- t() - Method in class org.drip.execution.athl.TransactionRealization
-
Retrieve the Transaction Completion Time T in Days
- TABHoliday - Class in org.drip.analytics.holset
-
- TABHoliday() - Constructor for class org.drip.analytics.holset.TABHoliday
-
- Table4DetailedBlowout - Class in org.drip.sample.helitterman
-
Table4DetailedBlowout replicates the detailed Steps involved in the Black-Litterman Model Process as
illustrated in Table #4 the Following Paper:
- He.
- Table4DetailedBlowout() - Constructor for class org.drip.sample.helitterman.Table4DetailedBlowout
-
- Table4Reconciler - Class in org.drip.sample.helitterman
-
Table4Reconciler reconciles the First Set of Outputs (Table #4) of the Black-Litterman Model Process as
illustrated in the Following Paper:
- He.
- Table4Reconciler() - Constructor for class org.drip.sample.helitterman.Table4Reconciler
-
- Table5Reconciler - Class in org.drip.sample.helitterman
-
Table5Reconciler reconciles the First Set of Outputs (Table #5) of the Black-Litterman Model Process as
illustrated in the Following Paper:
- He.
- Table5Reconciler() - Constructor for class org.drip.sample.helitterman.Table5Reconciler
-
- Table6Reconciler - Class in org.drip.sample.helitterman
-
Table6Reconciler reconciles the First Set of Outputs (Table #6) of the Black-Litterman Model Process as
illustrated in the Following Paper:
- He.
- Table6Reconciler() - Constructor for class org.drip.sample.helitterman.Table6Reconciler
-
- Table7Reconciler - Class in org.drip.sample.helitterman
-
Table7Reconciler reconciles the First Set of Outputs (Table #7) of the Black-Litterman Model Process as
illustrated in the Following Paper:
- He.
- Table7Reconciler() - Constructor for class org.drip.sample.helitterman.Table7Reconciler
-
- Table8Reconciler - Class in org.drip.sample.helitterman
-
Table8Reconciler reconciles the First Set of Outputs (Table #8) of the Black-Litterman Model Process as
illustrated in the Following Paper:
- He.
- Table8Reconciler() - Constructor for class org.drip.sample.helitterman.Table8Reconciler
-
- tangencyPortfolioMetrics() - Method in class org.drip.portfolioconstruction.mpt.CapitalAllocationLine
-
Retrieve the Tangency Portfolio Metrics
- targetDate() - Method in class org.drip.dynamics.lmm.PathwiseQMRealization
-
Retrieve the Array of the Target Date Nodes
- targetDirection() - Method in class org.drip.function.rdtor1descent.LineEvolutionVerifierMetrics
-
Retrieve the Target Direction Unit Vector
- targetSourceTransitionProbability(TrinomialTreeNodeMetrics, TrinomialTreeNodeMetrics) - Method in class org.drip.dynamics.hullwhite.TrinomialTreeSequenceMetrics
-
Retrieve the Target-From-Source Transition Probability
- targetSourceTransitionProbability() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeSequenceMetrics
-
Retrieve the FULL Target-Source Transition Probability Map
- targetVariateVariance(int) - Method in class org.drip.sequence.custom.GlivenkoCantelliFunctionSupremum
-
- targetVariateVariance(int) - Method in class org.drip.sequence.custom.GlivenkoCantelliUniformDeviation
-
- targetVariateVariance(int) - Method in interface org.drip.sequence.functional.SeparableMultivariateRandom
-
Compute the Variance associated with the Target Variate Function
- targetVariateVarianceBound(int) - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator
-
- targetVariateVarianceBound(int) - Method in class org.drip.sequence.custom.GlivenkoCantelliUniformDeviation
-
- targetVariateVarianceBound(int) - Method in class org.drip.sequence.custom.KernelDensityEstimationL1
-
- targetVariateVarianceBound(int) - Method in class org.drip.sequence.custom.LongestCommonSubsequence
-
- targetVariateVarianceBound(int) - Method in class org.drip.sequence.custom.OrientedPercolationFirstPassage
-
- targetVariateVarianceBound(int) - Method in class org.drip.sequence.functional.BoundedMultivariateRandom
-
Retrieve the Maximal Agnostic Variance Bound over the Non-target Variate Space for the Target Variate
- tau() - Method in class org.drip.portfolioconstruction.bayesian.PriorControlSpecification
-
Retrieve Tau
- TemplatedDiscountCurveBuilderSample(JulianDate, String) - Static method in class org.drip.sample.funding.TemplatedFundingCurveBuilder
-
- TemplatedFundingCurveBuilder - Class in org.drip.sample.funding
-
TemplatedFundingCurveBuilder sample demonstrates the usage of the different pre-built Funding Curve
Builders.
- TemplatedFundingCurveBuilder() - Constructor for class org.drip.sample.funding.TemplatedFundingCurveBuilder
-
- TEMPORARY_IMPACT_COEFFICIENT - Static variable in class org.drip.execution.athl.CalibrationEmpirics
-
Universal Temporary Impact Coefficient
- TEMPORARY_IMPACT_COEFFICIENT_ONE_SIGMA - Static variable in class org.drip.execution.athl.CalibrationEmpirics
-
Universal Temporary Impact Coefficient One Sigma
- TEMPORARY_IMPACT_EXPONENT - Static variable in class org.drip.execution.athl.CalibrationEmpirics
-
Universal Temporary Impact Exponent
- TEMPORARY_IMPACT_EXPONENT_ONE_SIGMA - Static variable in class org.drip.execution.athl.CalibrationEmpirics
-
Universal Temporary Impact Exponent One Sigma
- temporaryExpectation() - Method in class org.drip.execution.dynamics.ArithmeticPriceEvolutionParameters
-
Retrieve the Background Participation Temporary Market Impact Expectation Function
- TemporaryImpact - Class in org.drip.execution.athl
-
TemporaryImpact implements the Temporary Market Impact with Exponent/Coefficients that have been
determined empirically by Almgren, Thum, Hauptmann, and Li (2005), using the Parameterization of Almgren
(2003).
