- WalkSuite - Class in org.drip.execution.dynamics
-
WalkSuite holds the Walk Random Variables (e.g., Weiner Variates) that correspond to an Instance of Walk
attributable to different Factor Contributions inside of a Slice Increment.
- WalkSuite(double, double, double, double) - Constructor for class org.drip.execution.dynamics.WalkSuite
-
WalkSuite Constructor
- wander() - Method in class org.drip.quant.stochastic.GenericIncrement
-
Retrieve the Random Wander Realization
- WARNING - Static variable in class org.drip.analytics.support.Logger
-
Logger level WARNING
- WeakCurvatureEvolutionMetrics - Class in org.drip.sample.descentverifier
-
WeakCurvatureEvolutionMetrics demonstrates the Impact of applying the Weak Curvature Criterion on the
Evolution of the R^d Fixed Point of a Constrained Minimization Search.
- WeakCurvatureEvolutionMetrics() - Constructor for class org.drip.sample.descentverifier.WeakCurvatureEvolutionMetrics
-
- weakLawAverageBounds(double) - Method in class org.drip.sequence.metrics.SingleSequenceAgnosticMetrics
-
Estimate Mean Departure Bounds of the Average using the Weak Law of Large Numbers
- WeakWolfeEvolutionMetrics - Class in org.drip.sample.descentverifier
-
WeakWolfeEvolutionMetrics demonstrates the Impact of applying the Weak Wolfe Criterion on the Evolution of
the R^d Fixed Point of a Constrained Minimization Search.
- WeakWolfeEvolutionMetrics() - Constructor for class org.drip.sample.descentverifier.WeakWolfeEvolutionMetrics
-
- WEDNESDAY - Static variable in class org.drip.analytics.date.DateUtil
-
Days of the week - Wednesday
- WEEKDAY_HOLS - Static variable in class org.drip.analytics.daycount.Convention
-
Week Day Holiday
- Weekend - Class in org.drip.analytics.eventday
-
Weekend holds the left and the right weekend days.
- Weekend(int[]) - Constructor for class org.drip.analytics.eventday.Weekend
-
Create the weekend instance object from the array of the weekend days
- WEEKEND_HOLS - Static variable in class org.drip.analytics.daycount.Convention
-
Week End Holiday
- WeekendDays(String) - Static method in class org.drip.analytics.daycount.Convention
-
Get the week end days for the given holiday calendar set
- weekendDays() - Method in class org.drip.analytics.eventday.Locale
-
Return the weekend
- weekInMonth() - Method in class org.drip.analytics.eventday.DateInMonth
-
Retrieve the Week In Month
- weight() - Method in class org.drip.spline.params.SegmentBestFitResponse
-
Retrieve the Array of the Fitness Weights
- weight(int) - Method in class org.drip.spline.params.SegmentBestFitResponse
-
Retrieve the Indexed Fitness Weight Element
- weight() - Method in class org.drip.spline.params.StretchBestFitResponse
-
Retrieve the Array of the Fitness Weights
- weight(int) - Method in class org.drip.spline.params.StretchBestFitResponse
-
Retrieve the Indexed Fitness Weight Element
- WeightConstrainedEllipsoidVariance - Class in org.drip.sample.semidefinite
-
WeightConstrainedEllipsoidVariance demonstrates the Application of the Interior Point Method for
Minimizing the Variance Across The Specified Ellipsoid under the Normalization Constraint.
