F-Index

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

F

factor() - Method in class org.drip.analytics.output.ExerciseInfo: Retrieve the Exercise Factor
factor() - Method in class org.drip.param.valuation.WorkoutInfo: Retrieve the Work-out Factor
factor(int) - Method in class org.drip.product.params.EmbeddedOptionSchedule: Get the specific indexed factor
Factorial(int) - Static method in class org.drip.quant.common.NumberUtil: This function implements Factorial N.
factorizingOperator() - Method in class org.drip.learning.svm.DecisionFunctionOperatorBounds: Retrieve the Factorizing Diagonal Scaling Operator Instance
factorPointVolatility(int, int, int) - Method in class org.drip.dynamics.hjm.MultiFactorVolatility: Compute the Factor Point Volatility
factorPointVolatility(int, int) - Method in class org.drip.dynamics.hjm.MultiFactorVolatility: Compute the Array of Factor Point Volatilities
factors() - Method in class org.drip.product.params.EmbeddedOptionSchedule: Get the array of factors
factors() - Method in class org.drip.sequence.random.PrincipalFactorSequenceGenerator: Retrieve the Principal Component Factor Array
factorSchedule() - Method in class org.drip.product.params.CouponSetting: Retrieve the Factor Schedule
factorWeight() - Method in class org.drip.sequence.random.PrincipalFactorSequenceGenerator: Retrieve the Array of Factor Weights
FALSE_POSITION - Static variable in class org.drip.function.r1tor1solver.VariateIteratorPrimitive: False Position
FalsePosition(double, double, double, double) - Static method in class org.drip.function.r1tor1solver.VariateIteratorPrimitive: Iterate for the next variate using false position
family() - Method in class org.drip.market.definition.FloaterIndex: Retrieve the Index Family
family() - Method in class org.drip.state.identifier.ForwardLabel: Retrieve the Family
family() - Method in class org.drip.state.identifier.OvernightLabel: Retrieve the Family
fatShatteringFunction() - Method in class org.drip.spaces.cover.ScaleSensitiveCoveringBounds: Retrieve the Fat Shattering Coefficient Function
FBB1 - Class in org.drip.sample.treasuryfuturesapi: FBB1 demonstrates the Invocation and Examination of the FBB1 10Y SPGB Treasury Futures.
FBB1() - Constructor for class org.drip.sample.treasuryfuturesapi.FBB1
FBB1Attribution - Class in org.drip.sample.treasuryfuturespnl: FBB1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the FBB1 Series.
FBB1Attribution() - Constructor for class org.drip.sample.treasuryfuturespnl.FBB1Attribution
FBB1ClosesReconstitutor - Class in org.drip.sample.treasuryfuturesfeed: FBB1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formated FBB1 Closes Feed.
FBB1ClosesReconstitutor() - Constructor for class org.drip.sample.treasuryfuturesfeed.FBB1ClosesReconstitutor
FBB1KeyRateDuration - Class in org.drip.sample.treasuryfuturesrisk: FBB1KeyRateDuration demonstrates the Computation of the Key Rate Duration for the FBB1 Treasury Futures.
FBB1KeyRateDuration() - Constructor for class org.drip.sample.treasuryfuturesrisk.FBB1KeyRateDuration
feasibleStart() - Method in class org.drip.portfolioconstruction.allocator.BoundedPortfolioConstructionParameters: Retrieve an Array of Viable Starting Variates From Within the Feasible Region
feasibleStart() - Method in class org.drip.portfolioconstruction.asset.AssetBounds: Retrieve a Viable Feasible Starting Point
featureMaureyOperatorEntropy(int) - Method in class org.drip.learning.svm.DecisionFunctionOperatorBounds: Compute the Decision Function Entropy Number Upper Bound using the Product of the Feature Space's Maurey Upper Bound for the Entropy for the specified Entropy Number and the Scaling Operator Entropy Number Upper Bound
featureMaureyOperatorNorm(int) - Method in class org.drip.learning.svm.DecisionFunctionOperatorBounds: Compute the Decision Function Entropy Number Upper Bound using the Product of the Feature Space's Maurey Upper Bound for the Entropy for the specified Entropy Number and the Scaling Operator Norm
featureNormOperatorEntropy() - Method in class org.drip.learning.svm.DecisionFunctionOperatorBounds: Compute the Decision Function Entropy Number Upper Bound using the Product of the Feature Space's Norm for the Upper Bound of the Entropy Number and the Scaling Operator Entropy Number Upper Bound
featureSpaceDimension() - Method in class org.drip.learning.kernel.SymmetricRdToNormedR1Kernel: Compute the Feature Space Input Dimension
featureSpaceDimension() - Method in class org.drip.learning.kernel.SymmetricRdToNormedRdKernel: Compute the Feature Space Input Dimension
featureSpaceDimension() - Method in class org.drip.learning.svm.DecisionFunctionOperatorBounds: Retrieve the Feature Space Dimension
featureSpaceMaureyBound(int) - Method in class org.drip.learning.svm.DecisionFunctionOperatorBounds: Compute the Feature Space's Maurey Bound for the Entropy Number given the specified Entropy Number
featureSpaceMaureyConstant() - Method in class org.drip.learning.svm.DecisionFunctionOperatorBounds: Retrieve the Feature Space Maurey Constant
FEBRUARY - Static variable in class org.drip.analytics.date.DateUtil: Integer Month - February
FedFundFutures - Class in org.drip.sample.forwardratefutures: FedFundFutures contains the demonstration of the construction and the Valuation of the Fed Fund Futures Contract.
FedFundFutures() - Constructor for class org.drip.sample.forwardratefutures.FedFundFutures
FedFundOvernightCompounding - Class in org.drip.sample.fedfund: FedFundOvernightCompounding demonstrates in detail the methodology behind the overnight compounding used in the Overnight fund Floating Stream Accrual.
FedFundOvernightCompounding() - Constructor for class org.drip.sample.fedfund.FedFundOvernightCompounding
fields() - Method in class org.drip.product.calib.ProductQuoteSet: Return the Set of Fields Available
FIMHoliday - Class in org.drip.analytics.holset
FIMHoliday() - Constructor for class org.drip.analytics.holset.FIMHoliday
finalDate() - Method in class org.drip.dynamics.evolution.LSQMCurveUpdate: Retrieve the Final Date
finalDelivery() - Method in class org.drip.market.exchange.TreasuryFuturesEventDates: Retrieve the Final Delivery Date
finalMaturity() - Method in class org.drip.product.credit.BondComponent
finalMaturity() - Method in class org.drip.product.definition.Bond: Return the bond's final maturity
finalMaturityDate() - Method in class org.drip.product.params.BondStream: Retrieve the Final Maturity Date
finalShortRateVariance() - Method in class org.drip.dynamics.hullwhite.ShortRateUpdate: Retrieve the Final Short Rate Variance
FinancialStandard() - Static method in class org.drip.spline.stretch.BoundarySettings: Return the Instance of the Standard Financial Boundary Condition
find(VariateInequalityConstraintMultiplier) - Method in class org.drip.function.rdtor1solver.FixedRdFinder: Find the Optimal Variate-Inequality Constraint Multiplier Tuple using the Iteration Parameters provided by the Convergence Control Instance
findRoot(InitializationHeuristics) - Method in class org.drip.function.r1tor1solver.FixedPointFinder: Invoke the solution 1D root finding sequence
findRoot() - Method in class org.drip.function.r1tor1solver.FixedPointFinder: Invoke the solution 1D root finding sequence
finish() - Method in class org.drip.measure.discretemarginal.BoundedUniformIntegerDistribution: Retrieve the Finish
finish() - Method in class org.drip.sequence.random.BoundedUniformInteger: Retrieve the Finish
finishDate() - Method in class org.drip.analytics.definition.Turn: Retrieve the Finish Date
finishTime() - Method in class org.drip.execution.cost.LinearTemporaryImpact: Retrieve the Finish Time
finishTime() - Method in class org.drip.execution.strategy.DiscreteTradingTrajectoryControl: Retrieve the Finish Time of the Trading Trajectory
first() - Method in class org.drip.spaces.iterator.SequenceIndexIterator: Retrieve the First Cursor
firstCouponDate() - Method in class org.drip.product.credit.BondComponent
firstCouponDate() - Method in class org.drip.product.credit.CDSComponent
firstCouponDate() - Method in class org.drip.product.definition.BasketProduct: Get the first coupon date
firstCouponDate() - Method in class org.drip.product.definition.Component: Get the First Coupon Date
firstCouponDate() - Method in class org.drip.product.fx.FXForwardComponent
firstCouponDate() - Method in class org.drip.product.govvie.TreasuryFutures
firstCouponDate() - Method in class org.drip.product.option.OptionComponent
firstCouponDate() - Method in class org.drip.product.rates.FixFloatComponent
firstCouponDate() - Method in class org.drip.product.rates.FloatFloatComponent
firstCouponDate() - Method in class org.drip.product.rates.RatesBasket
firstCouponDate() - Method in class org.drip.product.rates.SingleStreamComponent
firstCouponDate() - Method in class org.drip.product.rates.Stream: Retrieve the First Coupon Pay Date
firstCouponRate() - Method in class org.drip.analytics.output.BondWorkoutMeasures: Retrieve the First Coupon Rate
firstDate() - Method in class org.drip.historical.attribution.PositionChangeComponents: Retrieve the First Date
firstDate() - Method in class org.drip.historical.engine.HorizonChangeExplainProcessor: Retrieve the First Date of the Horizon Change
firstDelivery() - Method in class org.drip.market.exchange.TreasuryFuturesEventDates: Retrieve the First Delivery Date
firstDerivative(int, int) - Method in class org.drip.quant.calculus.WengertJacobian: Retrieve {D(Wengert)}/{D(Parameter)} for the Wengert and the parameter identified by their indices
firstIndexRate() - Method in class org.drip.analytics.output.BondWorkoutMeasures: Retrieve the First Index Rate
firstMarketParameters() - Method in class org.drip.historical.engine.HorizonChangeExplainProcessor: Retrieve the First Date's Market Parameters
firstPeriod() - Method in class org.drip.product.params.BondStream: Return the first Coupon period
firstSettleDate() - Method in class org.drip.product.params.QuoteConvention: Retrieve the First Settle Date
Fixed - Class in org.drip.analytics.eventday: Fixed contains the fixed holiday�s date and month.
Fixed(int, int, Weekend, String) - Constructor for class org.drip.analytics.eventday.Fixed: Construct the object from the day, month, weekend, and description
fixed1DAccrualDays() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the 1D Fixed Accrual Period
fixed1DDCF() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the Period 1D Fixed DCF
fixed1MDCF() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the Period 1M Fixed DCF
fixed3MDCF() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the Period 3M Fixed DCF
FixedAssetBackedClient - Class in org.drip.sample.service: FixedAssetBackedClient demonstrates the Invocation and Examination of the JSON-based Fixed Payment Asset Backed Loan Service Client.
FixedAssetBackedClient() - Constructor for class org.drip.sample.service.FixedAssetBackedClient
FixedAssetBackedProcessor - Class in org.drip.service.json: FixedAssetBackedProcessor Sets Up and Executes a JSON Based In/Out Product Constant Payment Asset Backed Loan Processor.
FixedAssetBackedProcessor() - Constructor for class org.drip.service.json.FixedAssetBackedProcessor
FixedBondAPI - Class in org.drip.service.product: BondAPI demonstrates the Details behind the Pricing and the Scenario Runs behind a Generic Bond.
FixedBondAPI() - Constructor for class org.drip.service.product.FixedBondAPI
FixedCompositeUnit(List<Integer>, CompositePeriodSetting, UnitCouponAccrualSetting, ComposableFixedUnitSetting) - Static method in class org.drip.analytics.support.CompositePeriodBuilder: Construct the List of Composite Fixed Periods from the corresponding composable Fixed Period Units
fixedCoupon() - Method in class org.drip.historical.attribution.CDSMarketSnap: Retrieve the Fixed Coupon
fixedCoupon() - Method in class org.drip.market.otc.CreditIndexConvention: Retrieve the Fixed Coupon
fixedCoupon() - Method in class org.drip.param.period.ComposableFixedUnitSetting: Retrieve the Fixed Coupon
FixedCouponBond - Class in org.drip.sample.bondapi: FixedCouponBond demonstrates the Invocation and Examination of the Metrics for the Fixed Coupon Bond.
FixedCouponBond() - Constructor for class org.drip.sample.bondapi.FixedCouponBond
FixedCouponKeyRateDuration - Class in org.drip.sample.bondapi: FixedCouponKeyRateDuration demonstrates the Invocation and Examination of the Key Rate Duration Computation for the Specified Treasury Futures.
