIssueDate(JulianDate) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Issue Date

setIssuePrice(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set Issue Price

setIssuer(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Issuer

setIssuerCategory(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Issuer Category

setIssuerIndustry(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Issuer Industry

setIssuerSPN(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the bond's Issuer SPN

setIssuerSPN(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set Issuer SPN

setIsUnitTraded(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Flag indicating Unit Traded

setKnockOutOnDefault(boolean) - Method in class org.drip.product.params.CDXRefDataParams

Set if the Index knocks out on Default

setLastTradingDayLag(int) - Method in class org.drip.product.govvie.TreasuryFutures

Set the Last Trading Day Lag

setLDTS(String, LastTradingDateSetting[]) - Method in class org.drip.market.exchange.FuturesOptions

Add a Named Exchange LTDS Array Map Entry

setLeadManager(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Lead Manager

setLeftNode(double, double, double, StretchBestFitResponse) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence

setLeftNode(double, double, double, StretchBestFitResponse) - Method in interface org.drip.spline.stretch.MultiSegmentSequence

Set the Slope at the left Edge of the Stretch

setLocation(String) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Location

setLongCompanyName(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Long Company Name

setLossPV(double) - Method in class org.drip.historical.attribution.CDSMarketSnap

Set the Loss PV

setMarketConvention(QuoteConvention) - Method in class org.drip.product.credit.BondComponent

setMarketConvention(QuoteConvention) - Method in interface org.drip.product.definition.BondProduct

Set the Bond's Market Convention

setMarketIssueType(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Market Issue Type

setMarketMeasureName(String) - Method in class org.drip.historical.attribution.PositionMarketSnap

Set the Market Measure Name

setMarketMeasureValue(double) - Method in class org.drip.historical.attribution.PositionMarketSnap

Set the Market Measure Value

setMarketQuote(String, Quote) - Method in class org.drip.param.definition.ProductQuote

Set the market quote for the component

setMarketQuote(String, Quote) - Method in class org.drip.param.quote.ProductMultiMeasure

setMaturity(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the Bond Maturity

setMaturity(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the maturity

setMaturityDate(JulianDate) - Method in class org.drip.historical.attribution.CDSMarketSnap

Set the Maturity Date

setMaturityDate(JulianDate) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Maturity Date

setMaturityType(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the Bond Maturity Type

setMaturityType(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Maturity Type

setMaximumMaturity(String) - Method in class org.drip.product.govvie.TreasuryFutures

Retrieve the Deliverable Grade Maximum Maturity

setMinimumIncrement(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Minimum Increment

setMinimumMaturity(String) - Method in class org.drip.product.govvie.TreasuryFutures

Retrieve the Deliverable Grade Minimum Maturity

setMinimumPiece(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Minimum Piece

setMinimumPriceMovement(double) - Method in class org.drip.product.govvie.TreasuryFutures

Retrieve the Minimum Price Movement

setMoody(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Moodys Rating

setName(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Issuer Name

setName(String) - Method in class org.drip.product.credit.CDSComponent

setNextCouponDate(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Next Coupon Date

setNodeValue(int, double) - Method in interface org.drip.analytics.definition.ExplicitBootCurve

Set the Value/Slope at the Node specified by the Index

setNodeValue(int, double) - Method in class org.drip.state.curve.ForeignCollateralizedDiscountCurve

setNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatForwardDiscountCurve

setNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatForwardFXCurve

setNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatForwardRepoCurve

setNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatForwardVolatilityCurve

setNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatYieldGovvieCurve

setNodeValue(int, double) - Method in class org.drip.state.nonlinear.ForwardHazardCreditCurve

setNotionalSetting(NotionalSetting) - Method in class org.drip.product.credit.BondComponent

setNotionalSetting(NotionalSetting) - Method in interface org.drip.product.definition.BondProduct

Set the bond notional Setting

setNotionalValue(double) - Method in class org.drip.product.govvie.TreasuryFutures

Retrieve the Notional Value

setOF(double) - Method in class org.drip.function.r1tor1solver.IteratedVariate

Set the Objective Function Value

setOFLeft(double) - Method in class org.drip.function.r1tor1solver.IteratedBracket

Set the left objective function value

setOFRight(double) - Method in class org.drip.function.r1tor1solver.IteratedBracket

Set the right objective function value

setOptionPV(double) - Method in class org.drip.product.calib.VolatilityProductQuoteSet

Set the PV of an Option on the Product

setOriginalComponentCount(int) - Method in class org.drip.product.params.CDXRefDataParams

Set the Number of Original Components in the Index

setOutright(double) - Method in class org.drip.product.calib.FXForwardQuoteSet

Set the Terminal FX Forward Outright

setOutstandingAmount(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Outstanding Amount

setOvernightOvernightCorrelation(OvernightLabel, OvernightLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Pair of Overnight Latent States

setOvernightPaydownCorrelation(OvernightLabel, PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Overnight and the Pay-down Latent States

setOvernightRatingCorrelation(OvernightLabel, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Overnight and the Rating Latent States

setOvernightRecoveryCorrelation(OvernightLabel, RecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Overnight and the Recovery Latent States

setOvernightRepoCorrelation(OvernightLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Overnight and the Repo Latent States

setOvernightState(MergedDiscountForwardCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Overnight State

setOvernightVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Volatility Curve for the Overnight Latent State Label

setParAmount(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Par Amount

setParForwardRate(double) - Method in class org.drip.product.calib.FRAComponentQuoteSet

Set the Par Forward Rate

setPayAccrued(boolean) - Method in class org.drip.product.params.CDXRefDataParams

Set if the Index pays accrued on termination

setPayCurrencyCollateralCurrencyCurve(String, String, MergedDiscountForwardCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Set the Discount Curve associated with the Pay Cash-flow Collateralized using a different Collateral Currency Numeraire

setPaydownCurve(PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Pay-down State for the specified Pay-down Latent State Label

setPaydownPaydownCorrelation(PaydownLabel, PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the Pay-down Latent State Pair

setPaydownRatingCorrelation(PaydownLabel, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Pay-down and the Rating Latent States

setPaydownRecoveryCorrelation(PaydownLabel, RecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Pay-down and the Recovery Latent States

setPaydownRepoCorrelation(PaydownLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Pay-down and the Repo Latent States

setPaydownVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Volatility Curve for the Pay-down Latent State

setPenultimateCouponDate(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Penultimate Coupon Date

setPIP(double) - Method in class org.drip.product.calib.FXForwardQuoteSet

Set the Terminal FX Forward PIP

setPosition(int) - Method in exception org.drip.json.parser.ParseException

setPreceedingManifestSensitivityControl(String, PreceedingManifestSensitivityControl) - Method in class org.drip.spline.segment.LatentStateResponseModel

Set the Preceeding Manifest Sensitivity Control Parameters for the specified Manifest Measure

setPrevCouponDate(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Previous Coupon Date

setPreviousPhase(double) - Method in class org.drip.quant.fourier.RotationCountPhaseTracker

Set the Previous Phase

setPrice(double) - Method in class org.drip.product.calib.FuturesComponentQuoteSet

Set the Price

setPrimaryCode(String) - Method in class org.drip.product.credit.BondComponent

setPrimaryCode(String) - Method in class org.drip.product.credit.CDSComponent

setPrimaryCode(String) - Method in class org.drip.product.definition.CalibratableComponent

Set the component's primary code

setPrimaryCode(String) - Method in class org.drip.product.fx.DomesticCollateralizedForeignForward

setPrimaryCode(String) - Method in class org.drip.product.fx.ForeignCollateralizedDomesticForward

setPrimaryCode(String) - Method in class org.drip.product.fx.FXForwardComponent

setPrimaryCode(String) - Method in class org.drip.product.option.OptionComponent

setPrimaryCode(String) - Method in class org.drip.product.rates.FixFloatComponent

setPrimaryCode(String) - Method in class org.drip.product.rates.FloatFloatComponent

setPrimaryCode(String) - Method in class org.drip.product.rates.RatesBasket

setPrimaryCode(String) - Method in class org.drip.product.rates.SingleStreamComponent

setProductQuote(String, ProductQuote) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Product Quote

setPV(double) - Method in class org.drip.product.calib.DepositComponentQuoteSet

Set the PV

setPV(double) - Method in class org.drip.product.calib.FixedStreamQuoteSet

Set the PV

setPV(double) - Method in class org.drip.product.calib.FixFloatQuoteSet

Set the PV

setPV(double) - Method in class org.drip.product.calib.FloatFloatQuoteSet

Set the PV

setPV(double) - Method in class org.drip.product.calib.FloatingStreamQuoteSet

Set the PV

setPV(double) - Method in class org.drip.product.calib.StreamQuoteSet

Set the PV

setQM(LatentStateLabel, String, double) - Method in class org.drip.dynamics.evolution.LSQMPointRecord

Set the LSQM Value

setQMCurve(String, Curve) - Method in class org.drip.dynamics.evolution.LSQMCurveSnapshot

Set the LSQM Curve

setQMSpan(LatentStateLabel, String, Span) - Method in class org.drip.dynamics.evolution.LSQMCurveIncrement

Set the LSQM Increment Span

setQuoteAsCDS(boolean) - Method in class org.drip.product.params.CDXRefDataParams

Set whether the quote is marked as a CDS

setQuoteMap(CaseInsensitiveTreeMap<ProductQuote>) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Map of Quote

setR1(String, double, boolean) - Method in class org.drip.historical.attribution.PositionMarketSnap

Set the Custom R^1 Entry corresponding to the Specified Key

setR1(String, double) - Method in class org.drip.historical.attribution.PositionMarketSnap

Set the Custom R^1 Entry corresponding to the Specified Key

setR1(String, double) - Method in class org.drip.historical.sensitivity.TenorDurationNodeMetrics

Set the Custom R^1 Entry corresponding to the Specified Key

setRate(double) - Method in class org.drip.product.calib.DepositComponentQuoteSet

Set the Rate

setRate(double) - Method in class org.drip.product.calib.FixFloatQuoteSet

Set the Rate

setRate(double) - Method in class org.drip.product.calib.FuturesComponentQuoteSet

Set the Rate

setRateIndex(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the bond's Rate Index

setRateIndex(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Rate Index

setRatingCurve(RatingLabel, MergedDiscountForwardCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Rating State for the specified Rating Latent State Label

setRatingRatingCorrelation(RatingLabel, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Pair of Rating Latent States

setRatingRecoveryCorrelation(RatingLabel, RecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Rating and Recovery Latent States

setRatingRepoCorrelation(RatingLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Rating and Repo Latent States

setRatingVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Volatility Curve for the Rating Latent State

setRecovery(double) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Recovery

setRecoveryRate(double) - Method in class org.drip.historical.attribution.CDSMarketSnap

Set the Recovery Rate

setRecoveryRecoveryCorrelation(RecoveryLabel, RecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the Recovery Latent State Pair

setRecoveryRepoCorrelation(RecoveryLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface for the specified Recovery and the Repo Latent States

setRecoveryState(CreditCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Recovery State for the specified Recovery Latent State Label

setRecoveryVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Volatility Curve for the Recovery Latent State

setRedemptionCurrency(String) - Method in class org.drip.product.creator.BondProductBuilder

Set The redemption Currency

setRedemptionCurrency(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Redemption Currency

setRedemptionValue(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the Bond Redemption Value

setRedemptionValue(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Redemption Value

setRedID(String) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index Red ID

setReferenceCoupon(double) - Method in class org.drip.product.govvie.TreasuryFutures

Set the Reference Coupon Rate

setReferenceParBasisSpread(double) - Method in class org.drip.product.calib.FixFloatQuoteSet

Set the Reference Par Basis Spread

setReferenceParBasisSpread(double) - Method in class org.drip.product.calib.FloatFloatQuoteSet

Set the Reference Par Basis Spread

setRepoRepoCorrelation(RepoLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Correlation Surface between the Pair of Repo Latent States

setRepoState(RepoCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Repo State

setRepoVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

(Re)-set the Volatility Curve for the Repo Latent State Label

setRollDownFairPremium(double) - Method in class org.drip.historical.attribution.CDSMarketSnap

Set the Roll Down Fair Premium

setRoot(double) - Method in class org.drip.function.r1tor1solver.FixedPointFinderOutput

