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 _

I

i() - Method in class org.drip.execution.athl.IJK

The Almgren-Thum-Hauptmann-Li "I" Transaction Signal

IBOR12MCubicKLKHyperbolic - Class in org.drip.sample.forward

This Sample illustrates the Construction and Usage of the IBOR 12M Forward Curve Using Vanilla Cubic KLK Hyperbolic Tension B-Splines.

IBOR12MCubicKLKHyperbolic() - Constructor for class org.drip.sample.forward.IBOR12MCubicKLKHyperbolic

IBOR12MCubicPolyVanilla - Class in org.drip.sample.forward

This Sample illustrates the Construction and Usage of the IBOR 12M Forward Curve Using Vanilla Cubic Polynomial.

IBOR12MCubicPolyVanilla() - Constructor for class org.drip.sample.forward.IBOR12MCubicPolyVanilla

IBOR12MQuarticPolyVanilla - Class in org.drip.sample.forward

This Sample illustrates the Construction and Usage of the IBOR 12M Forward Curve Using Vanilla Quartic Polynomial.

IBOR12MQuarticPolyVanilla() - Constructor for class org.drip.sample.forward.IBOR12MQuarticPolyVanilla

IBOR1MCubicKLKHyperbolic - Class in org.drip.sample.forward

This Sample illustrates the Construction and Usage of the IBOR 1M Forward Curve Using Vanilla Cubic KLK Hyperbolic Tension B-Splines.

IBOR1MCubicKLKHyperbolic() - Constructor for class org.drip.sample.forward.IBOR1MCubicKLKHyperbolic

IBOR1MCubicPolyVanilla - Class in org.drip.sample.forward

This Sample illustrates the Construction and Usage of the IBOR 1M Forward Curve Using Vanilla Cubic Polynomial.

IBOR1MCubicPolyVanilla() - Constructor for class org.drip.sample.forward.IBOR1MCubicPolyVanilla

IBOR1MQuarticPolyVanilla - Class in org.drip.sample.forward

This Sample illustrates the Construction and Usage of the IBOR 1M Forward Curve Using Vanilla Quartic Polynomial.

IBOR1MQuarticPolyVanilla() - Constructor for class org.drip.sample.forward.IBOR1MQuarticPolyVanilla

IBOR3MCubicKLKHyperbolic - Class in org.drip.sample.forward

This Sample illustrates the Construction and Usage of the IBOR 3M Forward Curve Using Cubic KLK Hyperbolic Tension B-Spline.

IBOR3MCubicKLKHyperbolic() - Constructor for class org.drip.sample.forward.IBOR3MCubicKLKHyperbolic

IBOR3MCubicPolyVanilla - Class in org.drip.sample.forward

This Sample illustrates the Construction and Usage of the IBOR 3M Forward Curve Using Vanilla Cubic Polynomial.

IBOR3MCubicPolyVanilla() - Constructor for class org.drip.sample.forward.IBOR3MCubicPolyVanilla

IBOR3MQuarticPolyVanilla - Class in org.drip.sample.forward

This Sample illustrates the Construction and Usage of the IBOR 3M Forward Curve Using Vanilla Quartic Polynomial.

IBOR3MQuarticPolyVanilla() - Constructor for class org.drip.sample.forward.IBOR3MQuarticPolyVanilla

IBOR6MCubicKLKHyperbolic - Class in org.drip.sample.forward

This Sample illustrates the Construction and Usage of the IBOR 6M Forward Curve Using Cubic KLK Hyperbolic Tension B-Spline.

IBOR6MCubicKLKHyperbolic() - Constructor for class org.drip.sample.forward.IBOR6MCubicKLKHyperbolic

IBOR6MCubicPolyVanilla - Class in org.drip.sample.forward

This Sample illustrates the Construction and Usage of the IBOR 6M Forward Curve Using Vanilla Cubic Polynomial.

IBOR6MCubicPolyVanilla() - Constructor for class org.drip.sample.forward.IBOR6MCubicPolyVanilla

IBOR6MQuarticPolyVanilla - Class in org.drip.sample.forward

This Sample illustrates the Construction and Usage of the IBOR 6M Forward Curve Using Vanilla Quartic Polynomial Spline.

IBOR6MQuarticPolyVanilla() - Constructor for class org.drip.sample.forward.IBOR6MQuarticPolyVanilla

IBORCurve - Class in org.drip.sample.forward

IBORCurve illustrates the Construction and Usage of the IBOR Forward Curve.

IBORCurve() - Constructor for class org.drip.sample.forward.IBORCurve

IBORFixedFloatContainer - Class in org.drip.market.otc

IBORFixedFloatContainer holds the settings of the standard OTC IBOR fix-float swap contract conventions.

IBORFixedFloatContainer() - Constructor for class org.drip.market.otc.IBORFixedFloatContainer

IBORFloatFloatContainer - Class in org.drip.market.otc

IBORFloatFloatContainer holds the settings of the standard OTC float-float swap contract Conventions.

IBORFloatFloatContainer() - Constructor for class org.drip.market.otc.IBORFloatFloatContainer

IBORIndex - Class in org.drip.market.definition

IBORIndex contains the definitions of the IBOR indexes of different jurisdictions.

IBORIndex(String, String, String, String, String, int, String, String, int) - Constructor for class org.drip.market.definition.IBORIndex

IBORIndex Constructor

IBORIndexContainer - Class in org.drip.market.definition

IBORIndexContainer holds the definitions of the IBOR index definitions corresponding to the different jurisdictions.

IBORIndexContainer() - Constructor for class org.drip.market.definition.IBORIndexContainer

IBRHoliday - Class in org.drip.analytics.holset

IBRHoliday() - Constructor for class org.drip.analytics.holset.IBRHoliday

id() - Method in class org.drip.market.exchange.TreasuryFuturesContract

Retrieve the Treasury Futures Contract ID

id() - Method in class org.drip.portfolioconstruction.asset.AssetComponent

Retrieve the Asset ID

id() - Method in class org.drip.portfolioconstruction.asset.Portfolio

Retrieve the Array of Asset IDs

id() - Method in class org.drip.portfolioconstruction.params.AssetStatisticalProperties

Retrieve the ID of the Asset

id() - Method in class org.drip.product.params.IdentifierSet

Retrieve the ID

IdempotentUnivariateRandom - Class in org.drip.sequence.functional

IdempotentUnivariateRandom contains the Implementation of the OffsetIdempotent Objective Function dependent on Univariate Random Variable.

IdempotentUnivariateRandom(double, R1) - Constructor for class org.drip.sequence.functional.IdempotentUnivariateRandom

IdempotentUnivariateRandom Constructor

identifierSet() - Method in class org.drip.product.credit.BondComponent

identifierSet() - Method in interface org.drip.product.definition.BondProduct

Retrieve the bond identifier set

IdentifierSet - Class in org.drip.product.params

IdentifierSet contains the component's identifier parameters - ISIN, CUSIP, ID, and ticker.

IdentifierSet(String, String, String, String) - Constructor for class org.drip.product.params.IdentifierSet

Construct the IdentifierSet from ISIN, CUSIP, ID, and ticker.

IDRHoliday - Class in org.drip.analytics.holset

IDRHoliday() - Constructor for class org.drip.analytics.holset.IDRHoliday

IdzorekAndrogue2003 - Class in org.drip.sample.blacklitterman

IdzorekAndrogue2003 reconciles the Outputs of the Black-Litterman Model Process.

IdzorekAndrogue2003() - Constructor for class org.drip.sample.blacklitterman.IdzorekAndrogue2003

IEPHoliday - Class in org.drip.analytics.holset

IEPHoliday() - Constructor for class org.drip.analytics.holset.IEPHoliday

ifrInitialTermStructure() - Method in class org.drip.dynamics.hjm.G2PlusPlus

Retrieve the Initial Instantaneous Forward Rate Term Structure

ifrInitialTermStructure() - Method in class org.drip.dynamics.hullwhite.SingleFactorStateEvolver

Retrieve the Initial Instantaneous Forward Rate Term Structure

IGPHoliday - Class in org.drip.analytics.holset

IGPHoliday() - Constructor for class org.drip.analytics.holset.IGPHoliday

IIDSequenceSumBound - Class in org.drip.sample.sequence

IIDSequenceSumBound demonstrates the Computation of the Different Probabilistic Bounds for Sums of i.i.d.

IIDSequenceSumBound() - Constructor for class org.drip.sample.sequence.IIDSequenceSumBound

IJK - Class in org.drip.execution.athl

IJK holds the Empirical Signals that have been emitted off of a Transaction Run using the Scheme by Almgren, Thum, Hauptmann, and Li (2005), using the Parameterization of Almgren (2003).

