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B

b() - Method in class org.drip.dynamics.hjm.G2PlusPlus
Retrieve B
b() - Method in class org.drip.dynamics.sabr.ImpliedBlackVolatility
Retrieve B
b() - Method in class org.drip.function.r1tor1.AlmgrenEnhancedEulerUpdate
Retrieve the "B" Parameter
B() - Method in class org.drip.function.r1tor1.SABRLIBORCapVolatility
Return "B"
BA1Attribution - Class in org.drip.sample.forwardratefuturespnl
BA1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the BA1 Series.
BA1Attribution() - Constructor for class org.drip.sample.forwardratefuturespnl.BA1Attribution
 
BA1ClosesReconstitutor - Class in org.drip.sample.forwardratefuturesfeed
BA1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formatted BA1 Closes Feed.
BA1ClosesReconstitutor() - Constructor for class org.drip.sample.forwardratefuturesfeed.BA1ClosesReconstitutor
 
BackgroundParticipationRate - Interface in org.drip.execution.profiletime
BackgroundParticipationRate exposes the Background Profile Adjusted Version of the Participation Rate Transaction Function as described in the "Trading Time" Model.
BackgroundParticipationRateLinear - Interface in org.drip.execution.profiletime
BackgroundParticipationRateLinear exposes the Background Profile Adjusted Version of the Linear Participation Rate Transaction Function as described in the "Trading Time" Model.
backgroundVolume() - Method in class org.drip.execution.parameters.AssetTransactionSettings
Retrieve the Background Volume
BackwardEdgeDates(JulianDate, JulianDate, String, DateAdjustParams, int) - Static method in class org.drip.analytics.support.CompositePeriodBuilder
Generate a list of period edge dates backward from the end.
BackwardEdgeDates(int, int, String, DateAdjustParams, int) - Static method in class org.drip.analytics.support.CompositePeriodBuilder
Generate a list of period edge dates backward from the end.
BAKHoliday - Class in org.drip.analytics.holset
 
BAKHoliday() - Constructor for class org.drip.analytics.holset.BAKHoliday
 
BarrierFixedPointFinder - Class in org.drip.function.rdtor1solver
BarrierFixedPointFinder invokes the Iterative Finders for locating the Fixed Point for R^d To R^1 Convex/Non-Convex Functions Under Inequality Constraints using Barrier Sequences of decaying Strengths.
BarrierFixedPointFinder(RdToR1, RdToR1[], InteriorPointBarrierControl, LineStepEvolutionControl) - Constructor for class org.drip.function.rdtor1solver.BarrierFixedPointFinder
BarrierFixedPointFinder Constructor
barrierStrength() - Method in class org.drip.function.rdtor1solver.InteriorFixedPointFinder
Retrieve the Barrier Strength
Base - Class in org.drip.analytics.eventday
Base is an abstraction around holiday and description.
Base(String) - Constructor for class org.drip.analytics.eventday.Base
Constructs the Base instance from the description
base() - Method in class org.drip.param.market.CreditCurveScenarioContainer
Return the base credit curve
base() - Method in class org.drip.param.market.DiscountCurveScenarioContainer
Return the base Discount Curve
base() - Method in class org.drip.spline.params.ResponseValueSensitivityConstraint
Retrieve the base SRVC Instance
BASE_DIAGONAL_ENTROPY_ASYMPTOTE_EXPONENT - Static variable in class org.drip.learning.bound.DiagonalOperatorCoveringBound
Asymptote on the Base Diagonal Operator Entropy Number
baseCalculationType() - Method in class org.drip.analytics.daycount.DC1_1
 
baseCalculationType() - Method in class org.drip.analytics.daycount.DC28_360
 
baseCalculationType() - Method in class org.drip.analytics.daycount.DC30_360
 
baseCalculationType() - Method in class org.drip.analytics.daycount.DC30_365
 
baseCalculationType() - Method in class org.drip.analytics.daycount.DC30_Act
 
baseCalculationType() - Method in class org.drip.analytics.daycount.DC30E_360
 
baseCalculationType() - Method in class org.drip.analytics.daycount.DC30E_360_ISDA
 
baseCalculationType() - Method in class org.drip.analytics.daycount.DC30EPLUS_360_ISDA
 
baseCalculationType() - Method in class org.drip.analytics.daycount.DCAct_360
 
baseCalculationType() - Method in class org.drip.analytics.daycount.DCAct_364
 
baseCalculationType() - Method in class org.drip.analytics.daycount.DCAct_365
 
baseCalculationType() - Method in class org.drip.analytics.daycount.DCAct_365L
 
baseCalculationType() - Method in class org.drip.analytics.daycount.DCAct_Act
 
baseCalculationType() - Method in class org.drip.analytics.daycount.DCAct_Act_ISDA
 
baseCalculationType() - Method in class org.drip.analytics.daycount.DCAct_Act_UST
 
baseCalculationType() - Method in interface org.drip.analytics.daycount.DCFCalculator
Retrieves the base calculation type corresponding to the DCF Calculator
baseCalculationType() - Method in class org.drip.analytics.daycount.DCNL_360
 
baseCalculationType() - Method in class org.drip.analytics.daycount.DCNL_365
 
baseCalculationType() - Method in class org.drip.analytics.daycount.DCNL_Act
 
baselineSwapRate() - Method in class org.drip.service.api.ProductDailyPnL
Retrieve the Baseline Swap Rate
baseMeasures() - Method in class org.drip.analytics.output.ComponentMeasures
Retrieve the Base Measure Map
baseNotional() - Method in class org.drip.analytics.cashflow.Bullet
Get the Base Notional
baseNotional() - Method in class org.drip.analytics.cashflow.CompositePeriod
Get the Period Base Notional
baseNotional() - Method in class org.drip.param.period.CompositePeriodSetting
Retrieve the Base Notional
baseRate(CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.ComposableUnitFixedPeriod
 
baseRate(CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.ComposableUnitFloatingPeriod
Retrieve the Reference Rate for the Floating Period
baseRate(CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.ComposableUnitPeriod
Get the Period Base Coupon Rate
baseRate() - Method in class org.drip.product.calib.CompositePeriodQuoteSet
Get the Period Base Coupon Rate
BaseTsyBmk(int, int) - Static method in class org.drip.analytics.support.Helper
Return the standard on-the-run benchmark treasury string from the valuation and the maturity dates
basicConsumption() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityCashFlow
Retrieve the Investor Basic Consumption
basicConsumption() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityStream
Retrieve the Investor's Basic Consumption Settings
basicConsumptionDF(double) - Method in class org.drip.portfolioconstruction.alm.DiscountRate
Retrieve the Basic Consumption Discount Factor
basicConsumptionDF() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityCashFlow
Retrieve the Investor Basic Consumption Discount Factor
basicConsumptionPV() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityMetrics
Retrieve the PV of the Basic Consumption
basicConsumptionRate() - Method in class org.drip.portfolioconstruction.alm.DiscountRate
Retrieve the Basic Consumption Discount Rate
basicConsumptionSpread() - Method in class org.drip.portfolioconstruction.alm.DiscountRate
Retrieve the Basic Consumption Spread
basis() - Method in class org.drip.analytics.cashflow.ComposableUnitFixedPeriod
 
basis() - Method in class org.drip.analytics.cashflow.ComposableUnitFloatingPeriod
 
basis() - Method in class org.drip.analytics.cashflow.ComposableUnitPeriod
Get the Period Coupon Basis
basis() - Method in class org.drip.analytics.cashflow.CompositePeriod
Period Basis
basis() - Method in class org.drip.param.period.ComposableFixedUnitSetting
Retrieve the Fixed Coupon Basis
basis() - Method in class org.drip.product.calib.CompositePeriodQuoteSet
Get the Period Coupon Basis
basis() - Method in class org.drip.product.calib.StreamQuoteSet
Retrieve the Basis
basis() - Method in class org.drip.product.rates.Stream
Retrieve the Stream Coupon Basis
basis(JulianDate) - Method in class org.drip.state.basis.BasisCurve
 
basis(String) - Method in class org.drip.state.basis.BasisCurve
 
basis(int) - Method in interface org.drip.state.basis.BasisEstimator
Calculate the Basis to the given Date
basis(JulianDate) - Method in interface org.drip.state.basis.BasisEstimator
Calculate the Basis to the given Date
basis(String) - Method in interface org.drip.state.basis.BasisEstimator
Calculate the Basis to the given Tenor
basis(int) - Method in class org.drip.state.curve.BasisSplineBasisCurve
 