Set the Root

setSecurityType(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Security Type

setSeries(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Issuer Series

setShortName(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Issuer Short Name

setShortName(String) - Method in class org.drip.product.params.CDXRefDataParams

Set the index short name

setSide(String, double, double) - Method in class org.drip.param.definition.Quote

Set the quote for the specified side

setSide(String, double, double) - Method in class org.drip.param.quote.MultiSided

setSnP(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the SnP Rating

setSnrSub(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set Senior or Sub-ordinate

setSP(String) - Method in class org.drip.json.simple.ItemList

setSpecificDefault(int) - Method in class org.drip.state.credit.CreditCurve

Set the Specific Default Date

setSPN(String) - Method in class org.drip.product.params.CDXRefDataParams

Set the Index SPN

setSpread(double) - Method in class org.drip.product.calib.FloatingStreamQuoteSet

Set the Spread

setStartingVariate(double) - Method in class org.drip.function.r1tor1solver.ExecutionInitializationOutput

Set the Starting Variate

setStream(BondStream) - Method in class org.drip.product.credit.BondComponent

setStream(BondStream) - Method in interface org.drip.product.definition.BondProduct

Set the bond Stream

setStretch(MultiSegmentSequence) - Method in class org.drip.spline.stretch.CkSegmentSequenceBuilder

setStretch(MultiSegmentSequence) - Method in interface org.drip.spline.stretch.SegmentSequenceBuilder

Set the Stretch whose Segments are to be calibrated

setStretch(MultiSegmentSequence) - Method in class org.drip.state.inference.LatentStateSequenceBuilder

setStretchSegmentBuilderControl(String, SegmentCustomBuilderControl) - Method in class org.drip.state.estimator.SmoothingCurveStretchParams

Set the Stretch's Segment Builder Control

setSwapRate(double) - Method in class org.drip.product.calib.FixFloatQuoteSet

Set the Swap Rate

setTenorCreditDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.ComponentMeasures

Set the Tenor Credit Delta Double Measures Map

setTenorCreditGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.ComponentMeasures

Set the Tenor Credit Gamma Double Measures Map

setTenorIRDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.ComponentMeasures

Set the Tenor IR Delta Double Measures Map

setTenorIRGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.ComponentMeasures

Set the Tenor IR Gamma Double Measures Map

setTenorRRDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.ComponentMeasures

Set the Tenor RR Delta Double Measures Map

setTenorRRGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.ComponentMeasures

Set the Tenor RR Gamma Double Measures Map

setTerminationSetting(TerminationSetting) - Method in class org.drip.product.credit.BondComponent

setTerminationSetting(TerminationSetting) - Method in interface org.drip.product.definition.BondProduct

Set the bond termination setting

setTerminationStatus(boolean) - Method in class org.drip.regression.core.RegressionRunOutput

Set the termination status for the regression output

setTicker(String) - Method in class org.drip.product.creator.BondProductBuilder

Set the Bond Ticker

setTicker(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Issuer Ticker

setTickValue(double) - Method in class org.drip.product.govvie.TreasuryFutures

Retrieve the Tick Value

settle() - Method in class org.drip.market.exchange.TreasuryFuturesConvention

Retrieve the Treasury Futures Settle Settings

SETTLE_TYPE_CASH - Static variable in class org.drip.market.exchange.TreasuryFuturesSettle

Cash Settled Futures

SETTLE_TYPE_PHYSICAL_DELIVERY - Static variable in class org.drip.market.exchange.TreasuryFuturesSettle

Physically Settled Futures

settleDate(ValuationParams) - Method in class org.drip.product.params.QuoteConvention

settleLag() - Method in class org.drip.historical.engine.HorizonChangeExplainProcessor

Retrieve the Component Settle Lag

SETTLEMENT_QUOTE_EXACT_CURVE - Static variable in class org.drip.market.otc.SwapOptionSettlement

Swap Option Cash Settlement Quote Method - Exact Curve

SETTLEMENT_QUOTE_IRR - Static variable in class org.drip.market.otc.SwapOptionSettlement

Swap Option Cash Settlement Quote Method - Internal Rate of Return

SETTLEMENT_TYPE_CASH_SETTLED - Static variable in class org.drip.market.otc.SwapOptionSettlement

Swap Option Settlement Type - Cash Settled

SETTLEMENT_TYPE_PHYSICAL_DELIVERY - Static variable in class org.drip.market.otc.SwapOptionSettlement

Swap Option Settlement Type - Physical Delivery

settlementQuote() - Method in class org.drip.market.otc.SwapOptionSettlement

Retrieve the Settlement Quote

settlementType() - Method in class org.drip.market.otc.SwapOptionSettlement

Retrieve the Settlement Type

settleQuoteStyle() - Method in class org.drip.market.exchange.TreasuryFuturesSettle

Retrieve the Settle Quote Style

settleType() - Method in class org.drip.market.exchange.TreasuryFuturesSettle

Retrieve the Settle Type

setTradeCurrency(String) - Method in class org.drip.product.creator.BondProductBuilder

Set The Trade Currency

setTradeCurrency(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set the Trade Currency

setTradeStatus(String) - Method in class org.drip.product.creator.BondRefDataBuilder

Set Trade Status

setTransitionProbability(TrinomialTreeNodeMetrics, TrinomialTreeNodeMetrics, double) - Method in class org.drip.dynamics.hullwhite.TrinomialTreeSequenceMetrics

Set the Transition Probability for the specified Pair of Nodes

setTreasuryBenchmark(TreasuryBenchmarks) - Method in class org.drip.product.credit.BondComponent

setTreasuryBenchmark(TreasuryBenchmarks) - Method in interface org.drip.product.definition.BondProduct

Set the bond treasury benchmark Set

setTSYQuotes(CaseInsensitiveTreeMap<ProductQuote>) - Method in class org.drip.param.definition.ScenarioMarketParams

Set the full set of named Treasury Quote Map

setTSYQuotes(CaseInsensitiveTreeMap<ProductQuote>) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer

setTurns(TurnListDiscountFactor) - Method in class org.drip.state.discount.MergedDiscountForwardCurve

Set the Discount Curve Turns'

setType(String) - Method in class org.drip.product.govvie.TreasuryFutures

Set the Futures Type

setUnexpectedObject(Object) - Method in exception org.drip.json.parser.ParseException

setup(SegmentSequenceBuilder, int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence

setup(SegmentResponseValueConstraint, SegmentResponseValueConstraint[], StretchBestFitResponse, BoundarySettings, int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence

setup(double, SegmentResponseValueConstraint[], StretchBestFitResponse, BoundarySettings, int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence

setup(double, double[], StretchBestFitResponse, BoundarySettings, int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence

setup(SegmentSequenceBuilder, int) - Method in interface org.drip.spline.stretch.MultiSegmentSequence

Set up (i.e., calibrate) the individual Segments in the Stretch to the Stretch Edge, the Target Constraints, and the custom segment sequence builder.

setup(SegmentResponseValueConstraint, SegmentResponseValueConstraint[], StretchBestFitResponse, BoundarySettings, int) - Method in interface org.drip.spline.stretch.MultiSegmentSequence

Set up (i.e., calibrate) the individual Segments in the Stretch to the Stretch Left Edge and the Target Constraints.

setup(double, SegmentResponseValueConstraint[], StretchBestFitResponse, BoundarySettings, int) - Method in interface org.drip.spline.stretch.MultiSegmentSequence

Set up (i.e., calibrate) the individual Segments in the Stretch to the Stretch Left Edge Response and the Target Constraints.

setup(double, double[], StretchBestFitResponse, BoundarySettings, int) - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial

setup(double, double[], StretchBestFitResponse, BoundarySettings, int) - Method in interface org.drip.spline.stretch.SingleSegmentSequence

Set up (i.e., calibrate) the individual Segments in the Stretch to the Response Values corresponding to each Segment Predictor right Ordinate.

setupHermite(SegmentPredictorResponseDerivative[], SegmentPredictorResponseDerivative[], SegmentResponseValueConstraint[][], StretchBestFitResponse, int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence

setupHermite(SegmentPredictorResponseDerivative[], SegmentPredictorResponseDerivative[], SegmentResponseValueConstraint[][], StretchBestFitResponse, int) - Method in interface org.drip.spline.stretch.MultiSegmentSequence

Set up (i.e., calibrate) the individual Segment in the Stretch to the Target Segment Edge Values and Constraints.

setupRegressors() - Method in interface org.drip.regression.core.RegressorSet

Set up the list of Regressors in the set

setupRegressors() - Method in class org.drip.regression.curve.CreditCurveRegressor

setupRegressors() - Method in class org.drip.regression.curve.DiscountCurveRegressor

setupRegressors() - Method in class org.drip.regression.curve.ZeroCurveRegressor

setupRegressors() - Method in class org.drip.regression.curvejacobian.CashJacobianRegressorSet

setupRegressors() - Method in class org.drip.regression.curvejacobian.DiscountCurveJacobianRegressorSet

setupRegressors() - Method in class org.drip.regression.curvejacobian.EDFJacobianRegressorSet

setupRegressors() - Method in class org.drip.regression.curvejacobian.IRSJacobianRegressorSet

setupRegressors() - Method in class org.drip.regression.fixedpointfinder.BracketingRegressorSet

setupRegressors() - Method in class org.drip.regression.fixedpointfinder.CompoundBracketingRegressorSet

setupRegressors() - Method in class org.drip.regression.fixedpointfinder.OpenRegressorSet

setupRegressors() - Method in class org.drip.regression.spline.BasisSplineRegressorSet

setVariate(double) - Method in class org.drip.function.r1tor1solver.IteratedVariate

Set the variate

setVariateLeft(double) - Method in class org.drip.function.r1tor1solver.IteratedBracket

Set the left variate

setVariateRight(double) - Method in class org.drip.function.r1tor1solver.IteratedBracket

Set the right variate

setWengert(int, double) - Method in class org.drip.quant.calculus.WengertJacobian

Set the Value for the Wengert variable

setYield(double) - Method in class org.drip.product.calib.TreasuryBondQuoteSet

Set the Yield

setYieldMarketFactor(double, double, double) - Method in class org.drip.historical.attribution.BondMarketSnap

Set the Yield Level and Position Sensitivity

setYieldMarketFactor(double, double, double) - Method in class org.drip.historical.attribution.TreasuryFuturesMarketSnap

Set the Yield Level and Position Sensitivity

SGBBenchmarkAttribution - Class in org.drip.sample.treasurypnl

SGBBenchmarkAttribution demonstrates the Computation of the PnL Time Series Metrics for the SGB Benchmark Bond Series.

SGBBenchmarkAttribution() - Constructor for class org.drip.sample.treasurypnl.SGBBenchmarkAttribution

SGBReconstitutor - Class in org.drip.sample.treasuryfeed

SGBReconstitutor demonstrates the Cleansing and Re-constitution of the SGB Yield Marks obtained from Historical Yield Curve Prints.

SGBReconstitutor() - Constructor for class org.drip.sample.treasuryfeed.SGBReconstitutor

SGD - Class in org.drip.template.irs

SGD contains a Templated Pricing of the OTC Fix-Float SGD IRS Instrument.

SGD() - Constructor for class org.drip.template.irs.SGD

SGDHoliday - Class in org.drip.analytics.holset

SGDHoliday() - Constructor for class org.drip.analytics.holset.SGDHoliday

SGDIRSAttribution - Class in org.drip.sample.fixfloatpnl

SGDIRSAttribution generates the Historical PnL Attribution for SGD IRS.

SGDIRSAttribution() - Constructor for class org.drip.sample.fixfloatpnl.SGDIRSAttribution

SGDShapePreserving1YStart - Class in org.drip.sample.fundinghistorical

SGDShapePreserving1YStart Generates the Historical SGD Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.

SGDShapePreserving1YStart() - Constructor for class org.drip.sample.fundinghistorical.SGDShapePreserving1YStart

SGDShapePreservingReconstitutor - Class in org.drip.sample.fundingfeed

SGDShapePreservingReconstitutor Demonstrates the Cleansing and the Shape Preserving Re-constitution of the SGD Input Marks.

