Constant Field Values

Contents

• org.drip.*

org.drip.*

org.drip.analytics.cashflow.ComposableUnitPeriod

Modifier and Type	Constant Field	Value
public static final int	NODE_INSIDE_SEGMENT	2
public static final int	NODE_LEFT_OF_SEGMENT	1
public static final int	NODE_RIGHT_OF_SEGMENT	4

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.analytics.daycount.Convention

Modifier and Type	Constant Field	Value
public static final int	DATE_ROLL_ACTUAL	0
public static final int	DATE_ROLL_FOLLOWING	1
public static final int	DATE_ROLL_MODIFIED_FOLLOWING	2
public static final int	DATE_ROLL_MODIFIED_FOLLOWING_BIMONTHLY	4
public static final int	DATE_ROLL_MODIFIED_PREVIOUS	16
public static final int	DATE_ROLL_PREVIOUS	8
public static final int	WEEKDAY_HOLS	1
public static final int	WEEKEND_HOLS	2

org.drip.analytics.definition.LatentStateStatic

Modifier and Type	Constant Field	Value
public static final java.lang.String	DISCOUNT_QM_COMPOUNDED_SHORT_RATE	"DISCOUNT_QM_COMPOUNDED_SHORT_RATE"
public static final java.lang.String	DISCOUNT_QM_DISCOUNT_FACTOR	"DISCOUNT_QM_DISCOUNT_FACTOR"
public static final java.lang.String	DISCOUNT_QM_FORWARD_RATE	"DISCOUNT_QM_FORWARD_RATE"
public static final java.lang.String	DISCOUNT_QM_ZERO_RATE	"DISCOUNT_QM_ZERO_RATE"
public static final java.lang.String	FORWARD_QM_CONTINUOUSLY_COMPOUNDED_FORWARD_RATE	"FORWARD_QM_CONTINUOUSLY_COMPOUNDED_FORWARD_RATE"
public static final java.lang.String	FORWARD_QM_FORWARD_RATE	"FORWARD_QM_FORWARD_RATE"
public static final java.lang.String	FORWARD_QM_INSTANTANEOUS_EFFECTIVE_FORWARD_RATE	"FORWARD_QM_EFFECTIVE_ANNUAL_FORWARD_RATE"
public static final java.lang.String	FORWARD_QM_INSTANTANEOUS_FORWARD_RATE	"FORWARD_QM_INSTANTANEOUS_FORWARD_RATE"
public static final java.lang.String	FORWARD_QM_INSTANTANEOUS_NOMINAL_FORWARD_RATE	"FORWARD_QM_NOMINAL_ANNUAL_FORWARD_RATE"
public static final java.lang.String	FORWARD_QM_LIBOR_RATE	"FORWARD_QM_LIBOR_RATE"
public static final java.lang.String	FORWARD_QM_SHIFTED_FORWARD_RATE	"FORWARD_QM_SHIFTED_FORWARD_RATE"
public static final java.lang.String	FX_QM_FORWARD_OUTRIGHT	"FX_QM_FORWARD_OUTRIGHT"
public static final java.lang.String	GOVVIE_QM_YIELD	"GOVVIE_QM_YIELD"
public static final java.lang.String	LATENT_STATE_FORWARD	"LATENT_STATE_FORWARD"
public static final java.lang.String	LATENT_STATE_FUNDING	"LATENT_STATE_FUNDING"
public static final java.lang.String	LATENT_STATE_FX	"LATENT_STATE_FX"
public static final java.lang.String	LATENT_STATE_GOVVIE	"LATENT_STATE_GOVVIE"
public static final java.lang.String	LATENT_STATE_VOLATILITY	"LATENT_STATE_VOLATILITY"
public static final java.lang.String	VOLATILITY_QM_LOGNORMAL_VOLATILITY	"VOLATILITY_QM_LOGNORMAL_VOLATILITY"
public static final java.lang.String	VOLATILITY_QM_NORMAL_VOLATILITY	"VOLATILITY_QM_NORMAL_VOLATILITY"
public static final java.lang.String	VOLATILITY_QM_SABR_VOLATILITY	"VOLATILITY_QM_SABR_VOLATILITY"

org.drip.analytics.eventday.DateInMonth

Modifier and Type	Constant Field	Value
public static final int	INSTANCE_GENERATOR_RULE_EDGE_LAG	1
public static final int	INSTANCE_GENERATOR_RULE_SPECIFIC_DAY_OF_MONTH	3
public static final int	INSTANCE_GENERATOR_RULE_WEEK_DAY	2