BASIS_SPLINE_BERNSTEIN_POLYNOMIAL - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder
Bernstein Polynomial Spline
BASIS_SPLINE_EXPONENTIAL_MIXTURE - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder
Exponential Mixture Basis Spline
BASIS_SPLINE_EXPONENTIAL_RATIONAL - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder
Exponential Rational Basis Spline
BASIS_SPLINE_EXPONENTIAL_TENSION - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder
Exponential Tension Spline
BASIS_SPLINE_HYPERBOLIC_TENSION - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder
Hyperbolic Tension Spline
BASIS_SPLINE_KAKLIS_PANDELIS - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder
Kaklis Pandelis Spline
BASIS_SPLINE_KLK_EXPONENTIAL_TENSION - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder
Koch-Lyche-Kvasov Exponential Tension Spline
BASIS_SPLINE_KLK_HYPERBOLIC_TENSION - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder
Koch-Lyche-Kvasov Hyperbolic Tension Spline
BASIS_SPLINE_KLK_RATIONAL_LINEAR_TENSION - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder
Koch-Lyche-Kvasov Rational Linear Tension Spline
BASIS_SPLINE_KLK_RATIONAL_QUADRATIC_TENSION - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder
Koch-Lyche-Kvasov Rational Quadratic Tension Spline
BASIS_SPLINE_POLYNOMIAL - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder
Polynomial Spline
basisBestFitPenalty(int, int) - Method in class org.drip.spline.segment.BestFitFlexurePenalizer
Compute the Best Fit Cross-Product Penalty for the given Basis Pair
BasisBSplineSet - Class in org.drip.sample.spline
BasisSplineSet implements Samples for the Construction and the usage of various basis spline functions.
BasisBSplineSet() - Constructor for class org.drip.sample.spline.BasisBSplineSet
 
BasisCurve - Class in org.drip.state.basis
BasisCurve is the Stub for the Basis between a Pair of Forward Curves.
BasisEstimator - Interface in org.drip.state.basis
BasisEstimator is the interface that exposes the calculation of the Basis between any two latent states.
basisEvaluator() - Method in class org.drip.spline.params.PreceedingManifestSensitivityControl
Retrieve the Basis Evaluator Instance
BasisEvaluator - Interface in org.drip.spline.segment
This Interface implements the Segment's Basis Evaluator Functions.
basisEvaluator() - Method in class org.drip.spline.segment.LatentStateResponseModel
Retrieve the Basis Evaluator
BasisHatPairGenerator - Class in org.drip.spline.bspline
BasisHatPairGenerator implements the generation functionality behind the hat basis function pair.
BasisHatPairGenerator() - Constructor for class org.drip.spline.bspline.BasisHatPairGenerator
 
BasisHatShapeControl - Class in org.drip.spline.bspline
BasisHatShapeControl implements the shape control function for the hat basis set as laid out in the framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
BasisHatShapeControl(double, double, String, double) - Constructor for class org.drip.spline.bspline.BasisHatShapeControl
BasisHatShapeControl constructor
BasisMonicBSpline - Class in org.drip.sample.spline
BasisMonicBSpline implements Samples for the Construction and the usage of various monic basis B Splines.
BasisMonicBSpline() - Constructor for class org.drip.sample.spline.BasisMonicBSpline
 
BasisMonicHatComparison - Class in org.drip.sample.spline
BasisMonicBSpline implements the comparison of the basis hat functions used in the construction of the monic basis B Splines.
BasisMonicHatComparison() - Constructor for class org.drip.sample.spline.BasisMonicHatComparison
 
BasisMulticBSpline - Class in org.drip.sample.spline
BasisMulticBSpline implements Samples for the Construction and the usage of various multic basis B Splines.
BasisMulticBSpline() - Constructor for class org.drip.sample.spline.BasisMulticBSpline
 
basisOnDerivedComponent() - Method in class org.drip.market.otc.FloatFloatSwapConvention
Retrieve the Flag indicating whether the Basis is to be applied to the Derived or the Reference Component
basisOnDerivedStream() - Method in class org.drip.market.otc.FloatFloatSwapConvention
Retrieve the Flag indicating whether the Basis is to be applied to the Derived or the Reference Stream
basisPairConstraintCoefficient(int, int) - Method in class org.drip.spline.segment.BestFitFlexurePenalizer
Compute the Basis Pair Penalty Coefficient for the Best Fit and the Curvature Penalties
basisPairCurvaturePenalty(int, int) - Method in class org.drip.spline.segment.BestFitFlexurePenalizer
Compute the Cross-Curvature Penalty for the given Basis Pair
basisPairLengthPenalty(int, int) - Method in class org.drip.spline.segment.BestFitFlexurePenalizer
Compute the Cross-Length Penalty for the given Basis Pair
basisPairPenaltyConstraint(int) - Method in class org.drip.spline.segment.BestFitFlexurePenalizer
Compute the Penalty Constraint for the Basis Pair
basisQuote(ProductQuoteSet) - Method in class org.drip.analytics.cashflow.CompositeFixedPeriod
 
basisQuote(ProductQuoteSet) - Method in class org.drip.analytics.cashflow.CompositeFloatingPeriod
 
basisQuote(ProductQuoteSet) - Method in class org.drip.analytics.cashflow.CompositePeriod
Retrieve the Period Calibration Basis Quote from the specified product quote set
basisSetParams() - Method in class org.drip.spline.params.SegmentCustomBuilderControl
Retrieve the Basis Set Parameters
basisSpline() - Method in class org.drip.spline.params.SegmentCustomBuilderControl
Retrieve the Basis Spline Name
BasisSplineBasisCurve - Class in org.drip.state.curve
BasisSplineBasisCurve manages the Basis Latent State, using the Basis as the State Response Representation.
BasisSplineBasisCurve(ForwardLabel, ForwardLabel, boolean, Span) - Constructor for class org.drip.state.curve.BasisSplineBasisCurve
BasisSplineBasisCurve constructor
BasisSplineDeterministicVolatility - Class in org.drip.state.curve
BasisSplineDeterministicVolatility extends the BasisSplineTermStructure for the specific case of the Implementation of the Deterministic Volatility Term Structure.
BasisSplineDeterministicVolatility(int, CustomLabel, String, Span) - Constructor for class org.drip.state.curve.BasisSplineDeterministicVolatility
BasisSplineDeterministicVolatility Constructor
BasisSplineForwardRate - Class in org.drip.state.curve
BasisSplineForwardRate manages the Forward Latent State, using the Forward Rate as the State Response Representation.
BasisSplineForwardRate(ForwardLabel, OverlappingStretchSpan) - Constructor for class org.drip.state.curve.BasisSplineForwardRate
BasisSplineForwardRate constructor
BasisSplineFXForward - Class in org.drip.state.curve
BasisSplineFXForward manages the Basis Latent State, using the Basis as the State Response Representation.
BasisSplineFXForward(CurrencyPair, Span) - Constructor for class org.drip.state.curve.BasisSplineFXForward
BasisSplineFXForward constructor
BasisSplineGovvieYield - Class in org.drip.state.curve
BasisSplineGovvieYield manages the Basis Spline Latent State, using the Basis as the State Response Representation, for the Govvie Curve with Yield Quantification Metric.
BasisSplineGovvieYield(String, String, Span) - Constructor for class org.drip.state.curve.BasisSplineGovvieYield
BasisSplineGovvieYield Constructor
BasisSplineMarketSurface - Class in org.drip.state.curve
BasisSplineMarketSurface implements the Market surface that holds the latent state's Dynamics parameters.
BasisSplineMarketSurface(int, CustomLabel, String, WireSurfaceStretch) - Constructor for class org.drip.state.curve.BasisSplineMarketSurface
BasisSplineMarketSurface Constructor
BasisSplineRegressionEngine - Class in org.drip.regression.spline
BasisSplineRegressionEngine implements the RegressionEngine class for the basis spline functionality.
BasisSplineRegressionEngine(int, int) - Constructor for class org.drip.regression.spline.BasisSplineRegressionEngine
 