SGDShapePreservingReconstitutor() - Constructor for class org.drip.sample.fundingfeed.SGDShapePreservingReconstitutor

ShadowScopingProjection(ScopingProjectionVariateDistribution, String) - Static method in class org.drip.measure.bayesian.TheilMixedEstimationModel

Compute the Shadow of the Scoping on Projection

ShadowScopingProjectionTranspose(ScopingProjectionVariateDistribution, String) - Static method in class org.drip.measure.bayesian.TheilMixedEstimationModel

Compute the Shadow of the Scoping on Projection Transpose

SHAPE_CONTROL_RATIONAL_EXPONENTIAL - Static variable in class org.drip.spline.bspline.BasisHatShapeControl

Cubic Polynomial with Rational Exponential Shape Controller

SHAPE_CONTROL_RATIONAL_LINEAR - Static variable in class org.drip.spline.bspline.BasisHatShapeControl

Cubic Polynomial with Rational Linear Shape Controller

SHAPE_CONTROL_RATIONAL_QUADRATIC - Static variable in class org.drip.spline.bspline.BasisHatShapeControl

Cubic Polynomial with Rational Quadratic Shape Controller

SHAPE_PRESERVING - Static variable in class org.drip.service.template.LatentMarketStateBuilder

Shape Preserving Latent State

shapeControl() - Method in class org.drip.spline.basis.BSplineSequenceParams

Retrieve the Shape Control Type

shapeController() - Method in class org.drip.spline.params.ResponseScalingShapeControl

Retrieve the Shape Control Univariate Function

shapeController() - Method in class org.drip.spline.params.SegmentCustomBuilderControl

Retrieve the Segment Shape Controller

shapeControlType() - Method in class org.drip.spline.bspline.BasisHatShapeControl

Retrieve the Type of the Shape Controller

shapedBasisFunctionDerivative(double, int, int) - Method in interface org.drip.spline.segment.BasisEvaluator

Compute the Ordered Derivative of the Response Value off of the indexed Basis Function at the specified Predictor Ordinate

shapedBasisFunctionDerivative(double, int, int) - Method in class org.drip.spline.segment.SegmentBasisEvaluator

shapedBasisFunctionResponse(double, int) - Method in interface org.drip.spline.segment.BasisEvaluator

Compute the Response Value of the indexed Basis Function at the specified Predictor Ordinate

shapedBasisFunctionResponse(double, int) - Method in class org.drip.spline.segment.SegmentBasisEvaluator

ShapeOvernightZeroLocalSmooth - Class in org.drip.sample.overnight

ShapeOvernightZeroLocalSmooth demonstrates the usage of different local smoothing techniques involved in the Overnight curve creation.

ShapeOvernightZeroLocalSmooth() - Constructor for class org.drip.sample.overnight.ShapeOvernightZeroLocalSmooth

ShapePreservingDFBuild(String, LinearLatentStateCalibrator, LatentStateStretchSpec[], ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder

Build the Shape Preserving Discount Curve using the Custom Parameters

ShapePreservingForwardCurve(JulianDate, ForwardLabel, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, MergedDiscountForwardCurve, ForwardCurve) - Static method in class org.drip.service.template.LatentMarketStateBuilder

Construct a Instance of the Shape Preserving Forward Curve off of Exchange/OTC Market Instruments

ShapePreservingForwardCurve(LinearLatentStateCalibrator, LatentStateStretchSpec[], ForwardLabel, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Static method in class org.drip.state.creator.ScenarioForwardCurveBuilder

Build the Shape Preserving Forward Curve using the Custom Parameters

ShapePreservingForwardCurve(String, ForwardLabel, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, String, FunctionSetBuilderParams, CalibratableComponent[], String, double[], double) - Static method in class org.drip.state.creator.ScenarioForwardCurveBuilder

Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.

ShapePreservingFundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String) - Static method in class org.drip.service.template.LatentMarketStateBuilder

Construct a Shape Preserving Funding Curve Based off of the Input Exchange/OTC Market Instruments

ShapePreservingFXCurve(JulianDate, CurrencyPair, String[], double[], String, double) - Static method in class org.drip.service.template.LatentMarketStateBuilder

Construct a Shape Preserving FX Curve from the FX Forward Instruments

ShapePreservingFXCurve(LinearLatentStateCalibrator, LatentStateStretchSpec[], CurrencyPair, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Static method in class org.drip.state.creator.ScenarioFXCurveBuilder

Build the Shape Preserving FX Curve using the Custom Parameters

ShapePreservingFXCurve(String, CurrencyPair, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, CalibratableComponent[], String, double[], double, SegmentCustomBuilderControl) - Static method in class org.drip.state.creator.ScenarioFXCurveBuilder

Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.

ShapePreservingFXCurve(String, CurrencyPair, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, String, FunctionSetBuilderParams, CalibratableComponent[], String, double[], double) - Static method in class org.drip.state.creator.ScenarioFXCurveBuilder

Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.

ShapePreservingGovvieCurve(String, JulianDate, JulianDate[], JulianDate[], double[], double[], String) - Static method in class org.drip.service.template.LatentMarketStateBuilder

Construct a Shape Preserving Govvie Curve from the Treasury Instruments

ShapePreservingGovvieCurve(LinearLatentStateCalibrator, LatentStateStretchSpec[], String, String, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Static method in class org.drip.state.creator.ScenarioGovvieCurveBuilder

Build the Shape Preserving Govvie Curve using the Custom Parameters

ShapePreservingGovvieCurve(String, String, String, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, String, FunctionSetBuilderParams, SegmentInelasticDesignControl, CalibratableComponent[], String, double[]) - Static method in class org.drip.state.creator.ScenarioGovvieCurveBuilder

Construct an Instance of the Shape Preserver of the desired Basis Spline Type, using the specified Basis Spline Set Builder Parameters.

shapePreservingLLSC() - Method in class org.drip.analytics.input.LatentStateShapePreservingCCIS

Retrieve the Shape Preserving Linear Latent State Calibrator

ShapePreservingOvernightCurve(JulianDate, String, String[], double[], String, String[], double[], String, String[], String[], double[], String, String[], double[], String) - Static method in class org.drip.service.template.LatentMarketStateBuilder

Construct a Shape Preserving Overnight Curve from Overnight Exchange/OTC Market Instruments

ShapePreservingOvernightZeroSmooth - Class in org.drip.sample.overnight

ShapePreservingOvernightZeroSmooth demonstrates the usage of different shape preserving and smoothing techniques involved in the Overnight curve creation.

ShapePreservingOvernightZeroSmooth() - Constructor for class org.drip.sample.overnight.ShapePreservingOvernightZeroSmooth

ShapePreservingRegularization(String, String) - Static method in class org.drip.feed.transformer.FundingFixFloatMarksReconstitutor

Re-constitute the Horizon Quote Marks Using a Shape Preserving Re-constructor

ShapePreservingRegularization(String, String) - Static method in class org.drip.feed.transformer.OvernightIndexMarksReconstitutor

Re-constitute the Horizon Quote Marks Using a Shape Preserving Re-constructor

ShapePreservingZeroSmooth - Class in org.drip.sample.funding

ShapePreservingZeroSmooth demonstrates the usage of different shape preserving and smoothing techniques involved in the funding curve creation.

ShapePreservingZeroSmooth() - Constructor for class org.drip.sample.funding.ShapePreservingZeroSmooth

ShapeZeroLocalSmooth - Class in org.drip.sample.funding

ShapeZeroLocalSmooth demonstrates the usage of different local smoothing techniques involved in the funding curve creation.

ShapeZeroLocalSmooth() - Constructor for class org.drip.sample.funding.ShapeZeroLocalSmooth

sharpeRatio() - Method in class org.drip.portfolioconstruction.asset.PortfolioMetrics

Retrieve the Portfolio Sharpe Ratio

shiftedLIBORForwardIncrement(int, int, int, double, int) - Method in class org.drip.dynamics.hjm.MultiFactorStateEvolver

Compute the Shifted LIBOR Forward Rate Increment given the Spot Date, the View Date, the Target Date, the Current Shifted LIBOR Forward Rate, and the View Time Increment

shiftedLIBORForwardRate() - Method in class org.drip.dynamics.hjm.ShortForwardRateUpdate

Retrieve the Shifted LIBOR Forward Rate

shiftedLIBORForwardRateIncrement() - Method in class org.drip.dynamics.hjm.ShortForwardRateUpdate

Retrieve the Shifted LIBOR Forward Rate Increment

shiftEnd(double) - Method in class org.drip.state.representation.LatentStateMergeSubStretch

Shift/Adjust the End Date

shiftManifestMeasure(int, String, double) - Method in class org.drip.analytics.definition.MarketSurface

shiftManifestMeasure(int, String, double) - Method in class org.drip.analytics.definition.NodeStructure

shiftManifestMeasure(int, String, double) - Method in class org.drip.state.basis.BasisCurve

shiftManifestMeasure(int, String, double) - Method in class org.drip.state.curve.DerivedZeroRate

shiftManifestMeasure(int, String, double) - Method in class org.drip.state.curve.DeterministicCollateralChoiceDiscountCurve

shiftManifestMeasure(int, String, double) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve

shiftManifestMeasure(int, String, double) - Method in class org.drip.state.curve.ForeignCollateralizedDiscountCurve

shiftManifestMeasure(int, String, double) - Method in class org.drip.state.curve.ZeroRateDiscountCurve

shiftManifestMeasure(int, String, double) - Method in class org.drip.state.forward.ForwardCurve

shiftManifestMeasure(int, String, double) - Method in class org.drip.state.fx.FXCurve

shiftManifestMeasure(int, String, double) - Method in class org.drip.state.govvie.GovvieCurve

shiftManifestMeasure(int, String, double) - Method in class org.drip.state.nonlinear.FlatForwardDiscountCurve

shiftManifestMeasure(int, String, double) - Method in class org.drip.state.nonlinear.ForwardHazardCreditCurve

shiftManifestMeasure(int, String, double) - Method in class org.drip.state.repo.RepoCurve

shiftManifestMeasure(int, String, double) - Method in interface org.drip.state.representation.LatentState

Create a LatentState Instance from the Shift of the Specified Manifest Measure

shiftStart(double) - Method in class org.drip.state.representation.LatentStateMergeSubStretch

Shift/Adjust the Start Date

SHORT_STUB - Static variable in class org.drip.analytics.support.CompositePeriodBuilder

Period Set Generation Customization - Short Stub (i.e., No adjustment on either end)

shortestMaturity() - Method in class org.drip.market.definition.IBORIndex

Retrieve the Index Shortest Maturity

shortfallExpectation() - Method in class org.drip.execution.capture.TrajectoryShortfallAggregate

Generate the Expected Short-fall

ShortfallIncrement - Class in org.drip.execution.discrete

ShortfallIncrement generates the Realized Incremental Stochastic Trading/Execution Short-fall and the corresponding Implementation Short-fall corresponding to the Trajectory of a Holdings Block that is to be executed over Time.

ShortfallIncrementDistribution - Class in org.drip.execution.discrete

ShortfallIncrementDistribution holds the Parameters of the R^1 Normal Short fall Increment Distribution.

ShortfallIncrementDistribution(double, double, double, double, double, double) - Constructor for class org.drip.execution.discrete.ShortfallIncrementDistribution

ShortfallIncrementDistribution Constructor

shortfallVariance() - Method in class org.drip.execution.capture.TrajectoryShortfallAggregate

Generate the Short-fall Variance

ShortForwardRateUpdate - Class in org.drip.dynamics.hjm

ShortForwardRateUpdate contains the Instantaneous Snapshot of the Evolving Discount Latent State Quantification Metrics.

shortRate() - Method in class org.drip.dynamics.hjm.ShortForwardRateUpdate

Retrieve the Short Rate

shortRate() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeNodeMetrics

Retrieve the Node's Short Rate

ShortRateDynamics - Class in org.drip.sample.hullwhite

ShortRateDynamics demonstrates the Construction and Usage of the Hull-White 1F Model Dynamics for the Evolution of the Short Rate.