IJK(TransactionSignal, TransactionSignal) - Constructor for class org.drip.execution.athl.IJK

IJK Constructor

IK1 - Class in org.drip.sample.treasuryfuturesapi

IK1 demonstrates the Invocation and Examination of the IK1 10Y BTPS Treasury Futures.

IK1() - Constructor for class org.drip.sample.treasuryfuturesapi.IK1

IK1Attribution - Class in org.drip.sample.treasuryfuturespnl

IK1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the IK1 Series.

IK1Attribution() - Constructor for class org.drip.sample.treasuryfuturespnl.IK1Attribution

IK1ClosesReconstitutor - Class in org.drip.sample.treasuryfuturesfeed

IK1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formated IK1 Closes Feed.

IK1ClosesReconstitutor() - Constructor for class org.drip.sample.treasuryfuturesfeed.IK1ClosesReconstitutor

IK1KeyRateDuration - Class in org.drip.sample.treasuryfuturesrisk

IK1KeyRateDuration demonstrates the Computation of the Key Rate Duration for the IK1 Treasury Futures.

IK1KeyRateDuration() - Constructor for class org.drip.sample.treasuryfuturesrisk.IK1KeyRateDuration

ILSHoliday - Class in org.drip.analytics.holset

ILSHoliday() - Constructor for class org.drip.analytics.holset.ILSHoliday

ILSIRSAttribution - Class in org.drip.sample.fixfloatpnl

ILSIRSAttribution generates the Historical PnL Attribution for ILS IRS.

ILSIRSAttribution() - Constructor for class org.drip.sample.fixfloatpnl.ILSIRSAttribution

ILSShapePreserving1YStart - Class in org.drip.sample.fundinghistorical

ILSShapePreserving1YStart Generates the Historical ILS Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.

ILSShapePreserving1YStart() - Constructor for class org.drip.sample.fundinghistorical.ILSShapePreserving1YStart

ILSShapePreservingReconstitutor - Class in org.drip.sample.fundingfeed

ILSShapePreservingReconstitutor Demonstrates the Cleansing and the Shape Preserving Re-constitution of the ILS Input Marks.

ILSShapePreservingReconstitutor() - Constructor for class org.drip.sample.fundingfeed.ILSShapePreservingReconstitutor

imaginary() - Method in class org.drip.quant.fourier.ComplexNumber

Retrieve the Imaginary Part

IMMEdgeDates(JulianDate, int, String, String, DateAdjustParams) - Static method in class org.drip.analytics.support.CompositePeriodBuilder

Generate a list of the IMM period edge dates forward from the spot date.

IMMRollAPI - Class in org.drip.sample.date

IMMRollAPI demonstrates the API used to generate IMM Rolled Dates specific to different Products.

IMMRollAPI() - Constructor for class org.drip.sample.date.IMMRollAPI

ImpactExponentAnalysis - Class in org.drip.sample.principal

ImpactExponentAnalysis demonstrates the Analysis of the Dependence of the Optimal Principal Measures on the Exponent of the Temporary Market Impact.

ImpactExponentAnalysis() - Constructor for class org.drip.sample.principal.ImpactExponentAnalysis

impactFade() - Method in class org.drip.spline.params.PreceedingManifestSensitivityControl

Retrieve the Preceeding Manifest Measure Impact Flag

impactFade(String) - Method in class org.drip.spline.segment.LatentStateResponseModel

Retrieve the Manifest Measure Preceeding Manifest Impact Flag

impactFunction(double) - Method in interface org.drip.execution.profiletime.BackgroundParticipationRate

Compute the Market Impact Function from the Volatility Function

impactFunction(double) - Method in class org.drip.execution.profiletime.UniformParticipationRate

impactFunction(double) - Method in class org.drip.execution.profiletime.UniformParticipationRateLinear

impactFunction(double) - Method in class org.drip.execution.tradingtime.CoordinatedParticipationRateLinear

implementationShortfall() - Method in class org.drip.execution.discrete.ShortfallIncrement

Compute the Implementation Short-fall

impliedBeta() - Method in class org.drip.portfolioconstruction.asset.PortfolioMetrics

Retrieve the Portfolio Implied Beta Vector

impliedBlackScholesVolatility(double, double, double, double, boolean, boolean, double) - Method in class org.drip.pricer.option.FokkerPlanckGenerator

Imply the Effective Black-Scholes Volatility From the Option Price

ImpliedBlackVolatility - Class in org.drip.dynamics.sabr

ImpliedBlackVolatility contains the Output of the Black Volatility Implication Calculations.

ImpliedBlackVolatility(double, double, double, double, double, double, double, double) - Constructor for class org.drip.dynamics.sabr.ImpliedBlackVolatility

ImpliedBlackVolatility Constructor

impliedConfidenceRun() - Method in class org.drip.portfolioconstruction.bayesian.BlackLittermanCombinationEngine

Compute the Idzorek Implied Projection Confidence Level

impliedNodeRates(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, boolean) - Method in class org.drip.state.curve.BasisSplineFXForward

impliedNodeRates(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, boolean) - Method in class org.drip.state.fx.FXCurve

Calculate the rates implied by the discount curve inputs

impliedNodeRates(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, boolean) - Method in class org.drip.state.nonlinear.FlatForwardFXCurve

impliedVol(int) - Method in class org.drip.state.curve.BasisSplineDeterministicVolatility

impliedVol(int) - Method in class org.drip.state.nonlinear.FlatForwardVolatilityCurve

impliedVol(int) - Method in class org.drip.state.volatility.VolatilityCurve

Compute the Deterministic Implied Volatility at the Date Node from the Volatility Term Structure

impliedVol(JulianDate) - Method in class org.drip.state.volatility.VolatilityCurve

Compute the Deterministic Implied Volatility at the Date Node from the Volatility Term Structure

impliedVol(String) - Method in class org.drip.state.volatility.VolatilityCurve

Compute the Deterministic Implied Volatility at the Tenor from the Volatility Term Structure

impliedVolatility() - Method in class org.drip.dynamics.sabr.ImpliedBlackVolatility

Retrieve the Implied Volatility

impliedVolatilityFromPrice(double, double, double, double, boolean, boolean, double) - Method in class org.drip.pricer.option.FokkerPlanckGenerator

Imply the Effective Volatility From the Option Price

impliedVolatilityFromPrice(int, int, double, MergedDiscountForwardCurve, double, boolean, boolean, double) - Method in class org.drip.pricer.option.FokkerPlanckGenerator

Imply the Effective Volatility From the Option Price

implyVolatility(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, String, double) - Method in class org.drip.product.fra.FRAStandardCapFloorlet

Imply the Flat Caplet/Floorlet Volatility from the Market Manifest Measure

implyVolatilityFromCallPrice(ValuationParams, double, boolean, MergedDiscountForwardCurve, double) - Method in class org.drip.product.option.EuropeanCallPut

Imply the Option Volatility given the Call Price

implyVolatilityFromPutPrice(ValuationParams, double, boolean, MergedDiscountForwardCurve, double) - Method in class org.drip.product.option.EuropeanCallPut

Imply the Option Volatility given the Put Price

in(double) - Method in class org.drip.spline.bspline.TensionBasisHat

Identifies if the ordinate is local to the range

in(double) - Method in class org.drip.spline.grid.AggregatedSpan

in(double) - Method in class org.drip.spline.grid.OverlappingStretchSpan

in(double) - Method in interface org.drip.spline.grid.Span

Check if the Predictor Ordinate is in the Stretch Range

in(double) - Method in class org.drip.spline.segment.LatentStateInelastic

Find out if the Predictor Ordinate is inside the segment - inclusive of left/right.

in(double) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence

in(double) - Method in interface org.drip.spline.stretch.MultiSegmentSequence

Check if the Predictor Ordinate is in the Stretch Range

in(double) - Method in class org.drip.state.representation.LatentStateMergeSubStretch

Indicate whether the specified Date is "inside" the Stretch Range.

InAdvanceIMMSwap - Class in org.drip.sample.fixfloat

InAdvanceIMMSwap demonstrates the Construction and Valuation of a In-Advance IMM Swap.

InAdvanceIMMSwap() - Constructor for class org.drip.sample.fixfloat.InAdvanceIMMSwap

InAdvanceSwap - Class in org.drip.sample.fixfloat

InAdvanceSwap discount curve calibration and input instrument calibration quote recovery.