BasisSplineRegressor - Class in org.drip.regression.spline
BasisSplineRegressor implements the custom basis spline regressor for the given basis spline.
BasisSplineRegressorSet - Class in org.drip.regression.spline
BasisSplineRegressorSet carries out regression testing for the following series of basis splines: - #1: Polynomial Basis Spline, n = 2 basis functions, and Ck = 0.
BasisSplineRegressorSet() - Constructor for class org.drip.regression.spline.BasisSplineRegressorSet
BasisSplineRegressorSet constructor - Creates the base spline parameter and initializes the regression objects
BasisSplineRepoCurve - Class in org.drip.state.curve
BasisSplineRepoCurve manages the Basis Latent State, using the Repo as the State Response Representation.
BasisSplineRepoCurve(Component, Span) - Constructor for class org.drip.state.curve.BasisSplineRepoCurve
BasisSplineRepoCurve constructor
BasisSplineSet - Class in org.drip.sample.spline
BasisSplineSet implements Samples for the Construction and the usage of various basis spline functions.
BasisSplineSet() - Constructor for class org.drip.sample.spline.BasisSplineSet
 
BasisSplineStretchTest(double[], double[], SegmentCustomBuilderControl, StretchBestFitResponse) - Static method in class org.drip.sample.stretch.CurvatureLengthRoughnessPenalty
 
BasisSplineStretchTest(double[], double[], SegmentCustomBuilderControl, StretchBestFitResponse) - Static method in class org.drip.sample.stretch.CurvatureRoughnessPenaltyFit
 
BasisSplineTermStructure - Class in org.drip.state.curve
BasisSplineTermStructure implements the TermStructure Interface - if holds the latent state's Term Structure Parameters.
BasisSplineTermStructure(int, CustomLabel, String, Span) - Constructor for class org.drip.state.curve.BasisSplineTermStructure
BasisSplineTermStructure Constructor
BasisTensionSplineSet - Class in org.drip.sample.spline
BasisTensionSplineSet implements Samples for the Construction and the usage of various basis spline functions.
BasisTensionSplineSet() - Constructor for class org.drip.sample.spline.BasisTensionSplineSet
 
basket() - Method in class org.drip.product.govvie.TreasuryFutures
Retrieve the Bond Basket Array
BasketAggregateMeasuresGeneration - Class in org.drip.sample.bond
BasketAggregateMeasuresGeneration contains a demo of the bond basket Measure generation Sample.
BasketAggregateMeasuresGeneration() - Constructor for class org.drip.sample.bond.BasketAggregateMeasuresGeneration
 
BasketBondAPISample() - Static method in class org.drip.sample.credit.CDSBasketMeasures
 
BasketMarketParamRef - Interface in org.drip.product.definition
BasketMarketParamRef interface provides stubs for basket name, IR curve, forward curve, credit curve, TSY curve, and needed to value the component.
BasketMeasures - Class in org.drip.analytics.output
BasketMeasures is the place holder for the analytical basket measures, optionally across scenarios.
BasketMeasures() - Constructor for class org.drip.analytics.output.BasketMeasures
Empty constructor - all members initialized to NaN or null
basketNotional() - Method in class org.drip.market.exchange.TreasuryFuturesConvention
Retrieve the Treasury Futures Basket Notional
BasketProduct - Class in org.drip.product.definition
BasketProduct abstract class extends MarketParamRef.
BasketProduct() - Constructor for class org.drip.product.definition.BasketProduct
 
BayesianDriftTrajectoryDependence - Class in org.drip.sample.trend
BayesianDriftTrajectoryDependence demonstrates the Dependence of the Trading Trajectory achieved from using an Optimal Trajectory for a Price Process as a Function of the Bayesian Drift Parameters.
BayesianDriftTrajectoryDependence() - Constructor for class org.drip.sample.trend.BayesianDriftTrajectoryDependence
 
BayesianDriftTransactionDependence - Class in org.drip.sample.trend
BayesianDriftTransactionDependence demonstrates the Gains achieved from using an Optimal Trajectory for a Price Process as a Function of the Bayesian Drift Parameters.
BayesianDriftTransactionDependence() - Constructor for class org.drip.sample.trend.BayesianDriftTransactionDependence
 
BayesianGain - Class in org.drip.sample.trend
BayesianGain demonstrates the Gains achieved from using an Optimal Trajectory for a Price Process with Bayesian Drift, Arithmetic Volatility, and Linear Temporary Market Impact across a Set of Drifts.
BayesianGain() - Constructor for class org.drip.sample.trend.BayesianGain
 
BayesianPriceProcess - Class in org.drip.sample.trend
BayesianPriceProcess demonstrates the Evolution Process for an Asset Price with a Uncertain (Bayesian) Drift.
BayesianPriceProcess() - Constructor for class org.drip.sample.trend.BayesianPriceProcess
 
BBDHoliday - Class in org.drip.analytics.holset
 
BBDHoliday() - Constructor for class org.drip.analytics.holset.BBDHoliday
 
BBV_DOWN - Static variable in class org.drip.spaces.tensor.BinaryBooleanVector
Binary/Boolean Space "DOWN"
BBV_UP - Static variable in class org.drip.spaces.tensor.BinaryBooleanVector
Binary/Boolean Space "UP"
BEFHoliday - Class in org.drip.analytics.holset
 
BEFHoliday() - Constructor for class org.drip.analytics.holset.BEFHoliday
 
benchmarkMetrics(PortfolioMetrics) - Method in class org.drip.portfolioconstruction.allocator.ForwardReverseOptimizationOutput
Compute the Portfolio Relative Metrics using the specified Benchmark
Bennett - Class in org.drip.function.r1tor1
Bennett is implementation of the Bennett's Function used in the Estimation of the Bennett's Concentration Inequality.
Bennett() - Constructor for class org.drip.function.r1tor1.Bennett
Bennett constructor
bennettAverageBounds(double) - Method in class org.drip.sequence.metrics.BoundedSequenceAgnosticMetrics
Estimate Mean Departure Bounds of the Average using the Bennett Inequality Bounds
bernsteinAverageBounds(double) - Method in class org.drip.sequence.metrics.BoundedSequenceAgnosticMetrics
Estimate Mean Departure Bounds of the Average using the Bernstein Inequality Bounds
BernsteinPolynomial - Class in org.drip.function.r1tor1
BernsteinPolynomial provides the evaluation of the BernsteinPolynomial and its derivatives for a specified variate.
BernsteinPolynomial(int, int) - Constructor for class org.drip.function.r1tor1.BernsteinPolynomial
Construct a BernsteinPolynomial instance
BernsteinPolynomialBasisSet(PolynomialFunctionSetParams) - Static method in class org.drip.spline.basis.FunctionSetBuilder
This function implements the elastic coefficients for the segment using Bernstein polynomial basis splines inside - [0,...,1) - Globally [x_0,...,x_1): y = Sum (A_i*B^i(x)) i = 0,...,n (0 and n inclusive) where x is the normalized ordinate mapped as x .gte.
BesselC1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
Generate a Bessel C1 Array from the specified Array of Predictor Ordinates and the Response Values
bestFitDPE(SegmentBestFitResponse) - Method in class org.drip.spline.segment.LatentStateResponseModel
Retrieve the Segment Best Fit DPE
bestFitDPE(StretchBestFitResponse) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
 