ShortRateDynamics() - Constructor for class org.drip.sample.hullwhite.ShortRateDynamics

shortRateIncrement(int, int, int) - Method in class org.drip.dynamics.hjm.MultiFactorStateEvolver

Compute the Short Rate Increment given the Spot Date, the View Date, and the View Time Increment

shortRateIncrement() - Method in class org.drip.dynamics.hjm.ShortForwardRateUpdate

Retrieve the Short Rate Increment

shortRateIncrement() - Method in class org.drip.dynamics.hullwhite.ShortRateUpdate

Retrieve the Short Rate Increment

shortRateIncrement(int, int, double, int) - Method in class org.drip.dynamics.hullwhite.SingleFactorStateEvolver

Calculate the Short Rate Increment

ShortRateProcess - Class in org.drip.dynamics.lmm

ShortRateProcess implements the Short Rate Process defined in the LIBOR Market Model.

ShortRateProcess(int, R1R1ToR1) - Constructor for class org.drip.dynamics.lmm.ShortRateProcess

ShortRateProcess Constructor

ShortRateUpdate - Class in org.drip.dynamics.hullwhite

ShortRateUpdate records the Metrics associated with the Evolution of the Instantaneous Short Rate from a Starting to the Terminal Date.

ShortTenorSwap - Class in org.drip.sample.fixfloat

ShortTenorSwap demonstrates the Construction and Valuation of In-Advance and In-Arrears Short Tenor Swap.

ShortTenorSwap() - Constructor for class org.drip.sample.fixfloat.ShortTenorSwap

ShortTermFutures - Class in org.drip.market.exchange

ShortTermFutures contains the details of the exchange-traded Short-Term Futures Contracts.

ShortTermFutures(String[], double) - Constructor for class org.drip.market.exchange.ShortTermFutures

ShortTermFutures constructor

ShortTermFuturesContainer - Class in org.drip.market.exchange

ShortTermFuturesContainer holds the short term futures contracts.

ShortTermFuturesContainer() - Constructor for class org.drip.market.exchange.ShortTermFuturesContainer

ShortTermFuturesDefinition - Class in org.drip.sample.forwardratefutures

ShortTermFuturesDefinition illustrates the Construction and Usage of the Short Term Futures Exchange Details.

ShortTermFuturesDefinition() - Constructor for class org.drip.sample.forwardratefutures.ShortTermFuturesDefinition

showPeriods() - Method in class org.drip.product.credit.BondComponent

showPeriods() - Method in class org.drip.product.definition.Bond

Display all the coupon periods onto stdout

sigma() - Method in class org.drip.dynamics.hjm.G2PlusPlus

Retrieve Sigma

sigma() - Method in class org.drip.dynamics.hullwhite.SingleFactorStateEvolver

Retrieve Sigma

sigma() - Method in class org.drip.param.pricer.HestonOptionPricerParams

Retrieve Sigma

Simpson(R1ToR1, double, double) - Static method in class org.drip.quant.calculus.R1ToR1Integrator

Compute the function's integral within the specified limits using the Simpson rule.

Simpson38(R1ToR1, double, double) - Static method in class org.drip.quant.calculus.R1ToR1Integrator

Compute the function's integral within the specified limits using the Simpson 3/8 rule.

simulatePrincipalMetric(int, int, int, int, LSQMCurveUpdate, int) - Method in interface org.drip.dynamics.evolution.CurveStateEvolver

Simulate the Principal Metric from the Start to the End Date

simulatePrincipalMetric(int, int, int, int, LSQMCurveUpdate, int) - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver

simulateTerminalLatentState(int, int, int, int, LSQMCurveUpdate, int) - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver

Construct an Array of Forward Curves that Result from the Simulation

SingleFactorStateEvolver - Class in org.drip.dynamics.hullwhite

SingleFactorStateEvolver provides the Hull-White One-Factor Gaussian HJM Short Rate Dynamics Implementation.

SingleFactorStateEvolver(FundingLabel, double, double, R1ToR1, UnivariateSequenceGenerator) - Constructor for class org.drip.dynamics.hullwhite.SingleFactorStateEvolver

SingleFactorStateEvolver Constructor

SingleInterval(OrderSpecification) - Static method in class org.drip.execution.strategy.DiscreteTradingTrajectoryControl

Create a Single Interval DiscreteTradingTrajectoryControl Instance from the Order Specification

singleNodeCalib() - Method in class org.drip.param.definition.CreditManifestMeasureTweak

Single Node Calibration Flag

SinglePeriodStreamDecompose(Stream, int) - Static method in class org.drip.analytics.support.ForwardDecompositionUtil

Decompose the Stream into an Array of Single Forward Period Floating Streams

SingleRandomSequenceBound - Class in org.drip.sample.sequence

SingleRandomSequenceBound demonstrates the Computation of the Probabilistic Bounds for a Sample Random Sequence.

SingleRandomSequenceBound() - Constructor for class org.drip.sample.sequence.SingleRandomSequenceBound

SingleSegmentLagrangePolynomial - Class in org.drip.spline.stretch

SingleSegmentLagrangePolynomial implements the SingleSegmentSequence Stretch interface using the Lagrange Polynomial Estimator.

SingleSegmentLagrangePolynomial(double[]) - Constructor for class org.drip.spline.stretch.SingleSegmentLagrangePolynomial

SingleSegmentLagrangePolynomial constructor

SingleSegmentSequence - Interface in org.drip.spline.stretch

SingleSegmentSequence is the interface that exposes functionality that spans multiple segments.

SingleSequenceAgnosticMetrics - Class in org.drip.sequence.metrics

SingleSequenceAgnosticMetrics contains the Sample Distribution Metrics and Agnostic Bounds related to the specified Sequence.

SingleSequenceAgnosticMetrics(double[], R1) - Constructor for class org.drip.sequence.metrics.SingleSequenceAgnosticMetrics

Build out the Sequence and their Metrics

SingleStreamComponent - Class in org.drip.product.rates

SingleStreamComponent implements fixed income component that is based off of a single stream.

SingleStreamComponent(String, Stream, CashSettleParams) - Constructor for class org.drip.product.rates.SingleStreamComponent

SingleStreamComponent constructor

SingleStreamComponentBuilder - Class in org.drip.product.creator

IRFutureBuilder contains the suite of helper functions for creating the Futures product and product pack from the parameters/codes/byte array streams.

SingleStreamComponentBuilder() - Constructor for class org.drip.product.creator.SingleStreamComponentBuilder

SingleStreamOptionBuilder - Class in org.drip.product.creator

SingleStreamOptionBuilder contains the suite of helper functions for creating the Options Product Instance off of a single stream underlying.

SingleStreamOptionBuilder() - Constructor for class org.drip.product.creator.SingleStreamOptionBuilder

SingleStretchCurveBuilder - Class in org.drip.sample.overnight

SingleStretchCurveBuilder contains a sample of the construction and usage of the Overnight Curve built using the Overnight Indexed Swap Product Instruments inside a single stretch.

SingleStretchCurveBuilder() - Constructor for class org.drip.sample.overnight.SingleStretchCurveBuilder

SINH - Static variable in class org.drip.function.r1tor1.HyperbolicTension

Hyperbolic Tension Function Type - sinh

sinkable() - Method in class org.drip.product.credit.BondComponent

sinkable() - Method in class org.drip.product.definition.Bond

Indicate if the bond is sinkable

SITHoliday - Class in org.drip.analytics.holset

SITHoliday() - Constructor for class org.drip.analytics.holset.SITHoliday

size() - Method in class org.drip.execution.strategy.OrderSpecification

Retrieve the Order Size

size() - Method in class org.drip.feed.loader.CSVGrid

Retrieve the Size of the Sample Set

size() - Method in class org.drip.json.simple.ItemList

size(String) - Method in class org.drip.param.definition.Quote

Get the quote size for the given side

size(String) - Method in class org.drip.param.quote.MultiSided

size() - Method in class org.drip.quant.linearalgebra.MatrixComplementTransform

Retrieve the Dimension Length

size() - Method in class org.drip.spaces.iterator.SequenceIndexIterator

Retrieve the Size of the Iterator

SizedVector - Class in org.drip.function.definition

SizedVector holds the R^d Unit Direction Vector along with its Magnitude.

SizedVector(UnitVector, double) - Constructor for class org.drip.function.definition.SizedVector

SizedVector Constructor

sizeToSegment(LatentStateInelastic) - Method in class org.drip.spline.params.StretchBestFitResponse

Generate the Segment Local Best Fit Weighted Response contained within the specified Segment

SKKHoliday - Class in org.drip.analytics.holset

SKKHoliday() - Constructor for class org.drip.analytics.holset.SKKHoliday

Slice - Class in org.drip.execution.discrete

Slice implements the Arithmetic Dynamics of the Price/Cost Movements exhibited by an Asset owing to the Volatility and the Market Impact Factors on a Trajectory Slice.

Slice(double, double, double) - Constructor for class org.drip.execution.discrete.Slice

Slice Constructor

sliceGreeks() - Method in class org.drip.execution.sensitivity.TrajectoryControlNodesGreek

Retrieve the List of the Slice Control Nodes Greek

slope() - Method in class org.drip.execution.athl.PermanentImpactNoArbitrage

slope() - Method in class org.drip.execution.impact.ParticipationRateLinear

Retrieve the Linear Market Impact Slope Parameter

slope() - Method in class org.drip.execution.impact.TransactionFunctionLinear

Retrieve the Slope Market Impact Parameter

SlopeOnly(double) - Static method in class org.drip.execution.impact.ParticipationRateLinear

Construct a Vanilla Slope-Only ParticipationRateLinear Instance

SMOOTH - Static variable in class org.drip.service.template.LatentMarketStateBuilder

Smoothened Latent State

smootheningQuantificationMetric() - Method in class org.drip.state.estimator.SmoothingCurveStretchParams

Retrieve the Curve Smoothening Quantification Metric

SmoothForwardCurve(JulianDate, ForwardLabel, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, MergedDiscountForwardCurve, ForwardCurve) - Static method in class org.drip.service.template.LatentMarketStateBuilder

Construct a Instance of Smooth Forward Curve off of Exchange/OTC Market Instruments

SmoothFundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String) - Static method in class org.drip.service.template.LatentMarketStateBuilder

Construct a Smooth Funding Curve Based off of the Input Exchange/OTC Market Instruments

SmoothFXCurve(JulianDate, CurrencyPair, String[], double[], String, double) - Static method in class org.drip.service.template.LatentMarketStateBuilder

Construct a Smooth FX Curve from the FX Forward Instruments

SmoothGovvieCurve(String, JulianDate, JulianDate[], JulianDate[], double[], double[], String) - Static method in class org.drip.service.template.LatentMarketStateBuilder

Construct a Smooth Govvie Curve from the Treasury Instruments

SmoothingCurveStretchParams - Class in org.drip.state.estimator

SmoothingCurveStretchParams contains the Parameters needed to hold the Stretch.