- TemporaryImpact(AssetFlowSettings) - Constructor for class org.drip.execution.athl.TemporaryImpact
-
TemporaryImpact Constructor
- temporaryImpact() - Method in class org.drip.execution.evolution.MarketImpactComponent
-
Retrieve the Temporary Market Impact Contribution
- temporaryImpactDrift() - Method in class org.drip.execution.discrete.EvolutionIncrement
-
Retrieve the Change induced by the Deterministic Asset Price Temporary Market Impact Drivers
- temporaryImpactExpectation(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.TrajectoryShortfallEstimator
-
- temporaryImpactExpectation() - Method in class org.drip.execution.discrete.ShortfallIncrementDistribution
-
Retrieve the Temporary Market Impact Expectation Component
- temporaryImpactExpectation(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.discrete.Slice
-
- temporaryImpactExpectation(ArithmeticPriceEvolutionParameters) - Method in interface org.drip.execution.sensitivity.ControlNodesGreekGenerator
-
Generate the Temporary Impact Expectation Contribution
- temporaryImpactFactor() - Method in class org.drip.execution.parameters.PriceMarketImpact
-
Retrieve the Fraction of the Daily Volume that triggers One Bid-Ask of Temporary Impact Cost
- temporaryImpactVariance(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.TrajectoryShortfallEstimator
-
- temporaryImpactVariance() - Method in class org.drip.execution.discrete.ShortfallIncrementDistribution
-
Retrieve the Temporary Market Impact Variance Component
- temporaryImpactVariance(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.discrete.Slice
-
- temporaryImpactVariance(ArithmeticPriceEvolutionParameters) - Method in interface org.drip.execution.sensitivity.ControlNodesGreekGenerator
-
Generate the Temporary Impact Variance Contribution
- temporaryImpactWander() - Method in class org.drip.execution.discrete.EvolutionIncrement
-
Retrieve the Change induced by the Stochastic Asset Price Temporary Market Impact Drivers
- temporaryImpactWanderer() - Method in class org.drip.execution.dynamics.WalkSuite
-
Retrieve the Previous Instance of the Temporary Impact Walk Wanderer
- temporaryMarketImpactFunction() - Method in class org.drip.execution.athl.TransactionRealization
-
Retrieve the Temporary Market Impact Transaction Function
- temporaryTransactionFunction() - Method in class org.drip.execution.parameters.PriceMarketImpact
-
Generate the Temporary Impact Transaction Function
- temporaryTransactionFunction() - Method in class org.drip.execution.parameters.PriceMarketImpactLinear
-
Generate the Temporary Impact Transaction Function
- temporaryTransactionFunction() - Method in class org.drip.execution.parameters.PriceMarketImpactPower
-
Generate the Temporary Impact Transaction Function
- temporaryVolatility() - Method in class org.drip.execution.dynamics.ArithmeticPriceEvolutionParameters
-
Retrieve the Background Participation Temporary Market Impact Volatility Function
- tenor() - Method in class org.drip.analytics.cashflow.ComposableUnitPeriod
-
Convert the Coupon Frequency into a Tenor
- tenor() - Method in class org.drip.analytics.cashflow.CompositePeriod
-
Convert the Coupon Frequency into a Tenor
- tenor() - Method in class org.drip.feed.loader.TenorQuote
-
Retrieve the Closing Tenor
- tenor() - Method in class org.drip.market.exchange.DeliverableSwapFutures
-
Retrieve the Tenor
- tenor() - Method in class org.drip.market.exchange.TreasuryFuturesContract
-
Retrieve the Contract Tenor
- tenor() - Method in class org.drip.market.otc.CreditIndexConvention
-
Retrieve the Tenor
- tenor() - Method in class org.drip.market.otc.CrossFloatStreamConvention
-
Retrieve the Tenor
- tenor() - Method in class org.drip.param.period.ComposableUnitBuilderSetting
-
Retrieve the Tenor
- tenor() - Method in class org.drip.param.period.CompositePeriodSetting
-
Retrieve the Tenor
- tenor() - Method in class org.drip.product.definition.Component
-
Retrieve the Instrument's Imputed Tenor
- Tenor(String, ValuationParams, CalibratableComponent[], double[], String[], double, boolean, double, MergedDiscountForwardCurve, GovvieCurve, LatentStateFixingsContainer, ValuationCustomizationParams) - Static method in class org.drip.state.boot.CreditCurveScenario
-
Create an array of tenor bumped credit curves
- Tenor(ValuationParams, CalibratableComponent[], double[], String[], double, GovvieCurve, LatentStateFixingsContainer, ValuationCustomizationParams) - Static method in class org.drip.state.boot.DiscountCurveScenario
-
Calibrate an array of tenor bumped discount curves
- Tenor(String, ValuationParams, LatentStateLabel, FRAStandardCapFloor[], double[], String[], boolean, double, MergedDiscountForwardCurve, ForwardCurve, LatentStateFixingsContainer, ValuationCustomizationParams) - Static method in class org.drip.state.boot.VolatilityCurveScenario
-
Create an array of tenor bumped Volatility curves
- tenor() - Method in class org.drip.state.forward.ForwardCurve
-
- tenor() - Method in interface org.drip.state.forward.ForwardRateEstimator
-
Retrieve the Forward Rate Tenor
- tenor() - Method in class org.drip.state.identifier.ForwardLabel
-
Retrieve the Tenor
- tenor() - Method in class org.drip.state.identifier.OvernightLabel
-
Retrieve the Tenor
- tenorBumpDown() - Method in class org.drip.param.market.CreditCurveScenarioContainer
-
Return the tenor bump Down credit curve map
- tenorBumpDown() - Method in class org.drip.param.market.DiscountCurveScenarioContainer
-
Return the map of the tenor Bump Down Discount Curve
- tenorBumpUp() - Method in class org.drip.param.market.CreditCurveScenarioContainer
-
Return the tenor bump up credit curve map
- tenorBumpUp() - Method in class org.drip.param.market.DiscountCurveScenarioContainer
-
Return the map of the tenor Bump Up Discount Curve
- TenorCompare(String, String) - Static method in class org.drip.analytics.support.Helper
-
Compare the Left and the Right Tenors
- tenorCreditDeltaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures
-
Retrieve the Tenor Credit Delta Double Measure Map
- tenorCreditGammaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures
-
Retrieve the Tenor Credit Gamma Double Measure Map
- TenorDurationNodeMetrics - Class in org.drip.historical.sensitivity
-
TenorDurationNodeMetrics holds the KRD Duration Nodes and associated Metrics.
- TenorDurationNodeMetrics(JulianDate) - Constructor for class org.drip.historical.sensitivity.TenorDurationNodeMetrics
-
TenorDurationNodeMetrics Constructor
- TenorHorizonExplainComponents(String, String, int, String, String[], int[], String[], int[], String[]) - Static method in class org.drip.feed.metric.FixFloatPnLAttributor
-
Generate the Explain Components for the specified Fix Float Product
- TenorHorizonExplainComponents(String, String[], int[], String, String[], int[], String[], int[], String[]) - Static method in class org.drip.feed.metric.FixFloatPnLAttributor
-
Generate the Tenor Horizon Explain Components
- TenorHorizonExplainComponents(String, String, int, String, String[], int[], String[]) - Static method in class org.drip.feed.metric.TreasuryBondPnLAttributor
-
Generate the Explain Components for the specified Treasury Bond
- TenorHorizonExplainComponents(String[], String, int[], String, String[], int[], String[]) - Static method in class org.drip.feed.metric.TreasuryBondPnLAttributor
-
Generate the Tenor Horizon Explain Components
- tenorIRDeltaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures
-
Retrieve the Tenor IR Delta Double Measure Map
- tenorIRGammaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures
-
Retrieve the Tenor IR Gamma Double Measure Map
- TenorMap(String, ValuationParams, CalibratableComponent[], double[], String[], double, boolean, double, MergedDiscountForwardCurve, GovvieCurve, LatentStateFixingsContainer, ValuationCustomizationParams) - Static method in class org.drip.state.boot.CreditCurveScenario
-
Create an tenor named map of tenor bumped credit curves
- TenorMap(ValuationParams, CalibratableComponent[], double[], String[], double, GovvieCurve, LatentStateFixingsContainer, ValuationCustomizationParams) - Static method in class org.drip.state.boot.DiscountCurveScenario
-
Calibrate a tenor map of tenor bumped discount curves
- TenorMap(String, ValuationParams, LatentStateLabel, FRAStandardCapFloor[], double[], String[], boolean, double, MergedDiscountForwardCurve, ForwardCurve, LatentStateFixingsContainer, ValuationCustomizationParams) - Method in class org.drip.state.boot.VolatilityCurveScenario
-
Create an tenor named map of tenor bumped Volatility curves
- TenorQuote - Class in org.drip.feed.loader
-
TenorQuote holds the Instrument Tenor and Closing Quote.
- TenorQuote(String, double) - Constructor for class org.drip.feed.loader.TenorQuote
-
TenorQuote Constructor
- tenorRRDeltaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures
-
Retrieve the Tenor RR Delta Double Measure Map
- tenorRRGammaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures
-
Retrieve the Tenor RR Gamma Double Measure Map
- TenorToDays(String) - Static method in class org.drip.analytics.support.Helper
-
Retrieve the Number of Days from the Tenor
- TenorToFreq(String) - Static method in class org.drip.analytics.support.Helper
-
Retrieve the Annual Frequency from the Tenor
- TenorToMonths(String) - Static method in class org.drip.analytics.support.Helper
-
Retrieve the Number of Months from the Tenor
- TenorToYearFraction(String) - Static method in class org.drip.analytics.support.Helper
-
Retrieve the Number of Days from the Tenor
- TenorToYears(String) - Static method in class org.drip.analytics.support.Helper
-
Retrieve the Number of Years from the Tenor
- tension() - Method in class org.drip.spline.basis.BSplineSequenceParams
-
Retrieve the Tension
- tension(int) - Method in class org.drip.spline.basis.ExponentialMixtureSetParams
-
Get the Indexed Exponential Tension Entry
- tension() - Method in class org.drip.spline.basis.ExponentialTensionSetParams
-
Get the Segment Tension
- tension() - Method in class org.drip.spline.bspline.SegmentBasisFunctionSet
-
Retrieve the Tension Parameter
- tension() - Method in class org.drip.spline.bspline.TensionBasisHat
-
Retrieve the Tension
- TensionBasisHat - Class in org.drip.spline.bspline
-
TensionBasisHat implements the common basis hat function that form the basis for all B Splines.
