Constant Field Values

Contents

org.drip.*

  • org.drip.analytics.date.DateUtil
    Modifier and Type Constant Field Value
    public static final int APRIL 4
    public static final int AUGUST 8
    public static final int DECEMBER 12
    public static final int FEBRUARY 2
    public static final int FRIDAY 4
    public static final int JANUARY 1
    public static final int JULY 7
    public static final int JUNE 6
    public static final int LEFT_INCLUDE 1
    public static final int MARCH 3
    public static final int MAY 5
    public static final int MONDAY 0
    public static final int NOVEMBER 11
    public static final int OCTOBER 10
    public static final int RIGHT_INCLUDE 2
    public static final int SATURDAY 5
    public static final int SEPTEMBER 9
    public static final int SUNDAY 6
    public static final int THURSDAY 3
    public static final int TUESDAY 1
    public static final int WEDNESDAY 2
  • org.drip.capital.definition.Business
    Modifier and Type Constant Field Value
    public static final java.lang.String ADVISORY "Advisory"
    public static final java.lang.String AI "AI"
    public static final java.lang.String BHCFINANCIAL "BHCFinancial"
    public static final java.lang.String CAI "CAI"
    public static final java.lang.String CAPITAL_MARKETS_ORGANIZATION "Capital Markets Organization"
    public static final java.lang.String CAPITAL_MARKETS_ORIGINATION_LENDING "Capital Markets Origination Lending"
    public static final java.lang.String CARDS "Cards"
    public static final java.lang.String CASH "Cash"
    public static final java.lang.String CENTRAL_AMERICA_MORTGAGES "Central America Mortgages"
    public static final java.lang.String CLP "CLP"
    public static final java.lang.String COMMERCIAL_REAL_ESTATE "Commercial Real Estate"
    public static final java.lang.String COMMODITIES "Commodities"
    public static final java.lang.String COMMODITIES_HOUSTON "Commodts Houston"
    public static final java.lang.String CONSUMER_CARDS "Consumer_Cards"
    public static final java.lang.String CONSUMER_OTHER "Consumer_Other"
    public static final java.lang.String CONVERTS "Converts"
    public static final java.lang.String CORPORATE_CENTER "CorpCtr"
    public static final java.lang.String CREDIT_MACRO_HEDGE "Credit Macro Hedge"
    public static final java.lang.String CREDIT_MARKETS "Credit Markets"
    public static final java.lang.String CREDIT_TRADING "Credit Trading"
    public static final java.lang.String DISTRESSED "Distressed"
    public static final java.lang.String EM_ABF "EM ABF"
    public static final java.lang.String EM_ASSET_BACKED_FINANCE "EM Asset Backed Finance"
    public static final java.lang.String EM_BONDS "EM Bonds"
    public static final java.lang.String EM_CREDIT_TRADING "EM Credit Trading"
    public static final java.lang.String EM_PRIMARY_LOANS "EM Prm Loans"
    public static final java.lang.String EQUITIES "Equities"
    public static final java.lang.String EQUITY_DERIVATIVES "Equity Derivative"
    public static final java.lang.String EQUITY_UNDERWRITING "Equity Undwrt"
    public static final java.lang.String FIMA "FIMA"
    public static final java.lang.String FINANCE "Finance"
    public static final java.lang.String G10_FX "G10 FX"
    public static final java.lang.String G10_RATES "G10 Rates"
    public static final java.lang.String GLOBAL_CREDIT_MARKETS "Global Credit Markets"
    public static final java.lang.String GLOBAL_SECURITIZED_MARKETS "Glbl Securitized Markets"
    public static final java.lang.String GSSG_WEST "GSSG West"
    public static final java.lang.String GTS "GTS"
    public static final java.lang.String GTS_HOLDINGS_TRADE "GTS Holdings-Trade"
    public static final java.lang.String GWM "GWM"
    public static final java.lang.String IG_BONDS "IG Bonds"
    public static final java.lang.String IG_PRIMARY_LOANS "IG Prmry Loans"
    public static final java.lang.String INTERNATIONAL_CARDS "International Cards"
    public static final java.lang.String INTERNATIONAL_RETAIL_BANKING "International Retail Banking"