SmoothingCurveStretchParams(String, SegmentCustomBuilderControl, int, StretchBestFitResponse, StretchBestFitResponse) - Constructor for class org.drip.state.estimator.SmoothingCurveStretchParams

SmoothingCurveStretchParams constructor

SmoothingGlobalControlBuild(MergedDiscountForwardCurve, LinearLatentStateCalibrator, GlobalControlCurveParams, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder

Build a Globally Smoothed Instance of the Discount Curve using the Custom Parameters

SmoothingLocalControlBuild(MergedDiscountForwardCurve, LinearLatentStateCalibrator, LocalControlCurveParams, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder

Build a Locally Smoothed Instance of the Discount Curve using the Custom Parameters

smoothingParameter() - Method in class org.drip.sequence.custom.KernelDensityEstimationL1

Retrieve the Smoothing Parameter

SmoothOvernightCurve(JulianDate, String, String[], double[], String, String[], double[], String, String[], String[], double[], String, String[], double[], String) - Static method in class org.drip.service.template.LatentMarketStateBuilder

Construct a Smooth Overnight Curve from Overnight Exchange/OTC Market Instruments

SmoothRegularization(String, String) - Static method in class org.drip.feed.transformer.FundingFixFloatMarksReconstitutor

Re-constitute the Horizon Quote Marks Using a Smooth Re-constructor

SmoothRegularization(String, String) - Static method in class org.drip.feed.transformer.OvernightIndexMarksReconstitutor

Re-constitute the Horizon Quote Marks Using a Smooth Re-constructor

SNAC_CDS - Static variable in class org.drip.param.quoting.QuotedSpreadInterpreter

SNAC CDS Contract

snapDate() - Method in class org.drip.historical.attribution.PositionMarketSnap

Retrieve the Date of the Snap

snapFirstMarketValue() - Method in class org.drip.historical.engine.FixFloatExplainProcessor

snapFirstMarketValue() - Method in class org.drip.historical.engine.HorizonChangeExplainProcessor

Generate and Snap Relevant Fields from the First Market Valuation Parameters

snapFirstMarketValue() - Method in class org.drip.historical.engine.TreasuryBondExplainProcessor

snapSecondMarketValue() - Method in class org.drip.historical.engine.FixFloatExplainProcessor

snapSecondMarketValue() - Method in class org.drip.historical.engine.HorizonChangeExplainProcessor

Generate and Snap Relevant Fields from the Second Market Valuation Parameters

snapSecondMarketValue() - Method in class org.drip.historical.engine.TreasuryBondExplainProcessor

snapshot() - Method in class org.drip.dynamics.evolution.LSQMCurveUpdate

Retrieve the LSQM Curve Snapshot

snapshot() - Method in class org.drip.dynamics.evolution.LSQMPointUpdate

Retrieve the LSQM Point Snapshot

solve(double[]) - Method in class org.drip.function.rdtor1solver.BarrierFixedPointFinder

Solve for the Optimal Variate-Inequality Constraint Multiplier Tuple using the Barrier Iteration Parameters provided by the IPBC Instance

SolveUsingGaussianElimination(double[][], double[]) - Static method in class org.drip.quant.linearalgebra.LinearSystemSolver

Solve the Linear System using Gaussian Elimination from the Set of Values in the Array

SolveUsingGaussSeidel(double[][], double[]) - Static method in class org.drip.quant.linearalgebra.LinearSystemSolver

Solve the Linear System using the Gauss-Seidel algorithm from the Set of Values in the Array

SolveUsingMatrixInversion(double[][], double[]) - Static method in class org.drip.quant.linearalgebra.LinearSystemSolver

Solve the Linear System using Matrix Inversion from the Set of Values in the Array

Soontornkit2010 - Class in org.drip.sample.blacklitterman

Soontornkit2010 reconciles the Outputs of the Black-Litterman Model Process.

Soontornkit2010() - Constructor for class org.drip.sample.blacklitterman.Soontornkit2010

sosc() - Method in class org.drip.optimization.constrained.NecessarySufficientConditions

Retrieve the Second Order Sufficiency Condition

source() - Method in class org.drip.param.quote.ProductTick

Retrieve the Quote Source

sourceTargetTransitionProbability(TrinomialTreeNodeMetrics, TrinomialTreeNodeMetrics) - Method in class org.drip.dynamics.hullwhite.TrinomialTreeSequenceMetrics

Retrieve the Source-To-Target Transition Probability

sourceTargetTransitionProbability() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeSequenceMetrics

Retrieve the FULL Source-Target Transition Probability Map

span(LatentStateLabel, String) - Method in class org.drip.dynamics.evolution.LSQMCurveIncrement

Retrieve the specified Latent State Quantification Metric Span Increment

Span - Interface in org.drip.spline.grid

Span is the interface that exposes the functionality behind the collection of Stretches that may be overlapping or non-overlapping.

spanTenor() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver

Retrieve the Number of Forward Tenors comprising the Span Tenor

specificDayInMonth() - Method in class org.drip.analytics.eventday.DateInMonth

Retrieve the Specific Day in Month

specificMarketRealizationChange(String) - Method in class org.drip.historical.attribution.PositionChangeComponents

Retrieve the Specific Manifest Measure Market Realization Position Change

specificMarketRollDownChange(String) - Method in class org.drip.historical.attribution.PositionChangeComponents

Retrieve the Specific Manifest Measure Market Roll-down Position Change

specificMarketSensitivityChange(String) - Method in class org.drip.historical.attribution.PositionChangeComponents

Retrieve the Specific Manifest Measure Market Sensitivity Position Change

speed() - Method in class org.drip.pricer.option.Greeks

The Option Speed

SPGB(JulianDate, JulianDate, double) - Static method in class org.drip.service.template.TreasuryBuilder

Construct an Instance of the Spanish Treasury EUR SPGB Bond

spin() - Method in class org.drip.service.engine.ComputeServer

Spin on the Listener Loop

SplineGovvieCurve - Class in org.drip.sample.govvie

SplineGovvieCurve demonstrates the Construction and Usage of the Spline-based Govvie Curve.

SplineGovvieCurve() - Constructor for class org.drip.sample.govvie.SplineGovvieCurve

split(String, String, List, boolean) - Method in class org.drip.json.simple.ItemList

split(String, String, List) - Method in class org.drip.json.simple.ItemList

Split(String, String) - Static method in class org.drip.quant.common.StringUtil

Parse and Split the Input Phrase into a String Array using the specified Delimiter

SPLITS_CONSTRAINT - Static variable in class org.drip.spline.params.SegmentResponseValueConstraint

Indicator specifying that the knot splits the constraint ordinates

Spot(JulianDate, int, String, int) - Static method in class org.drip.param.valuation.ValuationParams

Create the valuation parameters object instance from the valuation date, the cash settle lag, and the settle calendar.

Spot(int) - Static method in class org.drip.param.valuation.ValuationParams

Create the spot valuation parameters for the given valuation date (uses the T+0 settle)

spotDate() - Method in class org.drip.dynamics.lmm.ContinuouslyCompoundedForwardProcess

Retrieve the Spot Date

spotDate() - Method in class org.drip.dynamics.lmm.LognormalLIBORVolatility

Retrieve the Spot Date

spotDate() - Method in class org.drip.dynamics.lmm.ShortRateProcess

Retrieve the Spot Date

spotDate() - Method in class org.drip.service.api.FixFloatFundingInstrument

Retrieve the Spot Date

spotHoldings() - Method in class org.drip.execution.cost.LinearTemporaryImpact

Retrieve the Spot Holdings

spotLag() - Method in class org.drip.market.definition.FloaterIndex

Retrieve the Index Spot Lag

spotLag() - Method in class org.drip.market.definition.IBORIndex

spotLag() - Method in class org.drip.market.definition.OvernightIndex

spotLag() - Method in class org.drip.market.otc.CrossFloatSwapConvention

Retrieve the Spot Lag

spotLag() - Method in class org.drip.market.otc.FixedFloatSwapConvention

Retrieve the Spot Lag

spotLag() - Method in class org.drip.market.otc.FloatFloatSwapConvention

Retrieve the Spot Lag

spotLagDAPBackward() - Method in class org.drip.market.definition.FloaterIndex

Retrieve the Spot Lag DAP with Date Roll Previous

spotLagDAPForward() - Method in class org.drip.market.definition.FloaterIndex

Retrieve the Spot Lag DAP with Date Roll Following

spotRate() - Method in class org.drip.dynamics.lmm.BGMPointUpdate

Retrieve the Spot Rate

spotRate() - Method in class org.drip.dynamics.lmm.ContinuousForwardRateUpdate

Retrieve the Spot Rate

spotRateIncrement() - Method in class org.drip.dynamics.lmm.BGMCurveUpdate

Retrieve the Spot Rate Discount Curve Increment

spotRateIncrement() - Method in class org.drip.dynamics.lmm.BGMForwardTenorSnap

Retrieve the Spot Rate Increment

spotRateIncrement() - Method in class org.drip.dynamics.lmm.BGMPointUpdate

Retrieve the Spot Rate Increment

spotRateIncrement() - Method in class org.drip.dynamics.lmm.ContinuousForwardRateUpdate

Retrieve the Spot Rate Increment

spotRateIncrements() - Method in class org.drip.dynamics.lmm.BGMTenorNodeSequence

Retrieve the Array of Tenor Spot Rate Increments

spotTime() - Method in class org.drip.execution.cost.LinearTemporaryImpact

Retrieve the Spot Time

spread() - Method in class org.drip.analytics.definition.Turn

Retrieve the Spread

spread() - Method in class org.drip.param.period.ComposableFloatingUnitSetting

Retrieve the Floating Unit Spread

spread() - Method in class org.drip.product.calib.FloatingStreamQuoteSet

Retrieve the Spread

spread() - Method in class org.drip.product.params.FloaterSetting

Retrieve the Floating Spread

SpreadCalibOP(double, CreditCurve) - Constructor for class org.drip.product.credit.CDSComponent.SpreadCalibOP

SpreadCalibrator(CreditDefaultSwap, int) - Constructor for class org.drip.product.credit.CDSComponent.SpreadCalibrator

Constructor: Construct the SpreadCalibrator from the CDS parent, and whether the calibration is off of a single node

spreadQuoted() - Method in class org.drip.param.valuation.ValuationCustomizationParams

Indicate if spread Quoted

Square(ComplexNumber) - Static method in class org.drip.quant.fourier.ComplexNumber

Square the Complex Number

SquareRoot(ComplexNumber) - Static method in class org.drip.quant.fourier.ComplexNumber

Compute the Square Root of the Complex Number

SquareSubMatrixList(double[][], int, int) - Static method in class org.drip.spaces.big.SubMatrixSetExtractor

Generate the List of all the sub-matrices contained within a specified Square Matrix starting from the given Row and Column

Standard(JulianDate) - Static method in class org.drip.assetbacked.loan.Vintage

Construct a Vintage Instance from the Origination Date

Standard(double, double, double, PriorConditionalCombiner, double, TransactionFunctionLinear) - Static method in class org.drip.execution.cost.ConstrainedLinearTemporaryImpact

Generate a ConstrainedLinearTemporaryImpact Instance

Standard(PriceIncrement, double, double) - Static method in class org.drip.execution.discrete.ShortfallIncrement

Generate a Standard ShortfallIncrement Instance

Standard(MarketImpactComponent, MarketImpactComponent) - Static method in class org.drip.execution.evolution.MarketImpactComposite

Construct a Standard Instance of MarketImpactComposite

Standard(OrnsteinUhlenbeck) - Static method in class org.drip.execution.hjb.NonDimensionalCostEvolverSystemic

Construct a Standard NonDimensionalCostEvolverSystemic Instance

Standard(double, double, LinearPermanentExpectationParameters, double) - Static method in class org.drip.execution.nonadaptive.ContinuousAlmgrenChriss

Create the Standard ContinuousAlmgrenChriss Instance

Standard(double, double, ArithmeticPriceEvolutionParameters, double) - Static method in class org.drip.execution.nonadaptive.ContinuousConstantTradingEnhanced

Create the Standard ContinuousConstantTradingEnhanced Instance

Standard(double, double, ArithmeticPriceEvolutionParameters, double) - Static method in class org.drip.execution.nonadaptive.ContinuousCoordinatedVariationDeterministic

Create the Standard ContinuousCoordinatedVariationDeterministic Instance

Standard(double, double, ArithmeticPriceEvolutionParameters, double) - Static method in class org.drip.execution.nonadaptive.ContinuousCoordinatedVariationStochastic

Create the Standard ContinuousCoordinatedVariationStochastic Instance

Standard(double, double, LinearPermanentExpectationParameters, double) - Static method in class org.drip.execution.nonadaptive.ContinuousHighUrgencyAsymptote

Create the Standard ContinuousHighUrgencyAsymptote Instance

Standard(double, double, LinearPermanentExpectationParameters, double) - Static method in class org.drip.execution.nonadaptive.ContinuousLowUrgencyAsymptote

Create the Standard ContinuousLowUrgencyAsymptote Instance

Standard(double, double, LinearPermanentExpectationParameters, double) - Static method in class org.drip.execution.nonadaptive.ContinuousPowerImpact

Create the Standard ContinuousPowerImpact Instance

Standard(double, double, int, LinearPermanentExpectationParameters, double) - Static method in class org.drip.execution.nonadaptive.DiscreteAlmgrenChriss

Create the Standard DiscreteAlmgrenChriss Instance

Standard(double, double, int, LinearPermanentExpectationParameters, double) - Static method in class org.drip.execution.nonadaptive.DiscreteAlmgrenChrissDrift