- TensionProcessedBasisHat - Class in org.drip.spline.bspline
-
TensionProcessedBasisHat implements the processed hat basis function of the form laid out in the basic
framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
- TensionProcessedBasisHat(TensionBasisHat, int) - Constructor for class org.drip.spline.bspline.TensionProcessedBasisHat
-
TensionProcessedBasisHat constructor
- TensionStretchEstimationSample() - Static method in class org.drip.sample.stretch.KnotInsertionTensionEstimator
-
- tensorSpaceType() - Method in interface org.drip.spaces.instance.GeneralizedValidatedVector
-
Retrieve the Generalized Tensor Space Type
- tensorSpaceType() - Method in class org.drip.spaces.instance.ValidatedR1
-
- tensorSpaceType() - Method in class org.drip.spaces.instance.ValidatedR1Combinatorial
-
- tensorSpaceType() - Method in class org.drip.spaces.instance.ValidatedR1Continuous
-
- tensorSpaceType() - Method in class org.drip.spaces.instance.ValidatedRd
-
- tensorSpaceType() - Method in class org.drip.spaces.instance.ValidatedRdCombinatorial
-
- tensorSpaceType() - Method in class org.drip.spaces.instance.ValidatedRdContinuous
-
- Term - Class in org.drip.assetbacked.loan
-
Term contains the original Term of the Loan in Months
- Term(double) - Constructor for class org.drip.assetbacked.loan.Term
-
Term Constructor
- terminalAlpha() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics
-
Retrieve the Final/Terminal Alpha
- terminalConvexityAdjustment(int, CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.CompositePeriod
-
Compute the Convexity Adjustment for the composable periods that use geometric compounding using the
specified value date using the market data provided
- terminalDate() - Method in class org.drip.analytics.cashflow.Bullet
-
Return the Terminal Date
- terminalDate() - Method in class org.drip.analytics.output.BulletMetrics
-
Retrieve the Terminal Date
- terminalDate() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics
-
Retrieve the Terminal Date
- terminalStateIndex() - Method in class org.drip.spaces.iterator.RdSpanningStateSpaceScan
-
Retrieve the Array of the Terminal State Indexes
- terminationSetting() - Method in class org.drip.product.credit.BondComponent
-
- terminationSetting() - Method in interface org.drip.product.definition.BondProduct
-
Retrieve the bond termination setting
- TerminationSetting - Class in org.drip.product.params
-
TerminationSetting class contains the current "liveness" state of the component, and, if inactive, how it
entered that state.
- TerminationSetting(boolean, boolean, boolean) - Constructor for class org.drip.product.params.TerminationSetting
-
Construct the TerminationSetting object from the perpetual flag, defaulted flag, and the has
been exercised flag.
- Test - Class in org.drip.sample.json
-
Test is an Adaptation of the Test Class from the RFC4627 compliant JSON Simple
(https://code.google.com/p/json-simple/).
- Test() - Constructor for class org.drip.sample.json.Test
-
- testDecode() - Static method in class org.drip.sample.json.Test
-
- testEncode() - Static method in class org.drip.sample.json.Test
-
- TestPayoffScheme(double, int, boolean) - Static method in class org.drip.sample.stochasticvolatility.HestonAMSTPayoffTransform
-
- testYylex() - Static method in class org.drip.sample.json.YylexTest
-
- TGTHoliday - Class in org.drip.analytics.holset
-
- TGTHoliday() - Constructor for class org.drip.analytics.holset.TGTHoliday
-
- THBHoliday - Class in org.drip.analytics.holset
-
- THBHoliday() - Constructor for class org.drip.analytics.holset.THBHoliday
-
- TheilMixedEstimationModel - Class in org.drip.measure.bayesian
-
TheilMixedEstimationModel implements the Theil's Mixed Model for the Estimation of the Distribution
Parameters.
- TheilMixedEstimationModel() - Constructor for class org.drip.measure.bayesian.TheilMixedEstimationModel
-
- theta(int, int) - Method in class org.drip.dynamics.hullwhite.SingleFactorStateEvolver
-
Calculate the Theta
- theta() - Method in class org.drip.param.pricer.HestonOptionPricerParams
-
Retrieve Theta
- theta() - Method in class org.drip.pricer.option.Greeks
-
The Option Theta
- ThreeDSDMapToFlatString(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>, String, String, String) - Static method in class org.drip.quant.common.CollectionUtil
-
Flatten a 3D SSD map structure onto a string array
- Thunker(JSONObject) - Static method in class org.drip.service.json.KeyHoleSkeleton
-
JSON Based in/out Generic Thunker
- Thunker(String) - Static method in class org.drip.service.json.KeyHoleSkeleton
-
JSON String Based in/out Generic Thunker
- THURSDAY - Static variable in class org.drip.analytics.date.DateUtil
-
Days of the week - Thursday
- ticker() - Method in class org.drip.product.credit.BondComponent
-
- ticker() - Method in class org.drip.product.definition.Bond
-
Return the bond ticker
- ticker() - Method in class org.drip.product.params.IdentifierSet
-
Retrieve the Ticker
- tickValue() - Method in class org.drip.product.govvie.TreasuryFutures
-
Retrieve the Tick Value
- tiltDepartureR1ToR1(double[], int, boolean) - Method in class org.drip.portfolioconstruction.bayesian.BlackLittermanCombinationEngine
-
Generate the Squared Tilt Departure R^1 To R^1
- tiltMismatch(double[], int, double) - Method in class org.drip.portfolioconstruction.bayesian.BlackLittermanCombinationEngine
-
Compute the Mismatch between the User Specified Projection and the Custom Confidence Implied Tilts
- time() - Method in class org.drip.analytics.date.DateTime
-
Retrieve the time
- time() - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryState
-
Retrieve the Trajectory State Time Node
- time() - Method in class org.drip.execution.bayesian.ConditionalPriceDistribution
-
Retrieve the Distribution Time Horizon
- time() - Method in class org.drip.function.r1tor1solver.ExecutionInitializationOutput
-
Return the time elapsed for the execution initialization operation
- time() - Method in class org.drip.function.r1tor1solver.FixedPointFinderOutput
-
Return the time elapsed for the the full root finding operation
- time(String) - Method in class org.drip.param.definition.Quote
-
Get the time of the quote
- time(String) - Method in class org.drip.param.quote.MultiSided
-
- timeIndex() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeNodeMetrics
-
Retrieve the Tree Node's Time Index
- timeInterval() - Method in class org.drip.execution.discrete.Slice
-
Retrieve the Evolution Time Interval of the Arithmetic Dynamics
- timeRoll1DPnL() - Method in class org.drip.service.api.ProductDailyPnL
-
Retrieve the 1D Time Roll PnL
- timeRollSwapRate1D() - Method in class org.drip.service.api.ProductDailyPnL
-
Retrieve the 1D Time Roll Swap Rate
- timeScale() - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryDeterminant
-
Retrieve the Time Scale
- toArray() - Method in class org.drip.service.api.ForwardRates
-
Convert the List of Forwards to an Array
- toArray() - Method in class org.drip.service.api.InstrMetric
-
Reduce the PnL/forward metrics to an array
- toArray() - Method in class org.drip.service.api.ProductDailyPnL
-
Retrieve the Array of Metrics
- toAU() - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
-
- toAU() - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial
-
- toAU() - Method in interface org.drip.spline.stretch.SingleSegmentSequence
-
Convert the Segment Sequence into an AbstractUnivariate Instance
- ToDate(String) - Static method in class org.drip.feed.loader.CSVGrid
-
Convert the String Element to a JulianDate Instance.
- Today() - Static method in class org.drip.analytics.date.DateUtil
-
Return a Julian Date corresponding to Today
- ToDouble(String) - Static method in class org.drip.feed.loader.CSVGrid
-
Convert the String Element to double.
- ToInteger(String) - Static method in class org.drip.feed.loader.CSVGrid
-
Convert the String Element to int.