- WeightConstrainedEllipsoidVariance() - Constructor for class org.drip.sample.semidefinite.WeightConstrainedEllipsoidVariance
-
- weightConstrainedFeasibleStart() - Method in class org.drip.portfolioconstruction.allocator.BoundedPortfolioConstructionParameters
-
Retrieve an Array of Viable Weight Constrained Starting Variates From Within the Feasible Region
- weightedFactorPointVolatility(int, int, int) - Method in class org.drip.dynamics.hjm.MultiFactorVolatility
-
Compute the Weighted Factor Point Volatility
- weights() - Method in class org.drip.portfolioconstruction.asset.Portfolio
-
Retrieve the Array of Asset Weights
- weights() - Method in class org.drip.product.definition.BasketProduct
-
Retrieve the component Weights
- weights() - Method in class org.drip.sequence.custom.GlivenkoCantelliFunctionSupremum
-
Retrieve the Weights
- weights() - Method in class org.drip.sequence.custom.GlivenkoCantelliUniformDeviation
-
Retrieve the Weights
- weinerIncrement(double, double) - Method in class org.drip.quant.stochastic.OrnsteinUhlenbeckProcess1D
-
Generate the Adjacent Increment from the specified Ornstein Uhlenbeck Variate and a Weiner Driver
- weinerIncrement(double[], double) - Method in class org.drip.quant.stochastic.OrnsteinUhlenbeckProcess2D
-
Generate the Weiner Based Increment Sequence from the Current Ornstein Uhlenbeck Random Variate
- wengert(int) - Method in class org.drip.quant.calculus.WengertJacobian
-
Get the Value for the Wengert Variable
- WengertJacobian - Class in org.drip.quant.calculus
-
WengertJacobian contains the Jacobian of the given set of Wengert variables to the set of parameters.
- WengertJacobian(int, int) - Constructor for class org.drip.quant.calculus.WengertJacobian
-
WengertJacobian constructor
- wi() - Method in class org.drip.analytics.output.BondRVMeasures
-
Retrieve the Work-out Info
- width() - Method in class org.drip.spline.segment.LatentStateInelastic
-
Get the Width of the Predictor Ordinate in this Segment
- wildCardOption() - Method in class org.drip.market.exchange.TreasuryFuturesSettle
-
Retrieve the Bond Futures Wild Card Option Setting
- WILLIAMSON_SMOLA_SCHOLKOPF_CONSTANT - Static variable in class org.drip.spaces.cover.MaureyOperatorCoveringBounds
-
Maurey Constant - from the Williamson-Smola-Scholkopf Estimate
- WilliamsonSmolaScholkopfEstimate(int, double) - Static method in class org.drip.spaces.cover.MaureyOperatorCoveringBounds
-
Construct an Instance of the Maurey Operator Covering Bounds based upon the Williamson, Smola, and
Scholkopf Estimate
- wireSpanXAnchor(double) - Method in class org.drip.spline.multidimensional.WireSurfaceStretch
-
Retrieve the Surface Span Stretch that corresponds to the given X Anchor
- wireSpanYAnchor(double) - Method in class org.drip.spline.multidimensional.WireSurfaceStretch
-
Retrieve the Surface Span Stretch that corresponds to the given Y Anchor
- WireSurfacePiecewiseConstant - Class in org.drip.spline.multidimensional
-
WireSurfacePiecewiseConstant implements the piecewise Constant version of the 2D Spline Response Surface.
- WireSurfacePiecewiseConstant(double[], double[], double[][]) - Constructor for class org.drip.spline.multidimensional.WireSurfacePiecewiseConstant
-
WireSurfacePiecewiseConstant Constructor
- WireSurfaceStretch - Class in org.drip.spline.multidimensional
-
WireSurfaceStretch implements a 2D spline surface stretch.
- WireSurfaceStretch(String, SegmentCustomBuilderControl, TreeMap<Double, Span>) - Constructor for class org.drip.spline.multidimensional.WireSurfaceStretch
-
WireSurfaceStretch Constructor
- WithinTolerance(double, double, double, double) - Static method in class org.drip.quant.common.NumberUtil
-
Compare and checks if the two input numbers fall within a specified tolerance
- WithinTolerance(double, double) - Static method in class org.drip.quant.common.NumberUtil
-
Compare and checks if the two input numbers fall within a specified tolerance
- WN1 - Class in org.drip.template.ust
-
WN1 demonstrates the Details behind the Implementation and the Pricing of the ULTRA LONG BOND WN1 UST
Futures Contract.
- WN1() - Constructor for class org.drip.template.ust.WN1
-
- WN1Attribution - Class in org.drip.sample.treasuryfuturespnl
-
WN1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the
WN1 Series.
- WN1Attribution() - Constructor for class org.drip.sample.treasuryfuturespnl.WN1Attribution
-
- WN1ClosesReconstitutor - Class in org.drip.sample.treasuryfuturesfeed
-
WN1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formated WN1 Closes Feed.