bestFitDPE(StretchBestFitResponse) - Method in interface org.drip.spline.stretch.MultiSegmentSequence
Retrieve the Stretch Best Fit DPE
BestFitFlexurePenalizer - Class in org.drip.spline.segment
This Class implements the Segment's Best Fit, Curvature, and Length Penalizers.
BestFitFlexurePenalizer(LatentStateInelastic, SegmentFlexurePenaltyControl, SegmentFlexurePenaltyControl, SegmentBestFitResponse, BasisEvaluator) - Constructor for class org.drip.spline.segment.BestFitFlexurePenalizer
BestFitFlexurePenalizer constructor
bestFitResponse() - Method in class org.drip.spline.params.SegmentStateCalibrationInputs
Retrieve the Segment Best Fit Response
bestFitWeightedResponse() - Method in class org.drip.state.estimator.SmoothingCurveStretchParams
Retrieve the Best Fit Weighted Response
bestFitWeightedResponseSensitivity() - Method in class org.drip.state.estimator.SmoothingCurveStretchParams
Retrieve the Best Fit Weighted Response Sensitivity
beta() - Method in class org.drip.dynamics.sabr.StochasticVolatilityStateEvolver
Retrieve SABR Beta
beta() - Method in class org.drip.portfolioconstruction.asset.PortfolioBenchmarkMetrics
Retrieve the Portfolio-to-Benchmark Beta
beta() - Method in class org.drip.portfolioconstruction.mpt.AssetSecurityCharacteristicLine
Retrieve the Asset's Beta
BGLHoliday - Class in org.drip.analytics.holset
 
BGLHoliday() - Constructor for class org.drip.analytics.holset.BGLHoliday
 
BGMCurveUpdate - Class in org.drip.dynamics.lmm
BGMCurveUpdate contains the Instantaneous Snapshot of the Evolving Discount Curve Latent State Quantification Metrics Updated using the BGM LIBOR Update Dynamics.
BGMForwardTenorSnap - Class in org.drip.dynamics.lmm
BGMForwardTenorSnap contains the Absolute and the Incremental Latent State Quantifier Snapshot traced from the Evolution of the LIBOR Forward Rate as formulated in: 1) Goldys, B., M.
BGMForwardTenorSnap(int, double, double, double, double, double, double, double, double, double, double) - Constructor for class org.drip.dynamics.lmm.BGMForwardTenorSnap
BGMForwardTenorSnap Constructor
BGMPointUpdate - Class in org.drip.dynamics.lmm
BGMPointUpdate contains the Instantaneous Snapshot of the Evolving Discount Point Latent State Quantification Metrics Updated using the BGM LIBOR Update Dynamics.
BGMTenorNodeSequence - Class in org.drip.dynamics.lmm
BGMTenorNodeSequence contains the Point Nodes of the Latent State Quantifiers and their Increments present in the specified BGMForwardTenorSnap Instance.
BGMTenorNodeSequence(BGMForwardTenorSnap[]) - Constructor for class org.drip.dynamics.lmm.BGMTenorNodeSequence
BGMTenorNodeSequence Constructor
BHDHoliday - Class in org.drip.analytics.holset
 
BHDHoliday() - Constructor for class org.drip.analytics.holset.BHDHoliday
 
bidAskSpread() - Method in class org.drip.execution.parameters.AssetTransactionSettings
Retrieve the Bid-Ask Spread
BigC1Array - Class in org.drip.spaces.big
BigC1Array contains the Functionality to Process and Manipulate the Character Array backing the Big String.
BigC1Array(char[]) - Constructor for class org.drip.spaces.big.BigC1Array
BigC1Array Constructor
BigR1Array - Class in org.drip.spaces.big
BigR1Array contains an Implementation of a variety of in-place Sorting Algorithms for Big Double Arrays.
BigR1Array(double[]) - Constructor for class org.drip.spaces.big.BigR1Array
BigR1Array Constructor
BigR2Array - Class in org.drip.spaces.big
BigR2Array contains an Implementation Navigation and Processing Algorithms for Big Double R^2 Arrays.
BigR2Array(double[][]) - Constructor for class org.drip.spaces.big.BigR2Array
BigR2Array Constructor
Binary - Class in org.drip.sequence.random
Binary implements the Standard {0, 1}-valued Binary Random Number Generator.
Binary(double) - Constructor for class org.drip.sequence.random.Binary
Binary Distribution Constructor
BinaryBooleanVector - Class in org.drip.spaces.tensor
BinaryBooleanVector implements the normed/non-normed Binary/Boolean Combinatorial Vector Spaces.
BinaryClassifierSupremumBound - Class in org.drip.sample.classifier
BinaryClassifierSupremumBound demonstrates the Computation of the Probabilistic Bounds for the Supremum among the Class of Binary Classifier Functions for an Empirical Sample from its Population Mean using Variants of the Efron-Stein Methodology.
BinaryClassifierSupremumBound() - Constructor for class org.drip.sample.classifier.BinaryClassifierSupremumBound
 
BinaryIdempotentUnivariateRandom - Class in org.drip.sequence.functional
BinaryIdempotentUnivariateRandom contains the Implementation of the Objective Function dependent on Binary Idempotent Univariate Random Variable.
BinaryIdempotentUnivariateRandom(double, R1, double, double) - Constructor for class org.drip.sequence.functional.BinaryIdempotentUnivariateRandom
BinaryIdempotentUnivariateRandom Constructor
BinaryTree - Class in org.drip.spaces.big
BinaryTree contains an Implementation of the Left/Right Binary Tree.
BinaryTree(double, BinaryTree) - Constructor for class org.drip.spaces.big.BinaryTree
BinaryTree Constructor
BinaryVariateSumBound - Class in org.drip.sample.efronstein
BinaryVariateSumBound demonstrates the Computation of the Probabilistic Bounds for the Realization of the Values of a Multivariate Function over Random Sequence Values (in this case, sum of the independent Random Variates) using Variants of the Efron-Stein Methodology.
BinaryVariateSumBound() - Constructor for class org.drip.sample.efronstein.BinaryVariateSumBound
 
BinPacking - Class in org.drip.sequence.custom
BinPacking contains Variance Bounds of the critical measures of the standard operations research bin packing problem.
BinPacking() - Constructor for class org.drip.sequence.custom.BinPacking
 
BISECTION - Static variable in class org.drip.function.r1tor1solver.VariateIteratorPrimitive
Bisection
Bisection(double, double) - Static method in class org.drip.function.r1tor1solver.VariateIteratorPrimitive
Iterate for the next variate using bisection
BlackHestonForwardOption - Class in org.drip.sample.option
BlackHestonForwardOption illustrates pricing a forward using the Black '76 variant and the Heston's stochastic Volatility Models.
BlackHestonForwardOption() - Constructor for class org.drip.sample.option.BlackHestonForwardOption
 