org.drip.analytics.support.CompositePeriodBuilder

Modifier and Type	Constant Field	Value
public static final int	ACCRUAL_COMPOUNDING_RULE_ARITHMETIC	1
public static final int	ACCRUAL_COMPOUNDING_RULE_GEOMETRIC	2
public static final int	EDGE_DATE_SEQUENCE_FORWARD	0
public static final int	EDGE_DATE_SEQUENCE_OVERNIGHT	4
public static final int	EDGE_DATE_SEQUENCE_REGULAR	2
public static final int	EDGE_DATE_SEQUENCE_REVERSE	1
public static final int	EDGE_DATE_SEQUENCE_SINGLE	8
public static final int	FULL_FRONT_PERIOD	1
public static final int	LONG_STUB	2
public static final int	REFERENCE_PERIOD_IN_ADVANCE	1
public static final int	REFERENCE_PERIOD_IN_ARREARS	0
public static final int	SHORT_STUB	0

org.drip.analytics.support.Logger

Modifier and Type	Constant Field	Value
public static final int	DEBUG	4
public static final int	ERROR	0
public static final int	INFO	2
public static final int	WARNING	1

org.drip.capital.allocation.CorrelationCategoryBeta

Modifier and Type	Constant Field	Value
public static final int	ELASTICITY_FIXED	0
public static final int	ELASTICITY_FLOAT	1

org.drip.capital.allocation.EntityComponentAssignmentScheme

Modifier and Type	Constant Field	Value
public static final int	BETA	1
public static final int	PRO_RATA	2

org.drip.capital.allocation.EntityComponentCorrelationCategory

Modifier and Type	Constant Field	Value
public static final int	ENTITY_CORRELATION	4
public static final int	HEDGE	0
public static final int	HIGH_CORRELATION	1
public static final int	LOW_CORRELATION	3
public static final int	MEDIUM_CORRELATION	2

org.drip.capital.allocation.EntityComponentProRataCategory

Modifier and Type	Constant Field	Value
public static final int	MARGINAL	1
public static final int	STANDALONE	2
public static final int	STANDALONE_TO_WORST	3

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.capital.setting.SimulationControl

Modifier and Type	Constant Field	Value
public static final int	SYSTEMIC_STRESS_INCIDENCE_RANDOM_SAMPLING	1
public static final int	SYSTEMIC_STRESS_INCIDENCE_STRATIFIED_SAMPLING	2

org.drip.capital.stress.EventProbabilityLadder

Modifier and Type	Constant Field	Value
public static final java.lang.String	NO_REALIZATION	""

org.drip.capital.systemicscenario.CriterionUnit

Modifier and Type	Constant Field	Value
public static final int	ABSOLUTE	4
public static final int	BASIS_POINT	1
public static final int	PERCENT	2
public static final int	PERCENT_POINT	8
public static final int	VOLATILITY_POINT	16

org.drip.capital.systemicscenario.MarketSegment

Modifier and Type	Constant Field	Value
public static final java.lang.String	DM	"DM"
public static final java.lang.String	DM_HI_VOL	"DM_HI_VOL"
public static final java.lang.String	DM_LO_VOL	"DM_LO_VOL"
public static final java.lang.String	EM	"EM"
public static final java.lang.String	EM_HI_VOL	"EM_HI_VOL"
public static final java.lang.String	EM_LO_VOL	"EM_LO_VOL"

org.drip.capital.systemicscenario.SystemicStressShockIndicator

Modifier and Type	Constant Field	Value
public static final java.lang.String	DEFLATIONARY	"DEFLATIONARY"
public static final int	DOWN	-1
public static final java.lang.String	INFLATIONARY	"INFLATIONARY"
public static final java.lang.String	NEITHER	"NEITHER"
public static final int	UNSPECIFIED	0
public static final int	UP	1

org.drip.capital.systemicscenario.TypeOfChange

Modifier and Type	Constant Field	Value
public static final java.lang.String	CHANGE_AS_PERCENT_OF_CALENDAR_2008_SPREAD_WIDENING	"Change as % of Calendar 2008 Spread Widening"
public static final java.lang.String	CHANGE_VS_4_Q_FORWARD	"Change vs. 4 Q Forward"
public static final java.lang.String	CHANGE_VS_CURRENT	"Change vs. Current Q/Q-4"
public static final java.lang.String	NONE	"None"
public static final java.lang.String	PEAK_VS_CURRENT_LEVEL	"Peak vs. Current Level"
public static final java.lang.String	SCENARIO_GDP_GROWTH	"Scenario GDP Growth Q/Q-4"
public static final java.lang.String	VOLATILITY_POINT_CHANGE_AS_PERCENT_OF_2008_VOLATILITY_POINT_CHANGE	"Volatility Point Change as % Calendar 2008 Volatility Point Change"

