- x() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeNodeMetrics
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Retrieve the Node's X
- x() - Method in class org.drip.execution.athl.TransactionRealization
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Retrieve the Transaction Amount X
- x() - Method in class org.drip.quant.common.Array2D
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Retrieve the Array of X
- xAnchorTermStructure(double) - Method in class org.drip.analytics.definition.MarketSurface
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Extract the Term Structure Constructed at the X Anchor Node
- xAnchorTermStructure(double) - Method in class org.drip.state.curve.BasisSplineMarketSurface
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- xDateVolatilityFunction(int, int) - Method in class org.drip.dynamics.hjm.MultiFactorVolatility
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Retrieve the Factor-Specific Univariate Volatility Function for the Specified Date
- xDown() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics
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Retrieve the "Down" Value for X
- XDRHoliday - Class in org.drip.analytics.holset
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- XDRHoliday() - Constructor for class org.drip.analytics.holset.XDRHoliday
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- XEUHoliday - Class in org.drip.analytics.holset
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- XEUHoliday() - Constructor for class org.drip.analytics.holset.XEUHoliday
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- xLength() - Method in class org.drip.spaces.big.BigR2Array
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Retrieve the Length of the X R^1 Array
- xStochasticIndex() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeNodeMetrics
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Retrieve the Tree Node's X Stochastic Index
- xStochasticShift() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics
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Retrieve the Stochastic Shift of X
- xUp() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics
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Retrieve the "Up" Value for X
- xVariance() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics
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Retrieve the Variance in the Final Value of X