BlackLittermanBayesianClient - Class in org.drip.sample.service
BudgetConstrainedAllocationClient demonstrates the Invocation and Examination of the JSON-based Budget Constrained Portfolio Allocation Service Client.
BlackLittermanBayesianClient() - Constructor for class org.drip.sample.service.BlackLittermanBayesianClient
 
BlackLittermanCombinationEngine - Class in org.drip.portfolioconstruction.bayesian
BlackLittermanCombinationEngine implements the Engine that generates the Combined/Posterior Distributions from the Prior and the Conditional Joint R^1 Multivariate Normal Distributions.
BlackLittermanCombinationEngine(ForwardReverseOptimizationOutput, PriorControlSpecification, ProjectionSpecification) - Constructor for class org.drip.portfolioconstruction.bayesian.BlackLittermanCombinationEngine
BlackLittermanCombinationEngine Construction
BlackLittermanCustomConfidenceOutput - Class in org.drip.portfolioconstruction.bayesian
BlackLittermanCustomConfidenceOutput holds the Outputs generated from a Custom COnfidence Black Litterman Bayesian COmbination Run.
BlackLittermanCustomConfidenceOutput(ForwardReverseOptimizationOutput, double[], JointPosteriorMetrics) - Constructor for class org.drip.portfolioconstruction.bayesian.BlackLittermanCustomConfidenceOutput
BlackLittermanCustomConfidenceOutput Constructor
BlackLittermanOutput - Class in org.drip.portfolioconstruction.bayesian
BlackLittermanOutput holds the essential Outputs generated from either a Full or a Custom Confidence of the Projection Black Litterman Bayesian Combination Run.
BlackLittermanOutput(ForwardReverseOptimizationOutput, double[]) - Constructor for class org.drip.portfolioconstruction.bayesian.BlackLittermanOutput
BlackLittermanOutput Constructor
BlackLittermanProcessor - Class in org.drip.json.assetallocation
BlackLittermanProcessor Sets Up and Executes a JSON Based In/Out Processing Service for the Black Litterman Bayesian View Incorporation/Parameter Estimation.
BlackLittermanProcessor() - Constructor for class org.drip.json.assetallocation.BlackLittermanProcessor
 
BlackNormalAlgorithm - Class in org.drip.pricer.option
BlackNormalAlgorithm implements the Black Normal European Call and Put Options Pricer.
BlackNormalAlgorithm() - Constructor for class org.drip.pricer.option.BlackNormalAlgorithm
Empty BlackNormalAlgorithm Constructor - nothing to be filled in with
BlackScholesAlgorithm - Class in org.drip.pricer.option
BlackScholesAlgorithm implements the Black Scholes based European Call and Put Options Pricer.
BlackScholesAlgorithm() - Constructor for class org.drip.pricer.option.BlackScholesAlgorithm
Empty BlackScholesAlgorithm Constructor - nothing to be filled in with
BlackVolatility - Class in org.drip.sample.sabr
BlackVolatility demonstrates the Construction and Usage of the SABR Model to Imply the Black Volatility of a given Contract.
BlackVolatility() - Constructor for class org.drip.sample.sabr.BlackVolatility
 
blockSizeExponent() - Method in class org.drip.execution.principal.OptimalMeasureDependence
Retrieve the Block Size Dependence Exponent
BMDHoliday - Class in org.drip.analytics.holset
 
BMDHoliday() - Constructor for class org.drip.analytics.holset.BMDHoliday
 
Bond - Class in org.drip.product.definition
Bond abstract class implements the pricing, the valuation, and the RV analytics functionality for the bond product.
Bond() - Constructor for class org.drip.product.definition.Bond
 
bond() - Method in class org.drip.product.params.CTDEntry
Retrieve the CTD Bond Instance
BOND_TYPE_SIMPLE_FIXED - Static variable in class org.drip.product.creator.BondBuilder
Custom Bond Type Simple Fixed
BOND_TYPE_SIMPLE_FLOATER - Static variable in class org.drip.product.creator.BondBuilder
Custom Bond Type Simple Floater
BOND_TYPE_SIMPLE_FROM_CF - Static variable in class org.drip.product.creator.BondBuilder
Custom Bond Type Simple From Cash flows
bondBasis() - Method in class org.drip.analytics.output.BondRVMeasures
Retrieve the Bond Basis
bondBasisFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from ASW to Work-out
bondBasisFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from ASW to Maturity
bondBasisFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from ASW to Optimal Exercise
bondBasisFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from Credit Basis to Work-out
bondBasisFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from Credit Basis to Maturity
bondBasisFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from Credit Basis to Optimal Exercise
bondBasisFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from Discount Margin to Work-out
bondBasisFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from Discount Margin to Maturity
bondBasisFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from Discount Margin to Optimal Exercise
bondBasisFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from G Spread to Work-out
bondBasisFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from G Spread to Maturity
bondBasisFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from G Spread to Optimal Exercise
bondBasisFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from I Spread to Work-out
bondBasisFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from I Spread to Maturity
bondBasisFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from I Spread to Optimal Exercise
bondBasisFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from OAS to Work-out
bondBasisFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from OAS to Maturity
bondBasisFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from OAS to Optimal Exercise
bondBasisFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from PECS to Work-out
bondBasisFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from PECS to Maturity
bondBasisFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from PECS to Optimal Exercise
bondBasisFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from Price to Work-out
bondBasisFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from Price to Maturity
bondBasisFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from Price to Optimal Exercise
bondBasisFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from TSY Spread to Work-out
bondBasisFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from TSY Spread to Maturity
bondBasisFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from TSY Spread to Optimal Exercise
bondBasisFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from Yield to Work-out
bondBasisFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from Yield to Maturity
bondBasisFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from Yield Spread to Work-out
bondBasisFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from Yield Spread to Maturity
bondBasisFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from Yield Spread to Optimal Exercise
bondBasisFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from Yield to Optimal Exercise
bondBasisFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from Z Spread to Work-out
bondBasisFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from Z Spread to Maturity
bondBasisFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
 
bondBasisFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
Calculate Bond Basis from Z Spread to Optimal Exercise
BondBasket - Class in org.drip.product.credit
BondBasket implements the bond basket product contract details.
BondBasket(String, Bond[], double[]) - Constructor for class org.drip.product.credit.BondBasket
BondBasket constructor
BondBasketBuilder - Class in org.drip.product.creator
BondBasketBuilder contains the suite of helper functions for creating the bond Basket Product from different kinds of inputs and byte streams.
BondBasketBuilder() - Constructor for class org.drip.product.creator.BondBasketBuilder
 
BondBuilder - Class in org.drip.product.creator
BondBuilder contains the suite of helper functions for creating simple fixed/floater bonds, user defined bonds, optionally with custom cash flows and embedded option schedules (European or American).
BondBuilder() - Constructor for class org.drip.product.creator.BondBuilder
 