FixedCouponKeyRateDuration() - Constructor for class org.drip.sample.bondapi.FixedCouponKeyRateDuration
FixedCouponRVMeasures - Class in org.drip.sample.bondapi: FixedCouponRVMeasures demonstrates the Invocation and Examination of the Relative Value Metrics for the Fixed Coupon Bond.
FixedCouponRVMeasures() - Constructor for class org.drip.sample.bondapi.FixedCouponRVMeasures
FixedDriftTrajectoryComparator - Class in org.drip.sample.trend: FixedDriftTrajectoryComparator demonstrates the Optimal Trajectory for a Price Process with Bayes' Drift, Arithmetic Volatility, and Linear Temporary Market Impact.
FixedDriftTrajectoryComparator() - Constructor for class org.drip.sample.trend.FixedDriftTrajectoryComparator
FixedFloatSwapConvention - Class in org.drip.market.otc: FixedFloatSwapConvention contains the Details of the Fixed-Float Swap Component of an OTC contact.
FixedFloatSwapConvention(FixedStreamConvention, FloatStreamConvention, int) - Constructor for class org.drip.market.otc.FixedFloatSwapConvention: FixedFloatSwapConvention Constructor
FixedInterval(OrderSpecification, int) - Static method in class org.drip.execution.strategy.DiscreteTradingTrajectoryControl: Create a DiscreteTradingTrajectoryControl from Fixed Intervals
FixedPointFinder - Class in org.drip.function.r1tor1solver: FixedPointFinder is the base abstract class that is implemented by customized invocations, e.g., Newton's method, or any of the bracketing methodologies.
FixedPointFinderBracketing - Class in org.drip.function.r1tor1solver: FixedPointFinderBracketing customizes the FixedPointFinder for bracketing based fixed point finder functionality.
FixedPointFinderBracketing(double, R1ToR1, ExecutionControl, int, boolean) - Constructor for class org.drip.function.r1tor1solver.FixedPointFinderBracketing: FixedPointFinderBracketing constructor
FixedPointFinderBrent - Class in org.drip.function.r1tor1solver: FixedPointFinderBrent customizes FixedPointFinderBracketing by applying the Brent's scheme of compound variate selector.
FixedPointFinderBrent(double, R1ToR1, boolean) - Constructor for class org.drip.function.r1tor1solver.FixedPointFinderBrent: FixedPointFinderBrent constructor
FixedPointFinderNewton - Class in org.drip.function.r1tor1solver: FixedPointFinderNewton customizes the FixedPointFinder for Open (Newton's) fixed point finder functionality.
FixedPointFinderNewton(double, R1ToR1, boolean) - Constructor for class org.drip.function.r1tor1solver.FixedPointFinderNewton: FixedPointFinderNewton constructor
FixedPointFinderOutput - Class in org.drip.function.r1tor1solver: FixedPointFinderOutput holds the result of the fixed point search.
FixedPointFinderOutput(ExecutionInitializationOutput) - Constructor for class org.drip.function.r1tor1solver.FixedPointFinderOutput: FixedPointFinderOutput constructor
FixedPointFinderRegressionEngine - Class in org.drip.regression.fixedpointfinder: FixedPointFinderRegressionEngine implements the RegressionEngine for the Fixed Point Finder regression.
FixedPointFinderRegressionEngine(int, int) - Constructor for class org.drip.regression.fixedpointfinder.FixedPointFinderRegressionEngine
FixedPointFinderZheng - Class in org.drip.function.r1tor1solver: FixedPointFinderZheng implements the fixed point locator using Zheng's improvement to Brent's method.
FixedPointFinderZheng(double, R1ToR1, boolean) - Constructor for class org.drip.function.r1tor1solver.FixedPointFinderZheng: FixedPointFinderZheng constructor
FixedPointSearch - Class in org.drip.sample.numerical: FixedPointSearch contains a sample illustration of usage of the Root Finder Library.
FixedPointSearch() - Constructor for class org.drip.sample.numerical.FixedPointSearch
FixedRdFinder - Class in org.drip.function.rdtor1solver: FixedRdFinder exports the Methods needed for the locating a Fixed R^d Point.
fixedStreamConvention() - Method in class org.drip.market.otc.FixedFloatSwapConvention: Retrieve the Fixed Stream Convention
FixedStreamConvention - Class in org.drip.market.otc: FixedStreamConvention contains the details of the fixed stream of an OTC fixed-float IBOR/Overnight Swap Contact.
FixedStreamConvention(String, String, String, String, String, int) - Constructor for class org.drip.market.otc.FixedStreamConvention: FixedStreamConvention Constructor
FixedStreamQuoteSet - Class in org.drip.product.calib: FixedStreamQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the Fixed Stream.
FixedStreamQuoteSet(LatentStateSpecification[]) - Constructor for class org.drip.product.calib.FixedStreamQuoteSet: FixedStreamQuoteSet Constructor
FixedUnits(int, int, UnitCouponAccrualSetting, ComposableFixedUnitSetting) - Static method in class org.drip.analytics.support.CompositePeriodBuilder: Construct the List of Composable Fixed Units from the inputs
FixFloatAPI - Class in org.drip.service.product: FixFloatAPI contains the Functionality associated with the Horizon Analysis of the Fix Float Swap.
FixFloatAPI() - Constructor for class org.drip.service.product.FixFloatAPI
FixFloatClient - Class in org.drip.sample.service: FixFloatClient demonstrates the Invocation and Examination of the JSON-based Fix Float Valuation Service Client.
FixFloatClient() - Constructor for class org.drip.sample.service.FixFloatClient
FixFloatComponent - Class in org.drip.product.rates: FixFloatComponent contains the implementation of the Fix-Float Index Basis Swap product contract/valuation details.
FixFloatComponent(Stream, Stream, CashSettleParams) - Constructor for class org.drip.product.rates.FixFloatComponent: Construct the FixFloatComponent from the Reference Fixed and the Derived Floating Streams.
FixFloatCustom(JulianDate, ForwardLabel, String) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Construct a Standard Fix Float Swap Instances
FixFloatCustom(JulianDate, ForwardLabel, String[]) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Construct an Array of Custom Fix Float Swap Instances
FixFloatEuropeanOption - Class in org.drip.product.option: FixFloatEuropeanOption implements the Payer/Receiver European Option on the Fix-Float Swap.
FixFloatEuropeanOption(String, FixFloatComponent, String, boolean, double, double, LastTradingDateSetting, CashSettleParams) - Constructor for class org.drip.product.option.FixFloatEuropeanOption: FixFloatEuropeanOption constructor
FixFloatExplainProcessor - Class in org.drip.historical.engine: FixFloatExplainProcessor contains the Functionality associated with the Horizon Analysis of the Fix Float Swap.
FixFloatExplainProcessor(FixFloatComponent, int, String, double, JulianDate, JulianDate, CurveSurfaceQuoteContainer, CurveSurfaceQuoteContainer, CaseInsensitiveHashMap<CurveSurfaceQuoteContainer>) - Constructor for class org.drip.historical.engine.FixFloatExplainProcessor: FixFloatExplainProcessor Constructor
FixFloatFixFloat - Class in org.drip.sample.cross: FixFloatFixFloat demonstrates the construction, the usage, and the eventual valuation of the Cross Currency Basis Swap built out of a pair of fix-float swaps.
FixFloatFixFloat() - Constructor for class org.drip.sample.cross.FixFloatFixFloat
FixFloatFixFloatAnalysis - Class in org.drip.sample.cross: FixFloatFixFloat demonstrates the Funding Volatility, Forward Volatility, FX Volatility, Funding/Forward Correlation, Funding/FX Correlation, and Forward/FX Correlation across the 2 currencies (USD and EUR) on the Valuation of the Cross Currency Basis Swap built out of a pair of fix-float swaps.
FixFloatFixFloatAnalysis() - Constructor for class org.drip.sample.cross.FixFloatFixFloatAnalysis
FixFloatForwardCurve - Class in org.drip.sample.multicurve: FixFloatForwardCurve contains the sample demonstrating the full functionality behind creating highly customized spline based forward curves from fix-float swaps and the discount curves.
FixFloatForwardCurve() - Constructor for class org.drip.sample.multicurve.FixFloatForwardCurve
FixFloatFundingInstrument - Class in org.drip.service.api: FixFloatFundingInstrument contains the Fix Float Instrument Inputs for the Funding Curve Construction Purposes.
FixFloatFundingInstrument(JulianDate, String, String[], double[], int) - Constructor for class org.drip.service.api.FixFloatFundingInstrument: FixFloatFundingInstrument Constructor
FixFloatMetricComparison - Class in org.drip.sample.cms: FixFloatMetricComparison demonstrates the Construction and Valuation of an In-Advance and In-Arrears Variants of the CMS Fix-Float Swap.
FixFloatMetricComparison() - Constructor for class org.drip.sample.cms.FixFloatMetricComparison
FixFloatMonteCarloEvolver - Class in org.drip.sample.lmm: FixFloatMonteCarloEvolver demonstrates the steps associated with a LMM-Based Monte-Carlo pricing of a Standard Fix-Float Swap.
FixFloatMonteCarloEvolver() - Constructor for class org.drip.sample.lmm.FixFloatMonteCarloEvolver
FixFloatPnLAttributor - Class in org.drip.feed.metric: FixFloatPnLAttributor generates the Date Valuation and Position Change PnL Explain Attributions for the Standard OTC Fix Float Swap.
FixFloatPnLAttributor() - Constructor for class org.drip.feed.metric.FixFloatPnLAttributor
FixFloatProcessor - Class in org.drip.service.json: FixFloatProcessor Sets Up and Executes a JSON Based In/Out Fix Float Swap Valuation Processor.
FixFloatProcessor() - Constructor for class org.drip.service.json.FixFloatProcessor
FixFloatQuoteSet - Class in org.drip.product.calib: FixFloatQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the Fix-Float Swap Component.
FixFloatQuoteSet(LatentStateSpecification[]) - Constructor for class org.drip.product.calib.FixFloatQuoteSet: FixFloatQuoteSet Constructor
FixFloatStandard(JulianDate, String, String, String, String, double) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Construct an OTC Standard Fix Float Swap using the specified Input Parameters
FixFloatStandard(JulianDate, String, String, String[], String, double) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Construct an Array of OTC Fix Float Swaps using the specified Input Parameters
FixFloatSwap - Class in org.drip.sample.multicurve: FixFloatSwap contains a full valuation run on the Multi-Curve Fix-Float IRS Product.
FixFloatSwap() - Constructor for class org.drip.sample.multicurve.FixFloatSwap
FixFloatSwapAnalysis - Class in org.drip.sample.multicurve: FixFloatSwapAnalysis contains an analysis if the correlation and volatility impact on the fix-float Swap.
FixFloatSwapAnalysis() - Constructor for class org.drip.sample.multicurve.FixFloatSwapAnalysis
FixFloatSwapIMM - Class in org.drip.sample.multicurve: FixFloatSwapIMM contains a full valuation run on the IMM Fix-Float Swap Product.
FixFloatSwapIMM() - Constructor for class org.drip.sample.multicurve.FixFloatSwapIMM
FixFloatVarianceAnalysis - Class in org.drip.sample.cms: FixFloatVarianceAnalysis demonstrates the Construction and Valuation Impact of Volatility and Correlation on the CMS Fix-Float Swap.
FixFloatVarianceAnalysis() - Constructor for class org.drip.sample.cms.FixFloatVarianceAnalysis
fixing() - Method in class org.drip.analytics.input.BootCurveConstructionInput
fixing() - Method in interface org.drip.analytics.input.CurveConstructionInputSet: Retrieve the Latent State Fixings Container
fixing() - Method in class org.drip.analytics.input.LatentStateShapePreservingCCIS
fixing(JulianDate, LatentStateLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Fixing for the Specified Date/LSL Combination
fixing(int, LatentStateLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Fixing for the Specified Date/LSL Combination
fixing(JulianDate, LatentStateLabel) - Method in class org.drip.param.market.LatentStateFixingsContainer: Retrieve the Latent State Fixing for the Specified Date/LSL Combination
fixing(int, LatentStateLabel) - Method in class org.drip.param.market.LatentStateFixingsContainer: Retrieve the Latent State Fixing for the Specified Date
FIXING_COMPOSITE_PERIOD_END - Static variable in class org.drip.param.period.FixingSetting: Fixing Based off of the End of the Composite Period
FIXING_COMPOSITE_PERIOD_START - Static variable in class org.drip.param.period.FixingSetting: Fixing Based off of the Start of the Composite Period
FIXING_PRESET_STATIC - Static variable in class org.drip.param.period.FixingSetting: Fixing Based off of the Start of a Pre-determined Static Date
fixingDate() - Method in class org.drip.analytics.cashflow.ReferenceIndexPeriod: Reference Period Fixing Date
fixings() - Method in class org.drip.param.definition.ScenarioMarketParams: Retrieve the Latent State Fixings Container
fixings() - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Latent State Fixings
fixings() - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
FixingSetting - Class in org.drip.param.period: FixingSetting implements the custom setting parameters for the Latent State Fixing Settings.