- toJSON() - Method in class org.drip.product.creator.BondRefDataBuilder
-
- toJSONString(List) - Static method in class org.drip.json.simple.JSONArray
-
Convert a list to JSON text.
- toJSONString() - Method in class org.drip.json.simple.JSONArray
-
- toJSONString() - Method in interface org.drip.json.simple.JSONAware
-
- toJSONString(Map) - Static method in class org.drip.json.simple.JSONObject
-
Convert a map to JSON text.
- toJSONString() - Method in class org.drip.json.simple.JSONObject
-
- toJSONString(Object) - Static method in class org.drip.json.simple.JSONValue
-
Convert an object to JSON text.
- ToJulian(int, int, int) - Static method in class org.drip.analytics.date.DateUtil
-
Convert YMD to an Integer Julian Date.
- tolerance() - Method in class org.drip.quant.eigen.PowerIterationComponentExtractor
-
Retrieve the Tolerance Level
- tolerance() - Method in class org.drip.quant.eigen.QREigenComponentExtractor
-
Retrieve the Tolerance Level
- toMap(String) - Method in class org.drip.analytics.output.BondCouponMeasures
-
Return the state as a named measure map
- toMap(String) - Method in class org.drip.analytics.output.BondRVMeasures
-
Return the state as a measure map
- toMap(String) - Method in class org.drip.analytics.output.BondWorkoutMeasures
-
Return the state as a measure map
- toNonOverlapping() - Method in class org.drip.spline.grid.OverlappingStretchSpan
-
Convert the Overlapping Stretch Span to a non-overlapping Stretch Span.
- toOracleDate() - Method in class org.drip.analytics.date.JulianDate
-
Return a Trigram Representation of the Date
- ToR1Continuous(R1ToR1, R1Normed, R1Continuous, double) - Static method in class org.drip.learning.regularization.RegularizerBuilder
-
Construct an Instance of R^1 Combinatorial/Continuous To R^1 Continuous Regularizer
- ToRdContinuous(RdToR1, RdNormed, R1Continuous, double) - Static method in class org.drip.learning.regularization.RegularizerBuilder
-
Construct an Instance of R^d Combinatorial/Continuous To R^1 Continuous Regularizer
- toString() - Method in class org.drip.analytics.date.JulianDate
-
- toString() - Method in class org.drip.analytics.eventday.DateInMonth
-
- toString() - Method in class org.drip.dynamics.lmm.BGMForwardTenorSnap
-
- toString() - Method in class org.drip.dynamics.lmm.BGMTenorNodeSequence
-
- toString() - Method in class org.drip.feed.loader.TenorQuote
-
- toString() - Method in class org.drip.function.rdtor1descent.LineEvolutionVerifierMetrics
-
- toString() - Method in exception org.drip.json.parser.ParseException
-
- toString() - Method in class org.drip.json.parser.Yytoken
-
- toString() - Method in class org.drip.json.simple.ItemList
-
- toString(String) - Method in class org.drip.json.simple.ItemList
-
- toString() - Method in class org.drip.json.simple.JSONArray
-
- toString() - Method in class org.drip.json.simple.JSONObject
-
- toString(String, Object) - Static method in class org.drip.json.simple.JSONObject
-
- toString() - Method in class org.drip.market.exchange.TreasuryFuturesConvention
-
- toString() - Method in class org.drip.market.exchange.TreasuryFuturesEligibility
-
- toString() - Method in class org.drip.market.exchange.TreasuryFuturesEventDates
-
- toString() - Method in class org.drip.market.exchange.TreasuryFuturesOptionConvention
-
- toString() - Method in class org.drip.market.exchange.TreasuryFuturesSettle
-
- toString() - Method in class org.drip.market.otc.CrossFloatStreamConvention
-
- toString() - Method in class org.drip.market.otc.CrossFloatSwapConvention
-
- toString() - Method in class org.drip.market.otc.FixedFloatSwapConvention
-
- toString() - Method in class org.drip.market.otc.FixedStreamConvention
-
- toString() - Method in class org.drip.market.otc.FloatStreamConvention
-
- toString() - Method in class org.drip.market.otc.SwapOptionSettlement
-
- toString() - Method in class org.drip.product.params.CurrencyPair
-
- toString() - Method in class org.drip.product.params.LastTradingDateSetting
-
- toString() - Method in class org.drip.service.api.ForwardRates
-
- toString() - Method in class org.drip.service.api.InstrMetric
-
- toString() - Method in class org.drip.service.api.ProductDailyPnL
-
- toString() - Method in class org.drip.spline.segment.Monotonocity
-
- total() - Method in class org.drip.execution.evolution.MarketImpactComponent
-
Retrieve the Total Component Impact
- total1DPnL() - Method in class org.drip.service.api.ProductDailyPnL
-
Retrieve the 1D Total PnL
- total1DPnLWithFixing() - Method in class org.drip.service.api.ProductDailyPnL
-
Retrieve the 1D Total PnL With Fixing
- TotalAccounts - Class in org.drip.assetbacked.borrower
-
TotalAccounts contains the Total Current Number of Accounts for the Borrower
- TotalAccounts(int) - Constructor for class org.drip.assetbacked.borrower.TotalAccounts
-
TotalAccounts Constructor
- totalCostDistribution() - Method in class org.drip.execution.capture.TrajectoryShortfallAggregate
-
Generate the Total Cost R^1 Normal Distribution
- totalCostDistributionDetail(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.TrajectoryShortfallEstimator
-
Generate the Detailed Total Cost Distribution for the Trading Trajectory
- totalCostDistributionSynopsis(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.LinearImpactBlockTrajectoryEstimator
-
- totalCostDistributionSynopsis(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.LinearImpactTrajectoryEstimator
-
- totalCostDistributionSynopsis(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.LinearImpactUniformTrajectoryEstimator
-
- totalCostDistributionSynopsis(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.TrajectoryShortfallEstimator
-
Generate the Total Cost Distribution Synopsis Distribution for the Trading Trajectory
- totalCostRealizationDetail(double, WalkSuite[], ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.TrajectoryShortfallEstimator
-
Generate the Detailed Cost Realization Sequence given the Specified Inputs
- totalMarketDynamicDrift() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization
-
Generate the Total Market Dynamic Cost Drift
- totalMarketDynamicWander() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization
-
Generate the Total Market Dynamic Cost Wander
- totalPermanentDrift() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization
-
Generate the Total Permanent Cost Drift
- totalPermanentWander() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization
-
Generate the Total Permanent Cost Wander
- totalTemporaryDrift() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization
-
Generate the Total Temporary Cost Drift
- totalTemporaryWander() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization
-
Generate the Total Temporary Cost Wander
- toYYYYMMDD(String) - Method in class org.drip.analytics.date.JulianDate
-
Return a Representation of Date as YYYYMMDD
- tPost() - Method in class org.drip.execution.athl.TransactionRealization
-
Retrieve the Transaction Completion Time in Days Adjusted for the Permanent Lag TPost
- TRADE_RATE_STATIC_INITIALIZATION - Static variable in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryGenerator
-
Flag Indicating Trade Rate Initialization from Static Trajectory
- TRADE_RATE_ZERO_INITIALIZATION - Static variable in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryGenerator
-
Flag Indicating Trade Rate Initialization to Zero Initial Value
- tradeable(ValuationParams) - Method in class org.drip.product.credit.BondComponent
-
- tradeable(ValuationParams) - Method in class org.drip.product.definition.Bond
-
Calculate if the bond is tradeable on the given date
- tradeFinishTime() - Method in class org.drip.execution.cost.ConstrainedLinearTemporaryImpact
-
Retrieve the Trade Finish Time
- tradeList() - Method in class org.drip.execution.strategy.DiscreteTradingTrajectory
-
Retrieve the Trade List, i.e., the Array of the Number of Units executed
- tradeListDriftAdjustment() - Method in class org.drip.execution.optimum.AlmgrenChrissDriftDiscrete
-
Retrieve the Array of the Trade List Drift Adjustment
- tradeRate() - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryState
-
Retrieve the Trajectory State Time Node Trade Rate
- tradeRate() - Method in class org.drip.execution.strategy.ContinuousTradingTrajectory
-
Retrieve the Trade Rate Function
- tradeRate() - Method in class org.drip.execution.strategy.MinimumImpactTradingTrajectory
-
Retrieve the Trade Rate
- tradeRate() - Method in class org.drip.execution.tradingtime.VolumeTimeFrame
-
Retrieve the Trade Rate
- tradeRateInitializer() - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryGenerator
-
Retrieve the Trade Rate Initialization Indicator
- tradeRateScale() - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryDeterminant
-
Retrieve the Trade Rate Scale
- tradeSize() - Method in class org.drip.execution.strategy.ContinuousTradingTrajectory
-
- tradeSize() - Method in class org.drip.execution.strategy.DiscreteTradingTrajectory
-
- tradeSize() - Method in class org.drip.execution.strategy.MinimumImpactTradingTrajectory
-
Retrieve the Trade Size
- tradeSize() - Method in interface org.drip.execution.strategy.TradingTrajectory
-
Retrieve the Trade Size
- tradeStartTime() - Method in class org.drip.execution.cost.ConstrainedLinearTemporaryImpact
-
Retrieve the Trade Start Time
- tradeTimeInterval() - Method in class org.drip.execution.strategy.MinimumImpactTradingTrajectory
-
Retrieve the Trade Time Interval
- TradingEnhancedDiscrete - Class in org.drip.execution.optimum
-
TradingEnhancedDiscrete contains the Trading Trajectory generated by one of the Methods outlined in the
Almgren (2003) Scheme for Continuous Trading Approximation for Linear Trading Enhanced Temporary Impact
Volatility.