BondCalibrator(BondComponent) - Constructor for class org.drip.product.credit.BondComponent.BondCalibrator
Constructor: Construct the calibrator from the parent bond.
BondComponent - Class in org.drip.product.credit
BondComponent is the base class that extends CreditComponent abstract class and implements the functionality behind bonds of all kinds.
BondComponent() - Constructor for class org.drip.product.credit.BondComponent
Constructor: Construct an empty bond object
BondComponent.BondCalibrator - Class in org.drip.product.credit
The BondCalibrator implements a calibrator that calibrates the yield, the credit basis, or the Z Spread for the bond given the price input.
BondCouponMeasures - Class in org.drip.analytics.output
This class encapsulates the parsimonius but complete set of the cash-flow oriented coupon measures generated out of a full bond analytics run to a given work-out.
BondCouponMeasures(double, double, double, double) - Constructor for class org.drip.analytics.output.BondCouponMeasures
BondCouponMeasures constructor
BondFuturesPriceAUDBillStyle(JulianDate, Bond, double) - Static method in class org.drip.analytics.support.Helper
Compute the Bond Futures Price AUD Bill Style from the Reference Index Level
BondMarketSnap - Class in org.drip.historical.attribution
BondMarketSnap contains the Metrics Snapshot associated with the relevant Manifest Measures for the given Bond Position.
BondMarketSnap(JulianDate, double) - Constructor for class org.drip.historical.attribution.BondMarketSnap
BondMarketSnap Constructor
BondProduct - Interface in org.drip.product.definition
BondProduct interface implements the product static data behind bonds of all kinds.
BondProductBuilder - Class in org.drip.product.creator
BondProductBuilder holds the static parameters of the bond product needed for the full bond valuation.
BondProductBuilder() - Constructor for class org.drip.product.creator.BondProductBuilder
Empty BondProductBuilder ctr - uninitialized members
BondRefDataBuilder - Class in org.drip.product.creator
BondRefDataBuilder holds the entire set of static parameters for the bond product.
BondRefDataBuilder() - Constructor for class org.drip.product.creator.BondRefDataBuilder
Empty BondRefDataBuilder ctr - uninitialized members
BondRefDataBuilder(CaseInsensitiveTreeMap<String>) - Constructor for class org.drip.product.creator.BondRefDataBuilder
BondRefDataBuilder de-serialization from input JSON Map
BondRVMeasures - Class in org.drip.analytics.output
BondRVMeasures encapsulates the comprehensive set of RV measures calculated for the bond to the appropriate exercise: - Workout Information - Price, Yield, and Yield01 - Spread Measures: Asset Swap/Credit/G/I/OAS/PECS/TSY/Z - Basis Measures: Bond Basis, Credit Basis, Yield Basis - Duration Measures: Macaulay/Modified Duration, Convexity
BondRVMeasures(double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, WorkoutInfo) - Constructor for class org.drip.analytics.output.BondRVMeasures
BondRVMeasures ctr
BondStream - Class in org.drip.product.params
BondStream is the place-holder for the bond's period generation parameters.
BondStream(List<CompositePeriod>, int, String) - Constructor for class org.drip.product.params.BondStream
Construct the BondStream instance from the list of coupon periods
BondWorkoutMeasures - Class in org.drip.analytics.output
BondWorkoutMeasures encapsulates the parsimonius yet complete set of measures generated out of a full bond analytics run to a given work-out.
BondWorkoutMeasures(BondCouponMeasures, BondCouponMeasures, double, double, double, double, double, double, double, double, double, double, double, double, double) - Constructor for class org.drip.analytics.output.BondWorkoutMeasures
BondWorkoutMeasures constructor
Boole(R1ToR1, double, double) - Static method in class org.drip.quant.calculus.R1ToR1Integrator
Compute the function's integral within the specified limits using the Boole rule.
BooleanArrayEntry(Object) - Static method in class org.drip.json.parser.Converter
Convert the JSON Entry to a Boolean Array
BooleanEntry(JSONObject, String) - Static method in class org.drip.json.parser.Converter
Convert the JSON Entry to an Boolean
BooleanListFromString(List<Boolean>, String, String) - Static method in class org.drip.quant.common.StringUtil
Create a list of booleans from a delimited string
BootCurveConstructionInput - Class in org.drip.analytics.input
BootCurveConstructionInput contains the Parameters needed for the Curve Calibration/Estimation.
BootCurveConstructionInput(ValuationParams, ValuationCustomizationParams, CalibratableComponent[], CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>, CaseInsensitiveTreeMap<String[]>, LatentStateFixingsContainer) - Constructor for class org.drip.analytics.input.BootCurveConstructionInput
BootCurveConstructionInput constructor
bootstrapBasis(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, boolean) - Method in class org.drip.state.curve.BasisSplineFXForward
 
bootstrapBasis(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, boolean) - Method in class org.drip.state.fx.FXCurve
Bootstrap the basis to the discount curve inputs
bootstrapBasis(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, boolean) - Method in class org.drip.state.nonlinear.FlatForwardFXCurve
 
bootstrapBasisDC(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, boolean) - Method in class org.drip.state.curve.BasisSplineFXForward
 
bootstrapBasisDC(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, boolean) - Method in class org.drip.state.fx.FXCurve
Bootstrap the discount curve from the discount curve inputs
bootstrapBasisDC(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, boolean) - Method in class org.drip.state.nonlinear.FlatForwardFXCurve
 
borelMeasureSpaceExpectation(R1ToR1) - Method in class org.drip.spaces.metric.R1Combinatorial
 
borelMeasureSpaceExpectation(R1ToR1) - Method in class org.drip.spaces.metric.R1Continuous
 
borelMeasureSpaceExpectation(R1ToR1) - Method in interface org.drip.spaces.metric.R1Normed
Compute the Borel Measure Expectation for the specified R^1 To R^1 Function over the full Input Space
borelMeasureSpaceExpectation(RdToR1) - Method in class org.drip.spaces.metric.RdCombinatorialBanach
 
borelMeasureSpaceExpectation(RdToR1) - Method in class org.drip.spaces.metric.RdContinuousBanach
 
borelMeasureSpaceExpectation(RdToR1) - Method in interface org.drip.spaces.metric.RdNormed
Compute the Borel Measure Expectation for the specified R^d To R^1 Function over the full Input Space
borelSigmaMeasure() - Method in class org.drip.spaces.metric.R1Combinatorial
 
borelSigmaMeasure() - Method in class org.drip.spaces.metric.R1Continuous
 
borelSigmaMeasure() - Method in interface org.drip.spaces.metric.R1Normed
Retrieve the Borel Sigma R^1 Probability Measure
borelSigmaMeasure() - Method in class org.drip.spaces.metric.RdCombinatorialBanach
 
borelSigmaMeasure() - Method in class org.drip.spaces.metric.RdContinuousBanach
 
borelSigmaMeasure() - Method in interface org.drip.spaces.metric.RdNormed
Retrieve the Borel Sigma R^d Probability Measure
Bound(double, double, double) - Static method in class org.drip.quant.common.NumberUtil
Bound the input to within (floor, Ceiling), i.e., compute Min (Max (floor, X), Ceiling)
bound() - Method in class org.drip.spaces.cover.L1R1CoveringBounds
Retrieve the Function Bound
BOUNDARY_CONDITION_FINANCIAL - Static variable in class org.drip.spline.stretch.BoundarySettings
Calibration Boundary Condition: Financial Boundary Condition
BOUNDARY_CONDITION_FLOATING - Static variable in class org.drip.spline.stretch.BoundarySettings
Calibration Boundary Condition: Floating Boundary Condition
BOUNDARY_CONDITION_NATURAL - Static variable in class org.drip.spline.stretch.BoundarySettings
Calibration Boundary Condition: Natural Boundary Condition
BOUNDARY_CONDITION_NOT_A_KNOT - Static variable in class org.drip.spline.stretch.BoundarySettings
Calibration Boundary Condition: Not-A-Knot Boundary Condition
boundaryCondition() - Method in class org.drip.spline.stretch.BoundarySettings
Retrieve the Type of the Boundary Condition
BoundarySettings - Class in org.drip.spline.stretch
This class implements the Boundary Settings that determine the full extent of description of the regime's State.
BoundarySettings(int, int, int) - Constructor for class org.drip.spline.stretch.BoundarySettings
BoundarySettings constructor
Bounded - Class in org.drip.sequence.random
Bounded implements the Bounded Random Univariate Generator with a Lower and an upper Bound.
BoundedFunction - Class in org.drip.sample.coveringnumber
BoundedFunction demonstrates Computation of the Lower and the Upper Bounds for Functions that are absolutely Bounded.
BoundedFunction() - Constructor for class org.drip.sample.coveringnumber.BoundedFunction
 