FixingSetting(int, DateAdjustParams, int) - Constructor for class org.drip.param.period.FixingSetting: FixingSetting Constructor
fixingType() - Method in class org.drip.market.otc.CrossFloatSwapConvention: Retrieve the Fixing Setting Type
fjm() - Method in class org.drip.optimization.constrained.RegularityConditions: Retrieve the Fritz John Mutipliers
FLAT - Static variable in class org.drip.param.definition.ManifestMeasureTweak: Flat Manifest Measure Tweak Mode
flatCreditDeltaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures: Retrieve the Flat Credit Delta Measure Map
flatCreditGammaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures: Retrieve the Flat Credit Gamma Measure Map
flatCurve(double, boolean, double) - Method in class org.drip.state.credit.CreditCurve: Create a flat hazard curve from the inputs
flatCurve(double, boolean, double) - Method in class org.drip.state.nonlinear.ForwardHazardCreditCurve
FlatForward(int, VolatilityLabel, String, double) - Static method in class org.drip.state.creator.ScenarioDeterministicVolatilityBuilder: Construct the Flat Constant Forward Volatility Forward Curve
FlatForwardDiscountCurve - Class in org.drip.state.nonlinear: FlatForwardDiscountCurve manages the Discounting Latent State, using the Forward Rate as the State Response Representation.
FlatForwardDiscountCurve(JulianDate, String, int[], double[], boolean, String, int) - Constructor for class org.drip.state.nonlinear.FlatForwardDiscountCurve: Boot-strap a constant forward discount curve from an array of dates and discount rates
FlatForwardForwardCurve(JulianDate, ForwardLabel, double) - Static method in class org.drip.state.creator.ScenarioForwardCurveBuilder: Construct an Instance of the Flat Forward Rate Forward Curve
FlatForwardForwardCurve - Class in org.drip.state.nonlinear: FlatForwardForwardCurve contains an implementation of the flat forward rate forward curve.
FlatForwardForwardCurve(JulianDate, ForwardLabel, double) - Constructor for class org.drip.state.nonlinear.FlatForwardForwardCurve: FlatForwardForwardCurve constructor
FlatForwardFXCurve - Class in org.drip.state.nonlinear: FlatForwardVolatilityCurve manages the Volatility Latent State, using the Forward Volatility as the State Response Representation.
FlatForwardFXCurve(int, CurrencyPair, double, int[], double[]) - Constructor for class org.drip.state.nonlinear.FlatForwardFXCurve: FlatForwardVolatilityCurve Constructor
FlatForwardRepoCurve - Class in org.drip.state.nonlinear: FlatForwardRepoCurve manages the Repo Latent State, using the Forward Repo Rate as the State Response Representation.
FlatForwardRepoCurve(int, Component, int[], double[]) - Constructor for class org.drip.state.nonlinear.FlatForwardRepoCurve: FlatForwardRepoCurve Constructor
FlatForwardVolatilityCurve - Class in org.drip.state.nonlinear: FlatForwardVolatilityCurve manages the Volatility Latent State, using the Forward Volatility as the State Response Representation.
FlatForwardVolatilityCurve(int, VolatilityLabel, String, int[], double[]) - Constructor for class org.drip.state.nonlinear.FlatForwardVolatilityCurve: FlatForwardVolatilityCurve Constructor
FlatHazard(int, String, String, double, double) - Static method in class org.drip.state.creator.ScenarioCreditCurveBuilder: Create a CreditCurve instance from a single node hazard rate
flatIRDeltaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures: Retrieve the Flat IR Delta Measure Map
flatIRGammaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures: Retrieve the Flat IR Gamma Measure Map
FlatMultivariateRandom - Class in org.drip.sequence.functional: FlatMultivariateRandom contains the Implementation of the Flat Objective Function dependent on Multivariate Random Variables.
FlatMultivariateRandom(double) - Constructor for class org.drip.sequence.functional.FlatMultivariateRandom: FlatMultivariateRandom Constructor
FlatRateRepoCurve(JulianDate, Component, double) - Static method in class org.drip.state.creator.ScenarioRepoCurveBuilder: Construct a Repo Curve using the Flat Repo Rate
flatRRDeltaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures: Retrieve the Flat RR Delta Measure Map
flatRRGammaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures: Retrieve the Flat RR Gamma Measure Map
FlatStringTo2DSDMap(String, String, String, boolean, String) - Static method in class org.drip.quant.common.CollectionUtil: Turn a flattened 2D (string, double) string sequence into its corresponding map
FlatStringTo3DSDMap(String, String, String, String, boolean, String) - Static method in class org.drip.quant.common.CollectionUtil: Turn a flattened 3D (string, string, double) string sequence into its corresponding map
FlatStringTo4DSDMap(String, String, String, String, boolean, String) - Static method in class org.drip.quant.common.CollectionUtil: Turn a flattened 4D (string, string, string, double) string sequence into its corresponding map
FlatUnivariate - Class in org.drip.function.r1tor1: FlatUnivariate implements the level constant Univariate Function.
FlatUnivariate(double) - Constructor for class org.drip.function.r1tor1.FlatUnivariate: FlatUnivariate constructor
flatValue() - Method in class org.drip.sequence.functional.FlatMultivariateRandom: Retrieve the Flat Value
flatVolatilityFromPrice(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.fra.FRAStandardCapFloor: Imply the Flat Cap/Floor Volatility from the Calibration Price
FlatYieldGovvieCurve - Class in org.drip.state.nonlinear: FlatYieldGovvieCurve manages the Govvie Latent State, using the Flat Yield as the State Response Representation.
FlatYieldGovvieCurve(int, String, String, int[], double[]) - Constructor for class org.drip.state.nonlinear.FlatYieldGovvieCurve: Construct a Govvie curve from an array of dates and Yields
flexureConstraint() - Method in class org.drip.spline.params.SegmentStateCalibrationInputs: Retrieve the Array of Segment Basis Flexure Constraints
FliegelvanFlandernJulian - Class in org.drip.sample.date: Fliegel van Flandern demonstrates Gregorian To-From Julian Date Conversion Functionality.
FliegelvanFlandernJulian() - Constructor for class org.drip.sample.date.FliegelvanFlandernJulian
floatCouponConvention() - Method in class org.drip.product.credit.BondComponent
floatCouponConvention() - Method in class org.drip.product.definition.Bond: Return the bond's floating coupon convention
FloaterIndex - Class in org.drip.market.definition: FloaterIndex contains the definitions of the floating rate indexes of different jurisdictions.
FloaterIndex(String, String, String, String, String, int) - Constructor for class org.drip.market.definition.FloaterIndex: FloaterIndex Constructor
floaterIndex() - Method in class org.drip.market.otc.FloatStreamConvention: Retrieve the Forward Label
floaterIndex() - Method in class org.drip.state.identifier.ForwardLabel: Retrieve the Floater Index
floaterSetting() - Method in class org.drip.product.credit.BondComponent
floaterSetting() - Method in interface org.drip.product.definition.BondProduct: Retrieve the bond floater setting
FloaterSetting - Class in org.drip.product.params: FloaterSetting contains the component's floating rate parameters.
FloaterSetting(String, String, double, double) - Constructor for class org.drip.product.params.FloaterSetting: Construct the FloaterSetting from rate index, floating day count, float spread, and current Full coupon
FloatFloat(JulianDate, String, String, String, double) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Construct an OTC Float-Float Swap Instance
FloatFloat(JulianDate, String, String, String[], double) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Construct an Array of OTC Float-Float Swap Instances
FloatFloatComponent - Class in org.drip.product.rates: FloatFloatComponent contains the implementation of the Float-Float Index Basis Swap product contract/valuation details.
FloatFloatComponent(Stream, Stream, CashSettleParams) - Constructor for class org.drip.product.rates.FloatFloatComponent: Construct the FloatFloatComponent from the Reference and the Derived Floating Streams.
FloatFloatFloatFloat - Class in org.drip.sample.cross: FloatFloatFloatFloat demonstrates the construction, the usage, and the eventual valuation of the Cross Currency Basis Swap built out of a pair of float-float swaps.
FloatFloatFloatFloat() - Constructor for class org.drip.sample.cross.FloatFloatFloatFloat
FloatFloatFloatFloatAnalysis - Class in org.drip.sample.cross: FloatFloatFloatFloatAnalysis demonstrates the Funding Volatility, Forward Volatility, FX Volatility, Funding/Forward Correlation, Funding/FX Correlation, and Forward/FX Correlation of the Cross Currency Basis Swap built out of a pair of float-float swaps.
FloatFloatFloatFloatAnalysis() - Constructor for class org.drip.sample.cross.FloatFloatFloatFloatAnalysis
FloatFloatForwardCurve - Class in org.drip.sample.multicurve: FloatFloatForwardCurve contains the sample demonstrating the full functionality behind creating highly customized spline based forward curves.
FloatFloatForwardCurve() - Constructor for class org.drip.sample.multicurve.FloatFloatForwardCurve
FloatFloatMetricComparison - Class in org.drip.sample.cms: FloatFloatMetricComparison demonstrates the Construction and Valuation of an In-Advance and In-Arrears Variants of the CMS Float-Float Swap.
FloatFloatMetricComparison() - Constructor for class org.drip.sample.cms.FloatFloatMetricComparison
FloatFloatQuoteSet - Class in org.drip.product.calib: FloatFloatQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the Float-Float Swap Component.
FloatFloatQuoteSet(LatentStateSpecification[]) - Constructor for class org.drip.product.calib.FloatFloatQuoteSet: FloatFloatQuoteSet Constructor
FloatFloatSwapConvention - Class in org.drip.market.otc: FloatFloatSwapConvention contains the Details of the IBOR Float-Float Component of an OTC contact.
FloatFloatSwapConvention(String, String, boolean, boolean, boolean, boolean, int) - Constructor for class org.drip.market.otc.FloatFloatSwapConvention: FloatFloatSwapConvention Constructor
FloatFloatVarianceAnalysis - Class in org.drip.sample.cms: FloatFloatVarianceAnalysis demonstrates the Construction and Valuation Impact of Volatility and Correlation on the CMS Float-Float Swap.
FloatFloatVarianceAnalysis() - Constructor for class org.drip.sample.cms.FloatFloatVarianceAnalysis
floating1DAccrualDays() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the 1D Floating Accrual Period
floating1DDCF() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the Period 1D Floating DCF
floating1MDCF() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the Period 1M Floating DCF
floating3MDCF() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the Period 3M Floating DCF
FloatingCompositeUnit(List<Integer>, CompositePeriodSetting, ComposableFloatingUnitSetting) - Static method in class org.drip.analytics.support.CompositePeriodBuilder: Construct the List of Composite Floating Period from the corresponding composable Floating Period Units
FloatingStandard() - Static method in class org.drip.spline.stretch.BoundarySettings: Return the Instance of the Standard Floating Boundary Condition
FloatingStreamQuoteSet - Class in org.drip.product.calib: FloatingStreamQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the Floating Stream.
FloatingStreamQuoteSet(LatentStateSpecification[]) - Constructor for class org.drip.product.calib.FloatingStreamQuoteSet: FloatingStreamQuoteSet Constructor
FloatingUnits(int, int, ComposableFloatingUnitSetting) - Static method in class org.drip.analytics.support.CompositePeriodBuilder: Construct the List of Composable Floating Units from the inputs
floatSpread() - Method in class org.drip.product.credit.BondComponent
floatSpread() - Method in class org.drip.product.definition.Bond: Return the floating spread of the bond
floatStreamConvention() - Method in class org.drip.market.otc.FixedFloatSwapConvention: Retrieve the Float Stream Convention
FloatStreamConvention - Class in org.drip.market.otc: FloatStreamConvention contains the details of the Floating Stream of an OTC IBOR/Overnight fix-float Swap Contract.
FloatStreamConvention(ForwardLabel, String) - Constructor for class org.drip.market.otc.FloatStreamConvention: FloatStreamConvention Constructor
FokkerPlanckGenerator - Class in org.drip.pricer.option: FokkerPlanckGenerator holds the base functionality that the performs the PDF evolution oriented Option Pricing.