InAdvanceSwap() - Constructor for class org.drip.sample.fixfloat.InAdvanceSwap

InArrearsSwap - Class in org.drip.sample.fixfloat

InArrearsSwap demonstrates the Construction and Valuation of a In-Arrears Swap.

InArrearsSwap() - Constructor for class org.drip.sample.fixfloat.InArrearsSwap

inBuiltRange(double) - Method in class org.drip.state.estimator.CurveStretch

Indicate if the specified Predictor Ordinate is inside the "Built" Range

incomeReplacementRate() - Method in class org.drip.portfolioconstruction.alm.ExpectedNonFinancialIncome

Retrieve the Retirement Age Income Replacement Rate

increment() - Method in class org.drip.dynamics.evolution.LSQMCurveUpdate

Retrieve the LSQM Curve Increment

increment() - Method in class org.drip.dynamics.evolution.LSQMPointUpdate

Retrieve the LSQM Point Increment

increment(VariateInequalityConstraintMultiplier) - Method in class org.drip.function.rdtor1solver.FixedRdFinder

Produce the Incremental Variate-Constraint Multiplier

increment(VariateInequalityConstraintMultiplier) - Method in class org.drip.function.rdtor1solver.InteriorFixedPointFinder

increment(VariateInequalityConstraintMultiplier) - Method in class org.drip.function.rdtor1solver.NewtonFixedPointFinder

increment(double, double, double) - Method in class org.drip.quant.stochastic.OrnsteinUhlenbeckProcess1D

Generate the Adjacent Increment from the specified Ornstein Uhlenbeck Random Variate

increment(double[], double[], double) - Method in class org.drip.quant.stochastic.OrnsteinUhlenbeckProcess2D

Generate the Adjacent Increment Set from the specified Ornstein Uhlenbeck Random Variate Pair

incremental() - Method in class org.drip.function.rdtor1solver.VariateInequalityConstraintMultiplier

Retrieve the Incremental Flag

incremental(double[], double[]) - Method in class org.drip.measure.continuousjoint.R1Multivariate

Compute the Incremental under the Distribution between the 2 Multivariate Instances

incremental(double, double, double, double) - Method in class org.drip.measure.continuousjoint.R1R1

Compute the Incremental under the Distribution between the Variate Pair

incremental(double[], double, double[], double) - Method in class org.drip.measure.continuousjoint.RdR1

Compute the Incremental under the Distribution between the Variate Array/Variate Pair

incremental(double, double) - Method in class org.drip.measure.continuousmarginal.R1

Compute the incremental under the distribution between the 2 variates

incremental(double[], double[]) - Method in class org.drip.measure.continuousmarginal.Rd

Compute the Incremental under the Distribution between the 2 Variate Arrays

incremental(double, double) - Method in class org.drip.measure.discretemarginal.BoundedUniformIntegerDistribution

incremental(double, double) - Method in class org.drip.measure.discretemarginal.PoissonDistribution

incremental(double, double) - Method in class org.drip.measure.gaussian.R1UnivariateNormal

incremental(double, double) - Method in class org.drip.measure.lebesgue.R1Uniform

incremental(double[], double[]) - Method in class org.drip.measure.lebesgue.RdUniform

incrementalExpectation() - Method in class org.drip.execution.capture.TrajectoryShortfallAggregate

Generate the Array of Incremental Expectation Sequence

incrementalMarketDynamicDrift() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization

Generate the Array of Incremental Market Dynamic Cost Drift

incrementalMarketDynamicExpectation() - Method in class org.drip.execution.capture.TrajectoryShortfallAggregate

Generate the Array of Incremental Market Dynamic Expectation Sequence

incrementalMarketDynamicWander() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization

Generate the Array of Incremental Market Dynamic Cost Wander

incrementalPermanentDrift() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization

Generate the Array of Incremental Permanent Cost Drift

incrementalPermanentImpactExpectation() - Method in class org.drip.execution.capture.TrajectoryShortfallAggregate

Generate the Array of Incremental Permanent Impact Expectation Sequence

incrementalPermanentWander() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization

Generate the Array of Incremental Permanent Cost Wander

incrementalTemporaryDrift() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization

Generate the Array of Incremental Temporary Cost Drift

incrementalTemporaryImpactExpectation() - Method in class org.drip.execution.capture.TrajectoryShortfallAggregate

Generate the Array of Incremental Temporary Impact Expectation Sequence

incrementalTemporaryWander() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization

Generate the Array of Incremental Temporary Cost Wander

incrementalVariance() - Method in class org.drip.execution.capture.TrajectoryShortfallAggregate

Generate the Array of Incremental Variance Sequence

incrementFraction(VariateInequalityConstraintMultiplier, VariateInequalityConstraintMultiplier) - Method in class org.drip.function.rdtor1solver.FixedRdFinder

Retrieve the Incremental Step Length Fraction

incrementVector() - Method in class org.drip.function.rdtor1solver.VariateInequalityConstraintMultiplier

Retrieve the Sized Vector Instance corresponding to the Increment

incrIterations() - Method in class org.drip.function.r1tor1solver.ExecutionInitializationOutput

Increment the Number of Iterations

incrIterations() - Method in class org.drip.function.r1tor1solver.FixedPointFinderOutput

Increment the number of Iterations

incrOFCalcs() - Method in class org.drip.function.r1tor1solver.ExecutionInitializationOutput

Increment the Number of Objective Function Evaluations

incrOFCalcs() - Method in class org.drip.function.r1tor1solver.FixedPointFinderOutput

Increment the number of Objective Function evaluations

incrOFDerivCalcs() - Method in class org.drip.function.r1tor1solver.ExecutionInitializationOutput

Increment the number of Objective Function Derivative evaluations

incrOFDerivCalcs() - Method in class org.drip.function.r1tor1solver.FixedPointFinderOutput

Increment the number of Objective Function Derivative evaluations

index() - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremum

Retrieve the Index of the Supremum Empirical Function

index(double) - Method in class org.drip.quant.common.Array2D

Retrieve the Index that corresponds to the given X

index() - Method in class org.drip.state.forward.ForwardCurve

index() - Method in interface org.drip.state.forward.ForwardRateEstimator

Retrieve the Forward Rate Index

indexCDS() - Method in class org.drip.market.otc.CreditIndexConvention

Create an Instance of the Specified Index CDS Product

IndexConventionFromJurisdiction(String, String) - Static method in class org.drip.market.otc.OvernightFixedFloatContainer

Retrieve the Fix-Float Overnight Index Convention for the specified Jurisdiction

indexCouponPV() - Method in class org.drip.analytics.output.BondCouponMeasures

Retrieve the Index Coupon PV

indexedBasisFunction(int) - Method in class org.drip.spline.basis.FunctionSet

Retrieve the Basis Function identified by the specified Index

IndexFromJurisdiction(String) - Static method in class org.drip.market.definition.IBORIndexContainer

Retrieve the IBOR Index from the Jurisdiction Name

IndexFromJurisdiction(String) - Static method in class org.drip.market.definition.OvernightIndexContainer

Retrieve the Overnight Index from the Jurisdiction Name

IndexFromName(String) - Static method in class org.drip.market.definition.IBORIndexContainer

Retrieve the IBOR Index from the Index Name

IndexFromName(String) - Static method in class org.drip.market.definition.OvernightIndexContainer

Retrieve the Overnight Index from the Index Name

IndexFundCurvesReconciliation - Class in org.drip.sample.ois

IndexFundCurvesReconciliation demonstrates the Construction, Usage, Coupon Extraction and Measure Generation for an OIS Product Sample using the Index and the Fund Curves, and their Reconciliation.