    public static final java.lang.String LEVERAGED_FINANCE "Lev Fin"
    public static final java.lang.String LOAN_PORTFOLIO_MANAGEMENT "Loan Portfolio Management"
    public static final java.lang.String LOCAL_MARKETS "Local Mkts"
    public static final java.lang.String LONG_TERM_ASSET_GROUP "Long Term Asset Group"
    public static final java.lang.String MUNICIPAL "Munis"
    public static final java.lang.String MUNICIPAL_SECURITIES "Municipal Securities"
    public static final java.lang.String MUNICIPAL_SECURITIES_BHC_COMMUNITY "Municipal Securities - BHC Community"
    public static final java.lang.String NIKKO_INVESTMENTS "Nikko Investments"
    public static final java.lang.String OS_B "OS&B"
    public static final java.lang.String OTHER_BAM "Other_BAM"
    public static final java.lang.String OTHER_CONSUMER "Other_Consumer"
    public static final java.lang.String OTHER_FI_UNDERWRITING "Other FI Undwrtng"
    public static final java.lang.String OTHER_GLOBAL_MARKETS "Other Glbl Mkts"
    public static final java.lang.String OTHER_SPECIAL_ASSET_POOL "Other Special Asset Pool"
    public static final java.lang.String PECD "PECD"
    public static final java.lang.String PRIME_FINANCE "Prime Finance"
    public static final java.lang.String PRIMERICA_FINANCIAL_SERVICES "Primerica Financial Services"
    public static final java.lang.String PRIVATE_BANKING "Private Banking"
    public static final java.lang.String PROJECT_FINANCE "Project Finance"
    public static final java.lang.String RATES_AND_CURRENCIES "Rates and Currencies"
    public static final java.lang.String REAL_ESTATE_LENDING "Real Estate Lending"
    public static final java.lang.String RETAIL_AUTO_LENDING "Retail Auto Lending"
    public static final java.lang.String RETAIL_BANKING "Retail Banking"
    public static final java.lang.String RETAIL_PARTNER_CARDS "Retail Partner Cards"
    public static final java.lang.String RISK_TREASURY "Risk Treasury"
    public static final java.lang.String RUBICON_INDIA "Rubicon - India"
    public static final java.lang.String SAP_ADMIN "SAP Admin"
    public static final java.lang.String SECURITIZED_MARKETS "Securitized Mkts"
    public static final java.lang.String SHORT_TERM "Short Term"
    public static final java.lang.String SMITH_BARNEY_BAM "Smith_Barney_BAM"
    public static final java.lang.String STUDENT_LOANS "Student Loans"
    public static final java.lang.String US_COMMERCIAL_BANKING "US Commercial Banking"
    public static final java.lang.String US_CONSUMER_INSTALLMENT_LOANS "US Consumer Installment Loans"
  • org.drip.capital.definition.Group
    Modifier and Type Constant Field Value
    public static final java.lang.String BHCCORP_CONSUMER "BHC - Consumer"
    public static final java.lang.String BHCCORP_ICG "BHC - ICG"
    public static final java.lang.String CORPORATE_CENTER "CorpCtr"
    public static final java.lang.String HOLDINGS "Holdings"
  • org.drip.capital.definition.Product
    Modifier and Type Constant Field Value
    public static final java.lang.String ADVISORY "Advisory"
    public static final java.lang.String BAM "BAM"
    public static final java.lang.String CAI "CAI"
    public static final java.lang.String COMMODITIES "Commodities"
    public static final java.lang.String CONSUMER "Consumer"
    public static final java.lang.String CORPORATE_CENTER "CorpCtr"
    public static final java.lang.String EM_ABF "EM ABF"
    public static final java.lang.String EQUITIES "Equities"
    public static final java.lang.String EQUITY_UNDERWRITING "Equity_Underwriting"
    public static final java.lang.String FIXED_INCOME_UNDERWRITING "Fixed_Income_Underwriting"
    public static final java.lang.String FX_LOCAL_MARKETS "FX_Local_Markets"
    public static final java.lang.String G10_RATES "G10_Rates"
    public static final java.lang.String G10_RISK_TREASURY_RV_FINANCE "G10_Risk_Treasury_RV_Finance"
    public static final java.lang.String GSP "GSP"
    public static final java.lang.String GTS "GTS"
    public static final java.lang.String GWM "GWM"
    public static final java.lang.String HOLDINGS_CONSUMER "Holdings_Consumer"