FokkerPlanckGenerator() - Constructor for class org.drip.pricer.option.FokkerPlanckGenerator
following() - Method in class org.drip.spline.bspline.SegmentBasisFunction: Retrieve the Following Predictor Ordinate
fonc() - Method in class org.drip.optimization.constrained.NecessarySufficientConditions: Retrieve the First Order Necessary Condition
ForeignCollateralDomesticForex - Class in org.drip.sample.collateral: ForeignCollateralDomesticForex demonstrates the construction and the usage of Foreign Currency Collateralized Domestic Pay-out FX forward product, and generation of its measures.
ForeignCollateralDomesticForex() - Constructor for class org.drip.sample.collateral.ForeignCollateralDomesticForex
ForeignCollateralDomesticForexAnalysis - Class in org.drip.sample.collateral: ForeignCollateralDomesticForexAnalysis contains an analysis of the correlation and volatility impact on the price of a Foreign Collateralized Domestic Pay-out Forex Contract.
ForeignCollateralDomesticForexAnalysis() - Constructor for class org.drip.sample.collateral.ForeignCollateralDomesticForexAnalysis
ForeignCollateralizedDiscountCurve - Class in org.drip.state.curve: ForeignCollateralizedDiscountCurve computes the discount factor corresponding to one unit of domestic currency collateralized by a foreign collateral.
ForeignCollateralizedDiscountCurve(String, MergedDiscountForwardCurve, FXCurve, VolatilityCurve, VolatilityCurve, R1ToR1) - Constructor for class org.drip.state.curve.ForeignCollateralizedDiscountCurve: ForeignCollateralizedDiscountCurve constructor
ForeignCollateralizedDomesticForward - Class in org.drip.product.fx: ForeignCollateralizedDomesticForward contains the Foreign Currency Collateralized Domestic Payout FX forward product contract details.
ForeignCollateralizedDomesticForward(CurrencyPair, double, JulianDate) - Constructor for class org.drip.product.fx.ForeignCollateralizedDomesticForward: Create an ForeignCollateralizedDomesticForward from the currency pair, the strike, and the maturity dates
ForeignCollateralizedZeroCoupon - Class in org.drip.sample.collateral: ForeignCollateralizedZeroCoupon contains an analysis of the correlation and volatility impact on the single cash flow discount factor of a Foreign Collateralized Zero Coupon.
ForeignCollateralizedZeroCoupon() - Constructor for class org.drip.sample.collateral.ForeignCollateralizedZeroCoupon
FormatDouble(double, int, int, double, boolean) - Static method in class org.drip.quant.common.FormatUtil: Format the double input by multiplying, and then adding left and right adjustments
FormatDouble(double, int, int, double) - Static method in class org.drip.quant.common.FormatUtil: Format the double input by multiplying, and then adding left and right adjustments
FormatUtil - Class in org.drip.quant.common: FormatUtil implements formatting utility functions.
FormatUtil() - Constructor for class org.drip.quant.common.FormatUtil
Forward(String[], double[], double[][], double) - Static method in class org.drip.portfolioconstruction.allocator.ForwardReverseOptimizationOutput: Construct an Instance of ForwardReverseOptimizationOutput from a Standard Forward Optimize Operation
forward(int) - Method in class org.drip.state.curve.BasisSplineForwardRate
forward(int, int) - Method in class org.drip.state.curve.DeterministicCollateralChoiceDiscountCurve
forward(int, int) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
forward(int, int) - Method in class org.drip.state.curve.ForeignCollateralizedDiscountCurve
forward(int, int) - Method in class org.drip.state.curve.ZeroRateDiscountCurve
forward(int, int) - Method in class org.drip.state.discount.MergedDiscountForwardCurve: Compute the Forward Rate between two Dates
forward(String, String) - Method in class org.drip.state.discount.MergedDiscountForwardCurve: Compute the Forward Rate between two Tenors
forward(JulianDate) - Method in class org.drip.state.forward.ForwardCurve
forward(String) - Method in class org.drip.state.forward.ForwardCurve
forward(int) - Method in interface org.drip.state.forward.ForwardRateEstimator: Calculate the Forward Rate to the given Date
forward(JulianDate) - Method in interface org.drip.state.forward.ForwardRateEstimator: Calculate the Forward Rate to the given date
forward(String) - Method in interface org.drip.state.forward.ForwardRateEstimator: Calculate the Forward Rate to the tenor implied by the given date
forward(int, int) - Method in class org.drip.state.nonlinear.FlatForwardDiscountCurve
forward(int) - Method in class org.drip.state.nonlinear.FlatForwardForwardCurve
FORWARD_PRICE_CREDIT_BASIS - Static variable in class org.drip.product.govvie.TreasuryFutures
FORWARD_PRICE_OAS - Static variable in class org.drip.product.govvie.TreasuryFutures
FORWARD_PRICE_YIELD - Static variable in class org.drip.product.govvie.TreasuryFutures
FORWARD_PRICE_ZSPREAD - Static variable in class org.drip.product.govvie.TreasuryFutures
FORWARD_QM_CONTINUOUSLY_COMPOUNDED_FORWARD_RATE - Static variable in class org.drip.analytics.definition.LatentStateStatic: Forward Latent State Quantification Metric - Continuously Compounded Forward Rate
FORWARD_QM_FORWARD_RATE - Static variable in class org.drip.analytics.definition.LatentStateStatic: Forward Latent State Quantification Metric - Forward Rate
FORWARD_QM_INSTANTANEOUS_EFFECTIVE_FORWARD_RATE - Static variable in class org.drip.analytics.definition.LatentStateStatic: Forward Latent State Quantification Metric - Instantaneous Effective Annual Forward Rate
FORWARD_QM_INSTANTANEOUS_FORWARD_RATE - Static variable in class org.drip.analytics.definition.LatentStateStatic: Forward Latent State Quantification Metric - Instantaneous Forward Rate
FORWARD_QM_INSTANTANEOUS_NOMINAL_FORWARD_RATE - Static variable in class org.drip.analytics.definition.LatentStateStatic: Forward Latent State Quantification Metric - Instantaneous Nominal Annual Forward Rate
FORWARD_QM_LIBOR_RATE - Static variable in class org.drip.analytics.definition.LatentStateStatic: Forward Latent State Quantification Metric - LIBOR Rate
FORWARD_QM_SHIFTED_FORWARD_RATE - Static variable in class org.drip.analytics.definition.LatentStateStatic: Forward Latent State Quantification Metric - Shifted Forward Rate
ForwardBondCreditPrice(Bond, ValuationParams, ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Static method in class org.drip.analytics.support.FuturesHelper: Compute the Forward Bond Price Using the Implied Bond Credit Basis
ForwardBondCreditPrice(Bond, JulianDate, JulianDate, CurveSurfaceQuoteContainer, double) - Static method in class org.drip.analytics.support.FuturesHelper: Compute the Forward Bond Price Using the Implied Bond Credit Basis
ForwardBondOASPrice(Bond, ValuationParams, ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Static method in class org.drip.analytics.support.FuturesHelper: Compute the Forward Bond Price Using the Implied Bond OAS
ForwardBondOASPrice(Bond, JulianDate, JulianDate, CurveSurfaceQuoteContainer, double) - Static method in class org.drip.analytics.support.FuturesHelper: Compute the Forward Bond Price Using the Implied Bond OAS
ForwardBondYieldPrice(Bond, ValuationParams, ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Static method in class org.drip.analytics.support.FuturesHelper: Compute the Forward Bond Price Using the Implied Bond Yield
ForwardBondYieldPrice(Bond, JulianDate, JulianDate, CurveSurfaceQuoteContainer, double) - Static method in class org.drip.analytics.support.FuturesHelper: Compute the Forward Bond Price Using the Implied Bond Yield
ForwardBondZSpreadPrice(Bond, ValuationParams, ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Static method in class org.drip.analytics.support.FuturesHelper: Compute the Forward Bond Price Using the Implied Bond Z Spread
ForwardBondZSpreadPrice(Bond, JulianDate, JulianDate, CurveSurfaceQuoteContainer, double) - Static method in class org.drip.analytics.support.FuturesHelper: Compute the Forward Bond Price Using the Implied Bond Z Spread
forwardCurve() - Method in class org.drip.dynamics.lmm.BGMCurveUpdate: Retrieve the LIBOR Forward Curve
forwardCurve() - Method in class org.drip.dynamics.lmm.LognormalLIBORPointEvolver: Retrieve the Forward Curve Instance
ForwardCurve(JulianDate, ForwardLabel, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, MergedDiscountForwardCurve, ForwardCurve, SegmentCustomBuilderControl) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Instance of the Forward Curve off of Exchange/OTC Market Instruments
ForwardCurve(JulianDate, ForwardLabel, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, MergedDiscountForwardCurve, ForwardCurve, int) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Instance of the Smooth/Shape Preserving Forward Curve off of Exchange/OTC Market Instruments
ForwardCurve - Class in org.drip.state.forward: ForwardCurve is the stub for the forward curve functionality.
forwardCurveIncrement() - Method in class org.drip.dynamics.lmm.BGMCurveUpdate: Retrieve the LIBOR Forward Curve Increment Span
ForwardCurveReferenceComponentBasis(String, String, JulianDate, MergedDiscountForwardCurve, ForwardCurve, ForwardCurve, MergedDiscountForwardCurve, ForwardCurve, double, SegmentCustomBuilderControl, String[], double[], boolean) - Static method in class org.drip.sample.dual.CCBSForwardCurve
ForwardDecompositionUtil - Class in org.drip.analytics.support: ForwardDecompositionUtil contains the utility functions needed to carry out periodic decomposition at MTM sync points for the given stream.
ForwardDecompositionUtil() - Constructor for class org.drip.analytics.support.ForwardDecompositionUtil
ForwardDerivedBasisSensitivity - Class in org.drip.sample.sensitivity: ForwardDerivedBasisSensitivity contains the sample demonstrating the full functionality behind creating highly customized spline based forward curves.
ForwardDerivedBasisSensitivity() - Constructor for class org.drip.sample.sensitivity.ForwardDerivedBasisSensitivity
ForwardEdgeDates(JulianDate, JulianDate, String, DateAdjustParams, int) - Static method in class org.drip.analytics.support.CompositePeriodBuilder: Generate a list of period edge dates forward from the start.
ForwardEdgeDates(int, int, String, DateAdjustParams, int) - Static method in class org.drip.analytics.support.CompositePeriodBuilder: Generate a list of period edge dates forward from the start.
forwardForwardCorrelation(ForwardLabel, ForwardLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Pair of Forward Latent States
forwardFunding() - Method in class org.drip.analytics.output.CompositePeriodCouponMetrics: Retrieve the Forward/Funding Convexity Adjustment
forwardFunding() - Method in class org.drip.analytics.output.ConvexityAdjustment: Retrieve the Forward/Funding Convexity Adjustment
forwardFundingCorrelation(ForwardLabel, FundingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Forward and the Funding Latent States
forwardFundingPRWC(int, CurveSurfaceQuoteContainer, ProductQuoteSet) - Method in class org.drip.analytics.cashflow.CompositePeriod: Generate the Merged Forward/Funding Predictor/Response Constraint
ForwardFundingStretchSpec(String, CalibratableComponent[], String[], double[]) - Static method in class org.drip.state.estimator.LatentStateStretchBuilder: Construct a Merged Forward-Funding Latent State Stretch Spec Instance
ForwardFundingStretchSpec(String, CalibratableComponent[], String, double[]) - Static method in class org.drip.state.estimator.LatentStateStretchBuilder: Construct a Merged Forward-Funding Latent State Stretch Spec Instance
forwardFX() - Method in class org.drip.analytics.output.CompositePeriodCouponMetrics: Retrieve the Forward/FX Convexity Adjustment
forwardFX() - Method in class org.drip.analytics.output.ConvexityAdjustment: Retrieve the Forward/FX Convexity Adjustment
forwardFXCorrelation(ForwardLabel, FXLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Forward and the FX Latent State Labels
forwardGovvieCorrelation(ForwardLabel, GovvieLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Forward and the Govvie Latent States
ForwardHazardCreditCurve - Class in org.drip.state.nonlinear: ForwardHazardCreditCurve manages the Survival Latent State, using the Hazard Rate as the State Response Representation.