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.execution.adaptive.CoordinatedVariationTrajectoryGenerator

Modifier and Type	Constant Field	Value
public static final int	TRADE_RATE_STATIC_INITIALIZATION	1
public static final int	TRADE_RATE_ZERO_INITIALIZATION	2

org.drip.execution.athl.CalibrationEmpirics

Modifier and Type	Constant Field	Value
public static final double	PERMANENT_IMPACT_COEFFICIENT	0.314
public static final double	PERMANENT_IMPACT_COEFFICIENT_ONE_SIGMA	0.041
public static final double	PERMANENT_IMPACT_EXPONENT	1.0
public static final double	PERMANENT_IMPACT_EXPONENT_ATHL2005	0.891
public static final double	PERMANENT_IMPACT_EXPONENT_ATHL2005_ONE_SIGMA	0.1
public static final double	PERMANENT_IMPACT_EXPONENT_QUASI_ARBITRAGE_FREE	1.0
public static final double	PERMANENT_IMPACT_INVERSE_TURNOVER_EXPONENT	0.25
public static final double	PERMANENT_IMPACT_INVERSE_TURNOVER_EXPONENT_ATHL2005	0.267
public static final double	PERMANENT_IMPACT_INVERSE_TURNOVER_EXPONENT_ATHL2005_ONE_SIGMA	0.22
public static final double	TEMPORARY_IMPACT_COEFFICIENT	0.142
public static final double	TEMPORARY_IMPACT_COEFFICIENT_ONE_SIGMA	0.0062
public static final double	TEMPORARY_IMPACT_EXPONENT	0.6
public static final double	TEMPORARY_IMPACT_EXPONENT_ONE_SIGMA	0.038

org.drip.exposure.csatimeline.EventDateBuilder

Modifier and Type	Constant Field	Value
public static final int	CURE_PERIOD_IMA_1992	3
public static final int	CURE_PERIOD_IMA_2002	1
public static final int	ED_COMMUNICATION_DELAY_AGGRESSIVE	1
public static final int	ED_COMMUNICATION_DELAY_CONSERVATIVE	2
public static final int	ETD_CALL_OUT_DELAY_AGGRESSIVE	1
public static final int	ETD_CALL_OUT_DELAY_CONSERVATIVE	12
public static final int	ETD_DESIGNATION_DELAY_AGGRESSIVE	1
public static final int	ETD_DESIGNATION_DELAY_CONSERVATIVE	3
public static final int	MARGIN_FREQUENCY_DAILY	1
public static final int	PED_CALL_OUT_DELAY_AGGRESSIVE	1
public static final int	PED_CALL_OUT_DELAY_CONSERVATIVE	3
public static final int	PED_COMMUNICATION_DELAY_AGGRESSIVE	1
public static final int	PED_COMMUNICATION_DELAY_CONSERVATIVE	2

org.drip.exposure.mpor.MarginPeriodOfRisk

Modifier and Type	Constant Field	Value
public static final int	MPOR_INTERPOLATION_BROWNIAN_BRIDGE	4
public static final int	MPOR_INTERPOLATION_LINEAR	1
public static final int	MPOR_INTERPOLATION_SQRT_T	2

org.drip.exposure.regression.LocalVolatilityGenerationControl

Modifier and Type	Constant Field	Value
public static final double	LOCAL_VOLATILITY_SMOOTHING_FLOOR_BIAS	0.9
public static final double	PYKHTIN_2009_EMPIRICAL_CEILING_FACTOR	0.05
public static final int	PYKHTIN_2009_EMPIRICAL_FLOOR	20

org.drip.feed.transformer.FundingFixFloatMarksReconstitutor

Modifier and Type	Constant Field	Value
public static final double	s_dblScaler	0.01

org.drip.feed.transformer.GovvieTreasuryMarksReconstitutor

Modifier and Type	Constant Field	Value
public static final double	s_dblScaler	0.01
public static final java.lang.String	s_strCalibrationMeasure	"Yield"

org.drip.feed.transformer.OvernightIndexMarksReconstitutor

Modifier and Type	Constant Field	Value
public static final double	s_dblScaler	0.01