Create the Standard DiscreteAlmgrenChrissDrift Instance

Standard(double, double, int, ArithmeticPriceEvolutionParameters, double) - Static method in class org.drip.execution.nonadaptive.DiscreteLinearTradingEnhanced

Create the Standard DiscreteLinearTradingEnhanced Instance

Standard(double[], double[], ArithmeticPriceEvolutionParameters) - Static method in class org.drip.execution.optimum.EfficientTradingTrajectoryDiscrete

Construct a Standard EfficientTradingTrajectoryDiscrete Instance

Standard(double, double, double, double, double, double, double, R1ToR1, R1ToR1, R1ToR1) - Static method in class org.drip.execution.optimum.PowerImpactContinuous

Construct the Standard PowerImpactContinuous Instance

Standard(DiscreteTradingTrajectory, ArithmeticPriceEvolutionParameters, double, double) - Static method in class org.drip.execution.optimum.TradingEnhancedDiscrete

Construct a Standard TradingEnhancedDiscrete Instance

Standard(double, R1ToR1, R1ToR1, R1ToR1) - Static method in class org.drip.execution.strategy.ContinuousTradingTrajectory

Construct a Standard Instance of ContinuousTradingTrajectory

Standard(double[], double[]) - Static method in class org.drip.execution.strategy.DiscreteTradingTrajectory

Construct a Standard DiscreteTradingTrajectory Instance

Standard(double, double, double, double, int) - Static method in class org.drip.execution.strategy.MinimumImpactTradingTrajectory

Create a MinimumImpactTradingTrajectory Instance from Equal Intervals

Standard(double[]) - Static method in class org.drip.function.definition.SizedVector

Construct an Instance of the Sized Vector from the Input Array

Standard(double[]) - Static method in class org.drip.function.definition.UnitVector

Construct an Instance of the Unit Vector from the Input Vector

Standard() - Static method in class org.drip.function.rdtor1solver.ConvergenceControl

Construct a Standard ConvergenceControl Instance

Standard() - Static method in class org.drip.function.rdtor1solver.InteriorPointBarrierControl

Construct a Standard InteriorPointBarrierControl Instance

Standard(MultivariateMeta, double[], double[][]) - Static method in class org.drip.measure.gaussian.R1MultivariateNormal

Construct a Standard R1MultivariateNormal Instance

Standard(String[], double[], double[][]) - Static method in class org.drip.measure.gaussian.R1MultivariateNormal

Construct a Standard R1MultivariateNormal Instance

Standard() - Static method in class org.drip.measure.gaussian.R1UnivariateNormal

Generate a N (0, 1) distribution

Standard(double, double, double[], double[], double) - Static method in class org.drip.measure.lebesgue.R1PiecewiseDisplaced

Calibrate an R1PiecewiseDisplaced Lebesgue Instance

Standard(double, double, double[], double[]) - Static method in class org.drip.measure.lebesgue.R1PiecewiseLinear

Calibrate an R1PiecewiseLinear Lebesgue Instance

Standard(String[], double[][]) - Static method in class org.drip.measure.statistics.MultivariateMoments

Generate the MultivariateMetrics Instance from the Series Realizations provided

Standard(String[], double[], double[][]) - Static method in class org.drip.measure.statistics.MultivariateMoments

Generate the MultivariateMetrics Instance from the Specified Mean and Co-variance Inputs

Standard(String, double[], int[]) - Static method in class org.drip.measure.statistics.UnivariateMoments

Construct a UnivariateMoments Instance for the specified Series

Standard(String, double[]) - Static method in class org.drip.measure.statistics.UnivariateMoments

Construct a UnivariateMoments Instance for the specified Series

Standard(double[], FritzJohnMultipliers, boolean, boolean, boolean, boolean, boolean, boolean) - Static method in class org.drip.optimization.constrained.NecessarySufficientConditions

Create a Standard Instance of NecessarySufficientConditions

Standard(double[], FritzJohnMultipliers, boolean, boolean, boolean, boolean, boolean, boolean, boolean) - Static method in class org.drip.optimization.constrained.RegularityConditions

Construct a Standard Instance of RegularityConditions

Standard() - Static method in class org.drip.param.definition.CalibrationParams

Create a standard calibration parameter instance around the price measure and base type

Standard() - Static method in class org.drip.param.pricer.CreditPricerParams

Create the standard Credit pricer parameters object instance

Standard(JulianDate, String) - Static method in class org.drip.param.valuation.ValuationParams

Create the standard T+2B settle parameters for the given valuation date and calendar

Standard(Portfolio, double, double[][], double[]) - Static method in class org.drip.portfolioconstruction.allocator.ForwardReverseOptimizationOutput

Construct a Standard Instance of ForwardReverseOptimizationOutput

Standard(String[], double[]) - Static method in class org.drip.portfolioconstruction.asset.Portfolio

Construct a Portfolio Instance from the Array of Asset ID's and their Amounts

Standard(String, JulianDate, String, int, String, int, double, double, double, double) - Static method in class org.drip.product.creator.ConstantPaymentBondBuilder

Construct an Instance of the Constant Payment Bond

Standard() - Static method in class org.drip.service.engine.ComputeClient

Construct Standard LocalHost-based Instance of the ComputeClient

Standard() - Static method in class org.drip.service.engine.ComputeServer

Create a Standard Instance of the ComputeServer

Standard(R1CombinatorialVector[]) - Static method in class org.drip.spaces.iterator.RdSpanningCombinatorialIterator

Retrieve the RdSpanningCombinatorialIterator Instance associated with the Underlying Vector Space

Standard(int, int) - Static method in class org.drip.spaces.iterator.SequenceIndexIterator

Create a Standard Sequence/Index Iterator

Standard(List<Double>, R1, int) - Static method in class org.drip.spaces.metric.R1Combinatorial

Construct the Standard l^p R^1 Combinatorial Space Instance

Standard(double, double, R1, int) - Static method in class org.drip.spaces.metric.R1Continuous

Construct the Standard l^p R^1 Continuous Space Instance

Standard() - Static method in class org.drip.spaces.tensor.BinaryBooleanVector

Construct the Standard Binary Boolean Vector Space

Standard() - Static method in class org.drip.spaces.tensor.R1ContinuousVector

Create the Standard R^1 Continuous Vector Space

Standard(int) - Static method in class org.drip.spaces.tensor.RdContinuousVector

Construct the RdContinuousVector Instance

Standard(String, ValuationParams, CalibratableComponent[], double[], String[], double, boolean, MergedDiscountForwardCurve, GovvieCurve, LatentStateFixingsContainer, ValuationCustomizationParams) - Static method in class org.drip.state.boot.CreditCurveScenario

Calibrate a Credit Curve

Standard(ValuationParams, CalibratableComponent[], double[], String[], double, GovvieCurve, LatentStateFixingsContainer, ValuationCustomizationParams) - Static method in class org.drip.state.boot.DiscountCurveScenario

Calibrate a discount curve

Standard(String, ValuationParams, LatentStateLabel, FRAStandardCapFloor[], double[], String[], boolean, MergedDiscountForwardCurve, ForwardCurve, LatentStateFixingsContainer, ValuationCustomizationParams) - Static method in class org.drip.state.boot.VolatilityCurveScenario

Calibrate a Volatility Curve

Standard(String) - Static method in class org.drip.state.identifier.CollateralLabel

Make a Standard Collateral Label from the Collateral Currency

Standard(String) - Static method in class org.drip.state.identifier.CreditLabel

Make a Standard Credit Label from the Reference Entity Name

Standard(String) - Static method in class org.drip.state.identifier.CustomLabel

Make a Standard Custom Metric Label Instance

Standard(String) - Static method in class org.drip.state.identifier.EquityLabel

Make a Standard Equity Label from the Reference Entity Name

Standard(String) - Static method in class org.drip.state.identifier.ForwardLabel

Construct a ForwardLabel from the corresponding Fully Qualified Name

Standard(String) - Static method in class org.drip.state.identifier.FundingLabel

Make a Standard Funding Label from the Funding Currency

Standard(CurrencyPair) - Static method in class org.drip.state.identifier.FXLabel

Make a Standard FX Label from the Currency Pair Instance

Standard(String) - Static method in class org.drip.state.identifier.FXLabel

Make a Standard FX Label from the Currency Pair Code

Standard(String) - Static method in class org.drip.state.identifier.GovvieLabel

Make a Standard Govvie Label from the Treasury Code

Standard(String) - Static method in class org.drip.state.identifier.PaydownLabel

Make a Standard Pay-down Label from the Reference Entity Name

Standard(String, String) - Static method in class org.drip.state.identifier.RatingLabel

Make a Standard Rating Label from the Rating Agency and the Rated Code.

Standard(String) - Static method in class org.drip.state.identifier.RecoveryLabel

Make a Standard Recovery Label from the Reference Entity Name

Standard(String) - Static method in class org.drip.state.identifier.RepoLabel

Make a Standard Repo Label from the Product Code

Standard(LatentStateLabel) - Static method in class org.drip.state.identifier.VolatilityLabel

Make a Standard Volatility Latent State Label from the Underlying Latent State Label

StandardBanach(int, Rd, int) - Static method in class org.drip.spaces.metric.RdContinuousBanach

Construct the Standard l^p R^d Continuous Banach Space Instance

StandardCDXManager - Class in org.drip.service.env

StandardCDXManager implements the creation and the static details of the all the NA, EU, SovX, EMEA, and ASIA standardized CDS indices.

StandardCDXManager() - Constructor for class org.drip.service.env.StandardCDXManager

StandardCDXParams - Class in org.drip.product.params

StandardCDXParams implements the parameters used to create the standard CDX - the coupon, the number of components, and the currency.

StandardCDXParams(int, String, double) - Constructor for class org.drip.product.params.StandardCDXParams

Create the Standard CDX Parameters object using the components, the currency, and the coupon

StandardHestonPricingMeasures - Class in org.drip.sample.stochasticvolatility

StandardHestonPricingMeasures contains an illustration of the Stochastic Volatility based Pricing Algorithm of an European Call Using the Heston Algorithm.

StandardHestonPricingMeasures() - Constructor for class org.drip.sample.stochasticvolatility.StandardHestonPricingMeasures

StandardHilbert(int, Rd) - Static method in class org.drip.spaces.metric.RdContinuousHilbert

Construct the Standard l^2 R^d Hilbert Space Instance

standardMeasures(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, WorkoutInfo, double) - Method in class org.drip.product.credit.BondComponent

standardMeasures(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, WorkoutInfo, double) - Method in class org.drip.product.definition.Bond

Calculate the full set of Bond RV Measures from the Price Input

StandardWeekend() - Static method in class org.drip.analytics.eventday.Weekend

Create a Weekend Instance with SATURDAY and SUNDAY

start() - Method in class org.drip.measure.discretemarginal.BoundedUniformIntegerDistribution

Retrieve the Start

start() - Method in class org.drip.sequence.random.BoundedUniformInteger

Retrieve the Start

start() - Method in class org.drip.state.representation.LatentStateMergeSubStretch

Retrieve the Merge Stretch Start Date

startArray() - Method in interface org.drip.json.parser.ContentHandler

Receive notification of the beginning of a JSON array.

startDate() - Method in class org.drip.analytics.cashflow.ComposableUnitPeriod

Retrieve the Accrual Start Date

startDate() - Method in class org.drip.analytics.cashflow.CompositePeriod

Period Start Date

startDate() - Method in class org.drip.analytics.cashflow.LossQuadratureMetrics

Period Start Date

startDate() - Method in class org.drip.analytics.cashflow.ReferenceIndexPeriod

Reference Period Start Date

startDate() - Method in class org.drip.analytics.definition.Turn

Retrieve the Start Date

startDate() - Method in class org.drip.analytics.output.UnitPeriodConvexityMetrics

Retrieve the Start Date

startHoldings() - Method in class org.drip.execution.strategy.DiscreteTradingTrajectoryControl

Retrieve the Initial Holdings, i.e., the Starting Number of Units to the Executed

startJSON() - Method in interface org.drip.json.parser.ContentHandler

Receive notification of the beginning of JSON processing.

startObject() - Method in interface org.drip.json.parser.ContentHandler

Receive notification of the beginning of a JSON object.

startObjectEntry(String) - Method in interface org.drip.json.parser.ContentHandler

Receive notification of the beginning of a JSON object entry.

startSurvival() - Method in class org.drip.analytics.cashflow.LossQuadratureMetrics

Survival Probability at the period beginning

stateIndexCursor() - Method in class org.drip.spaces.iterator.RdSpanningStateSpaceScan

Retrieve the State Index Cursor

Static - Class in org.drip.analytics.eventday

Static implements a complete date as a specific holiday.