BoundedGaussian - Class in org.drip.sequence.random
BoundedGaussian implements the Bounded Gaussian Distribution, with a Gaussian Distribution between a lower and an upper Bound.
BoundedGaussian(double, double, double, double) - Constructor for class org.drip.sequence.random.BoundedGaussian
BoundedGaussian Constructor
BoundedIdempotentUnivariateRandom - Class in org.drip.sequence.functional
BoundedIdempotentUnivariateRandom contains the Implementation of the Objective Function dependent on Bounded Idempotent Univariate Random Variable.
BoundedIdempotentUnivariateRandom(double, R1, double) - Constructor for class org.drip.sequence.functional.BoundedIdempotentUnivariateRandom
BoundedIdempotentUnivariateRandom Constructor
BoundedMarkovitzBullet - Class in org.drip.sample.efficientfrontier
BoundedMarkovitzBullet demonstrates the Construction of the Efficient Frontier using the Constrained Mean Variance Optimizer for a Bounded Portfolio.
BoundedMarkovitzBullet() - Constructor for class org.drip.sample.efficientfrontier.BoundedMarkovitzBullet
 
BoundedMultivariateRandom - Class in org.drip.sequence.functional
BoundedMultivariateRandom contains the Implementation of the Bounded Objective Function dependent on Multivariate Random Variables.
BoundedMultivariateRandom() - Constructor for class org.drip.sequence.functional.BoundedMultivariateRandom
 
BoundedPortfolioConstructionParameters - Class in org.drip.portfolioconstruction.allocator
BoundedPortfolioConstructionParameters holds the Parameters needed to build the Portfolio with Bounds on the Underlying Assets.
BoundedPortfolioConstructionParameters(String[], CustomRiskUtilitySettings, PortfolioEqualityConstraintSettings) - Constructor for class org.drip.portfolioconstruction.allocator.BoundedPortfolioConstructionParameters
BoundedPortfolioConstructionParameters Constructor
BoundedPredictorBoundedResponse(double, R1ToR1[], double, double) - Static method in class org.drip.spaces.functionclass.NormedR1ToL1R1Finite
Create Bounded R^1 To Bounded L1 R^1 Function Class for the specified Bounded Class of Finite Functions
BoundedSequenceAgnosticMetrics - Class in org.drip.sequence.metrics
BoundedSequenceAgnosticMetrics contains the Sample Distribution Metrics and Agnostic Bounds related to the specified Bounded Sequence.
BoundedSequenceAgnosticMetrics(double[], R1, double) - Constructor for class org.drip.sequence.metrics.BoundedSequenceAgnosticMetrics
BoundedSequenceAgnosticMetrics Constructor
BoundedUniform - Class in org.drip.sequence.random
BoundedUniform implements the Bounded Uniform Distribution, with a Uniform Distribution between a lower and an upper Bound.
BoundedUniform(double, double) - Constructor for class org.drip.sequence.random.BoundedUniform
BoundedUniform Distribution Constructor
BoundedUniformInteger - Class in org.drip.sequence.random
BoundedUniformInteger implements the Bounded Uniform Distribution, with a Uniform Integer being generated between a lower and an upper Bound.
BoundedUniformInteger(int, int) - Constructor for class org.drip.sequence.random.BoundedUniformInteger
BoundedUniformInteger Distribution Constructor
BoundedUniformIntegerDistribution - Class in org.drip.measure.discretemarginal
BoundedUniformIntegerDistribution implements the Univariate Bounded Uniform Integer Distribution, with the Integer being generated between a(n inclusive) lower and an upper Bound.
BoundedUniformIntegerDistribution(int, int) - Constructor for class org.drip.measure.discretemarginal.BoundedUniformIntegerDistribution
Construct a Univariate Bounded Uniform Integer Distribution
boundedVarianceUpperBound() - Method in class org.drip.sequence.functional.EfronSteinMetrics
Compute the Multivariate Variance Upper Bound using the Bounded Differences Support
BoundedVariateSumBound - Class in org.drip.sample.efronstein
BoundedVariateSumBound demonstrates the Computation of the Probabilistic Bounds for the Realization of the Values of a Multivariate Function over Random Sequence Values (in this case, sum of the independent Random Variates) using Variants of the Efron-Stein Methodology.
BoundedVariateSumBound() - Constructor for class org.drip.sample.efronstein.BoundedVariateSumBound
 
boundingConstraints(int) - Method in class org.drip.portfolioconstruction.allocator.BoundedPortfolioConstructionParameters
Retrieve the Array of the Inequality Constraint Functions
BoundMultivariate - Interface in org.drip.function.rdtor1
BoundMultivariate Interface implements R^d To R^1 Bounds.
boundValue() - Method in class org.drip.function.rdtor1.AffineBoundMultivariate
 
boundValue() - Method in interface org.drip.function.rdtor1.BoundMultivariate
Retrieve the Bound Value
boundVariateIndex() - Method in class org.drip.function.rdtor1.AffineBoundMultivariate
 
boundVariateIndex() - Method in interface org.drip.function.rdtor1.BoundMultivariate
Retrieve the Bound Variate Index
BoxMullerGaussian - Class in org.drip.sequence.random
BoxMullerGaussian implements the Univariate Gaussian Random Number Generator.
BoxMullerGaussian(double, double) - Constructor for class org.drip.sequence.random.BoxMullerGaussian
BoxMullerGaussian Constructor
BRACKETING_CUSTOM_BCP - Static variable in class org.drip.function.r1tor1solver.InitializationHeuristics
Start search from Custom Bracketing Control Parameters
BRACKETING_EDGE_HINTS - Static variable in class org.drip.function.r1tor1solver.InitializationHeuristics
Start bracket initialization from Pre-specified left/right edge hints
BRACKETING_FLOOR_CEILING - Static variable in class org.drip.function.r1tor1solver.InitializationHeuristics
Restrict the bracket initialization to within the specified Floor and Ceiling
BRACKETING_GENERIC_BCP - Static variable in class org.drip.function.r1tor1solver.InitializationHeuristics
Start bracket initialization from the Generic Bracket Initializer
BRACKETING_MID_HINT - Static variable in class org.drip.function.r1tor1solver.InitializationHeuristics
Start bracket initialization from Pre-specified Starting Mid Bracketing Variate
BracketingControlParams - Class in org.drip.function.r1tor1solver
BracketingControlParams implements the control parameters for bracketing solutions.
BracketingControlParams() - Constructor for class org.drip.function.r1tor1solver.BracketingControlParams
Default BracketingControlParams constructor
BracketingControlParams(int, double, double, double) - Constructor for class org.drip.function.r1tor1solver.BracketingControlParams
BracketingControlParams constructor
BracketingOutput - Class in org.drip.function.r1tor1solver
BracketingOutput carries the results of the bracketing initialization.
BracketingOutput() - Constructor for class org.drip.function.r1tor1solver.BracketingOutput
Default BracketingOutput constructor: Initializes the output
BracketingRegressorSet - Class in org.drip.regression.fixedpointfinder
BracketingRegressorSet implements regression run for the Primitive Bracketing Fixed Point Search Method.
BracketingRegressorSet() - Constructor for class org.drip.regression.fixedpointfinder.BracketingRegressorSet
 
BRCHoliday - Class in org.drip.analytics.holset
 
BRCHoliday() - Constructor for class org.drip.analytics.holset.BRCHoliday
 
breakevenPrincipalDiscount() - Method in class org.drip.execution.principal.GrossProfitEstimator
Compute the Break-even Principal Discount
BRLHoliday - Class in org.drip.analytics.holset
 