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.function.r1tor1solver.InitializationHeuristics

Modifier and Type	Constant Field	Value
public static final int	BRACKETING_CUSTOM_BCP	16
public static final int	BRACKETING_EDGE_HINTS	1
public static final int	BRACKETING_FLOOR_CEILING	4
public static final int	BRACKETING_GENERIC_BCP	0
public static final int	BRACKETING_MID_HINT	2
public static final int	SEARCH_HARD_BRACKETS	8

org.drip.function.rdtor1descent.ArmijoEvolutionVerifier

Modifier and Type	Constant Field	Value
public static final double	NOCEDAL_WRIGHT_ARMIJO_PARAMETER	1.0E-4

org.drip.function.rdtor1descent.CurvatureEvolutionVerifier

Modifier and Type	Constant Field	Value
public static final double	NOCEDAL_WRIGHT_CURVATURE_PARAMETER	0.9

org.drip.function.rdtor1solver.ConvergenceControl

Modifier and Type	Constant Field	Value
public static final int	OBJECTIVE_FUNCTION_SEQUENCE_CONVERGENCE	1
public static final int	VARIATE_CONSTRAINT_SEQUENCE_CONVERGENCE	2

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.graph.core.DirectedGraphType

Modifier and Type	Constant Field	Value
public static final int	COMPLETE	4
public static final int	COMPLETE_BIPARTITE	8
public static final int	CYCLICAL	2
public static final int	N_DIMENSIONAL_HYPERCUBE	16
public static final int	TREE	1
public static final int	UNSPECIFIED	0

org.drip.graph.selection.FloydRivestPartitionControl

Modifier and Type	Constant Field	Value
public static final double	ALGORITHM_489_SHRINKAGE	0.5
public static final int	ALGORITHM_489_WIDTH_LIMIT	600

org.drip.graph.softheap.KaplanZwickTargetSize

Modifier and Type	Constant Field	Value
public static final double	STANDARD_RANK_SCALER	1.5

org.drip.graph.subarray.ThreeSumVariantBuilder

Modifier and Type	Constant Field	Value
public static final int	COMPARATOR	1
public static final int	HASH_TABLE	2

org.drip.investing.engine.AssetType

Modifier and Type	Constant Field	Value
public static final int	COMMODITY	6
public static final int	CORPORATE_BOND	4
public static final int	GOVERNMENT_BOND	5
public static final int	STOCK	0
public static final int	STOCK_FUND	2
public static final int	STOCK_FUND_OF_FUNDS	3
public static final int	STOCK_INDEX	1

org.drip.investing.engine.FactorBetaType

Modifier and Type	Constant Field	Value
public static final int	ON_GROSS_RETURNS	1
public static final int	ON_MARKET_PREMIA	3
public static final int	ON_RISK_PREMIA	2

org.drip.investing.factors.PortfolioFinancingScheme

Modifier and Type	Constant Field	Value
public static final int	SELF_FUNDING	2
public static final int	ZERO_COST	2
public static final int	ZERO_INVESTMENT	1

org.drip.investing.factors.RiskPremiumCategory

Modifier and Type	Constant Field	Value
public static final int	COMMODITY	16
public static final int	CREDIT_SPREAD	2
public static final int	EQUITY	4
public static final int	FX	8
public static final int	INTEREST_RATE	1

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.investing.riskindex.ValueFactorMetrics