    public static final java.lang.String NIKKO_INVESTMENTS "Nikko Investments"
    public static final java.lang.String OS_B "OS&B"
    public static final java.lang.String OTHER_GLOBAL_MARKETS "Other_Global_Markets"
    public static final java.lang.String PRIME_FINANCE "Prime Finance"
    public static final java.lang.String SAP "SAP"
  • org.drip.capital.definition.Region
    Modifier and Type Constant Field Value
    public static final java.lang.String ASIA "ASIA"
    public static final java.lang.String EMEA "EMEA"
    public static final java.lang.String LATIN_AMERICA "LATIN AMERICA"
    public static final java.lang.String NORTH_AMERICA "NORTH AMERICA"
  • org.drip.capital.definition.RiskType
    Modifier and Type Constant Field Value
    public static final java.lang.String AFS "AFS"
    public static final java.lang.String CVA "CVA"
    public static final java.lang.String PENSION "Pension"
    public static final java.lang.String TRADING "Trading"
  • org.drip.capital.definition.StressScenarioType
    Modifier and Type Constant Field Value
    public static final java.lang.String CORRELATED "CORRELATED"
    public static final java.lang.String IDIOSYNCRATIC "IDIOSYNCRATIC"
    public static final java.lang.String SYSTEMIC "SYSTEMIC"
  • org.drip.capital.definition.SystemicScenarioDefinition
    Modifier and Type Constant Field Value
    public static final java.lang.String BASELINE_1974 "1974 Baseline"
    public static final java.lang.String BASELINE_2008 "2008 Baseline"
    public static final java.lang.String DEEP_DOWNTURN "Deep Downturn"
    public static final java.lang.String DOLLAR_DECLINE "Dollar Decline"
    public static final java.lang.String INTEREST_RATE_SHOCK "Interest Rate Shock"
    public static final java.lang.String LOST_DECADE "Lost Decade"
  • org.drip.capital.label.Coordinate
    Modifier and Type Constant Field Value
    public static final java.lang.String FQN_DELIMITER "@"
  • org.drip.dynamics.physical.FundamentalConstants
    Modifier and Type Constant Field Value
    public static final double AVOGADRO 6.02214086E23
    public static final double BOLTZMANN 1.38064852E-23
  • org.drip.function.definition.RxToR1Property
    Modifier and Type Constant Field Value
    public static final java.lang.String EQ "EQ"
    public static final java.lang.String GT "GT"
    public static final java.lang.String GTE "GTE"
    public static final java.lang.String LT "LT"
    public static final java.lang.String LTE "LTE"
    public static final double MISMATCH_TOLERANCE 0.01
  • org.drip.function.r1tor1.HyperbolicTension
    Modifier and Type Constant Field Value
    public static final int COSH 2
    public static final int SINH 1
  • org.drip.graph.asymptote.BigOAsymptoteForm
    Modifier and Type Constant Field Value
    public static final java.lang.String CONSTANT "O (1) "
    public static final java.lang.String EXP_SQRT_LOG_LOG_N "O (exp^sqrt(log log n))"
    public static final java.lang.String LOG_LOG_N "O (log log n)"
    public static final java.lang.String LOG_N "O (log n) "
    public static final java.lang.String N "O (n) "
    public static final java.lang.String N_LOG_N "O (n log n) "
    public static final java.lang.String N_SQUARED "O (n * n) "
  • org.drip.graph.asymptote.BigOAsymptoteType
    Modifier and Type Constant Field Value
    public static final java.lang.String BIG_O "Big O Bound"
    public static final java.lang.String BIG_OMEGA "Big Omega Bound"
    public static final java.lang.String BIG_THETA "Big Theta Bound"
    public static final java.lang.String SMALL_O "Small O Bound"
  • org.drip.investing.factorspec.CapitalizationCategory
    Modifier and Type Constant Field Value
    public static final int BIG 1
    public static final int SMALL 0
    public static final int UNDEFINED -1
  • org.drip.investing.factorspec.CarryCategory
    Modifier and Type Constant Field Value
    public static final int GAIN 0
    public static final int LOSE 1
    public static final int UNDEFINED -1
  • org.drip.investing.factorspec.GrowthCategory
    Modifier and Type Constant Field Value