- WN1ClosesReconstitutor() - Constructor for class org.drip.sample.treasuryfuturesfeed.WN1ClosesReconstitutor
-
- WN1KeyRateDuration - Class in org.drip.sample.treasuryfuturesrisk
-
WN1KeyRateDuration demonstrates the Computation of the Key Rate Duration for the WN1 Treasury Futures.
- WN1KeyRateDuration() - Constructor for class org.drip.sample.treasuryfuturesrisk.WN1KeyRateDuration
-
- WO_TYPE_CALL - Static variable in class org.drip.param.valuation.WorkoutInfo
-
Work out type Call
- WO_TYPE_MATURITY - Static variable in class org.drip.param.valuation.WorkoutInfo
-
Work out type Maturity
- WO_TYPE_PUT - Static variable in class org.drip.param.valuation.WorkoutInfo
-
Work out type Put
- WolfeEvolutionVerifier - Class in org.drip.function.rdtor1descent
-
WolfeEvolutionVerifier implements the Wolfe Criterion used for the Inexact Line Search Increment
Generation.
- WolfeEvolutionVerifier(double, boolean, double, boolean) - Constructor for class org.drip.function.rdtor1descent.WolfeEvolutionVerifier
-
WolfeEvolutionVerifier Constructor
- WolfeEvolutionVerifierMetrics - Class in org.drip.function.rdtor1descent
-
WolfeEvolutionVerifierMetrics implements the Wolfe Criterion used for the Inexact Line Search Increment
Generation.
- WolfeEvolutionVerifierMetrics(double, boolean, double, boolean, UnitVector, double[], double, double, double, double[], double[]) - Constructor for class org.drip.function.rdtor1descent.WolfeEvolutionVerifierMetrics
-
WolfeEvolutionVerifierMetrics Constructor
- workingAgeConsumptionRate() - Method in class org.drip.portfolioconstruction.alm.ExpectedBasicConsumption
-
Retrieve the Working Age Consumption Rate
- workingAgeIncome() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityCashFlow
-
Retrieve the Investor Working Age Income
- workingAgeIncomeDF(double) - Method in class org.drip.portfolioconstruction.alm.DiscountRate
-
Retrieve the Working Age Income Discount Factor
- workingAgeIncomeDF() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityCashFlow
-
Retrieve the Investor Working Age Income Discount Factor
- workingAgeIncomePV() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityMetrics
-
Retrieve the PV of the Working Age Income
- workingAgeIncomeRate() - Method in class org.drip.portfolioconstruction.alm.DiscountRate
-
Retrieve the Working Age Income Discount Rate
- workingAgeIncomeSpread() - Method in class org.drip.portfolioconstruction.alm.DiscountRate
-
Retrieve the Working Age Income Spread
- workout() - Method in class org.drip.param.definition.CalibrationParams
-
Retrieve the Work-out Info
- WorkoutInfo - Class in org.drip.param.valuation
-
WorkoutInfo is the place-holder for the work-out parameters.
- WorkoutInfo(int, double, double, int) - Constructor for class org.drip.param.valuation.WorkoutInfo
-
Constructor: Construct the class from the work-out date, yield, exercise factor, and type
- workoutType() - Method in class org.drip.analytics.output.ExerciseInfo
-
Retrieve the Work-out Type
- WorkoutTypeToString(int) - Static method in class org.drip.analytics.support.Helper
-
Turn the work out type to string
- writeJSONString(List, Writer) - Static method in class org.drip.json.simple.JSONArray
-
Encode a list into JSON text and write it to out.
- writeJSONString(Writer) - Method in class org.drip.json.simple.JSONArray
-
- writeJSONString(Map, Writer) - Static method in class org.drip.json.simple.JSONObject
-
Encode a map into JSON text and write it to out.
- writeJSONString(Writer) - Method in class org.drip.json.simple.JSONObject
-
- writeJSONString(Writer) - Method in interface org.drip.json.simple.JSONStreamAware
-
write JSON string to out.
- writeJSONString(Object, Writer) - Static method in class org.drip.json.simple.JSONValue
-
Encode an object into JSON text and write it to out.