- TradingEnhancedDiscrete(double[], double[], double[], double, double, double, double, double) - Constructor for class org.drip.execution.optimum.TradingEnhancedDiscrete
-
TradingEnhancedDiscrete Constructor
- TradingEnhancedVolatility(double, BackgroundParticipationRateLinear, BackgroundParticipationRateLinear) - Static method in class org.drip.execution.dynamics.ArithmeticPriceEvolutionParametersBuilder
-
Trading Enhanced Volatility ArithmeticPriceEvolutionParameters Instance
- tradingMode() - Method in class org.drip.market.exchange.FuturesOptions
-
Retrieve the Trading Mode
- TradingTrajectory - Interface in org.drip.execution.strategy
-
TradingTrajectory holds the Continuous/Discrete Trajectory of a Trading Block that is to be executed over
a Discrete Time Set.
- trailing() - Method in class org.drip.spline.bspline.SegmentBasisFunction
-
Retrieve the Trailing Predictor Ordinate
- trajectory() - Method in class org.drip.execution.adaptive.CoordinatedVariationStatic
-
Retrieve the Static Continuous Trading Trajectory Instance
- trajectory() - Method in class org.drip.execution.capture.TrajectoryShortfallEstimator
-
Retrieve the Underlying Trading Trajectory Instance
- trajectory() - Method in class org.drip.execution.cost.LinearTemporaryImpact
-
Retrieve the Holdings Trajectory
- TrajectoryComparisonNoDrift - Class in org.drip.sample.almgrenchriss
-
TrajectoryComparisonNoDrift compares different Optimal Trading Trajectories computed in accordance with
the Specification of Almgren and Chriss (2000) for a Set of Risk Aversion Parameters, excluding the Asset
Drift.
- TrajectoryComparisonNoDrift() - Constructor for class org.drip.sample.almgrenchriss.TrajectoryComparisonNoDrift
-
- TrajectoryComparisonWithDrift - Class in org.drip.sample.almgrenchriss
-
TrajectoryComparisonWithDrift compares different Optimal Trading Trajectories computed in accordance with
the Specification of Almgren and Chriss (2000) for a Set of Risk Aversion Parameters, inclusive of the
Asset Drift.
- TrajectoryComparisonWithDrift() - Constructor for class org.drip.sample.almgrenchriss.TrajectoryComparisonWithDrift
-
- TrajectoryControlNodesGreek - Class in org.drip.execution.sensitivity
-
TrajectoryControlNodesGreek holds the Point Value, the Jacobian, and the Hessian for a Trajectory to the
Holdings Control Nodes.
- TrajectoryControlNodesGreek(double, double[], double[][], List<ControlNodesGreek>) - Constructor for class org.drip.execution.sensitivity.TrajectoryControlNodesGreek
-
TrajectoryControlNodesGreek Constructor
- trajectoryDeterminant() - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectory
-
Retrieve The Coordinated Variation Trajectory Determinant Instance
- trajectoryDeterminant() - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryGenerator
-
Compute The Coordinated Variation Trajectory Determinant Instance
- TrajectoryShortfallAggregate - Class in org.drip.execution.capture
-
TrajectoryShortfallAggregate aggregates the Execution Short-fall Distribution across each Interval in the
Trade.
- TrajectoryShortfallAggregate(List<ShortfallIncrementDistribution>) - Constructor for class org.drip.execution.capture.TrajectoryShortfallAggregate
-
TrajectoryShortfallAggregate Constructor
- TrajectoryShortfallEstimator - Class in org.drip.execution.capture
-
TrajectoryShortfallEstimator estimates the Price/Short Fall Distribution associated with the Trading
Trajectory generated using the specified Evolution Parameters.
- TrajectoryShortfallEstimator(DiscreteTradingTrajectory) - Constructor for class org.drip.execution.capture.TrajectoryShortfallEstimator
-
TrajectoryShortfallEstimator Constructor
- TrajectoryShortfallRealization - Class in org.drip.execution.capture
-
TrajectoryShortfallRealization holds Execution Cost Realization across each Interval in the Trade during a
Single Simulation Run.
- TrajectoryShortfallRealization(List<ShortfallIncrement>) - Constructor for class org.drip.execution.capture.TrajectoryShortfallRealization
-
TrajectoryShortfallRealization Constructor
- transactionCost() - Method in class org.drip.execution.principal.GrossProfitExpectation
-
Retrieve the Execution Transaction Cost
- transactionCostExpectation() - Method in interface org.drip.execution.optimum.EfficientTradingTrajectory
-
Retrieve the Expected Transaction Cost
- transactionCostExpectation() - Method in class org.drip.execution.optimum.EfficientTradingTrajectoryContinuous
-
- transactionCostExpectation() - Method in class org.drip.execution.optimum.EfficientTradingTrajectoryDiscrete
-
- transactionCostExpectationFunction() - Method in class org.drip.execution.strategy.ContinuousTradingTrajectory
-
Retrieve the Transaction Cost Expectation Function
- transactionCostGain() - Method in class org.drip.execution.cost.LinearTemporaryImpact
-
Estimate the Transaction Cost Gain available from the Bayesian Drift
- transactionCostIncrement(CoordinatedVariation) - Method in class org.drip.execution.tradingtime.VolumeTimeFrame
-
Generate the Transaction Cost Increment
- transactionCostVariance() - Method in interface org.drip.execution.optimum.EfficientTradingTrajectory
-
Retrieve the Variance of the Expected Transaction Cost
- transactionCostVariance() - Method in class org.drip.execution.optimum.EfficientTradingTrajectoryContinuous
-
- transactionCostVariance() - Method in class org.drip.execution.optimum.EfficientTradingTrajectoryDiscrete
-
- transactionCostVarianceFunction() - Method in class org.drip.execution.strategy.ContinuousTradingTrajectory
-
Retrieve the Transaction Cost Variance Function
- TransactionFunction - Class in org.drip.execution.impact
-
TransactionFunction exports the Temporary/Permanent Market Impact Displacement/Volatility Functional
Dependence on the Trade Rate.
- TransactionFunctionLinear - Class in org.drip.execution.impact
-
TransactionFunctionLinear exposes the Linear Impact Function Stubs as defined in Almgren and Chriss (2000)
and Almgren (2003).
- TransactionFunctionLinear() - Constructor for class org.drip.execution.impact.TransactionFunctionLinear
-
- TransactionFunctionPower - Class in org.drip.execution.impact
-
TransactionFunctionPower exposes the Power Law Impact Function Stubs as defined in Almgren and Chriss
(2000) and Almgren (2003).