IndexFundCurvesReconciliation() - Constructor for class org.drip.sample.ois.IndexFundCurvesReconciliation

indexMatch(LatentStateMergeSubStretch) - Method in class org.drip.state.representation.LatentStateMergeSubStretch

Indicate whether Specified Merge Stretch's Label matches with the current one

indexSubType() - Method in class org.drip.market.otc.CreditIndexConvention

Retrieve the Index Sub-Type

indexType() - Method in class org.drip.market.otc.CreditIndexConvention

Retrieve the Index Type

inelasticParams() - Method in class org.drip.spline.params.SegmentCustomBuilderControl

Retrieve the Segment Inelastic Parameters

inequalityConstraint() - Method in class org.drip.optimization.constrained.OptimizationFramework

Retrieve the Array of R^d To R^1 Inequality Constraint Functions

inequalityConstraintCoefficient() - Method in class org.drip.optimization.constrained.FritzJohnMultipliers

Retrieve the Array of the Inequality Constraint Coefficients

inequalityConstraints() - Method in class org.drip.function.rdtor1solver.BarrierFixedPointFinder

Retrieve the Array of Inequality Constraints

inequalityConstraints() - Method in class org.drip.function.rdtor1solver.InteriorFixedPointFinder

Retrieve the Array of Inequality Constraints

infimumUpperBound(int) - Method in class org.drip.learning.svm.DecisionFunctionOperatorBounds

Compute the Infimum of the Decision Function Operator Upper Bound across all the Product Bounds for the specified Feature Space Entropy Number

inFirstCouponPeriod(int) - Method in class org.drip.product.credit.BondComponent

inFirstCouponPeriod(int) - Method in class org.drip.product.definition.Bond

Indicate whether the given date is in the first coupon period

INFLECTION - Static variable in class org.drip.spline.segment.Monotonocity

NON MONOTONE - INFLECTION

INFO - Static variable in class org.drip.analytics.support.Logger

Logger level INFO

informationRatio(double) - Method in class org.drip.execution.principal.GrossProfitEstimator

Compute the Information Ratio given the Principal Discount

InformationRatioAnalysis - Class in org.drip.sample.principal

InformationRatioAnalysis demonstrates the Analysis of the Dependence of the Optimal Principal Measures on the Information Ratio Hurdle.

InformationRatioAnalysis() - Constructor for class org.drip.sample.principal.InformationRatioAnalysis

Init(String) - Static method in class org.drip.analytics.daycount.Convention

Initialize the day count basis object from the calendar set

Init() - Static method in class org.drip.analytics.support.Helper

Initialize IR switcher and Bloomberg day count maps

Init(String) - Static method in class org.drip.analytics.support.Logger

Initialize the logger from a configuration file

Init() - Static method in class org.drip.market.definition.FXSettingContainer

Initialize the FXSettingContainer

Init() - Static method in class org.drip.market.definition.IBORIndexContainer

Initialize the IBOR Index Container with the Overnight Indexes

Init() - Static method in class org.drip.market.definition.OvernightIndexContainer

Initialize the Overnight Index Container with the Overnight Indexes

Init() - Static method in class org.drip.market.exchange.DeliverableSwapFuturesContainer

Initialize the Deliverable Swap Futures Container with the pre-set Deliverable Swap Futures Contract

Init() - Static method in class org.drip.market.exchange.FuturesOptionsContainer

Initialize the Overnight Index Container with the Overnight Indexes

Init() - Static method in class org.drip.market.exchange.ShortTermFuturesContainer

Initialize the Short Term Futures Container with the pre-set Short Term Contracts

Init() - Static method in class org.drip.market.exchange.TreasuryFuturesContractContainer

Initialize the Treasury Futures Contract Container with the Conventions

Init() - Static method in class org.drip.market.exchange.TreasuryFuturesConventionContainer

Initialize the Bond Futures Convention Container with the Conventions

Init() - Static method in class org.drip.market.exchange.TreasuryFuturesOptionContainer

Initialize the Treasury Futures Options Convention Container with the Conventions

Init() - Static method in class org.drip.market.issue.TreasurySettingContainer

Initialize the Treasury Settings Container

Init() - Static method in class org.drip.market.otc.CreditIndexConventionContainer

Initialize the Credit Index Conventions Container with the pre-set CDX Contract Settings

Init() - Static method in class org.drip.market.otc.CrossFloatConventionContainer

Initialize the Cross-Currency Float-Float Conventions Container with the pre-set Floating Stream Contracts

Init() - Static method in class org.drip.market.otc.IBORFixedFloatContainer

Initialize the Fix-Float Conventions Container with the pre-set Fix-Float Contracts

Init() - Static method in class org.drip.market.otc.IBORFloatFloatContainer

Initialize the Float-Float Conventions Container with the pre-set Float-Float Contracts

Init() - Static method in class org.drip.market.otc.OvernightFixedFloatContainer

Initialize the Fix-Float Conventions Container with the pre-set Fix-Float Contracts

Init() - Static method in class org.drip.market.otc.SwapOptionSettlementContainer

Initialize the Swap Option Settlement Conventions Container with the pre-set Swap Option Settlement Conventions

Init() - Static method in class org.drip.service.env.CacheManager

Initialize the Cache Manager

InitAnalServer(String) - Static method in class org.drip.param.config.ConfigLoader

Initialize the analytics server from the connection parameters set in the XML Configuration file

InitEnv(String) - Static method in class org.drip.service.env.EnvManager

Initialize the logger, the database connections, the day count parameters, and day count objects.

InitFullCDXRefDataSet() - Static method in class org.drip.product.creator.CDXRefDataHolder

initialDate() - Method in class org.drip.dynamics.evolution.LSQMCurveUpdate

Retrieve the Initial Date

initialDate() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics

Retrieve the Initial Date

initialFairPremium() - Method in class org.drip.historical.attribution.CDSMarketSnap

Retrieve the Initial Fair Premium

InitializationHeuristics - Class in org.drip.function.r1tor1solver

InitializationHeuristics implements several heuristics used to kick off the fixed point bracketing/search process.

InitializationHeuristics(int, double, double, double, double, double, double, double, BracketingControlParams) - Constructor for class org.drip.function.r1tor1solver.InitializationHeuristics

Construct an Initialization Heuristics Instance from the set of Heuristics Parameters

initialize() - Method in class org.drip.service.engine.ComputeClient

Establish a Connection to the Compute Server Engine

initialize() - Method in class org.drip.service.engine.ComputeServer

Initialize the Compute Server Engine Listener Setup

initializeBracket(InitializationHeuristics, double) - Method in class org.drip.function.r1tor1solver.ExecutionInitializer

Set up the bracket to be used for the eventual search kick-off

initializeNonDimensionalCost(MarketState, double) - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryGenerator

Retrieve the Initial Non Dimensional Cost

initializeVariate(InitializationHeuristics, double) - Method in class org.drip.function.r1tor1solver.ExecutionInitializer

Initialize the starting variate to within the fixed point convergence zone

initialMarketState() - Method in class org.drip.execution.latent.OrnsteinUhlenbeckSequence

Retrieve the Initial Market State

initialNotional() - Method in class org.drip.product.credit.BondComponent

initialNotional() - Method in class org.drip.product.credit.CDSComponent

initialNotional() - Method in class org.drip.product.definition.BasketProduct

Return the initial notional of the basket product

initialNotional() - Method in class org.drip.product.definition.Component

Get the Initial Notional for the Product

initialNotional() - Method in class org.drip.product.fx.FXForwardComponent

initialNotional() - Method in class org.drip.product.govvie.TreasuryFutures

initialNotional() - Method in class org.drip.product.option.OptionComponent

initialNotional() - Method in class org.drip.product.rates.FixFloatComponent

initialNotional() - Method in class org.drip.product.rates.FloatFloatComponent

initialNotional() - Method in class org.drip.product.rates.RatesBasket

initialNotional() - Method in class org.drip.product.rates.SingleStreamComponent

initialNotional() - Method in class org.drip.product.rates.Stream

Retrieve the Initial Notional

initialShortRate() - Method in class org.drip.dynamics.hullwhite.ShortRateUpdate

Retrieve the Initial Short Rate

initialStrength() - Method in class org.drip.function.rdtor1solver.InteriorPointBarrierControl

Retrieve the Initial Barrier Strength

initRegressionEnv() - Method in class org.drip.regression.core.RegressionEngine

One-time initialization of the regression engine environment

initRegressionEnv() - Method in class org.drip.regression.curve.CreditAnalyticsRegressionEngine

initRegressionEnv() - Method in class org.drip.regression.curvejacobian.CurveJacobianRegressionEngine

InitStandardCDXSeries() - Static method in class org.drip.service.env.StandardCDXManager

inLastCouponPeriod(int) - Method in class org.drip.product.credit.BondComponent

inLastCouponPeriod(int) - Method in class org.drip.product.definition.Bond

Indicate whether the given date is in the final coupon period

innate() - Method in class org.drip.historical.engine.MarketMeasureRollDown

Retrieve the Innate Roll Down Market Measure

innerHessian() - Method in class org.drip.execution.sensitivity.TrajectoryControlNodesGreek

Retrieve the Inner Hessian Matrix

innerHoldings() - Method in class org.drip.execution.strategy.DiscreteTradingTrajectory

Retrieve the Array of the Inner Holdings

innerJacobian() - Method in class org.drip.execution.sensitivity.TrajectoryControlNodesGreek