    public static final int HIGH 0
    public static final int LOW 1
    public static final int UNDEFINED -1
  • org.drip.investing.factorspec.InvestmentCategory
    Modifier and Type Constant Field Value
    public static final int AGGRESSIVE 0
    public static final int CONSERVATIVE 1
    public static final int UNDEFINED -1
  • org.drip.investing.factorspec.LeverageCategory
    Modifier and Type Constant Field Value
    public static final int HIGH 0
    public static final int LOW 1
    public static final int UNDEFINED -1
  • org.drip.investing.factorspec.MarketCategory
    Modifier and Type Constant Field Value
    public static final int ABSENT 1
    public static final int PRESENT 0
  • org.drip.investing.factorspec.MomentumCategory
    Modifier and Type Constant Field Value
    public static final int LOSER 1
    public static final int UNDEFINED -1
    public static final int WINNER 0
  • org.drip.investing.factorspec.ProfitabilityCategory
    Modifier and Type Constant Field Value
    public static final int ROBUST 0
    public static final int UNDEFINED -1
    public static final int WEAK 1
  • org.drip.investing.factorspec.TermCategory
    Modifier and Type Constant Field Value
    public static final int LONG 0
    public static final int SHORT 1
    public static final int UNDEFINED -1
  • org.drip.investing.factorspec.ValueCategory
    Modifier and Type Constant Field Value
    public static final int HIGH 1
    public static final int LOW 0
    public static final int UNDEFINED -1
  • org.drip.investing.factorspec.VolatilityCategory
    Modifier and Type Constant Field Value
    public static final int HIGH 1
    public static final int LOW 0
    public static final int UNDEFINED -1
  • org.drip.oms.depth.PriceTick
    Modifier and Type Constant Field Value
    public static final int DOWNTICK 2
    public static final int NOTICK 0
    public static final int UPTICK 1
  • org.drip.oms.transaction.OrderFillWholeSettings
    Modifier and Type Constant Field Value
    public static final int ALL_OR_NONE 2
    public static final int FILL_OR_KILL 1
  • org.drip.oms.transaction.OrderIssuer
    Modifier and Type Constant Field Value
    public static final int CLIENT 1
    public static final int DEALER 2
  • org.drip.oms.transaction.OrderState
    Modifier and Type Constant Field Value
    public static final int CANCELED 16
    public static final int FILLED 8
    public static final int OPEN 1
    public static final int PARTIALLY_FILLED 4
    public static final int UNFILLED 2
  • org.drip.oms.transaction.OrderType
    Modifier and Type Constant Field Value
    public static final int LIMIT 2
    public static final int MARKET 1
    public static final int STOP 2
  • org.drip.oms.transaction.Side
    Modifier and Type Constant Field Value
    public static final char BUY 66
    public static final char SELL 83
  • org.drip.oms.transaction.TimeInForce
    Modifier and Type Constant Field Value
    public static final int TIF_DAY 1
    public static final int TIF_EXTENDED 2
    public static final int TIF_IMMEDIATE 3
    public static final int TIF_ON_MARKET_CLOSE 5
    public static final int TIF_ON_MARKET_OPEN 4
  • org.drip.optimization.lp.LinearRelation
    Modifier and Type Constant Field Value
    public static final int EQ 2
    public static final int GTE 4
    public static final int LTE 1
  • org.drip.optimization.lp.SyntheticVariableType
    Modifier and Type Constant Field Value
    public static final int ARTIFICIAL 2
    public static final int SLACK 1
  • org.drip.param.quoting.QuotedSpreadInterpreter
    Modifier and Type Constant Field Value
    public static final java.lang.String CONV_CDS "CONV"
    public static final java.lang.String SNAC_CDS "SNAC"
    public static final java.lang.String STEM_CDS "CONV"
  • org.drip.portfolioconstruction.optimizer.Scope
    Modifier and Type Constant Field Value
    public static final int ASSET 1
    public static final int PORTFOLIO 3
    public static final int SELECTION 3
  • org.drip.portfolioconstruction.optimizer.Unit