ForwardHazardCreditCurve(int, CreditLabel, String, double[], int[], double[], int[], int) - Constructor for class org.drip.state.nonlinear.ForwardHazardCreditCurve: Create a credit curve from hazard rate and recovery rate term structures
ForwardJack(JulianDate, String, ForwardCurve, String) - Static method in class org.drip.sample.forward.IBORCurve
forwardLabel() - Method in class org.drip.analytics.cashflow.CompositePeriod: Return the Forward Label
forwardLabel() - Method in class org.drip.analytics.cashflow.ReferenceIndexPeriod: Retrieve the Forward Label
forwardLabel() - Method in class org.drip.dynamics.hjm.MultiFactorStateEvolver: Retrieve the Forward Label
forwardLabel() - Method in class org.drip.dynamics.lmm.ContinuousForwardRateEvolver: Retrieve the Forward Label
forwardLabel() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver: Retrieve the Forward Label
forwardLabel() - Method in class org.drip.dynamics.lmm.LognormalLIBORPointEvolver: Retrieve the Forward Label
forwardLabel() - Method in class org.drip.dynamics.lmm.LognormalLIBORVolatility: Retrieve the Forward Label
forwardLabel() - Method in class org.drip.dynamics.sabr.StochasticVolatilityStateEvolver: Retrieve the Forward Label
forwardLabel() - Method in class org.drip.param.period.ComposableFloatingUnitSetting: Retrieve the Forward Label
forwardLabel() - Method in class org.drip.product.calib.ProductQuoteSet: Retrieve the Forward Latent State Label, if it exists
forwardLabel() - Method in class org.drip.product.credit.BondComponent
forwardLabel() - Method in class org.drip.product.credit.CDSComponent
forwardLabel() - Method in interface org.drip.product.definition.BasketMarketParamRef: Get the Array of Forward Curve Latent State Labels
forwardLabel() - Method in class org.drip.product.definition.BasketProduct
forwardLabel() - Method in interface org.drip.product.definition.ComponentMarketParamRef: Get the Map of Forward Curve Latent State Labels
forwardLabel() - Method in class org.drip.product.fx.FXForwardComponent
forwardLabel() - Method in class org.drip.product.govvie.TreasuryFutures
forwardLabel() - Method in class org.drip.product.option.OptionComponent
forwardLabel() - Method in class org.drip.product.rates.FixFloatComponent
forwardLabel() - Method in class org.drip.product.rates.FloatFloatComponent
forwardLabel() - Method in class org.drip.product.rates.RatesBasket
forwardLabel() - Method in class org.drip.product.rates.SingleStreamComponent
forwardLabel() - Method in class org.drip.product.rates.Stream: Retrieve the Forward Label
ForwardLabel - Class in org.drip.state.identifier: ForwardLabel contains the Index Parameters referencing a payment on a Forward Index.
forwardOvernightCorrelation(ForwardLabel, OvernightLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Forward and the Overnight Latent States
forwardPaydownCorrelation(ForwardLabel, PaydownLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Forward and the Pay-down Latent States
forwardPrice() - Method in class org.drip.product.params.CTDEntry: Retrieve the CTD Forward Price
forwardPRWC(int, CurveSurfaceQuoteContainer, ProductQuoteSet) - Method in class org.drip.analytics.cashflow.CompositePeriod: Generate the Forward Predictor/Response Constraint
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.credit.BondComponent
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.credit.CDSComponent
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.definition.CalibratableComponent: Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Forward Factor Latent State from the Component's Cash Flows.
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.fra.FRAStandardComponent
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.fx.FXForwardComponent
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.option.OptionComponent
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.FixFloatComponent
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.FloatFloatComponent
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.RatesBasket
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.SingleStreamComponent
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.Stream: Generate the State Loading Constraints for the Forward Latent State
forwardRate() - Method in class org.drip.dynamics.sabr.ForwardRateUpdate: Retrieve the Forward Rate
forwardRate() - Method in class org.drip.product.calib.DepositComponentQuoteSet: Retrieve the Forward Rate
forwardRate() - Method in class org.drip.product.calib.FloatingStreamQuoteSet: Retrieve the Forward Rate
ForwardRateDeposit(JulianDate, String, ForwardLabel) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Construct an OTC Forward Deposit Instrument from Spot Date and the Maturity Tenor
ForwardRateDeposit(JulianDate, String[], ForwardLabel) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Construct an Array of OTC Forward Deposit Instruments from the corresponding Maturity Tenors
forwardRateEstimator(int, ForwardLabel) - Method in class org.drip.state.curve.DeterministicCollateralChoiceDiscountCurve
forwardRateEstimator(int, ForwardLabel) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
forwardRateEstimator(int, ForwardLabel) - Method in class org.drip.state.curve.ForeignCollateralizedDiscountCurve
forwardRateEstimator(int, ForwardLabel) - Method in class org.drip.state.curve.ZeroRateDiscountCurve
forwardRateEstimator(int, ForwardLabel) - Method in class org.drip.state.discount.MergedDiscountForwardCurve: Retrieve the Forward Curve that might be implied by the Latent State of this Discount Curve Instance corresponding to the specified Floating Rate Index
ForwardRateEstimator - Interface in org.drip.state.forward: ForwardRateEstimator is the interface that exposes the calculation of the Forward Rate for a specific Index.
forwardRateEstimator(int, ForwardLabel) - Method in class org.drip.state.nonlinear.FlatForwardDiscountCurve
ForwardRateEvolution - Class in org.drip.sample.sabr: ForwardRateEvolution demonstrates the Construction and Usage of the SABR Model Dynamics for the Evolution of Forward Rate.
ForwardRateEvolution() - Constructor for class org.drip.sample.sabr.ForwardRateEvolution
ForwardRateFutures(JulianDate, ForwardLabel) - Static method in class org.drip.product.creator.SingleStreamComponentBuilder: Create a Forward Rate Futures Product Instance from the Spot Date and the Forward Label
ForwardRateFutures(JulianDate, String) - Static method in class org.drip.service.template.ExchangeInstrumentBuilder: Generate a Forward Rate Futures Contract corresponding to the Spot Date
ForwardRateFuturesClient - Class in org.drip.sample.service: ForwardRateFuturesClient demonstrates the Invocation and Examination of the JSON-based Forward Rate Futures Valuation Service Client.
ForwardRateFuturesClient() - Constructor for class org.drip.sample.service.ForwardRateFuturesClient
ForwardRateFuturesCode(String, int) - Static method in class org.drip.product.creator.SingleStreamComponentBuilder: Construct the Forward Rate Futures Code given a Effective Date
ForwardRateFuturesPack(JulianDate, int, String) - Static method in class org.drip.product.creator.SingleStreamComponentBuilder: Generate a Forward Rate Futures Pack corresponding to the Specified Number of Contracts
ForwardRateFuturesPack(JulianDate, int, String) - Static method in class org.drip.service.template.ExchangeInstrumentBuilder: Generate a Forward Rate Futures Pack corresponding to the Spot Date and the Specified Number of Contracts
ForwardRateFuturesProcessor - Class in org.drip.service.json: ForwardRateFuturesProcessor Sets Up and Executes a JSON Based In/Out Forward Rate Futures Valuation Processor.
ForwardRateFuturesProcessor() - Constructor for class org.drip.service.json.ForwardRateFuturesProcessor
forwardRateIncrement() - Method in class org.drip.dynamics.sabr.ForwardRateUpdate: Retrieve the Forward Rate Increment
ForwardRates - Class in org.drip.service.api: ForwardRates contains the array of the forward rates.
ForwardRates() - Constructor for class org.drip.service.api.ForwardRates: Empty ForwardRates constructor
ForwardRateUpdate - Class in org.drip.dynamics.sabr: ForwardRateUpdate contains the Increment and Snapshot of the Forward Rate Latent State evolved through the SABR Dynamics.
forwardRateVolatility() - Method in class org.drip.dynamics.sabr.ForwardRateUpdate: Retrieve the Forward Rate Volatility
ForwardRateVolatilityCurve(JulianDate, ForwardLabel, boolean, String[], double[], double[], String, MergedDiscountForwardCurve, ForwardCurve) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Forward Rate Volatility Latent State Construction from Cap/Floor Instruments
forwardRateVolatilityIncrement() - Method in class org.drip.dynamics.sabr.ForwardRateUpdate: Retrieve the Forward Rate Volatility Increment
forwardRatingCorrelation(ForwardLabel, RatingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Forward and the Rating Latent States
forwardRecoveryCorrelation(ForwardLabel, RecoveryLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Forward and the Recovery Latent States
ForwardReferenceBasisSensitivity - Class in org.drip.sample.sensitivity: ForwardReferenceBasisSensitivity contains the sample demonstrating the full functionality behind creating highly customized spline based forward curves.
ForwardReferenceBasisSensitivity() - Constructor for class org.drip.sample.sensitivity.ForwardReferenceBasisSensitivity
forwardRepoCorrelation(ForwardLabel, RepoLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Forward and the Repo Latent States
ForwardReverseOptimizationOutput - Class in org.drip.portfolioconstruction.allocator: ForwardReverseOptimizationOutput holds the Metrics that result from a Forward/Reverse Optimization Run.
ForwardReverseOptimizationOutput(Portfolio, PortfolioMetrics, double, double[][], double[]) - Constructor for class org.drip.portfolioconstruction.allocator.ForwardReverseOptimizationOutput: ForwardReverseOptimizationOutput Constructor
forwardState(ForwardLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Forward State corresponding to the Label
ForwardStretchSpec(String, CalibratableComponent[], String[], double[]) - Static method in class org.drip.state.estimator.LatentStateStretchBuilder: Construct a Forward Latent State Stretch Spec Instance
ForwardStretchSpec(String, CalibratableComponent[], String, double[]) - Static method in class org.drip.state.estimator.LatentStateStretchBuilder: Construct a Forward Latent State Stretch Spec Instance
forwardVolatility(ForwardLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Volatility Curve for the specified Forward Latent State Label
ForwardVolatilityState - Class in org.drip.template.state: ForwardVolatilityState sets up the Calibration and the Construction of the Volatility Latent State for the Forward Latent State and examine the Emitted Metrics.
ForwardVolatilityState() - Constructor for class org.drip.template.state.ForwardVolatilityState
ForwardVolatilityStateShifted - Class in org.drip.template.statebump: ForwardVolatilityStateShifted demonstrates the Generation and the Usage of Tenor Bumped Forward Volatility Curves.
ForwardVolatilityStateShifted() - Constructor for class org.drip.template.statebump.ForwardVolatilityStateShifted
FourDSDMapToFlatString(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>>, String, String, String) - Static method in class org.drip.quant.common.CollectionUtil: Flatten a 4D SSSD map structure onto a string array
fra() - Method in class org.drip.product.fra.FRAStandardCapFloorlet: Retrieve the Underlying FRA Instance
FRAComponentQuoteSet - Class in org.drip.product.calib: FRAComponentQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the FRA Component.
FRAComponentQuoteSet(LatentStateSpecification[]) - Constructor for class org.drip.product.calib.FRAComponentQuoteSet: FRAComponentQuoteSet Constructor
FRAMarket(JulianDate, ForwardLabel, double) - Static method in class org.drip.product.creator.SingleStreamComponentBuilder: Create a FRA Market Component Instance from the Spot Date, the Forward Label, and the Strike
FRAMarketComponent - Class in org.drip.product.fra: FRAMarketComponent contains the implementation of the Standard Multi-Curve FRA product whose payoff is dictated off of Market FRA Conventions.
FRAMarketComponent(String, Stream, double, CashSettleParams) - Constructor for class org.drip.product.fra.FRAMarketComponent: FRAMarketComponent constructor
FRAMktMetric(JulianDate, MergedDiscountForwardCurve, ForwardCurve, String, VolatilityCurve, VolatilityCurve, double) - Static method in class org.drip.sample.fra.MultiCurveFRAMarketAnalysis
fraRate() - Method in class org.drip.product.calib.FRAComponentQuoteSet: Retrieve the FRA Rate
FRAStandard(JulianDate, ForwardLabel, double) - Static method in class org.drip.product.creator.SingleStreamComponentBuilder: Create a Standard FRA from the Spot Date, the Forward Label, and the Strike
FRAStandard(JulianDate, ForwardLabel, String, double) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Create a Standard FRA from the Spot Date, the Forward Label, and the Strike
FRAStandard(JulianDate, ForwardLabel, String[], double[]) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Create an Array of Standard FRAs from the Spot Date, the Forward Label, and the Strike
FRAStandardCapFloor - Class in org.drip.product.fra: FRAStandardCapFloor implements the Caps and Floors on the Standard FRA.
FRAStandardCapFloor(String, Stream, String, boolean, double, LastTradingDateSetting, CashSettleParams, FokkerPlanckGenerator) - Constructor for class org.drip.product.fra.FRAStandardCapFloor: FRAStandardCapFloor constructor
FRAStandardCapFloorlet - Class in org.drip.product.fra: FRAStandardCapFloorlet implements the Standard FRA Caplet and Floorlet.
FRAStandardCapFloorlet(String, FRAStandardComponent, String, boolean, double, double, LastTradingDateSetting, FokkerPlanckGenerator, CashSettleParams) - Constructor for class org.drip.product.fra.FRAStandardCapFloorlet: FRAStandardCapFloorlet constructor
FRAStandardComponent - Class in org.drip.product.fra: FRAStandardComponent contains the implementation of the Standard Multi-Curve FRA Component.