Retrieve the Inner Jacobian Array

inputMetricVectorSpace() - Method in class org.drip.learning.kernel.IntegralOperatorEigenContainer

Retrieve the Eigen Input Space

inputMetricVectorSpace() - Method in class org.drip.learning.kernel.SymmetricRdToNormedR1Kernel

Retrieve the Symmetric Input Metric R^d Vector Space

inputMetricVectorSpace() - Method in class org.drip.learning.kernel.SymmetricRdToNormedRdKernel

Retrieve the Symmetric Input Metric R^d Vector Space

inputMetricVectorSpace() - Method in class org.drip.spaces.functionclass.NormedRxToNormedR1Finite

inputMetricVectorSpace() - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite

inputMetricVectorSpace() - Method in class org.drip.spaces.functionclass.NormedRxToNormedRxFinite

Retrieve the Input Vector Space

inputMetricVectorSpace() - Method in class org.drip.spaces.rxtor1.NormedR1ToNormedR1

inputMetricVectorSpace() - Method in class org.drip.spaces.rxtor1.NormedRdToNormedR1

inputMetricVectorSpace() - Method in class org.drip.spaces.rxtor1.NormedRxToNormedR1

Retrieve the Input Metric Vector Space

inputMetricVectorSpace() - Method in class org.drip.spaces.rxtord.NormedR1ToNormedRd

inputMetricVectorSpace() - Method in class org.drip.spaces.rxtord.NormedRdToNormedRd

inputMetricVectorSpace() - Method in class org.drip.spaces.rxtord.NormedRxToNormedRd

Retrieve the Input Metric Vector Space

inputSpaceBorelMeasure() - Method in class org.drip.learning.kernel.IntegralOperator

Retrieve the Input Space Borel Sigma Measure

InquiriesLast6Months - Class in org.drip.assetbacked.loan

InquiriesLast6Months contains the Total Number of Inquiries for the Loan over the Last 6 Months

InquiriesLast6Months(int) - Constructor for class org.drip.assetbacked.loan.InquiriesLast6Months

InquiriesLast6Months Constructor

INR - Class in org.drip.template.irs

INR contains a Templated Pricing of the OTC Fix-Float INR IRS Instrument.

INR() - Constructor for class org.drip.template.irs.INR

INRHoliday - Class in org.drip.analytics.holset

INRHoliday() - Constructor for class org.drip.analytics.holset.INRHoliday

insert(double) - Method in class org.drip.spaces.big.BinaryTree

Insert a Node into the Tree

InsertCardinalKnot(MultiSegmentSequence, double, double) - Static method in class org.drip.spline.stretch.MultiSegmentSequenceModifier

Insert a Cardinal Knot into the specified Stretch at the specified Predictor Ordinate Location

InsertCatmullRomKnot(MultiSegmentSequence, double) - Static method in class org.drip.spline.stretch.MultiSegmentSequenceModifier

Insert a Catmull-Rom Knot into the specified Stretch at the specified Predictor Ordinate Location

insertionSort() - Method in class org.drip.spaces.big.BigR1Array

Insertion Sort the Big Array

InsertKnot(MultiSegmentSequence, double, double, BoundarySettings, int) - Static method in class org.drip.spline.stretch.MultiSegmentSequenceModifier

Insert the specified Predictor Ordinate Knot into the specified Stretch, using the specified Response Value

InsertKnot(MultiSegmentSequence, double, SegmentPredictorResponseDerivative, SegmentPredictorResponseDerivative) - Static method in class org.drip.spline.stretch.MultiSegmentSequenceModifier

Insert the Predictor Ordinate Knot into the specified Stretch

instance() - Method in class org.drip.spaces.big.BigR2Array

Retrieve the R^2 Instance Array

instance() - Method in class org.drip.spaces.instance.ValidatedR1

Retrieve the Instance Sequence

instance() - Method in class org.drip.spaces.instance.ValidatedRd

Retrieve the Instance Sequence

INSTANCE_GENERATOR_RULE_EDGE_LAG - Static variable in class org.drip.analytics.eventday.DateInMonth

Instance Date Generation Rules - Generate from Lag from Front/Back

INSTANCE_GENERATOR_RULE_SPECIFIC_DAY_OF_MONTH - Static variable in class org.drip.analytics.eventday.DateInMonth

Instance Date Generation Rule - Generate Using the Specific Day of the Month

INSTANCE_GENERATOR_RULE_WEEK_DAY - Static variable in class org.drip.analytics.eventday.DateInMonth

Instance Date Generation Rule - Generate from Specified Day in Week/Week in Month

instanceDay(int, int, String) - Method in class org.drip.analytics.eventday.DateInMonth

Generate the Particular Day of the Year, the Month, according to the Calendar

instanceGenerator() - Method in class org.drip.analytics.eventday.DateInMonth

Retrieve the Instance Generation Rule

instantaneousEffectiveForwardRate() - Method in class org.drip.dynamics.lmm.BGMCurveUpdate

Retrieve the Instantaneous Effective Annual Forward Rate Span

instantaneousEffectiveForwardRate() - Method in class org.drip.dynamics.lmm.BGMForwardTenorSnap

Retrieve the Instantaneous Effective Annual Forward Rate

instantaneousEffectiveForwardRate() - Method in class org.drip.dynamics.lmm.BGMPointUpdate

Retrieve the Instantaneous Effective Annual Forward Rate

instantaneousEffectiveForwardRates() - Method in class org.drip.dynamics.lmm.BGMTenorNodeSequence

Retrieve the Array of Tenor Instantaneous Effective Annual Forward Rate

instantaneousForwardInitialTermStructure() - Method in class org.drip.dynamics.hjm.MultiFactorStateEvolver

Retrieve the Initial Instantaneous Forward Rate Term Structure

instantaneousForwardRate() - Method in class org.drip.dynamics.hjm.ShortForwardRateUpdate

Retrieve the Instantaneous Forward Rate

instantaneousForwardRateIncrement(int, int, int) - Method in class org.drip.dynamics.hjm.MultiFactorStateEvolver

Compute the Instantaneous Forward Rate Increment given the View Date, the Target Date, and the View Time Increment

instantaneousForwardRateIncrement() - Method in class org.drip.dynamics.hjm.ShortForwardRateUpdate

Retrieve the Instantaneous Forward Rate Increment

instantaneousForwardRateIntegral(int, boolean) - Method in class org.drip.dynamics.lmm.ContinuouslyCompoundedForwardProcess

Compute the Realized/Expected Instantaneous Forward Rate Integral to the Target Date

instantaneousNominalForwardRate() - Method in class org.drip.dynamics.lmm.BGMCurveUpdate

Retrieve the Instantaneous Nominal Annual Forward Rate Span

instantaneousNominalForwardRate() - Method in class org.drip.dynamics.lmm.BGMForwardTenorSnap

Retrieve the Instantaneous Nominal Annual Forward Rate

instantaneousNominalForwardRate() - Method in class org.drip.dynamics.lmm.BGMPointUpdate

Retrieve the Instantaneous Nominal Annual Forward Rate

instantaneousNominalForwardRates() - Method in class org.drip.dynamics.lmm.BGMTenorNodeSequence

Retrieve the Array of Tenor Instantaneous Nominal Annual Forward Rate

instantaneousTradeRate() - Method in class org.drip.execution.cost.LinearTemporaryImpact

Retrieve the Instantaneous Trade Rate

instantTradeRate() - Method in class org.drip.execution.strategy.ContinuousTradingTrajectory

instantTradeRate() - Method in class org.drip.execution.strategy.DiscreteTradingTrajectory

instantTradeRate() - Method in interface org.drip.execution.strategy.TradingTrajectory

Retrieve the Instant Trade Rate

InstrMetric - Class in org.drip.service.api

InstrMetric contains the fields that hold the result of the PnL metric calculations.

InstrMetric(ForwardRates, ProductDailyPnL) - Constructor for class org.drip.service.api.InstrMetric

InstrMetric constructor

instrumentQuote(String) - Method in class org.drip.feed.loader.InstrumentSetTenorQuote

Retrieve the Named Instrument Quotes

InstrumentSetTenorQuote - Class in org.drip.feed.loader

InstrumentSetTenorQuote holds the Instrument Set Tenor and Closing Quote Group.