- TransactionFunctionPower() - Constructor for class org.drip.execution.impact.TransactionFunctionPower
-
- TransactionRealization - Class in org.drip.execution.athl
-
TransactionRealization holds the Suite of Empirical Drift/Wander Signals that have been emitted off of a
Transaction Run using the Scheme by Almgren, Thum, Hauptmann, and Li (2005), using the Parameterization
of Almgren (2003).
- TransactionRealization(TransactionFunction, TransactionFunction, double, double, double, double) - Constructor for class org.drip.execution.athl.TransactionRealization
-
TransactionRealization Constructor
- TransactionSignal - Class in org.drip.execution.athl
-
TransactionSignal holds the Realized Empirical Signals that have been emitted off of a Transaction Run,
decomposed using the Scheme by Almgren, Thum, Hauptmann, and Li (2005), based off of the Parameterization
of Almgren (2003).
- TransactionSignal(double, double, double) - Constructor for class org.drip.execution.athl.TransactionSignal
-
TransactionSignal Constructor
- transfer(int, int) - Method in class org.drip.spaces.big.BigR1Array
-
Transfer all Elements from the Pickup Index to the Drop Off Index, and contiguously Shift the
Intermediate Array
- transitionMetrics(long) - Method in class org.drip.dynamics.hullwhite.TrinomialTreeSequenceMetrics
-
Retrieve the Transition Metrics associated with the specified Tree Time Index
- transitionMetrics() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeSequenceMetrics
-
Retrieve the Transition Metrics Map
- translateAtPivot(int, int) - Method in class org.drip.spaces.big.BigC1Array
-
Translate the String at around the Pivot Index using the String Block
- Transpose(double[][]) - Static method in class org.drip.quant.linearalgebra.Matrix
-
Transpose the specified Square Matrix
- Trapezoidal(R1ToR1, double, double) - Static method in class org.drip.quant.calculus.R1ToR1Integrator
-
Compute the function's integral within the specified limits using the Trapezoidal rule.
- Treasury(String, JulianDate, JulianDate, String, double, int, String) - Static method in class org.drip.product.creator.BondBuilder
-
Creates a Treasury Bond from the Parameters
- TreasuryAPI - Class in org.drip.service.product
-
TreasuryAPI demonstrates the Details behind the Pricing and the Scenario Runs behind a Treasury Bond.
- TreasuryAPI() - Constructor for class org.drip.service.product.TreasuryAPI
-
- treasuryBenchmark() - Method in class org.drip.product.credit.BondComponent
-
- treasuryBenchmark() - Method in interface org.drip.product.definition.BondProduct
-
Retrieve the bond treasury benchmark Set
- TreasuryBenchmarks - Class in org.drip.product.params
-
TsyBmkSet contains the treasury benchmark set - the primary treasury benchmark, and an array of secondary
treasury benchmarks.
- TreasuryBenchmarks(String, String[]) - Constructor for class org.drip.product.params.TreasuryBenchmarks
-
Construct the treasury benchmark set from the primary treasury benchmark, and an array of secondary
treasury benchmarks
- TreasuryBondClient - Class in org.drip.sample.service
-
TreasuryBondClient demonstrates the Invocation and Examination of the JSON-based Treasury Bond Service
Client.
- TreasuryBondClient() - Constructor for class org.drip.sample.service.TreasuryBondClient
-
- TreasuryBondExplainProcessor - Class in org.drip.historical.engine
-
TreasuryBondExplainProcessor contains the Functionality associated with the Horizon Analysis of the
Treasury Bond.
- TreasuryBondExplainProcessor(TreasuryComponent, String, double, JulianDate, JulianDate, CurveSurfaceQuoteContainer, CurveSurfaceQuoteContainer, CaseInsensitiveHashMap<CurveSurfaceQuoteContainer>) - Constructor for class org.drip.historical.engine.TreasuryBondExplainProcessor
-
TreasuryBondExplainProcessor Constructor
- TreasuryBondPnLAttributor - Class in org.drip.feed.metric
-
TreasuryBondPnLAttributor generates the Date Valuation and Position Change PnL Explain Attributions for
the Specified Treasury Bond.
- TreasuryBondPnLAttributor() - Constructor for class org.drip.feed.metric.TreasuryBondPnLAttributor
-
- TreasuryBondProcessor - Class in org.drip.service.json
-
TreasuryBondProcessor Sets Up and Executes a JSON Based In/Out Processing Service for Treasury Bonds.
- TreasuryBondProcessor() - Constructor for class org.drip.service.json.TreasuryBondProcessor
-
- TreasuryBondQuoteSet - Class in org.drip.product.calib
-
TreasuryBondQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the
Treasury Bond Component.
- TreasuryBondQuoteSet(LatentStateSpecification[]) - Constructor for class org.drip.product.calib.TreasuryBondQuoteSet
-
TreasuryBondQuoteSet Constructor
- TreasuryBuilder - Class in org.drip.service.template
-
Treasury Builder contains Static Helper API to facilitate Construction of the Sovereign Treasury Bonds.
- TreasuryBuilder() - Constructor for class org.drip.service.template.TreasuryBuilder
-
- treasuryCode() - Method in class org.drip.state.identifier.GovvieLabel
-
Retrieve the Treasury Code
- TreasuryComponent - Class in org.drip.product.govvie
-
TreasuryComponent implements the Functionality behind a Sovereign/Treasury Bond/Bill/Note.
- TreasuryComponent(String) - Constructor for class org.drip.product.govvie.TreasuryComponent
-
TreasuryComponent Constructor
- TreasuryFutures - Class in org.drip.product.govvie
-
BondFutures implements the Bond Futures Product Contract Details.
- TreasuryFutures(Bond[], double[], CashSettleParams) - Constructor for class org.drip.product.govvie.TreasuryFutures
-
BondFutures Constructor
- TreasuryFutures(JulianDate, String, JulianDate[], JulianDate[], double[], double[], String, String, String) - Static method in class org.drip.service.template.ExchangeInstrumentBuilder
-
Generate an Instance of Treasury Futures given the Inputs
- TreasuryFutures(JulianDate, String, int[], int[], double[], double[], String, String) - Static method in class org.drip.service.template.ExchangeInstrumentBuilder
-
Generate the Treasury Futures Instance
- TreasuryFutures(JulianDate, String, int[], int[], double[], double[]) - Static method in class org.drip.service.template.ExchangeInstrumentBuilder
-
Generate the Treasury Futures Instance
- TreasuryFuturesAPI - Class in org.drip.service.product
-
TreasuryFuturesAPI demonstrates the Details behind the Pricing and the Scenario Runs behind a Treasury
Futures Contract.
- TreasuryFuturesAPI() - Constructor for class org.drip.service.product.TreasuryFuturesAPI
-
- TreasuryFuturesClosesReconstitutor - Class in org.drip.feed.transformer
-
TreasuryFuturesClosesReconstitutor transforms the Treasury Futures Closes- Feed Inputs into Formats
suitable for Valuation Metrics and Sensitivities Generation.
- TreasuryFuturesClosesReconstitutor() - Constructor for class org.drip.feed.transformer.TreasuryFuturesClosesReconstitutor
-
- TreasuryFuturesContract - Class in org.drip.market.exchange
-
TreasuryFuturesContract holds the Parameters/Settings of the Common Treasury Futures Contracts.
- TreasuryFuturesContract(String, String, String, String) - Constructor for class org.drip.market.exchange.TreasuryFuturesContract
-
TreasuryFuturesContract Constructor
- TreasuryFuturesContract(String) - Static method in class org.drip.market.exchange.TreasuryFuturesContractContainer
-
Retrieve the Treasury Futures Contract by Name
- TreasuryFuturesContract(String, String) - Static method in class org.drip.market.exchange.TreasuryFuturesContractContainer
-
Retrieve the Treasury Futures Contract by Code and Tenor
- TreasuryFuturesContractContainer - Class in org.drip.market.exchange
-
TreasuryFuturesContractContainer holds the Details of some of the Common Treasury Futures Contracts.
- TreasuryFuturesContractContainer() - Constructor for class org.drip.market.exchange.TreasuryFuturesContractContainer
-
- TreasuryFuturesConvention - Class in org.drip.market.exchange
-
TreasuryFuturesConvention contains the Details for the Futures Basket of the Exchange-Traded Treasury
Futures Contracts.