FRAStandardComponent(String, Stream, double, CashSettleParams) - Constructor for class org.drip.product.fra.FRAStandardComponent: FRAStandardComponent constructor
FRAStandardOption - Class in org.drip.sample.fra: FRAStandardOption contains the demonstration of the Valuation of an Option on a Multi-Curve FRA Standard.
FRAStandardOption() - Constructor for class org.drip.sample.fra.FRAStandardOption
FRAStandardOptionAnalysis - Class in org.drip.sample.fra: FRAStandardOptionAnalysis contains the demonstration of the custom volatility-correlation analysis of Option on a Standard Multi-Curve FRA.
FRAStandardOptionAnalysis() - Constructor for class org.drip.sample.fra.FRAStandardOptionAnalysis
FRAStdCapFloor - Class in org.drip.sample.capfloor: FRAStdCapFloor demonstrates the creation, invocation, usage, and valuation of the FRA Cap/Floor.
FRAStdCapFloor() - Constructor for class org.drip.sample.capfloor.FRAStdCapFloor
FRAStdCapFloorAnalysis - Class in org.drip.sample.capfloor: FRAStdCapFloorAnalysis contains an analysis if the correlation and volatility impact on a Cap/Floor of the standard FRA.
FRAStdCapFloorAnalysis() - Constructor for class org.drip.sample.capfloor.FRAStdCapFloorAnalysis
FRAStdCapModels - Class in org.drip.sample.capfloor: FRAStdCapModels runs a side-by-side comparison of the FRA Cap sequence using different models.
FRAStdCapModels() - Constructor for class org.drip.sample.capfloor.FRAStdCapModels
FRAStdCapMonteCarlo - Class in org.drip.sample.capfloor: FRAStdCapMonteCarlo demonstrates the steps associated with a LMM-Based Monte-Carlo pricing of a FRA Cap.
FRAStdCapMonteCarlo() - Constructor for class org.drip.sample.capfloor.FRAStdCapMonteCarlo
FRAStdCapSequence - Class in org.drip.sample.capfloor: FRAStdCapSequence demonstrates the Product Creation, Market Parameters Construction, and Valuation of a Sequence of Standard FRA Caps.
FRAStdCapSequence() - Constructor for class org.drip.sample.capfloor.FRAStdCapSequence
freq() - Method in class org.drip.analytics.cashflow.ComposableUnitPeriod: Retrieve the Coupon Frequency
freq() - Method in class org.drip.analytics.cashflow.CompositePeriod: Retrieve the Coupon Frequency
freq() - Method in class org.drip.analytics.daycount.ActActDCParams: Retrieve the Frequency
freq() - Method in class org.drip.param.period.CompositePeriodSetting: Retrieve the Frequency
freq() - Method in class org.drip.param.period.UnitCouponAccrualSetting: Retrieve the Coupon Frequency
freq() - Method in class org.drip.param.quoting.YieldInterpreter: Retrieve the Frequency
freq() - Method in class org.drip.product.credit.BondComponent
freq() - Method in class org.drip.product.credit.CDSComponent
freq() - Method in class org.drip.product.definition.Bond: Return the bond's coupon frequency
freq() - Method in class org.drip.product.definition.Component: Retrieve the Coupon Frequency
freq() - Method in class org.drip.product.fx.FXForwardComponent
freq() - Method in class org.drip.product.govvie.TreasuryFutures
freq() - Method in class org.drip.product.option.OptionComponent
freq() - Method in class org.drip.product.rates.FixFloatComponent
freq() - Method in class org.drip.product.rates.FloatFloatComponent
freq() - Method in class org.drip.product.rates.RatesBasket
freq() - Method in class org.drip.product.rates.SingleStreamComponent
freq() - Method in class org.drip.product.rates.Stream: Retrieve the Stream Frequency
freq() - Method in class org.drip.state.govvie.GovvieCurve: Retrieve the Yield Frequency
frequency() - Method in class org.drip.assetbacked.loan.Coupon: Retrieve the Loan Coupon Frequency
frequency() - Method in class org.drip.market.issue.TreasurySetting: Retrieve the Frequency
frequency() - Method in class org.drip.market.otc.CreditIndexConvention: Retrieve the Coupon Frequency
FRFHoliday - Class in org.drip.analytics.holset
FRFHoliday() - Constructor for class org.drip.analytics.holset.FRFHoliday
fri() - Method in class org.drip.product.params.FloaterSetting: Retrieve the Floating Rate Index
FRIDAY - Static variable in class org.drip.analytics.date.DateUtil: Days of the week - Friday
FritzJohnMultipliers - Class in org.drip.optimization.constrained: FritzJohnMultipliers holds the Array of the Fritz John/KKT Multipliers for the Array of the Equality and the Inequality Constraints, one per each Constraint.
FritzJohnMultipliers(double, double[], double[]) - Constructor for class org.drip.optimization.constrained.FritzJohnMultipliers: FritzJohnMultipliers Constructor
fritzJohnMultipliers() - Method in class org.drip.optimization.constrained.NecessarySufficientConditions: Retrieve the Fritz John Mutipliers
FromAmerican(int, int[], double[], boolean, int, boolean, double, String, double) - Static method in class org.drip.product.params.EmbeddedOptionSchedule: Create the discretized American EOS schedule from the array of dates and factors
FromAnnualReturnsSettings(double, double, double, double) - Static method in class org.drip.execution.parameters.ArithmeticPriceDynamicsSettings: Construct the Asset Dynamics Settings from the Annual Returns Parameters
FromArray(double[], double[]) - Static method in class org.drip.quant.common.Array2D: Create the Array2D Instance from a Matched Array of X and Y
FromArray(int[], double[]) - Static method in class org.drip.quant.common.Array2D: Create the Array2D Instance from a Matched Array of X and Y
fromBack() - Method in class org.drip.analytics.eventday.DateInMonth: Retrieve the Flag indicating whether the Lag is from the Front/Back
FromBaseCurve(int, String, String, boolean, List<CompositePeriod>, int, int, int, DiscountCurve, double, ValuationCustomizationParams, SegmentCustomBuilderControl) - Static method in class org.drip.state.curve.DerivedZeroRate: Construct an Instance from the Input Curve and the related Parameters
FromBracketingCustomBCP(BracketingControlParams) - Static method in class org.drip.function.r1tor1solver.InitializationHeuristics: Construct an Initialization Heuristics Instance from Custom Bracketing Control Parameters
FromBracketingEdgeHints(double, double) - Static method in class org.drip.function.r1tor1solver.InitializationHeuristics: Construct an Initialization Heuristics Instance from the bracketing edge soft hints
FromBracketingFloorCeiling(double, double) - Static method in class org.drip.function.r1tor1solver.InitializationHeuristics: Construct an Initialization Heuristics Instance from the bracketing hard floor/ceiling
FromBracketingMidHint(double) - Static method in class org.drip.function.r1tor1solver.InitializationHeuristics: Construct an Initialization Heuristics Instance from the bracketing mid hint
FromCode(String) - Static method in class org.drip.product.params.CurrencyPair: Construct the Currency Pair from the Code
FromCode(String, JulianDate, JulianDate, double) - Static method in class org.drip.service.template.TreasuryBuilder: Construct an Instance of the Treasury Bond From the Code
FromCode(String, JulianDate[], JulianDate[], double[]) - Static method in class org.drip.service.template.TreasuryBuilder: Construct an Array of the Treasury Instances from the Code
FromConfidence(MultivariateMeta, double[], double[][], double[][], double) - Static method in class org.drip.measure.bayesian.ProjectionDistributionLoading: Generate the ProjectionDistributionLoading Instance from the Confidence Level
FromContract(String) - Static method in class org.drip.market.exchange.TreasuryFuturesOptionContainer: Retrieve the Treasury Futures Option Convention from the Contract Name
FromDiscountCurve(int, String, String, boolean, List<CompositePeriod>, int, int, int, DiscountCurve, double, ValuationCustomizationParams, SegmentCustomBuilderControl) - Static method in class org.drip.state.curve.DerivedZeroRate: Construct an Instance from the Discount Curve and the related Parameters
FromExponentialPrimitive(ExponentialTensionSetParams) - Static method in class org.drip.spline.tension.KochLycheKvasovFamily: Implement the Basis Function Set from the Cubic Polynomial Numerator and Exponential Denominator
FromFrequency(int) - Static method in class org.drip.analytics.daycount.ActActDCParams: Construct an ActActDCParams from the specified Frequency
FromGovvieCurve(int, String, String, boolean, List<CompositePeriod>, int, int, int, GovvieCurve, double, ValuationCustomizationParams, SegmentCustomBuilderControl) - Static method in class org.drip.state.curve.DerivedZeroRate: Construct an Instance from the Govvie Curve and the related Parameters
FromHardSearchEdges(double, double) - Static method in class org.drip.function.r1tor1solver.InitializationHeuristics: Construct an Initialization Heuristics Instance from the hard search edges
FromHyperbolicPrimitive(ExponentialTensionSetParams) - Static method in class org.drip.spline.tension.KochLycheKvasovFamily: Implement the Basis Function Set from the Hyperbolic Hat Primitive Set
FromIRCSG(String, CalibratableComponent[]) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder: Create an DiscountCurveScenarioContainer Instance from the currency and the array of the calibration instruments
FromJurisdictionTypeMaturity(String, String, String, String) - Static method in class org.drip.market.exchange.TreasuryFuturesConventionContainer: Retrieve the Treasury Futures Convention from the Currency, the Type, the Sub-type, and the Maturity Tenor
FromMultivariateMetrics(MultivariateMoments) - Static method in class org.drip.portfolioconstruction.params.AssetUniverseStatisticalProperties: Construct an Instance of AUSP from the corresponding MultivariateMetrics Instance
FromPredictorResponsePair(double, double) - Static method in class org.drip.spline.params.SegmentResponseValueConstraint: Generate a SegmentResponseValueConstraint instance from the given predictor/response pair.
FromRationalLinearPrimitive(ExponentialTensionSetParams) - Static method in class org.drip.spline.tension.KochLycheKvasovFamily: Implement the Basis Function Set from the Cubic Polynomial Numerator and Linear Rational Denominator
FromRationalQuadraticPrimitive(ExponentialTensionSetParams) - Static method in class org.drip.spline.tension.KochLycheKvasovFamily: Implement the Basis Function Set from the Cubic Polynomial Numerator and Quadratic Rational Denominator
FromStringSet(String, String) - Static method in class org.drip.quant.common.Array2D: Create the Array2D Instance from a Matched String Array of X and Y
FromXYDeltaArray(double[], double[], double) - Static method in class org.drip.quant.common.Array2D: Create the Array2D Instance from a Matched Array of X and Y Deltas
FRTR(JulianDate, JulianDate, double) - Static method in class org.drip.service.template.TreasuryBuilder: Construct an Instance of the French Treasury EUR FRTR Bond
FULL_FRONT_PERIOD - Static variable in class org.drip.analytics.support.CompositePeriodBuilder: Period Set Generation Customization - Merge the front periods to produce a long front
fullConfidenceOutput() - Method in class org.drip.portfolioconstruction.bayesian.ProjectionImpliedConfidenceOutput: Retrieve the Full Projection Confidence Black Litterman Run Output
fullConfidenceRun() - Method in class org.drip.portfolioconstruction.bayesian.BlackLittermanCombinationEngine: Conduct a Black Litterman Run using a Theil-like Mixed Model Estimator For 100% Confidence in the Projection
fullCouponDCF() - Method in class org.drip.analytics.cashflow.ComposableUnitPeriod: Retrieve the Period Full Coupon DCF
fullCouponRate(CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.ComposableUnitPeriod: Get the Period Full Coupon Rate
fullName() - Method in class org.drip.market.otc.CreditIndexConvention: Retrieve the Full Name of the Credit Index
fullProjectionConfidenceDeviation() - Method in class org.drip.portfolioconstruction.bayesian.ProjectionImpliedConfidenceOutput: Retrieve the Full Projection Induced Equilibrium Asset Deviation Array
fullProjectionConfidenceWeight() - Method in class org.drip.portfolioconstruction.bayesian.ProjectionImpliedConfidenceOutput: Retrieve the Full Projection Induced Equilibrium Asset Weight Array
FULLY_INVESTED_CONSTRAINT - Static variable in class org.drip.portfolioconstruction.allocator.PortfolioEqualityConstraintSettings: FULLY_INVESTED_CONSTRAINT - The Mandatory Completely Invested Constraint
FullyInvested() - Static method in class org.drip.portfolioconstruction.allocator.PortfolioEqualityConstraintSettings: Construct a Fully Invested Instance of PortfolioEqualityConstraintSettings
fullyInvestedConstraint() - Method in class org.drip.portfolioconstruction.allocator.PortfolioConstructionParameters: Retrieve the Fully Invested Equality Constraint
fullyQualifiedName() - Method in class org.drip.market.exchange.FuturesOptions: Retrieve the Fully Qualified Name
fullyQualifiedName() - Method in class org.drip.state.identifier.CollateralLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.CreditLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.CustomLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.EquityLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.ForwardLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.FundingLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.FXLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.GovvieLabel
fullyQualifiedName() - Method in interface org.drip.state.identifier.LatentStateLabel: Retrieve the Fully Qualified Name
fullyQualifiedName() - Method in class org.drip.state.identifier.OvernightLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.PaydownLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.RatingLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.RecoveryLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.RepoLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.VolatilityLabel
funcClassA() - Method in class org.drip.spaces.cover.CarlStephaniProductBounds: Retrieve the Function Class A
funcClassB() - Method in class org.drip.spaces.cover.CarlStephaniProductBounds: Retrieve the Function Class B
function() - Method in class org.drip.sequence.functional.EfronSteinMetrics: Retrieve the Multivariate Objective Function
function() - Method in class org.drip.spaces.rxtor1.NormedR1ToNormedR1: Retrieve the Underlying R1ToR1 Function
function() - Method in class org.drip.spaces.rxtor1.NormedRdToNormedR1: Retrieve the Underlying RdToR1 Function
function() - Method in class org.drip.spaces.rxtord.NormedR1ToNormedRd: Retrieve the Underlying R1ToRd Function
function() - Method in class org.drip.spaces.rxtord.NormedRdToNormedRd: Retrieve the Underlying RdToRd Function
functionClass() - Method in class org.drip.function.r1tor1.FunctionClassSupremum: Retrieve the Class of Functions
functionClass() - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator: Retrieve the Underlying Learner Function Class
functionClass() - Method in class org.drip.learning.rxtor1.GeneralizedLearner
FunctionClassCoveringBounds - Interface in org.drip.spaces.cover: FunctionClassCoveringBounds implements the estimate Lower/Upper Bounds and/or Absolute Values of the Covering Number for the Function Class.