InstrumentSetTenorQuote() - Constructor for class org.drip.feed.loader.InstrumentSetTenorQuote

Empty InstrumentSetTenorQuote Constructor

instrumentTenor(String) - Method in class org.drip.feed.loader.InstrumentSetTenorQuote

Retrieve the Named Instrument Tenors

instrumentTenorQuote(String) - Method in class org.drip.feed.loader.InstrumentSetTenorQuote

Retrieve the Named Instrument Group Quote Map

intArrayAtColumn(int) - Method in class org.drip.feed.loader.CSVGrid

Retrieve the Array of Integer Values corresponding to the specified Column Index

IntegerArrayEntry(Object) - Static method in class org.drip.json.parser.Converter

Convert the JSON Entry to an Integer Array

IntegerEntry(JSONObject, String) - Static method in class org.drip.json.parser.Converter

Convert the JSON Entry to an Integer

IntegerListFromString(List<Integer>, String, String) - Static method in class org.drip.quant.common.StringUtil

Create a list of integers from a delimited string

IntegerRandomSequenceBound - Class in org.drip.sample.sequence

IntegerRandomSequenceBound demonstrates the Computation of the Probabilistic Bounds for a Sample Random Integer Sequence.

IntegerRandomSequenceBound() - Constructor for class org.drip.sample.sequence.IntegerRandomSequenceBound

IntegerSequenceAgnosticMetrics - Class in org.drip.sequence.metrics

IntegerSequenceAgnosticMetrics contains the Sample Distribution Metrics and Agnostic Bounds related to the specified Integer Sequence.

IntegerSequenceAgnosticMetrics(double[], R1) - Constructor for class org.drip.sequence.metrics.IntegerSequenceAgnosticMetrics

Build out the Sequence and their Metrics

integralExpectation(double, double) - Method in interface org.drip.quant.stochastic.R1R1ToR1

Evaluate the Expected Path-wise Integral between the Vriates

IntegralOperator - Class in org.drip.learning.kernel

IntegralOperator implements the R^x L2 To R^x L2 Mercer Kernel Integral Operator defined by: T_k [f(.)] := Integral Over Input Space {k (., y) * f(y) * d[Prob(y)]} The References are: 1) Ash, R.

IntegralOperator(SymmetricRdToNormedR1Kernel, RdToR1, R1Normed) - Constructor for class org.drip.learning.kernel.IntegralOperator

IntegralOperator Constructor

IntegralOperatorEigenComponent - Class in org.drip.learning.kernel

IntegralOperatorEigenComponent holds the Eigen-Function Space and the Eigenvalue Functions/Spaces of the R^x L2 To R^x L2 Kernel Linear Integral Operator defined by: T_k [f(.)] := Integral Over Input Space {k (., y) * f(y) * d[Prob(y)]} The References are: 1) Ash, R.

IntegralOperatorEigenComponent(EigenFunctionRdToR1, double) - Constructor for class org.drip.learning.kernel.IntegralOperatorEigenComponent

IntegralOperatorEigenComponent Constructor

IntegralOperatorEigenContainer - Class in org.drip.learning.kernel

IntegralOperatorEigenContainer holds the Group of Eigen-Components that result from the Eigenization of the R^x L2 To R^x L2 Kernel Linear Integral Operator defined by: T_k [f(.)] := Integral Over Input Space {k (., y) * f(y) * d[Prob(y)]} The References are: 1) Ash, R.

IntegralOperatorEigenContainer(IntegralOperatorEigenComponent[]) - Constructor for class org.drip.learning.kernel.IntegralOperatorEigenContainer

IntegralOperatorEigenContainer Constructor

integralRealization(double, double) - Method in interface org.drip.quant.stochastic.R1R1ToR1

Evaluate a Path-wise Integral between the Vriates

IntegrandQuadrature - Class in org.drip.sample.numerical

IntegrandQuadrature shows samples for the following routines for integrating the objective function: - Mid-Point Scheme - Trapezoidal Scheme - Simpson/Simpson38 schemes - Boole Scheme

IntegrandQuadrature() - Constructor for class org.drip.sample.numerical.IntegrandQuadrature

integrate(double, double) - Method in class org.drip.function.definition.R1ToR1

Integrate over the given range

integrate(double, double) - Method in class org.drip.function.definition.R1ToRd

Integrate over the given Input Range Using Uniform Monte-Carlo

integrate(double[], double[]) - Method in class org.drip.function.definition.RdToR1

Integrate over the given Input Range Using Uniform Monte-Carlo

integrate(double[], double[]) - Method in class org.drip.function.definition.RdToRd

Integrate over the given Input Range Using Uniform Monte-Carlo

integrate(double, double) - Method in class org.drip.function.r1tor1.ExponentialDecay

integrate(double, double) - Method in class org.drip.function.r1tor1.ExponentialTension

integrate(double, double) - Method in class org.drip.function.r1tor1.FlatUnivariate

integrate(double, double) - Method in class org.drip.function.r1tor1.FunctionClassSupremum

integrate(double, double) - Method in class org.drip.function.r1tor1.HyperbolicTension

integrate(double, double) - Method in class org.drip.function.r1tor1.LinearRationalShapeControl

integrate(double, double) - Method in class org.drip.function.r1tor1.NaturalLogSeriesElement

integrate(double, double) - Method in class org.drip.function.r1tor1.OffsetIdempotent

integrate(double, double) - Method in class org.drip.function.r1tor1.Polynomial

integrate(double, double) - Method in class org.drip.function.r1tor1.QuadraticRationalShapeControl

integrate(double, double) - Method in class org.drip.function.r1tor1.UnivariateConvolution

integrate(double, double) - Method in class org.drip.function.r1tor1.UnivariateReflection

integrate(double, double) - Method in class org.drip.spline.bspline.CubicRationalLeftRaw

integrate(double, double) - Method in class org.drip.spline.bspline.CubicRationalRightRaw

integrate(double, double) - Method in class org.drip.spline.bspline.ExponentialTensionLeftHat

integrate(double, double) - Method in class org.drip.spline.bspline.ExponentialTensionLeftRaw

integrate(double, double) - Method in class org.drip.spline.bspline.ExponentialTensionRightHat

integrate(double, double) - Method in class org.drip.spline.bspline.ExponentialTensionRightRaw

integrate(double, double) - Method in class org.drip.spline.bspline.LeftHatShapeControl

integrate(double, double) - Method in class org.drip.spline.bspline.RightHatShapeControl

integrate(double, double) - Method in class org.drip.spline.bspline.SegmentMonicBasisFunction

integrate(double, double) - Method in class org.drip.spline.bspline.SegmentMulticBasisFunction

integrate(double, double) - Method in class org.drip.spline.bspline.TensionProcessedBasisHat

integrate(double, double) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence

integrate(double, double) - Method in class org.drip.spline.tension.KLKHyperbolicTensionPhy

integrate(double, double) - Method in class org.drip.spline.tension.KLKHyperbolicTensionPsy

IntegratedCrossVolQuanto(VolatilityCurve, VolatilityCurve, R1ToR1, int, int) - Static method in class org.drip.analytics.support.OptionHelper

Compute the Integrated Cross Volatility Quanto Product given the corresponding volatility and the correlation curves, and the date spans

IntegratedCrossVolQuanto(CurveSurfaceQuoteContainer, String, String, int, int) - Static method in class org.drip.analytics.support.OptionHelper

Compute the Integrated Cross Volatility Quanto Product given the corresponding volatility and the correlation Curves and the date spans

IntegratedFRACrossVolConvexityAdjuster(CurveSurfaceQuoteContainer, ForwardLabel, FundingLabel, double, double, int, int) - Static method in class org.drip.analytics.support.OptionHelper

Compute the Integrated FRA Cross Volatility Convexity Adjuster given the corresponding volatility and the correlation Curves and the date spans

IntegratedFRACrossVolConvexityExponent(VolatilityCurve, VolatilityCurve, R1ToR1, double, double, int, int) - Static method in class org.drip.analytics.support.OptionHelper

Compute the Integrated FRA Cross Volatility Convexity Exponent given the corresponding volatility and the correlation Curves, and the date spans

IntegratedSurfaceVariance(CurveSurfaceQuoteContainer, String, int, int) - Static method in class org.drip.analytics.support.OptionHelper

Compute the Integrated Surface Variance given the corresponding volatility and the date spans

IntegratedSurfaceVariance(VolatilityCurve, int, int) - Static method in class org.drip.analytics.support.OptionHelper

Compute the Integrated Surface Variance given the corresponding volatility and the date spans

InteriorFixedPointFinder - Class in org.drip.function.rdtor1solver

InteriorFixedPointFinder generates the Iterators for solving R^d To R^1 Convex/Non-Convex Functions Under Inequality Constraints loaded using a Barrier Coefficient.