- TreasuryFuturesConvention(String, String[], String, String, String, double, double, double, String[], String, String, DateInMonth, TreasuryFuturesEligibility, TreasuryFuturesSettle) - Constructor for class org.drip.market.exchange.TreasuryFuturesConvention
-
TreasuryFuturesConvention Constructor
- TreasuryFuturesConventionContainer - Class in org.drip.market.exchange
-
TreasuryFuturesConventionContainer holds the Details of the Treasury Futures Contracts.
- TreasuryFuturesConventionContainer() - Constructor for class org.drip.market.exchange.TreasuryFuturesConventionContainer
-
- TreasuryFuturesEligibility - Class in org.drip.market.exchange
-
TreasuryFuturesEligibility contains the Eligibility Criterion for a Bond in the Futures Basket of the
Exchange-Traded Treasury Futures Contracts.
- TreasuryFuturesEligibility(String, String, String[], double) - Constructor for class org.drip.market.exchange.TreasuryFuturesEligibility
-
TreasuryFuturesEligibility Constructor
- TreasuryFuturesEventDates - Class in org.drip.market.exchange
-
TreasuryFuturesEventDates contains the actually realized Event Dates related to a Treasury Futures
Contract.
- TreasuryFuturesEventDates(JulianDate, JulianDate, JulianDate, JulianDate, JulianDate) - Constructor for class org.drip.market.exchange.TreasuryFuturesEventDates
-
TreasuryFuturesEventDates Constructor
- TreasuryFuturesMarketSnap - Class in org.drip.historical.attribution
-
TreasuryFuturesMarketSnap contains the Metrics Snapshot associated with the relevant Manifest Measures for
the given Treasury Futures Position.
- TreasuryFuturesMarketSnap(JulianDate, double) - Constructor for class org.drip.historical.attribution.TreasuryFuturesMarketSnap
-
TreasuryFuturesMarketSnap Constructor
- TreasuryFuturesOptionContainer - Class in org.drip.market.exchange
-
TreasuryFuturesOptionContainer holds the Details of the Treasury Futures Options Contracts.
- TreasuryFuturesOptionContainer() - Constructor for class org.drip.market.exchange.TreasuryFuturesOptionContainer
-
- TreasuryFuturesOptionConvention - Class in org.drip.market.exchange
-
TreasuryFuturesOptionConvention contains the Details for the Exchange-Traded Options of the
Exchange-Traded Treasury Futures Contracts.
- TreasuryFuturesOptionConvention(String[], String, double, boolean, LastTradingDateSetting[]) - Constructor for class org.drip.market.exchange.TreasuryFuturesOptionConvention
-
TreasuryFuturesOptionConvention Constructor
- TreasuryFuturesSettle - Class in org.drip.market.exchange
-
TreasuryFuturesSettle contains the Settlement Details for the Futures Basket of the Exchange-Traded
Treasury Futures Contracts.
- TreasuryFuturesSettle(int, int, int, int, int, int, boolean, double, double, int[]) - Constructor for class org.drip.market.exchange.TreasuryFuturesSettle
-
TreasuryFuturesSettle Constructor
- TreasurySetting - Class in org.drip.market.issue
-
TreasurySetting contains the Definitions of the Settings of different Jurisdiction Treasuries.
- TreasurySetting(String, String, int, String, String) - Constructor for class org.drip.market.issue.TreasurySetting
-
TreasurySetting Constructor
- TreasurySetting(String) - Static method in class org.drip.market.issue.TreasurySettingContainer
-
Retrieve the Treasury Settings corresponding to the Code
- TreasurySettingContainer - Class in org.drip.market.issue
-
TreasurySettingContainer contains the Parameters related to the Jurisdiction-specific Treasuries.
- TreasurySettingContainer() - Constructor for class org.drip.market.issue.TreasurySettingContainer
-
- treeStochasticDisplacementIndex() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics
-
Retrieve the Tree Stochastic Displacement Index
- treeTimeIndex() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics
-
Retrieve the Tree Time Index
- TriangularType(double[][], double) - Static method in class org.drip.quant.linearalgebra.Matrix
-
Retrieve the Triangular Type of the Matrix
- TrinomialTreeCalibration - Class in org.drip.sample.hullwhite
-
TrinomialTreeCalibration demonstrates the Construction and Calibration of the Hull-White Trinomial Tree
and the Eventual Evolution of the Short Rate on it.
- TrinomialTreeCalibration() - Constructor for class org.drip.sample.hullwhite.TrinomialTreeCalibration
-
- TrinomialTreeEvolution - Class in org.drip.sample.hullwhite
-
TrinomialTreeEvolution demonstrates the Construction and Usage of the Hull-White Trinomial Tree and the
Eventual Evolution of the Short Rate on it.
- TrinomialTreeEvolution() - Constructor for class org.drip.sample.hullwhite.TrinomialTreeEvolution
-
- TrinomialTreeNodeMetrics - Class in org.drip.dynamics.hullwhite
-
TrinomialTreeNodeMetrics records the Metrics associated with each Node in the Trinomial Tree Evolution of
the Instantaneous Short Rate using the Hull-White Model.
- TrinomialTreeNodeMetrics(long, long, double, double) - Constructor for class org.drip.dynamics.hullwhite.TrinomialTreeNodeMetrics
-
TrinomialTreeNodeMetrics Constructor
- TrinomialTreeSequenceMetrics - Class in org.drip.dynamics.hullwhite
-
TrinomialTreeSequenceMetrics records the Evolution Metrics of the Hull-White Model Trinomial Tree
Sequence.
- TrinomialTreeSequenceMetrics() - Constructor for class org.drip.dynamics.hullwhite.TrinomialTreeSequenceMetrics
-
Empty TrinomialTreeSequenceMetrics Constructor
- TrinomialTreeTransitionMetrics - Class in org.drip.dynamics.hullwhite
-
TrinomialTreeTransitionMetrics records the Transition Metrics associated with Node-to-Node Evolution of
the Instantaneous Short Rate using the Hull-White Model Trinomial Tree.
- TrinomialTreeTransitionMetrics(int, int, long, long, double, double, double) - Constructor for class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics
-
TrinomialTreeTransitionMetrics Constructor
- TRLHoliday - Class in org.drip.analytics.holset
-
- TRLHoliday() - Constructor for class org.drip.analytics.holset.TRLHoliday
-
- TRYHoliday - Class in org.drip.analytics.holset
-
- TRYHoliday() - Constructor for class org.drip.analytics.holset.TRYHoliday
-
- TRYIRSAttribution - Class in org.drip.sample.fixfloatpnl
-
TRYIRSAttribution generates the Historical PnL Attribution for TRY IRS.
- TRYIRSAttribution() - Constructor for class org.drip.sample.fixfloatpnl.TRYIRSAttribution
-
- TRYShapePreserving1YStart - Class in org.drip.sample.fundinghistorical
-
TRYShapePreserving1YStart Generates the Historical TRY Shape Preserving Funding Curve Native Compounded
Forward Rate starting at 1Y Tenor.
- TRYShapePreserving1YStart() - Constructor for class org.drip.sample.fundinghistorical.TRYShapePreserving1YStart
-
- TRYShapePreservingReconstitutor - Class in org.drip.sample.fundingfeed
-
TRYShapePreservingReconstitutor Demonstrates the Cleansing and the Shape Preserving Re-constitution of the
TRY Input Marks.