Static(JulianDate, String) - Constructor for class org.drip.analytics.eventday.Static

Construct a static holiday from the date and the description

StaticContinuousOptimalTrajectory - Class in org.drip.sample.almgren2009

StaticContinuousOptimalTrajectory demonstrates the Generation and Usage of Continuous Version of the Discrete Trading Trajectory generated by the Almgren and Chriss (2000) Scheme under the Criterion of No-Drift.

StaticContinuousOptimalTrajectory() - Constructor for class org.drip.sample.almgren2009.StaticContinuousOptimalTrajectory

staticDate() - Method in class org.drip.param.period.FixingSetting

Retrieve the Static Fixing Date

StaticOptimalScheme - Class in org.drip.execution.nonadaptive

StaticOptimalScheme generates the Trade/Holdings List of Static Optimal Execution Schedule based on the Discrete/Continuous Trade Trajectory Control, the Price Walk Parameters, and the Objective Utility Function.

StaticOptimalSchemeContinuous - Class in org.drip.execution.nonadaptive

StaticOptimalSchemeContinuous generates the Trade/Holdings List of Static Optimal Execution Schedule based on the Continuous Trade Trajectory Control, the Price Walk Parameters, and the Objective Utility Function.

StaticOptimalSchemeContinuous(OrderSpecification, ArithmeticPriceEvolutionParameters, ObjectiveUtility) - Constructor for class org.drip.execution.nonadaptive.StaticOptimalSchemeContinuous

StaticOptimalSchemeContinuous Constructor

StaticOptimalSchemeDiscrete - Class in org.drip.execution.nonadaptive

StaticOptimalSchemeDiscrete generates the Trade/Holdings List of Static Optimal Execution Schedule based on the Discrete Trade Trajectory Control, the Price Walk Parameters, and the Objective Utility Function.

StaticOptimalSchemeDiscrete(DiscreteTradingTrajectoryControl, ArithmeticPriceEvolutionParameters, ObjectiveUtility) - Constructor for class org.drip.execution.nonadaptive.StaticOptimalSchemeDiscrete

StaticOptimalSchemeDiscrete Constructor

StaticOptimalTrajectoryHoldings - Class in org.drip.sample.almgren2012

StaticOptimalTrajectoryHoldings simulates the Outstanding Holdings from the Sample Realization of the Static Cost Strategy extracted using the Mean Market State that follows the Zero Mean Ornstein-Uhlenbeck Evolution Dynamics.

StaticOptimalTrajectoryHoldings() - Constructor for class org.drip.sample.almgren2012.StaticOptimalTrajectoryHoldings

StaticOptimalTrajectoryTradeRate - Class in org.drip.sample.almgren2012

StaticOptimalTrajectoryTradeRate simulates the Trade Rate from the Sample Realization of the Static Cost Strategy extracted using the Mean Market State that follows the Zero Mean Ornstein-Uhlenbeck Evolution Dynamics.

StaticOptimalTrajectoryTradeRate() - Constructor for class org.drip.sample.almgren2012.StaticOptimalTrajectoryTradeRate

staticTransactionCost() - Method in class org.drip.execution.cost.LinearTemporaryImpact

Estimate of the Static Transaction Cost

stayNodeMetrics() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics

Retrieve the "Stay" Node Metrics

stdDev() - Method in class org.drip.measure.statistics.UnivariateMoments

Retrieve the Series Standard Deviation

STEM_CDS - Static variable in class org.drip.param.quoting.QuotedSpreadInterpreter

STEM CDS Contract

stepLength() - Method in class org.drip.function.rdtor1descent.LineEvolutionVerifierMetrics

Retrieve the Step Length

StepUpStepDown - Class in org.drip.sample.fixfloat

StepUpStepDown demonstrates the construction and Valuation of in-advance step-up and step-down swaps.

StepUpStepDown() - Constructor for class org.drip.sample.fixfloat.StepUpStepDown

stochastic() - Method in class org.drip.execution.evolution.MarketImpactComposite

Retrieve the Stochastic Impact Component Instance

stochastic() - Method in class org.drip.quant.stochastic.GenericIncrement

Retrieve the Stochastic Increment Component

stochasticForwardRateFunction() - Method in class org.drip.dynamics.lmm.ContinuouslyCompoundedForwardProcess

Retrieve the Stochastic Forward Rate Function

stochasticShortRateFunction() - Method in class org.drip.dynamics.lmm.ShortRateProcess

Retrieve the Stochastic Short Rate Function

StochasticVolatilityStateEvolver - Class in org.drip.dynamics.sabr

StochasticVolatilityStateEvolver provides the SABR Stochastic Volatility Evolution Dynamics.

StochasticVolatilityStateEvolver(ForwardLabel, double, double, double, UnivariateSequenceGenerator, UnivariateSequenceGenerator) - Constructor for class org.drip.dynamics.sabr.StochasticVolatilityStateEvolver

StochasticVolatilityStateEvolver Constructor

stream() - Method in class org.drip.product.credit.BondComponent

stream() - Method in interface org.drip.product.definition.BondProduct

Retrieve the Bond Stream

stream() - Method in class org.drip.product.fra.FRAStandardCapFloor

Retrieve the Stream Instance Underlying the Cap

stream() - Method in class org.drip.product.rates.SingleStreamComponent

Retrieve the Stream Instance

Stream - Class in org.drip.product.rates

Stream implements the fixed and the floating streams.

Stream(List<CompositePeriod>) - Constructor for class org.drip.product.rates.Stream

Stream constructor

StreamQuoteSet - Class in org.drip.product.calib

StreamQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the Universal Stream.

StreamQuoteSet() - Constructor for class org.drip.product.calib.StreamQuoteSet

Empty StreamQuoteSet Constructor

strengthOrder() - Method in class org.drip.optimization.constrained.RegularityConditions

Retrieve the Array of Strength Orders as specified in Eustaquio, Karas, and Ribeiro (2008)

StretchBestFitResponse - Class in org.drip.spline.params

StretchBestFitResponse implements basis per-Stretch Fitness Penalty Parameter Set.

StretchEstimationTestSequence() - Static method in class org.drip.sample.stretch.KnotInsertionPolynomialEstimator

stretchSpec() - Method in class org.drip.analytics.input.LatentStateShapePreservingCCIS

Retrieve the Array of Latent State Stretch Representation Specifications

strike() - Method in class org.drip.dynamics.sabr.ImpliedBlackVolatility

Retrieve the Strike

strike() - Method in class org.drip.product.fra.FRAStandardComponent

Retrieve the FRA Strike

strike() - Method in class org.drip.product.option.EuropeanCallPut

Retrieve the Option Strike

strike() - Method in class org.drip.product.option.OptionComponent

Retrieve the Strike

STRING_BEGIN - Static variable in class org.drip.json.parser.Yylex

stringArrayAtColumn(int) - Method in class org.drip.feed.loader.CSVGrid

Retrieve the Array of String Values corresponding to the specified Column Index

StringArrayEntry(JSONObject, String) - Static method in class org.drip.json.parser.Converter

Convert the JSON Entry to a String Array

StringArrayToString(String[], String, String) - Static method in class org.drip.quant.common.StringUtil

Convert the String Array to a Record Delimited String

StringEntry(JSONObject, String) - Static method in class org.drip.json.parser.Converter

Convert the JSON Entry to a String

StringGrid(String, boolean) - Static method in class org.drip.feed.loader.CSVParser

Parse the Contents of the CSV File into a List of String Arrays

StringMatch(String, String) - Static method in class org.drip.quant.common.StringUtil

Indicate it the pair of Strings Match each other in Value

StringUtil - Class in org.drip.quant.common

StringUtil implements string utility functions.

StringUtil() - Constructor for class org.drip.quant.common.StringUtil

stripPiecewiseForwardVolatility(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double, Map<JulianDate, Double>) - Method in class org.drip.product.fra.FRAStandardCapFloor

Strip the Piece-wise Constant Forward Rate Volatility of the Unmarked Segment of the Volatility Term Structure

strongCriterion() - Method in class org.drip.function.rdtor1descent.CurvatureEvolutionVerifier

Retrieve Whether of not the "Strong" Curvature Criterion needs to be met

strongCriterion() - Method in class org.drip.function.rdtor1descent.CurvatureEvolutionVerifierMetrics

Retrieve Whether of not the "Strong" Curvature Criterion needs to be met

strongCriterion() - Method in class org.drip.function.rdtor1descent.WolfeEvolutionVerifier

Retrieve Whether of not the "Strong" Curvature Criterion needs to be met

strongCurvatureCriterion() - Method in class org.drip.function.rdtor1descent.WolfeEvolutionVerifierMetrics

Retrieve Whether of not the "Strong" Curvature Criterion needs to be met

StrongCurvatureEvolutionMetrics - Class in org.drip.sample.descentverifier

StrongCurvatureEvolutionMetrics demonstrates the Impact of applying the Strong Curvature Criterion on the Evolution of the R^d Fixed Point of a Constrained Minimization Search.

StrongCurvatureEvolutionMetrics() - Constructor for class org.drip.sample.descentverifier.StrongCurvatureEvolutionMetrics

StrongWolfeEvolutionMetrics - Class in org.drip.sample.descentverifier

StrongWolfeEvolutionMetrics demonstrates the Impact of applying the Strong Wolfe Criterion on the Evolution of the R^d Fixed Point of a Constrained Minimization Search.

StrongWolfeEvolutionMetrics() - Constructor for class org.drip.sample.descentverifier.StrongWolfeEvolutionMetrics

structuralLoss(R1ToR1, double[]) - Method in class org.drip.learning.regularization.RegularizerR1CombinatorialToR1Continuous

structuralLoss(R1ToR1, double[]) - Method in class org.drip.learning.regularization.RegularizerR1ContinuousToR1Continuous

structuralLoss(R1ToR1, double[]) - Method in interface org.drip.learning.regularization.RegularizerR1ToR1

Compute the Regularization Sample Structural Loss

structuralLoss(RdToR1, double[][]) - Method in class org.drip.learning.regularization.RegularizerRdCombinatorialToR1Continuous

structuralLoss(RdToR1, double[][]) - Method in class org.drip.learning.regularization.RegularizerRdContinuousToR1Continuous

structuralLoss(RdToR1, double[][]) - Method in interface org.drip.learning.regularization.RegularizerRdToR1

Compute the Regularization Sample Structural Loss

structuralLoss(R1ToR1, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Compute the Structural Sample Loss

structuralLoss(RdToR1, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Compute the Structural Sample Loss

structuralLoss(R1ToR1, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

structuralLoss(RdToR1, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

structuralRisk(R1R1, R1ToR1, double[], double[]) - Method in class org.drip.learning.regularization.RegularizerR1CombinatorialToR1Continuous

structuralRisk(R1R1, R1ToR1, double[], double[]) - Method in class org.drip.learning.regularization.RegularizerR1ContinuousToR1Continuous

structuralRisk(R1R1, R1ToR1, double[], double[]) - Method in interface org.drip.learning.regularization.RegularizerR1ToR1

Compute the Regularization Sample Structural Loss

structuralRisk(RdR1, RdToR1, double[][], double[]) - Method in class org.drip.learning.regularization.RegularizerRdCombinatorialToR1Continuous

structuralRisk(RdR1, RdToR1, double[][], double[]) - Method in class org.drip.learning.regularization.RegularizerRdContinuousToR1Continuous

structuralRisk(RdR1, RdToR1, double[][], double[]) - Method in interface org.drip.learning.regularization.RegularizerRdToR1

Compute the Regularization Sample Structural Loss

structuralRisk(R1R1, R1ToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Compute the Structural Sample Risk

structuralRisk(RdR1, RdToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Compute the Structural Sample Risk

structuralRisk(R1R1, R1ToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

structuralRisk(RdR1, RdToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

SubMatrixSetExtraction - Class in org.drip.sample.algo

SubMatrixSetStringExtraction demonstrates the Extraction and Usage of the Inner Sub-matrices of a given Master Matrix.