InteriorFixedPointFinder(RdToR1, RdToR1[], LineStepEvolutionControl, ConvergenceControl, double) - Constructor for class org.drip.function.rdtor1solver.InteriorFixedPointFinder

InteriorFixedPointFinder Constructor

InteriorPointBarrierControl - Class in org.drip.function.rdtor1solver

InteriorPointBarrierControl contains the Barrier Iteration Control Parameters.

InteriorPointBarrierControl(int, double, double, double, double, int) - Constructor for class org.drip.function.rdtor1solver.InteriorPointBarrierControl

InteriorPointBarrierControl Constructor

interViewComponent() - Method in class org.drip.portfolioconstruction.bayesian.ProjectionExposure

Retrieve the View/View Joint Contribution Component

intraViewComponent() - Method in class org.drip.portfolioconstruction.bayesian.ProjectionExposure

Retrieve the Single View Joint Contribution Component

invariant() - Method in class org.drip.execution.tradingtime.CoordinatedVariation

Retrieve the Volatility/Liquidity Invariant

invCumulative(double) - Method in class org.drip.measure.continuousmarginal.R1

Compute the inverse cumulative under the distribution corresponding to the given value

invCumulative(double) - Method in class org.drip.measure.discretemarginal.BoundedUniformIntegerDistribution

invCumulative(double) - Method in class org.drip.measure.discretemarginal.PoissonDistribution

invCumulative(double) - Method in class org.drip.measure.gaussian.R1UnivariateNormal

invCumulative(double) - Method in class org.drip.measure.lebesgue.R1PiecewiseDisplaced

invCumulative(double) - Method in class org.drip.measure.lebesgue.R1PiecewiseLinear

invCumulative(double) - Method in class org.drip.measure.lebesgue.R1Uniform

inverse() - Method in class org.drip.state.identifier.FXLabel

Delegate the Inverse FX Label

INVERSE_QUADRATIC_INTERPOLATION - Static variable in class org.drip.function.r1tor1solver.VariateIteratorPrimitive

Inverse Quadratic Interpolation

InverseCDF(double) - Static method in class org.drip.measure.gaussian.NormalQuadrature

Compute the Inverse CDF of the Distribution up to the specified Y

inverseCode() - Method in class org.drip.product.params.CurrencyPair

Get the inverse currency pair code

inverseMarginNormBound() - Method in class org.drip.learning.svm.DecisionFunctionOperatorBounds

Retrieve the Norm Upper Bound of the Inverse Margin

inverseMarginSpace() - Method in class org.drip.learning.svm.RdDecisionFunction

Retrieve the Inverse Margin Weight Metric Vector Space

inverseMarginWeights() - Method in class org.drip.learning.svm.RdDecisionFunction

Retrieve the Decision Kernel Weights

InverseQuadraticInterpolation(double, double, double, double, double, double) - Static method in class org.drip.function.r1tor1solver.VariateIteratorPrimitive

Iterate for the next variate using inverse quadratic interpolation

inverseTurnover() - Method in class org.drip.execution.parameters.AssetFlowSettings

Retrieve the Daily Inverse Turnover

Invert(double[][], String) - Static method in class org.drip.quant.linearalgebra.Matrix

Invert the input matrix using the specified Method

Invert2DMatrixUsingCramerRule(double[][]) - Static method in class org.drip.quant.linearalgebra.Matrix

Invert a 2D Matrix using Cramer's Rule

InvertUsingGaussianElimination(double[][]) - Static method in class org.drip.quant.linearalgebra.Matrix

Invert the Source Matrix using Gaussian Elimination

InvestorCliffSettings - Class in org.drip.portfolioconstruction.alm

InvestorCliffSettings contains the Investor's Time Cliff Settings Parameters such as the Retirement and the Mortality Ages.

InvestorCliffSettings(double, double) - Constructor for class org.drip.portfolioconstruction.alm.InvestorCliffSettings

InvestorCliffSettings Constructor

investorCliffSettings() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityStream

Retrieve the Investor's Time Horizon Settings

invoke(JSONObject) - Method in class org.drip.service.engine.ComputeClient

Invoke a Request on the Compute Server and Retrieve the Response

IPCHoliday - Class in org.drip.analytics.holset

IPCHoliday() - Constructor for class org.drip.analytics.holset.IPCHoliday

IR1Attribution - Class in org.drip.sample.forwardratefuturespnl

IR1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the IR1 Series.

IR1Attribution() - Constructor for class org.drip.sample.forwardratefuturespnl.IR1Attribution

IR1ClosesReconstitutor - Class in org.drip.sample.forwardratefuturesfeed

IR1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formatted IR1 Closes Feed.

IR1ClosesReconstitutor() - Constructor for class org.drip.sample.forwardratefuturesfeed.IR1ClosesReconstitutor

IRSJacobianRegressorSet - Class in org.drip.regression.curvejacobian

IRSJacobianRegressorSet implements the regression analysis set for the IRS product related Sensitivity Jacobians.

IRSJacobianRegressorSet() - Constructor for class org.drip.regression.curvejacobian.IRSJacobianRegressorSet

isAlive(double) - Method in class org.drip.portfolioconstruction.alm.InvestorCliffSettings

Retrieve the Investor "Is Alive" Indicator Flag corresponding to the specified Age

isAlive() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityCashFlow

Retrieve the "Is Alive" Indicator Flag

isBaseNatural() - Method in class org.drip.function.r1tor1.ExponentialTension

Is the base natural?

isCap() - Method in class org.drip.product.fra.FRAStandardCapFloor

Indicate if this is a Cap or Floor

isCaplet() - Method in class org.drip.product.fra.FRAStandardCapFloorlet

Indicate whether this a Caplet/Floorlet

isCoMonotone(double[]) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence

isCoMonotone(double[]) - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial

isCoMonotone(double[]) - Method in interface org.drip.spline.stretch.SingleSegmentSequence

Verify whether the Stretch mini-max Behavior matches the Measurement

isCompatible(FritzJohnMultipliers) - Method in class org.drip.optimization.constrained.OptimizationFramework

Indicate if the specified Fritz John Multipliers are compatible with the Optimization Framework

isCPLDCQ(double[]) - Method in class org.drip.optimization.constrained.OptimizationFramework

Check for Constant Positive Linear Dependence Constraint Qualification

isCRCQ(double[]) - Method in class org.drip.optimization.constrained.OptimizationFramework

Check for Constant Rank Constraint Qualification

IsDiagonallyDominant(double[][], boolean) - Static method in class org.drip.quant.linearalgebra.LinearSystemSolver

Check to see if the matrix is diagonally dominant.

isDone() - Method in class org.drip.function.r1tor1solver.ExecutionInitializationOutput

Indicate if the execution initialization is done

isEligible(JulianDate, Bond, double, String) - Method in class org.drip.market.exchange.TreasuryFuturesConvention

Indicate whether the given bond is eligible to be delivered

isEligible(JulianDate, Bond, double, String) - Method in class org.drip.market.exchange.TreasuryFuturesEligibility

Indicate whether the given bond is eligible to be delivered

isEmpty() - Method in class org.drip.feed.loader.InstrumentSetTenorQuote

Indicates whether the ISTQ is Empty or not

IsEmpty(String) - Static method in class org.drip.quant.common.StringUtil

Indicate if the Input String is Empty

IsEOM(int) - Static method in class org.drip.analytics.date.DateUtil

Indicate if the given Date corresponds to a Month End

isFixToFloatOnExercise() - Method in class org.drip.product.params.EmbeddedOptionSchedule

Return whether the component is fix to float on exercise

isFloater() - Method in class org.drip.product.credit.BondComponent

isFloater() - Method in class org.drip.product.definition.Bond

Return whether the bond is a floater

isFONC(FritzJohnMultipliers, double[]) - Method in class org.drip.optimization.constrained.OptimizationFramework

Check the Candidate Point for First Order Necessary Condition

isFXMTM() - Method in class org.drip.analytics.cashflow.Bullet

Is this Cash Flow FX MTM'ed?

isFXMTM() - Method in class org.drip.analytics.cashflow.CompositePeriod

Is this Cash Flow FX MTM'ed?

isFXMTM() - Method in class org.drip.market.otc.CrossFloatSwapConvention

Retrieve the FX MTM Flag

IsHoliday(int, String, int) - Static method in class org.drip.analytics.daycount.Convention

Indicate whether the given Date is a Holiday in the specified Location(s)

IsHoliday(int, String) - Static method in class org.drip.analytics.daycount.Convention