- TRYShapePreservingReconstitutor() - Constructor for class org.drip.sample.fundingfeed.TRYShapePreservingReconstitutor
-
- tsyQuote(String) - Method in class org.drip.param.definition.ScenarioMarketParams
-
Get the named Treasury Quote Map corresponding to the desired benchmark
- tsyQuote(String) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
-
- tsyQuotes() - Method in class org.drip.param.definition.ScenarioMarketParams
-
Get the full set of named Treasury Quote Map
- tsyQuotes() - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
-
- tsySpread() - Method in class org.drip.analytics.output.BondRVMeasures
-
Retrieve the TSY Spread
- tsySpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from ASW to Work-out
- tsySpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from ASW to Maturity
- tsySpreadFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from ASW to Optimal Exercise
- tsySpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Bond Basis to Work-out
- tsySpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Bond Basis to Maturity
- tsySpreadFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Bond Basis to Optimal Exercise
- tsySpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Credit Basis to Work-out
- tsySpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Credit Basis to Maturity
- tsySpreadFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Credit Basis to Optimal Exercise
- tsySpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Discount Margin to Work-out
- tsySpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Discount Margin to Maturity
- tsySpreadFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Discount Margin to Optimal Exercise
- tsySpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from G Spread to Work-out
- tsySpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from G Spread to Maturity
- tsySpreadFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from G Spread to Optimal Exercise
- tsySpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from I Spread to Work-out
- tsySpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from I Spread to Maturity
- tsySpreadFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from I Spread to Optimal Exercise
- tsySpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from OAS to Work-out
- tsySpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from OAS to Maturity
- tsySpreadFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from OAS to Optimal Exercise
- tsySpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from PECS to Work-out
- tsySpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from PECS to Maturity
- tsySpreadFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from PECS to Optimal Exercise
- tsySpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Price to Work-out
- tsySpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Price to Maturity
- tsySpreadFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Price to Optimal Exercise
- tsySpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Yield to Work-out
- tsySpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Yield to Maturity
- tsySpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Yield Spread to Work-out
- tsySpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Yield Spread to Maturity
- tsySpreadFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Yield Spread to Optimal Exercise
- tsySpreadFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Yield to Optimal Exercise
- tsySpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Z Spread to Work-out
- tsySpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Z Spread to Maturity
- tsySpreadFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
-
- tsySpreadFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate TSY Spread from Z Spread to Optimal Exercise
- tte() - Method in class org.drip.dynamics.sabr.ImpliedBlackVolatility
-
Retrieve TTE
- TU1 - Class in org.drip.sample.treasuryfuturesapi
-
TU1 demonstrates the Invocation and Examination of the TU1 2Y UST Treasury Futures.
- TU1() - Constructor for class org.drip.sample.treasuryfuturesapi.TU1
-
- TU1 - Class in org.drip.template.ust
-
TU1 demonstrates the Details behind the Implementation and the Pricing of the 2Y TU1 UST Futures Contract.
- TU1() - Constructor for class org.drip.template.ust.TU1
-
- TU1Attribution - Class in org.drip.sample.treasuryfuturespnl
-
TU1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the
TU1 Series.
- TU1Attribution() - Constructor for class org.drip.sample.treasuryfuturespnl.TU1Attribution
-
- TU1ClosesReconstitutor - Class in org.drip.sample.treasuryfuturesfeed
-
TU1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formated TU1 Closes Feed.
- TU1ClosesReconstitutor() - Constructor for class org.drip.sample.treasuryfuturesfeed.TU1ClosesReconstitutor
-
- TU1KeyRateDuration - Class in org.drip.sample.treasuryfuturesrisk
-
TU1KeyRateDuration demonstrates the Computation of the Key Rate Duration for the TU1 Treasury Futures.
- TU1KeyRateDuration() - Constructor for class org.drip.sample.treasuryfuturesrisk.TU1KeyRateDuration
-
- TUESDAY - Static variable in class org.drip.analytics.date.DateUtil
-
Days of the week - Tuesday
- Turn - Class in org.drip.analytics.definition
-
Turn implements rate spread at discrete time spans.
- Turn(int, int, double) - Constructor for class org.drip.analytics.definition.Turn
-
Turn Constructor
- turnAdjust(int, int) - Method in class org.drip.state.discount.MergedDiscountForwardCurve
-
Apply the Turns' DF Adjustment
- turnAdjust(int, int) - Method in class org.drip.state.discount.TurnListDiscountFactor
-
Apply the Turns' DF Adjustment
- TurnListDiscountFactor - Class in org.drip.state.discount
-
TurnListDiscountFactor implements the discounting based off of the turns list.
- TurnListDiscountFactor() - Constructor for class org.drip.state.discount.TurnListDiscountFactor
-
Empty TurnListDiscountFactor constructor
- turnover() - Method in class org.drip.execution.parameters.AssetFlowSettings
-
Retrieve the Daily Turnover
- TWDHoliday - Class in org.drip.analytics.holset
-
- TWDHoliday() - Constructor for class org.drip.analytics.holset.TWDHoliday
-
- TweakManifestMeasure(double[], ManifestMeasureTweak) - Static method in class org.drip.analytics.support.Helper
-
Tweak the Manifest Measures (gor the given set of nodes) in accordance with the specified tweak
parameters
- TwoDSDMapToFlatString(CaseInsensitiveTreeMap<Double>, String, String) - Static method in class org.drip.quant.common.CollectionUtil
-
Flatten an input 2D string/double map into a delimited string array
- TwoFactorLIBORVolatility - Class in org.drip.sample.lmm
-
TwoFactorLIBORVolatility demonstrates the Construction and Usage of the 2 Factor LIBOR Forward Rate
Volatility.
- TwoFactorLIBORVolatility() - Constructor for class org.drip.sample.lmm.TwoFactorLIBORVolatility
-
- TwoVariateConstrainedVariance - Class in org.drip.sample.semidefinite
-
TwoVariateConstrainedVariance demonstrates the Application of the Interior Point Method for minimizing
the Variance Across Two Variates under the Normalization Constraint.
- TwoVariateConstrainedVariance() - Constructor for class org.drip.sample.semidefinite.TwoVariateConstrainedVariance
-
- TY1 - Class in org.drip.sample.treasuryfuturesapi
-
TY1 demonstrates the Invocation and Examination of the TY1 10Y UST Treasury Futures.
- TY1() - Constructor for class org.drip.sample.treasuryfuturesapi.TY1
-
- TY1 - Class in org.drip.template.ust
-
TY1 demonstrates the Details behind the Implementation and the Pricing of the 10Y TY1 UST Futures
Contract.
- TY1() - Constructor for class org.drip.template.ust.TY1
-
- TY1Attribution - Class in org.drip.sample.treasuryfuturespnl
-
TY1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the
TY1 Series.
- TY1Attribution() - Constructor for class org.drip.sample.treasuryfuturespnl.TY1Attribution
-
- TY1ClosesReconstitutor - Class in org.drip.sample.treasuryfuturesfeed
-
TY1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formated TY1 Closes Feed.
- TY1ClosesReconstitutor() - Constructor for class org.drip.sample.treasuryfuturesfeed.TY1ClosesReconstitutor
-
- TY1KeyRateDuration - Class in org.drip.sample.treasuryfuturesrisk
-
TY1KeyRateDuration demonstrates the Computation of the Key Rate Duration for the TY1 Treasury Futures.
- TY1KeyRateDuration() - Constructor for class org.drip.sample.treasuryfuturesrisk.TY1KeyRateDuration
-
- type - Variable in class org.drip.json.parser.Yytoken
-
- type() - Method in class org.drip.market.exchange.TreasuryFuturesContract
-
Retrieve the Underlying Treasury Type
- type() - Method in class org.drip.param.definition.CalibrationParams
-
Retrieve the Calibration Type
- type() - Method in class org.drip.param.period.FixingSetting
-
Retrieve the Fixing Type
- type() - Method in class org.drip.param.valuation.WorkoutInfo
-
Retrieve the Work-out Type
- type() - Method in class org.drip.product.govvie.TreasuryFutures
-
Retrieve the Futures Type
- type() - Method in class org.drip.spaces.tensor.Cardinality
-
Retrieve the Cardinality Type
- type() - Method in class org.drip.spline.segment.Monotonocity
-
Retrieve the Monotone Type
- TYPE_COLON - Static variable in class org.drip.json.parser.Yytoken
-
- TYPE_COMMA - Static variable in class org.drip.json.parser.Yytoken
-
- TYPE_EOF - Static variable in class org.drip.json.parser.Yytoken
-
- TYPE_LEFT_BRACE - Static variable in class org.drip.json.parser.Yytoken
-
- TYPE_LEFT_SQUARE - Static variable in class org.drip.json.parser.Yytoken
-
- TYPE_RIGHT_BRACE - Static variable in class org.drip.json.parser.Yytoken
-
- TYPE_RIGHT_SQUARE - Static variable in class org.drip.json.parser.Yytoken
-
- TYPE_VALUE - Static variable in class org.drip.json.parser.Yytoken
-