SubMatrixSetExtraction() - Constructor for class org.drip.sample.algo.SubMatrixSetExtraction

SubMatrixSetExtractor - Class in org.drip.spaces.big

SubMatrixSetExtractor contains the Functionality to extract the Set of the Sub-matrices contained inside of the given Matrix.

SubMatrixSetExtractor() - Constructor for class org.drip.spaces.big.SubMatrixSetExtractor

subset(GeneralizedVector) - Method in interface org.drip.spaces.tensor.GeneralizedVector

Indicate if the "Other" Generalized Vector Space is a Subset of "this"

subset(GeneralizedVector) - Method in class org.drip.spaces.tensor.R1CombinatorialVector

subset(GeneralizedVector) - Method in class org.drip.spaces.tensor.R1ContinuousVector

subset(GeneralizedVector) - Method in class org.drip.spaces.tensor.RdAggregate

SubStringSetExtraction - Class in org.drip.sample.algo

SubStringSetExtraction demonstrates the Extraction of Permuted and Contiguous Sub-string Sets.

SubStringSetExtraction() - Constructor for class org.drip.sample.algo.SubStringSetExtraction

SubStringSetExtractor - Class in org.drip.spaces.big

SubStringSetExtractor contains the Functionality to extract the Full Suite of the Sub-strings contained inside of the given String.

SubStringSetExtractor() - Constructor for class org.drip.spaces.big.SubStringSetExtractor

Subtract(VariateInequalityConstraintMultiplier, VariateInequalityConstraintMultiplier, double, BoundMultivariate[]) - Static method in class org.drip.function.rdtor1solver.VariateInequalityConstraintMultiplier

Subtract the Second VICM Instance from the First

Subtract(VariateInequalityConstraintMultiplier, VariateInequalityConstraintMultiplier, BoundMultivariate[]) - Static method in class org.drip.function.rdtor1solver.VariateInequalityConstraintMultiplier

Subtract the Second VICM Instance from the First

Subtract(ComplexNumber, ComplexNumber) - Static method in class org.drip.quant.fourier.ComplexNumber

Subtract the Second Complex Number from the First

subtractBusDays(int, String) - Method in class org.drip.analytics.date.JulianDate

Subtract the given Number of Business Days and return a new JulianDate Instance

subtractDays(int) - Method in class org.drip.analytics.date.JulianDate

Subtract the given Number of Days and return the JulianDate Instance

subtractTenor(String) - Method in class org.drip.analytics.date.JulianDate

Subtract the tenor to the JulianDate to create a new date

subtractTenorAndAdjust(String, String) - Method in class org.drip.analytics.date.JulianDate

Subtract the tenor to the JulianDate to create a new business date

SUNDAY - Static variable in class org.drip.analytics.date.DateUtil

Days of the week - Sunday

support() - Method in class org.drip.sequence.metrics.BoundedSequenceAgnosticMetrics

Retrieve the Random Sequence Support

support() - Method in class org.drip.spaces.cover.L1R1CoveringBounds

Retrieve the Ordinate Support

supremum(GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator

Compute the Empirical Penalty Supremum for the specified R^1/R^d Input Space

Supremum(List<Double>, R1) - Static method in class org.drip.spaces.metric.R1Combinatorial

Construct the Supremum (i.e., l^Infinity) R^1 Combinatorial Space Instance

Supremum(double, double, R1) - Static method in class org.drip.spaces.metric.R1Continuous

Construct the Supremum (i.e., l^Infinity) R^1 Continuous Space Instance

SUPREMUM_PENALTY_EMPIRICAL_LOSS - Static variable in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator

Supremum Penalty computed off of Empirical Loss

SUPREMUM_PENALTY_EMPIRICAL_RISK - Static variable in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator

Supremum Penalty computed off of Empirical Risk

SUPREMUM_PENALTY_REGULARIZED_LOSS - Static variable in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator

Supremum Penalty computed off of Regularized Loss

SUPREMUM_PENALTY_REGULARIZED_RISK - Static variable in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator

Supremum Penalty computed off of Regularized Risk

SUPREMUM_PENALTY_STRUCTURAL_LOSS - Static variable in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator

Supremum Penalty computed off of Structural Loss

SUPREMUM_PENALTY_STRUCTURAL_RISK - Static variable in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator

Supremum Penalty computed off of Structural Risk

SupremumBanach(int, Rd) - Static method in class org.drip.spaces.metric.RdContinuousBanach

Construct the Supremum (i.e., l^Infinity) R^d Continuous Banach Space Instance

supremumDimension() - Method in class org.drip.spaces.cover.MaureyOperatorCoveringBounds

Retrieve the Supremum Dimension

supremumEmpiricalLoss(GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Compute the Supremum Empirical Sample Loss

supremumEmpiricalLoss(GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

supremumEmpiricalRisk(R1R1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Compute the Supremum Empirical Sample Risk

supremumEmpiricalRisk(RdR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Compute the Supremum Empirical Sample Risk

supremumEmpiricalRisk(R1R1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

supremumEmpiricalRisk(RdR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

supremumFunction(double) - Method in class org.drip.function.r1tor1.FunctionClassSupremum

Retrieve the Supremum Function corresponding to the specified Variate

supremumPenaltyLossMode() - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator

The Supremum Penalty Loss Mode Flag

supremumR1(GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator

Compute the Empirical Penalty Supremum for the specified R^1 Input Space

supremumR1ToR1(double[]) - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator

Retrieve the Supremum R^1 To R^1 Function Instance for the specified Variate Sequence

supremumRd(GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator

Compute the Empirical Penalty Supremum for the specified R^d Input Space

supremumRdToR1(double[][]) - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator

Retrieve the Supremum R^d To R^1 Function Instance for the specified Variate Sequence

supremumRegularizedLoss(GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Compute the Supremum Regularized Sample Loss

supremumRegularizedLoss(GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

supremumRegularizedRisk(R1R1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Compute the Supremum Regularized Sample Risk

supremumRegularizedRisk(RdR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Compute the Supremum Regularized Sample Risk

supremumRegularizedRisk(R1R1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

supremumRegularizedRisk(RdR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

supremumStructuralLoss(GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Compute the Supremum Structural Sample Loss

supremumStructuralLoss(GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

supremumStructuralRisk(R1R1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Compute the Supremum Structural Sample Risk

supremumStructuralRisk(RdR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Compute the Supremum Structural Sample Risk

supremumStructuralRisk(R1R1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

supremumStructuralRisk(RdR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

supremumUpperBound() - Method in class org.drip.learning.bound.LipschitzCoveringNumberBound

Retrieve the Supremum-based Covering Number Upper Bound

survival(CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.CompositePeriod

Coupon Period Survival Probability

survival() - Method in class org.drip.analytics.output.BulletMetrics

Retrieve the Terminal Survival Probability

Survival(int, String, String, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioCreditCurveBuilder

Create a CreditCurve Instance from the Input Array of Survival Probabilities

Survival(int, String, String, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioCreditCurveBuilder

Create a CreditCurve Instance from the Input Array of Survival Probabilities

survival(int) - Method in class org.drip.state.credit.CreditCurve

Calculate the survival to the given date

survival(JulianDate) - Method in class org.drip.state.credit.CreditCurve

Calculate the survival to the given date

survival(String) - Method in class org.drip.state.credit.CreditCurve

Calculate the survival to the given tenor

survival(int) - Method in class org.drip.state.nonlinear.ForwardHazardCreditCurve

survivalProbability(JulianDate) - Method in class org.drip.historical.state.CreditCurveMetrics

Retrieve the Survival Probability corresponding to the specified Date

survivalProbabilityCreditLoading(CreditLabel) - Method in class org.drip.analytics.output.BulletMetrics

Retrieve the Terminal Survival Probability Loading Coefficient for the specified Credit Latent State

SurvivalRecoveryState - Class in org.drip.template.state

SurvivalRecoveryState sets up the Calibration and the Construction of the Survival and the Recovery Latent States and examine the Emitted Metrics.

SurvivalRecoveryState() - Constructor for class org.drip.template.state.SurvivalRecoveryState

SurvivalRecoveryStateShifted - Class in org.drip.template.statebump

SurvivalRecoveryStateShifted demonstrates the Generation of the Tenor Bumped Credit Curves.

SurvivalRecoveryStateShifted() - Constructor for class org.drip.template.statebump.SurvivalRecoveryStateShifted

survivalToPayDate() - Method in class org.drip.param.pricer.CreditPricerParams

Retrieve the flag indicating whether the Survival is to be computed to the Pay Date (TRUE) or not

SVCHoliday - Class in org.drip.analytics.holset

SVCHoliday() - Constructor for class org.drip.analytics.holset.SVCHoliday

SwapOptionSettlement - Class in org.drip.market.otc

SwapOptionSettlement contains the details of the OTC Swap Option Settlements.

SwapOptionSettlement(int, int) - Constructor for class org.drip.market.otc.SwapOptionSettlement

SwapOptionSettlement Constructor

SwapOptionSettlementContainer - Class in org.drip.market.otc

SwapOptionSettlementContainer holds the Settlement Settings of the standard Option on an OTC Fix-Float Swap Contract.

SwapOptionSettlementContainer() - Constructor for class org.drip.market.otc.SwapOptionSettlementContainer

swapQuote() - Method in class org.drip.service.api.DiscountCurveInputInstrument

Retrieve the Array of Swap Quotes

swapRate() - Method in class org.drip.product.calib.FixFloatQuoteSet

Retrieve the Swap Rate

swapTenor() - Method in class org.drip.service.api.DiscountCurveInputInstrument

Retrieve the Array of Swap Tenors

SwitchIRCurve(String) - Static method in class org.drip.analytics.support.Helper

Switch the given IR curve if necessary

SWPM - Class in org.drip.sample.bloomberg

SWPM contains the sample demonstrating the replication of Bloomberg's SWPM functionality.

SWPM() - Constructor for class org.drip.sample.bloomberg.SWPM

SWPM_NEW - Class in org.drip.sample.bloomberg

SWPM_NEW contains the sample demonstrating the replication of Bloomberg's Latest SWPM Functionality.

SWPM_NEW() - Constructor for class org.drip.sample.bloomberg.SWPM_NEW

SWPMOIS - Class in org.drip.sample.bloomberg

SWPM contains the sample demonstrating the replication of Bloomberg's SWPM OIS functionality.

SWPMOIS() - Constructor for class org.drip.sample.bloomberg.SWPMOIS

SymmetricRdToNormedR1Kernel - Class in org.drip.learning.kernel

SymmetricRdToNormedR1Kernel exposes the Functionality behind the Kernel that is Normed R^d X Normed R^d To Supremum R^1, that is, a Kernel that symmetric in the Input Metric Vector Space in terms of both the Metric and the Dimensionality.

SymmetricRdToNormedR1Kernel(RdNormed, R1Normed) - Constructor for class org.drip.learning.kernel.SymmetricRdToNormedR1Kernel

SymmetricRdToNormedR1Kernel Constructor

SymmetricRdToNormedRdKernel - Class in org.drip.learning.kernel

SymmetricRdToNormedRdKernel exposes the Functionality behind the Kernel that is Normed R^d X Normed R^d To Normed R^d, that is, a Kernel that symmetric in the Input Metric Vector Space in terms of both the Metric and the Dimensionality.

SymmetricRdToNormedRdKernel(RdNormed, RdNormed) - Constructor for class org.drip.learning.kernel.SymmetricRdToNormedRdKernel

SymmetricRdToNormedRdKernel Constructor

symmetrizedDifferenceSequenceMetrics(SingleSequenceAgnosticMetrics[]) - Method in class org.drip.sequence.functional.EfronSteinMetrics

Compute the Function Sequence Agnostic Metrics associated with each Variate using the specified Ghost Symmetric Variable Copy

Systemic(OrnsteinUhlenbeckProcess1D, double, double, int) - Static method in class org.drip.execution.latent.OrnsteinUhlenbeckSequence

Construct a Standard Systemic Instance of OrnsteinUhlenbeckSequence

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