BRLHoliday() - Constructor for class org.drip.analytics.holset.BRLHoliday
 
BrokenDateVolSurface - Class in org.drip.sample.option
BrokenDateVolSurface contains an illustration of the Construction and Usage of the Option Volatility Surface, and the Evaluation at the supplied Broken Dates.
BrokenDateVolSurface() - Constructor for class org.drip.sample.option.BrokenDateVolSurface
 
BSDHoliday - Class in org.drip.analytics.holset
 
BSDHoliday() - Constructor for class org.drip.analytics.holset.BSDHoliday
 
BSplineBasisSet(BSplineSequenceParams) - Static method in class org.drip.spline.basis.FunctionSetBuilder
Construct the BSpline Basis Function Set
bSplineOrder() - Method in class org.drip.spline.basis.BSplineSequenceParams
Retrieve the B Spline Order
bSplineOrder() - Method in class org.drip.spline.bspline.SegmentBasisFunction
Retrieve the Order of the B Spline
BSplineSequence - Class in org.drip.sample.spline
BSplineSequence implements Samples for the Construction and the usage of various monic basis B Spline Sequences.
BSplineSequence() - Constructor for class org.drip.sample.spline.BSplineSequence
 
BSplineSequenceParams - Class in org.drip.spline.basis
This class implements the parameter set for constructing the B Spline Sequence.
BSplineSequenceParams(String, String, int, int, double, int) - Constructor for class org.drip.spline.basis.BSplineSequenceParams
 
BTPS(JulianDate, JulianDate, double) - Static method in class org.drip.service.template.TreasuryBuilder
Construct an Instance of the Italian Treasury EUR BTPS Bond
BudgetConstrainedAllocationClient - Class in org.drip.sample.service
BudgetConstrainedAllocationClient demonstrates the Invocation and Examination of the JSON-based Budget Constrained Portfolio Allocation Service Client.
BudgetConstrainedAllocationClient() - Constructor for class org.drip.sample.service.BudgetConstrainedAllocationClient
 
BudgetConstrainedAllocator(JSONObject) - Static method in class org.drip.json.assetallocation.PortfolioConstructionProcessor
JSON Based in/out Budget Constrained Mean Variance Allocation Thunker
BudgetConstrainedVarianceMinimizer - Class in org.drip.sample.assetallocation
BudgetConstrainedVarianceMinimizer demonstrates the Construction of an Optimal Portfolio using the Variance Minimizing Allocator with Budget/Weight Constraints.
BudgetConstrainedVarianceMinimizer() - Constructor for class org.drip.sample.assetallocation.BudgetConstrainedVarianceMinimizer
 
BuildFromDF(JulianDate, String, int[], double[]) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder
Build a Discount Curve from an array of discount factors
BuiltInCDSPortfolioDefinitions - Class in org.drip.sample.credit
BuiltInCDSPortfolioDefinitions displays the Built-in CDS Portfolios.
BuiltInCDSPortfolioDefinitions() - Constructor for class org.drip.sample.credit.BuiltInCDSPortfolioDefinitions
 
Bullet - Class in org.drip.analytics.cashflow
Bullet holds the point realizations for the latent states relevant to terminal valuation of a bullet cash flow.
Bullet(int, int, int, double, Array2D, String, String, CreditLabel) - Constructor for class org.drip.analytics.cashflow.Bullet
Construct a Bullet instance from the specified parameters
BulletMetrics - Class in org.drip.analytics.output
BulletMetrics holds the results of the Bullet Cash flow metrics estimate output.
BulletMetrics(int, int, double, double, double, double, ConvexityAdjustment, CreditLabel, FundingLabel, FXLabel) - Constructor for class org.drip.analytics.output.BulletMetrics
BulletMetrics Constructor
BulletSchedule() - Static method in class org.drip.quant.common.Array2D
Create an Array2D Instance from the Flat Unit Y
bumpDown() - Method in class org.drip.param.market.CreditCurveScenarioContainer
Return the bump Down credit curve
bumpDown() - Method in class org.drip.param.market.DiscountCurveScenarioContainer
Return the Bump Down Discount Curve
BumpedCreditCurve(JulianDate, String, String[], double[], double[], String, MergedDiscountForwardCurve, double, boolean) - Static method in class org.drip.service.template.LatentMarketStateBuilder
Construct a Tenor + Parallel Map of Bumped Credit Curves from Overnight Exchange/OTC Market Instruments
BumpedForwardCurve(JulianDate, ForwardLabel, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, MergedDiscountForwardCurve, ForwardCurve, int, double, boolean) - Static method in class org.drip.service.template.LatentMarketStateBuilder
Construct a Map of Tenor Bumped Forward Curve Based off of the Input Exchange/OTC Market Instruments
BumpedForwardVolatilityCurve(JulianDate, ForwardLabel, boolean, String[], double[], double[], String, MergedDiscountForwardCurve, ForwardCurve, double, boolean) - Static method in class org.drip.service.template.LatentMarketStateBuilder
Construct a Tenor + Parallel Forward Volatility Latent State Construction from Cap/Floor Instruments
BumpedFundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String, int, double, boolean) - Static method in class org.drip.service.template.LatentMarketStateBuilder
Construct a Map of Tenor Bumped Funding Curve Based off of the Input Exchange/OTC Market Instruments
BumpedFXCurve(JulianDate, CurrencyPair, String[], double[], String, double, int, double, boolean) - Static method in class org.drip.service.template.LatentMarketStateBuilder
Construct a Tenor + Parallel Map of FX Curve from the FX Instruments
BumpedGovvieCurve(String, JulianDate, JulianDate[], JulianDate[], double[], double[], String, int, double, boolean) - Static method in class org.drip.service.template.LatentMarketStateBuilder
Construct a Tenor + Parallel Map of Govvie Curves from the Treasury Instruments
BumpedOvernightCurve(JulianDate, String, String[], double[], String, String[], double[], String, String[], String[], double[], String, String[], double[], String, int, double, boolean) - Static method in class org.drip.service.template.LatentMarketStateBuilder
Construct a Map of Tenor + Parallel Bumped Overnight Curves
bumpNodeValue(int, double) - Method in interface org.drip.analytics.definition.ExplicitBootCurve
Bump the node value at the node specified the index by the value
bumpNodeValue(int, double) - Method in class org.drip.state.curve.ForeignCollateralizedDiscountCurve
 
bumpNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatForwardDiscountCurve
 
bumpNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatForwardFXCurve
 
bumpNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatForwardRepoCurve
 
bumpNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatForwardVolatilityCurve
 
bumpNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatYieldGovvieCurve
 
bumpNodeValue(int, double) - Method in class org.drip.state.nonlinear.ForwardHazardCreditCurve
 
BumpQuotes(double[], double, boolean) - Static method in class org.drip.analytics.support.Helper
Bump the input array quotes
bumpRecoveryDown() - Method in class org.drip.param.market.CreditCurveScenarioContainer
Return the recovery bump Down credit curve
bumpRecoveryUp() - Method in class org.drip.param.market.CreditCurveScenarioContainer
Return the recovery bump up credit curve
bumpUp() - Method in class org.drip.param.market.CreditCurveScenarioContainer
Return the bump up credit curve
bumpUp() - Method in class org.drip.param.market.DiscountCurveScenarioContainer
Return the Bump Up Discount Curve
burstiness() - Method in class org.drip.quant.stochastic.OrnsteinUhlenbeckProcess1D
Retrieve the Burstiness Parameter
BusinessDays(int, int, String) - Static method in class org.drip.analytics.daycount.Convention
Calculate the Number of Business Days between the Start and the End Dates
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