Indicates whether the given Date is a Holiday in the specified Location(s)

isin() - Method in class org.drip.product.credit.BondComponent

isin() - Method in class org.drip.product.definition.Bond

Get the ISIN

isin() - Method in class org.drip.product.params.IdentifierSet

Retrieve the ISIN

isKnot(double) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence

isKnot(double) - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial

isKnot(double) - Method in interface org.drip.spline.stretch.SingleSegmentSequence

Is the given Predictor Ordinate a Knot Location

isLagrangian() - Method in class org.drip.optimization.constrained.OptimizationFramework

Indicate if the Optimizer Framework is Lagrangian

isLCQ() - Method in class org.drip.optimization.constrained.OptimizationFramework

Check for Linearity Constraint Qualification

IsLeapYear(int) - Static method in class org.drip.analytics.date.DateUtil

Indicate if the Year of the given Julian Date is a Leap Year

isLeftWeekend(int) - Method in class org.drip.analytics.eventday.Weekend

Is the given date a left weekend day

isLICQ(double[]) - Method in class org.drip.optimization.constrained.OptimizationFramework

Check for Linearity Independent Constraint Qualification

isLocal() - Method in class org.drip.spline.params.ResponseScalingShapeControl

Indicate if the Control is applied on a Local or a Global Predicate Ordinate Basis

isLocallyMonotone() - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence

isLocallyMonotone() - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial

isLocallyMonotone() - Method in interface org.drip.spline.stretch.SingleSegmentSequence

Indicate if all the comprising Segments are Monotone

isMark() - Method in class org.drip.param.quote.ProductTick

Indicate whether the quote may be treated as a mark

isMergeState(double, LatentStateLabel) - Method in class org.drip.spline.grid.AggregatedSpan

isMergeState(double, LatentStateLabel) - Method in class org.drip.spline.grid.OverlappingStretchSpan

isMergeState(double, LatentStateLabel) - Method in interface org.drip.spline.grid.Span

Indicate if the specified Label is part of the Merge State at the specified Predictor Ordinate

isMFCQ(double[]) - Method in class org.drip.optimization.constrained.OptimizationFramework

Check for Mangasarian Fromovitz Constraint Qualification

isPositive() - Method in class org.drip.sequence.metrics.SingleSequenceAgnosticMetrics

Retrieve the Sequence Positiveness Flag

isPositiveDefinite(double[]) - Method in class org.drip.learning.kernel.IntegralOperator

Indicate the Kernel Operator Integral's Positive-definiteness across the specified X Variate Instance

iSpread() - Method in class org.drip.analytics.output.BondRVMeasures

Retrieve the I Spread

iSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from ASW to Work-out

iSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from ASW to Maturity

iSpreadFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from ASW to Optimal Exercise

iSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from Bond Basis to Work-out

iSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from Bond Basis to Maturity

iSpreadFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from Bond Basis to Optimal Exercise

iSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from Credit Basis to Work-out

iSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from Credit Basis to Maturity

iSpreadFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from Credit Basis to Optimal Exercise

iSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from Discount Margin to Work-out

iSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from Discount Margin to Maturity

iSpreadFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from Discount Margin to Optimal Exercise

iSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from G Spread to Work-out

iSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from G Spread to Maturity

iSpreadFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from G Spread to Optimal Exercise

iSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from OAS to Work-out

iSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from OAS to Maturity

iSpreadFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from OAS to Optimal Exercise

iSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from PECS to Work-out

iSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from PECS to Maturity

iSpreadFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from PECS to Optimal Exercise

iSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from Price to Work-out

iSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from Price to Maturity

iSpreadFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from Price to Optimal Exercise

iSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from TSY Spread to Work-out

iSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from TSY Spread to Maturity

iSpreadFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from TSY Spread to Optimal Exercise

iSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from Yield to Work-out

iSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from Yield to Maturity

iSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from Yield Spread to Work-out

iSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from Yield Spread to Maturity

iSpreadFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from Yield Spread to Optimal Exercise

iSpreadFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from Yield to Optimal Exercise

iSpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from Z Spread to Work-out

iSpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from Z Spread to Maturity

iSpreadFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

iSpreadFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate I Spread from Z Spread to Optimal Exercise

isPredictorBounded() - Method in interface org.drip.spaces.tensor.GeneralizedVector

Indicate if the Predictor Variate Space is bounded from the Left and the Right

isPredictorBounded() - Method in class org.drip.spaces.tensor.R1CombinatorialVector

isPredictorBounded() - Method in class org.drip.spaces.tensor.R1ContinuousVector

isPredictorBounded() - Method in class org.drip.spaces.tensor.RdAggregate

isProportional() - Method in class org.drip.param.definition.ManifestMeasureTweak

Is the Tweak Proportional

isPut() - Method in class org.drip.product.params.EmbeddedOptionSchedule

Whether the component is putable or callable

isQNCQ(FritzJohnMultipliers, double[]) - Method in class org.drip.optimization.constrained.OptimizationFramework

Check for Quasi Normal Constraint Qualification

isRetired() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityCashFlow

Retrieve the Retirement Indicator Flag

isRightWeekend(double) - Method in class org.drip.analytics.eventday.Weekend

Is the given date a right weekend day

isSCCQ(double[]) - Method in class org.drip.optimization.constrained.OptimizationFramework

Check for Slater Condition Constraint Qualification

isSell() - Method in class org.drip.execution.discrete.Slice

Indicate if the Slice is a Sell

isSOSC(FritzJohnMultipliers, double[], boolean) - Method in class org.drip.optimization.constrained.OptimizationFramework

Check the Candidate Point for Second Order Sufficiency Condition

issuer() - Method in class org.drip.market.exchange.TreasuryFuturesEligibility

Retrieve the Array of Eligible Issuers

isToleranceAbsolute() - Method in class org.drip.quant.eigen.PowerIterationComponentExtractor

Indicate if the specified Tolerance is Absolute

isUnconstrained() - Method in class org.drip.optimization.constrained.OptimizationFramework

Indicate if the Optimizer Framework is Unconstrained

isUpper() - Method in class org.drip.function.rdtor1.AffineBoundMultivariate

isUpper() - Method in interface org.drip.function.rdtor1.BoundMultivariate

Retrieve the Bound Type Indicator Flag

IsValid(double) - Static method in class org.drip.quant.common.NumberUtil

Checks if the input double is Infinite or NaN

IsValid(double[]) - Static method in class org.drip.quant.common.NumberUtil

Checks if the input double array contains an Infinite or an NaN

isVariateConvergenceCheckEnabled() - Method in class org.drip.function.r1tor1solver.ExecutionControl

Indicate if the variate convergence check has been turned on

isVariateConvergenceCheckEnabled() - Method in class org.drip.function.r1tor1solver.ExecutionControlParams

Indicate if the variate convergence check has been turned on

isWeekend(int) - Method in class org.drip.analytics.eventday.Weekend

Is the given date a weekend day

ItemList - Class in org.drip.json.simple

ItemList is an Adaptation of the ItemList Interface from the RFC4627 compliant JSON Simple (https://code.google.com/p/json-simple/).

ItemList() - Constructor for class org.drip.json.simple.ItemList

ItemList(String) - Constructor for class org.drip.json.simple.ItemList

ItemList(String, String) - Constructor for class org.drip.json.simple.ItemList

ItemList(String, String, boolean) - Constructor for class org.drip.json.simple.ItemList

IteratedBracket - Class in org.drip.function.r1tor1solver

IteratedBracket holds the left/right bracket variates and the corresponding values for the objective function during each iteration.

IteratedBracket(BracketingOutput) - Constructor for class org.drip.function.r1tor1solver.IteratedBracket

BracketingVariateIterator constructor

IteratedVariate - Class in org.drip.function.r1tor1solver

IteratedVariate holds the variate and the corresponding value for the objective function during each iteration.

IteratedVariate(ExecutionInitializationOutput, double) - Constructor for class org.drip.function.r1tor1solver.IteratedVariate

IteratedVariate constructor

IterationHelper - Class in org.drip.spaces.iterator

IterationHelper contains the Functionality that helps perform Checked Multidimensional Iterative Scans.

IterationHelper() - Constructor for class org.drip.spaces.iterator.IterationHelper

iterator() - Method in class org.drip.spaces.tensor.RdCombinatorialVector

Retrieve the Multidimensional Iterator associated with the Underlying Vector Space

ITLHoliday - Class in org.drip.analytics.holset

ITLHoliday() - Constructor for class org.drip.analytics.holset.ITLHoliday

iWander() - Method in class org.drip.execution.athl.TransactionSignal

Retrieve the "I" Component Wander of the Transaction Signal

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