FunctionClassSupremum - Class in org.drip.function.r1tor1: FunctionClassSupremum implements the Univariate Function that corresponds to the Supremum among the specified Class of Functions.
FunctionClassSupremum(R1ToR1[]) - Constructor for class org.drip.function.r1tor1.FunctionClassSupremum: FunctionClassSupremum Cnstructor
functionR1ToR1Set() - Method in class org.drip.spaces.functionclass.NormedR1ToNormedR1Finite: Retrieve the Finite Class of R^1 To R^1 Functions
functionRdToR1Set() - Method in class org.drip.spaces.functionclass.NormedRdToNormedR1Finite: Retrieve the Finite Class of R^d To R^1 Functions
functionSequenceMetrics(R1ToR1) - Method in class org.drip.sequence.metrics.SingleSequenceAgnosticMetrics: Generate the Metrics for the Univariate Function Sequence
FunctionSet - Class in org.drip.spline.basis: This class implements the basis spline function set.
FunctionSet(R1ToR1[]) - Constructor for class org.drip.spline.basis.FunctionSet
FunctionSetBuilder - Class in org.drip.spline.basis: This class implements the basis set and spline builder for the following types of splines: - Exponential basis tension splines - Hyperbolic basis tension splines - Polynomial basis splines - Bernstein Polynomial basis splines - Kaklis Pandelis basis tension splines This elastic coefficients for the segment using Ck basis splines inside [0,...,1) - Globally [x_0,...,x_1) are extracted for: y = Estimator (Ck, x) * ShapeControl (x) where x is the normalized ordinate mapped as x becomes (x - x_i-1) / (x_i - x_i-1) The inverse quadratic/rational spline is a typical shape controller spline used.
FunctionSetBuilder() - Constructor for class org.drip.spline.basis.FunctionSetBuilder
FunctionSetBuilderParams - Interface in org.drip.spline.basis: FunctionSetBuilderParams is an empty stub class whose derived implementations hold the per-segment basis set parameters.
functionSpaces() - Method in class org.drip.spaces.functionclass.NormedRxToNormedR1Finite: Retrieve the Array of Function Spaces in the Class
functionSpaces() - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite: Retrieve the Array of Function Spaces in the Class
FunctionSupremumUnivariateRandom - Class in org.drip.sequence.functional: FunctionSupremumUnivariateRandom contains the Implementation of the FunctionClassSupremum Objective Function dependent on Univariate Random Variable.
FunctionSupremumUnivariateRandom(R1ToR1[], R1) - Constructor for class org.drip.sequence.functional.FunctionSupremumUnivariateRandom: FunctionSupremumUnivariateRandom Constructor
FundConventionFromJurisdiction(String) - Static method in class org.drip.market.otc.OvernightFixedFloatContainer: Retrieve the Fix-Float Overnight Fund Convention for the specified Jurisdiction
FundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String, SegmentCustomBuilderControl) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Funding Curve Based off of the Input Exchange/OTC Market Instruments Using the specified Spline
FundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String, int) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Funding Curve Based off of the Input Exchange/OTC Market Instruments
FundingCurveAPI - Class in org.drip.service.state: FundingCurveAPI computes the Metrics associated the Funding Curve State.
FundingCurveAPI() - Constructor for class org.drip.service.state.FundingCurveAPI
FundingCurveMetrics - Class in org.drip.historical.state: FundingCurveMetrics holds the computed Metrics associated the Funding Curve State.
FundingCurveMetrics(JulianDate) - Constructor for class org.drip.historical.state.FundingCurveMetrics: FundingCurveMetrics Constructor
FundingCurveQuoteSensitivity - Class in org.drip.sample.sensitivity: FundingCurveQuoteSensitivity demonstrates the calculation of the Funding curve sensitivity to the calibration instrument quotes.
FundingCurveQuoteSensitivity() - Constructor for class org.drip.sample.sensitivity.FundingCurveQuoteSensitivity
FundingDeposit(JulianDate, String, String) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Construct an OTC Funding Deposit Instrument from the Spot Date and the Maturity Tenor
FundingDeposit(JulianDate, String, String[]) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Construct an Array of OTC Funding Deposit Instruments from their corresponding Maturity Tenors
FundingFixFloatMarksReconstitutor - Class in org.drip.feed.transformer: FundingFixFloatMarksReconstitutor transforms the Funding Instrument Manifest Measures (e.g., Forward Rate for Deposits, Forward Rate for Futures, and Swap Rates for Fix/Float Swap) Feed Inputs into Formats appropriate for Funding Curve Construction and Measure Generation.
FundingFixFloatMarksReconstitutor() - Constructor for class org.drip.feed.transformer.FundingFixFloatMarksReconstitutor
fundingFlatBump(BasketProduct, boolean) - Method in class org.drip.param.definition.ScenarioMarketParams: Get the Map of Funding Parallel Bumped Curves for the given Basket Product
fundingFlatBump(BasketProduct, boolean) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.credit.BondComponent
fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.credit.CDSComponent
fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.definition.CalibratableComponent: Generate the Calibratable Linearized Predictor/Response Constraint Weights for the merged Funding and Forward Latent States from the Component's Cash Flows.
fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.fx.FXForwardComponent
fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.option.OptionComponent
fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.FixFloatComponent
fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.FloatFloatComponent
fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.RatesBasket
fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.SingleStreamComponent
fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.Stream: Generate the State Loading Constraints for the Merged Forward/Funding Latent State
fundingFundingCorrelation(FundingLabel, FundingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Pair of Funding Latent States
FundingFuturesAPI - Class in org.drip.service.product: FundingFuturesAPI contains the Functionality associated with the Horizon Analysis of the Funding Futures.
FundingFuturesAPI() - Constructor for class org.drip.service.product.FundingFuturesAPI
FundingFuturesClosesReconstitutor - Class in org.drip.feed.transformer: FundingFuturesClosesReconstitutor transforms the Funding Futures Closes- Feed Inputs into Formats suitable for Valuation Metrics and Sensitivities Generation.
FundingFuturesClosesReconstitutor() - Constructor for class org.drip.feed.transformer.FundingFuturesClosesReconstitutor
fundingFX() - Method in class org.drip.analytics.output.CompositePeriodCouponMetrics: Retrieve the Funding/FX Convexity Adjustment
fundingFX() - Method in class org.drip.analytics.output.ConvexityAdjustment: Retrieve the Funding/FX Convexity Adjustment
fundingFXCorrelation(FundingLabel, FXLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Funding and the FX Latent States
fundingGovvieCorrelation(FundingLabel, GovvieLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Funding and the Govvie Latent States
fundingLabel() - Method in class org.drip.analytics.cashflow.Bullet: Return the Funding Label
fundingLabel() - Method in class org.drip.analytics.cashflow.CompositePeriod: Return the Funding Label
fundingLabel() - Method in class org.drip.analytics.output.BulletMetrics: Retrieve the Funding Label
fundingLabel() - Method in class org.drip.dynamics.hjm.MultiFactorStateEvolver: Retrieve the Funding Label
fundingLabel() - Method in class org.drip.dynamics.hullwhite.SingleFactorStateEvolver: Retrieve the Funding Label
fundingLabel() - Method in class org.drip.dynamics.lmm.ContinuousForwardRateEvolver: Retrieve the Funding Label
fundingLabel() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver: Retrieve the Funding Label
fundingLabel() - Method in class org.drip.dynamics.lmm.LognormalLIBORPointEvolver: Retrieve the Funding Label
fundingLabel() - Method in class org.drip.product.calib.ProductQuoteSet: Retrieve the Funding Latent State Label, if it exists
fundingLabel() - Method in class org.drip.product.credit.BondComponent
fundingLabel() - Method in class org.drip.product.credit.CDSComponent
fundingLabel() - Method in interface org.drip.product.definition.BasketMarketParamRef: Get the Array of Funding Curve Latent State Labels
fundingLabel() - Method in class org.drip.product.definition.BasketProduct
fundingLabel() - Method in interface org.drip.product.definition.ComponentMarketParamRef: Get the Funding Curve Latent State Label
fundingLabel() - Method in class org.drip.product.fx.FXForwardComponent
fundingLabel() - Method in class org.drip.product.govvie.TreasuryFutures
fundingLabel() - Method in class org.drip.product.option.OptionComponent
fundingLabel() - Method in class org.drip.product.rates.FixFloatComponent
fundingLabel() - Method in class org.drip.product.rates.FloatFloatComponent
fundingLabel() - Method in class org.drip.product.rates.RatesBasket
fundingLabel() - Method in class org.drip.product.rates.SingleStreamComponent
fundingLabel() - Method in class org.drip.product.rates.Stream: Retrieve the Funding Label
FundingLabel - Class in org.drip.state.identifier: FundingLabel contains the Identifier Parameters referencing the Latent State of the named Funding Discount Curve.
FundingNativeForwardReconciler - Class in org.drip.sample.multicurve: FundingNativeForwardReconciler demonstrates the Construction of the Forward Curve Native to the Discount Curve across different Tenors, and display their Reconciliation.
FundingNativeForwardReconciler() - Constructor for class org.drip.sample.multicurve.FundingNativeForwardReconciler
fundingOvernightCorrelation(FundingLabel, OvernightLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Funding and the Overnight Latent States
fundingPaydownCorrelation(FundingLabel, PaydownLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Funding and the Pay-down Latent States
fundingPRWC(int, CurveSurfaceQuoteContainer, ProductQuoteSet) - Method in class org.drip.analytics.cashflow.Bullet: Generate the Funding Predictor/Response Constraint
fundingPRWC(int, CurveSurfaceQuoteContainer, ProductQuoteSet) - Method in class org.drip.analytics.cashflow.CompositePeriod: Generate the Funding Predictor/Response Constraint
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.credit.BondComponent
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.credit.CDSComponent
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.definition.CalibratableComponent: Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Funding Curve Discount Factor Latent State from the Component's Cash Flows.
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.fra.FRAStandardComponent
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.fx.FXForwardComponent
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.option.OptionComponent
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.FixFloatComponent
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.FloatFloatComponent
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.RatesBasket
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.SingleStreamComponent
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.Stream: Generate the State Loading Constraints for the Funding Latent State
fundingRatingCorrelation(FundingLabel, RatingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Funding and the Rating Latent States
fundingRecoveryCorrelation(FundingLabel, RecoveryLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Funding and the Recovery Latent States
fundingRepoCorrelation(FundingLabel, RepoLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Funding and the Repo Latent States
fundingState(FundingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Funding Latent State Corresponding to the Label
fundingState() - Method in class org.drip.service.api.FixFloatFundingInstrument: Retrieve the Funding State
FundingState - Class in org.drip.template.state: FundingState sets up the Calibration of the Funding Latent State and examine the Emitted Metrics.