    Modifier and Type Constant Field Value
    public static final int CURRENCY 3
    public static final int PERCENT 1
    public static final int QUANTITY 2
  • org.drip.service.common.StringUtil
    Modifier and Type Constant Field Value
    public static final java.lang.String NULL_SER_STRING "<<null>>"
    public static final double VERSION 2.4
  • org.drip.simm.common.Chargram
    Modifier and Type Constant Field Value
    public static final java.lang.String CRNQ "CRNQ"
    public static final java.lang.String CRQ "CRQ"
    public static final java.lang.String CT "CT"
    public static final java.lang.String EQ "EQ"
    public static final java.lang.String FX "FX"
    public static final java.lang.String IR "IR"
  • org.drip.simm.common.CrossRiskClassCorrelation20
    Modifier and Type Constant Field Value
    public static final double CRNQ_CT 0.25
    public static final double CRNQ_EQ 0.23
    public static final double CRNQ_FX 0.18
    public static final double CRQ_CRNQ 0.3
    public static final double CRQ_CT 0.46
    public static final double CRQ_EQ 0.66
    public static final double CRQ_FX 0.27
    public static final double CT_FX 0.32
    public static final double EQ_CT 0.39
    public static final double EQ_FX 0.24
    public static final double IR_CRNQ 0.18
    public static final double IR_CRQ 0.28
    public static final double IR_CT 0.3
    public static final double IR_EQ 0.18
    public static final double IR_FX 0.22
  • org.drip.simm.common.CrossRiskClassCorrelation21
    Modifier and Type Constant Field Value
    public static final double CRNQ_CT 0.22
    public static final double CRNQ_EQ 0.17
    public static final double CRNQ_FX 0.11
    public static final double CRQ_CRNQ 0.26
    public static final double CRQ_CT 0.45
    public static final double CRQ_EQ 0.65
    public static final double CRQ_FX 0.24
    public static final double CT_FX 0.32
    public static final double EQ_CT 0.39
    public static final double EQ_FX 0.23
    public static final double IR_CRNQ 0.15
    public static final double IR_CRQ 0.25
    public static final double IR_CT 0.3
    public static final double IR_EQ 0.19
    public static final double IR_FX 0.26
  • org.drip.simm.common.CrossRiskClassCorrelation24
    Modifier and Type Constant Field Value
    public static final double CRNQ_CT 0.4
    public static final double CRNQ_EQ 0.48
    public static final double CRNQ_FX 0.14
    public static final double CRQ_CRNQ 0.45
    public static final double CRQ_CT 0.52
    public static final double CRQ_EQ 0.69
    public static final double CRQ_FX 0.42
    public static final double CT_FX 0.38
    public static final double EQ_CT 0.52
    public static final double EQ_FX 0.34
    public static final double IR_CRNQ 0.19
    public static final double IR_CRQ 0.32
    public static final double IR_CT 0.41
    public static final double IR_EQ 0.33
    public static final double IR_FX 0.28
  • org.drip.simm.common.ProductClassMultiplicativeScale
    Modifier and Type Constant Field Value
    public static final double MS_COMMODITY_DEFAULT 1.0
    public static final double MS_CREDIT_NON_QUALIFYING_DEFAULT 1.0
    public static final double MS_CREDIT_QUALIFYING_DEFAULT 1.0
    public static final double MS_EQUITY_DEFAULT 1.0
    public static final double MS_RATESFX_DEFAULT 1.0
  • org.drip.spline.pchip.LocalMonotoneCkGenerator
    Modifier and Type Constant Field Value
    public static final java.lang.String C1_AKIMA "C1_AKIMA"
    public static final java.lang.String C1_BESSEL "C1_BESSEL"
    public static final java.lang.String C1_HARMONIC "C1_HARMONIC"
    public static final java.lang.String C1_HUYNH_LE_FLOCH "C1_HUYNH_LE_FLOCH"
    public static final java.lang.String C1_HYMAN83 "C1_HYMAN83"
    public static final java.lang.String C1_HYMAN89 "C1_HYMAN89"
    public static final java.lang.String C1_KRUGER "C1_KRUGER"
    public static final java.lang.String C1_MONOTONE_CONVEX "C1_MONOTONE_CONVEX"
    public static final java.lang.String C1_VAN_LEER "C1_VAN_LEER"
    public static final java.lang.String C1_VANILLA "C1_VANILLA"