FundingState() - Constructor for class org.drip.template.state.FundingState
FundingStateClient - Class in org.drip.sample.service: FundingStateClient demonstrates the Invocation and Examination of the JSON-based Funding Service Client.
FundingStateClient() - Constructor for class org.drip.sample.service.FundingStateClient
FundingStateShifted - Class in org.drip.template.statebump: FundingStateShifted generates a Sequence of Tenor Bumped Funding Curves.
FundingStateShifted() - Constructor for class org.drip.template.statebump.FundingStateShifted
FundingStretchSpec(String, CalibratableComponent[], String[], double[]) - Static method in class org.drip.state.estimator.LatentStateStretchBuilder: Construct a Funding Latent State Stretch Spec Instance
FundingStretchSpec(String, CalibratableComponent[], String, double[]) - Static method in class org.drip.state.estimator.LatentStateStretchBuilder: Construct a Funding Latent State Stretch Spec Instance
fundingTenorBump(BasketProduct, boolean) - Method in class org.drip.param.definition.ScenarioMarketParams: Get the Double Map of Funding Tenor Bumped Curves for each Funding Curve for the given Basket Product
fundingTenorBump(BasketProduct, boolean) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
fundingTenorMarketParams(Component, boolean) - Method in class org.drip.param.definition.ScenarioMarketParams: Get the Map of Funding Tenor Bumped Market Parameters corresponding to the Component
fundingTenorMarketParams(Component, boolean) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
fundingVolatility(FundingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Volatility Curve for the Funding Latent State Label
futureQuote() - Method in class org.drip.service.api.DiscountCurveInputInstrument: Retrieve the Array of Future Quotes
FuturesComponentQuoteSet - Class in org.drip.product.calib: FuturesComponentQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the Short-term Interest Rate Futures Component.
FuturesComponentQuoteSet(LatentStateSpecification[]) - Constructor for class org.drip.product.calib.FuturesComponentQuoteSet: FuturesComponentQuoteSet Constructor
FuturesHelper - Class in org.drip.analytics.support: FuturesHelper contains the Collection of the Futures Valuation related Utility Functions.
FuturesHelper() - Constructor for class org.drip.analytics.support.FuturesHelper
FuturesIndex() - Method in class org.drip.market.exchange.TreasuryFuturesOptionConvention: Retrieve the Treasury Futures Index
FuturesOption(JulianDate, ForwardLabel, double, String, boolean, CashSettleParams) - Static method in class org.drip.product.creator.SingleStreamOptionBuilder: Create a Standard Futures Option
FuturesOptions - Class in org.drip.market.exchange: FuturesOptions contains the details of the exchange-traded Short-Term Futures Options Contracts.
FuturesOptions(String, String) - Constructor for class org.drip.market.exchange.FuturesOptions: FuturesOptions Constructor
FuturesOptionsContainer - Class in org.drip.market.exchange: FuturesOptionsContainer holds the short term futures options contracts.
FuturesOptionsContainer() - Constructor for class org.drip.market.exchange.FuturesOptionsContainer
futureTenor() - Method in class org.drip.service.api.DiscountCurveInputInstrument: Retrieve the Array of Future Tenors
FV1 - Class in org.drip.sample.treasuryfuturesapi: FV1 demonstrates the Invocation and Examination of the FV1 5Y UST Treasury Futures.
FV1() - Constructor for class org.drip.sample.treasuryfuturesapi.FV1
FV1 - Class in org.drip.template.ust: FV1 demonstrates the Details behind the Implementation and the Pricing of the 5Y FV1 UST Futures Contract.
FV1() - Constructor for class org.drip.template.ust.FV1
FV1Attribution - Class in org.drip.sample.treasuryfuturespnl: FV1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the FV1 Series.
FV1Attribution() - Constructor for class org.drip.sample.treasuryfuturespnl.FV1Attribution
FV1ClosesReconstitutor - Class in org.drip.sample.treasuryfuturesfeed: FV1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formated FV1 Closes Feed.
FV1ClosesReconstitutor() - Constructor for class org.drip.sample.treasuryfuturesfeed.FV1ClosesReconstitutor
FV1KeyRateDuration - Class in org.drip.sample.treasuryfuturesrisk: FV1KeyRateDuration demonstrates the Computation of the Key Rate Duration for the FV1 Treasury Futures.
FV1KeyRateDuration() - Constructor for class org.drip.sample.treasuryfuturesrisk.FV1KeyRateDuration
fwdMetric() - Method in class org.drip.service.api.InstrMetric: Retrieve the Forward Metric
fx(CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.Bullet: Coupon Period FX
fx(CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.CompositePeriod: Coupon Period FX
fx() - Method in class org.drip.analytics.output.BulletMetrics: Retrieve the Terminal FX Rate
fx(int) - Method in class org.drip.state.curve.BasisSplineFXForward
fx(int) - Method in class org.drip.state.fx.FXCurve: Calculate the FX Forward to the given Date
fx(JulianDate) - Method in class org.drip.state.fx.FXCurve: Calculate the FX Forward to the given date
fx(String) - Method in class org.drip.state.fx.FXCurve: Calculate the FX Forward to the given date
fx(int) - Method in class org.drip.state.nonlinear.FlatForwardFXCurve
FX_QM_FORWARD_OUTRIGHT - Static variable in class org.drip.analytics.definition.LatentStateStatic: FX Latent State Quantification Metric - FX Forward Outright
FXBasisCalibrator(FXForwardComponent) - Constructor for class org.drip.product.fx.FXForwardComponent.FXBasisCalibrator: Constructor: Construct the basis calibrator from the FXForward parent
fxCode() - Method in class org.drip.product.fx.ComponentPair: Retrieve the FX Code
FXCurrencyPairConventions - Class in org.drip.sample.fx: FXCurrencyPairConventions demonstrates the accessing of the Standard FX Currency Order and Currency Pair Conventions.
FXCurrencyPairConventions() - Constructor for class org.drip.sample.fx.FXCurrencyPairConventions
FXCurve(JulianDate, CurrencyPair, String[], double[], String, double, SegmentCustomBuilderControl) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct an FX Curve from the FX Forward Instruments
FXCurve(JulianDate, CurrencyPair, String[], double[], String, double, int) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct an FX Curve from the FX Forward Instruments
FXCurve - Class in org.drip.state.fx: FXCurve is the Stub for the FX Curve for the specified Currency Pair.
fxFixingDate() - Method in class org.drip.analytics.cashflow.Bullet: Return the period FX Fixing Date
fxFixingDate() - Method in class org.drip.analytics.cashflow.CompositePeriod: Return the Period FX Fixing Date
fxFixingSetting() - Method in class org.drip.param.period.CompositePeriodSetting: Retrieve the FX Fixing Setting
fxFixingSetting() - Method in class org.drip.product.fx.ComponentPair: Retrieve the FX Fixing Setting
fxForward(ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, double, boolean) - Method in class org.drip.product.fx.FXForwardComponent: Imply the FX Forward
FXForward(JulianDate, CurrencyPair, String) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Create an OTC FX Forward Component
FXForward(JulianDate, CurrencyPair, String[]) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Create an Array of OTC FX Forward Components
FXForwardComponent - Class in org.drip.product.fx: FXForwardComponent contains the Standard FX forward Component contract details - the effective date, the maturity date, the currency pair and the product code.
FXForwardComponent(String, CurrencyPair, int, int, double, CashSettleParams) - Constructor for class org.drip.product.fx.FXForwardComponent: Create an FXForwardComponent from the currency pair, the effective and the maturity dates
FXForwardComponent.FXBasisCalibrator - Class in org.drip.product.fx
FXForwardQuoteSet - Class in org.drip.product.calib: FXForwardQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the FX Forward Component.
FXForwardQuoteSet(LatentStateSpecification[]) - Constructor for class org.drip.product.calib.FXForwardQuoteSet: FXForwardQuoteSet Constructor
fxFXCorrelation(FXLabel, FXLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface for the specified FX Latent State Label Set
fxFXLoading(FXLabel) - Method in class org.drip.analytics.output.BulletMetrics: Retrieve the FX Loading Coefficient for the specified FX Latent State
fxGovvieCorrelation(FXLabel, GovvieLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface for the specified FX and the Govvie Latent States
fxLabel() - Method in class org.drip.analytics.cashflow.Bullet: Return the FX Label
fxLabel() - Method in class org.drip.analytics.cashflow.CompositePeriod: Return the FX Label
fxLabel() - Method in class org.drip.analytics.output.BulletMetrics: Retrieve the FX Label
fxLabel() - Method in class org.drip.product.calib.ProductQuoteSet: Retrieve the FX Latent State Label, if it exists
fxLabel() - Method in class org.drip.product.credit.BondComponent
fxLabel() - Method in class org.drip.product.credit.CDSComponent
fxLabel() - Method in interface org.drip.product.definition.BasketMarketParamRef: Get the Array of the FX Latent State Identifier Labels
fxLabel() - Method in class org.drip.product.definition.BasketProduct
fxLabel() - Method in interface org.drip.product.definition.ComponentMarketParamRef: Get the Map of FX Latent State Identifier Labels
fxLabel() - Method in class org.drip.product.fx.ComponentPair
fxLabel() - Method in class org.drip.product.fx.FXForwardComponent
fxLabel() - Method in class org.drip.product.govvie.TreasuryFutures
fxLabel() - Method in class org.drip.product.option.OptionComponent
fxLabel() - Method in class org.drip.product.rates.FixFloatComponent
fxLabel() - Method in class org.drip.product.rates.FloatFloatComponent
fxLabel() - Method in class org.drip.product.rates.RatesBasket
fxLabel() - Method in class org.drip.product.rates.SingleStreamComponent
fxLabel() - Method in class org.drip.product.rates.Stream: Retrieve the FX Label
FXLabel - Class in org.drip.state.identifier: FXLabel contains the Identifier Parameters referencing the Latent State of the named FX Curve.
fxOvernightCorrelation(FXLabel, OvernightLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface for the specified FX and the Overnight Latent States
fxPaydownCorrelation(FXLabel, PaydownLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface for the specified FX and the Pay-down Latent States
fxPRWC(int, CurveSurfaceQuoteContainer, ProductQuoteSet) - Method in class org.drip.analytics.cashflow.CompositePeriod: Generate the FX Predictor/Response Constraint
fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.credit.BondComponent
fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.credit.CDSComponent
fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.definition.CalibratableComponent: Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged FX Curve FX Forward Latent State from the Component's Cash Flows.
fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.fx.FXForwardComponent
fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.option.OptionComponent
fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.FixFloatComponent
fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.FloatFloatComponent
fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.RatesBasket
fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.SingleStreamComponent
fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.Stream: Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged FX Curve FX Forward Latent State from the Component's Cash Flows.
fxRatingCorrelation(FXLabel, RatingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface for the specified FX and the Rating Latent States
fxRecoveryCorrelation(FXLabel, RecoveryLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface for the specified FX and the Recovery Latent States
fxRepoCorrelation(FXLabel, RepoLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface for the specified FX and the Repo Latent States
FXSettingContainer - Class in org.drip.market.definition: FXSettingContainer contains the Parameters related to the FX Settings.
FXSettingContainer() - Constructor for class org.drip.market.definition.FXSettingContainer
fxSpot() - Method in class org.drip.state.curve.BasisSplineFXForward: Retrieve the FX Spot
fxSpot() - Method in class org.drip.state.nonlinear.FlatForwardFXCurve: Retrieve the FX Spot
fxState(FXLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the FX State for the specified FX Latent State Label
FXState - Class in org.drip.template.state: FXState sets up the Calibration and the Construction of the FX Latent State and examine the Emitted Metrics.
FXState() - Constructor for class org.drip.template.state.FXState
FXStateShifted - Class in org.drip.template.statebump: FXStateShifted demonstrates the Generation and the Usage of Tenor Bumped FX Curves.
FXStateShifted() - Constructor for class org.drip.template.statebump.FXStateShifted
FXStretchSpec(String, CalibratableComponent[], String[], double[]) - Static method in class org.drip.state.estimator.LatentStateStretchBuilder: Construct a FX Latent State Stretch Spec Instance
FXStretchSpec(String, CalibratableComponent[], String, double[]) - Static method in class org.drip.state.estimator.LatentStateStretchBuilder: Construct a FX Latent State Stretch Spec Instance
fxVolatility(FXLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Volatility Curve for the specified FX Latent State Label

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