Modifier and Type	Constant Field	Value
public static final int	DIVIDEND_YIELD	4
public static final int	PB_RATIO	2
public static final int	PE_RATIO	1
public static final int	PRICE_TO_BOOK_RATIO	2
public static final int	PRICE_TO_EARNINGS_RATIO	1
public static final int	PRICE_TO_SALES_RATIO	3
public static final int	PS_RATIO	3

org.drip.learning.bound.CoveringNumberBoundBuilder

Modifier and Type	Constant Field	Value
public static final double	EPSILON_EXPONENT_AGNOSTIC_CONVEX_LEARNING	1.0
public static final double	EPSILON_EXPONENT_AGNOSTIC_LEARNING	2.0
public static final double	EPSILON_EXPONENT_REGRESSION_LEARNING	1.0

org.drip.learning.bound.DiagonalOperatorCoveringBound

Modifier and Type	Constant Field	Value
public static final int	BASE_DIAGONAL_ENTROPY_ASYMPTOTE_EXPONENT	1
public static final int	LOG_DIAGONAL_ENTROPY_ASYMPTOTE_EXPONENT	2

org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator

Modifier and Type	Constant Field	Value
public static final int	SUPREMUM_PENALTY_EMPIRICAL_LOSS	1
public static final int	SUPREMUM_PENALTY_EMPIRICAL_RISK	8
public static final int	SUPREMUM_PENALTY_REGULARIZED_LOSS	4
public static final int	SUPREMUM_PENALTY_REGULARIZED_RISK	32
public static final int	SUPREMUM_PENALTY_STRUCTURAL_LOSS	2
public static final int	SUPREMUM_PENALTY_STRUCTURAL_RISK	16

org.drip.market.exchange.TreasuryFuturesSettle

Modifier and Type	Constant Field	Value
public static final int	QUOTE_REFERENCE_INDEX_AUD_BOND_FUTURES_STYLE	3
public static final int	QUOTE_REFERENCE_INDEX_CONVERSION_FACTOR	2
public static final int	QUOTE_REFERENCE_INDEX_FLAT	1
public static final int	SETTLE_TYPE_CASH	1
public static final int	SETTLE_TYPE_PHYSICAL_DELIVERY	2

org.drip.market.otc.SwapOptionSettlement

Modifier and Type	Constant Field	Value
public static final int	SETTLEMENT_QUOTE_EXACT_CURVE	2
public static final int	SETTLEMENT_QUOTE_IRR	1
public static final int	SETTLEMENT_TYPE_CASH_SETTLED	1
public static final int	SETTLEMENT_TYPE_PHYSICAL_DELIVERY	2

org.drip.measure.gamma.R1ShapeScaleDiscrete

Modifier and Type	Constant Field	Value
public static final int	DISCRETE_RANDOM_FROM_AHRENS_DIETER	2
public static final int	DISCRETE_RANDOM_FROM_INVERSE_CDF	1
public static final int	DISCRETE_RANDOM_FROM_MARSAGLIA	3

org.drip.numerical.estimation.R1ToR1IntegrandEstimator

Modifier and Type	Constant Field	Value
public static final int	INTEGRAND_LIMITS_SETTING_ZERO_INFINITY	1
public static final int	INTEGRAND_LIMITS_SETTING_ZERO_ONE	0

org.drip.numerical.fourier.PhaseAdjuster

Modifier and Type	Constant Field	Value
public static final int	MULTI_VALUE_BRANCH_PHASE_TRACKER_NONE	0
public static final int	MULTI_VALUE_BRANCH_PHASE_TRACKER_ROTATION_COUNT	1
public static final int	MULTI_VALUE_BRANCH_POWER_PHASE_TRACKER_KAHL_JACKEL	2

org.drip.numerical.fourier.RotationCountPhaseTracker

Modifier and Type	Constant Field	Value
public static final int	APPLY_BACKWARD	1
public static final int	APPLY_FORWARD	2
public static final int	APPLY_NONE	0

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.definition.CreditManifestMeasureTweak

Modifier and Type	Constant Field	Value
public static final java.lang.String	CREDIT_TWEAK_NODE_MEASURE_HAZARD	"Hazard"
public static final java.lang.String	CREDIT_TWEAK_NODE_MEASURE_QUOTE	"Quote"
public static final java.lang.String	CREDIT_TWEAK_NODE_PARAM_QUOTE	"Quote"
public static final java.lang.String	CREDIT_TWEAK_NODE_PARAM_RECOVERY	"Recovery"

org.drip.param.definition.ManifestMeasureTweak

Modifier and Type	Constant Field	Value
public static final int	FLAT	-1

org.drip.param.market.CreditCurveScenarioContainer

Modifier and Type	Constant Field	Value
public static final int	CC_BASE	0
public static final int	CC_FLAT_DN	2
public static final int	CC_FLAT_UP	1
public static final int	CC_RR_FLAT_DN	32
public static final int	CC_RR_FLAT_UP	16
public static final int	CC_TENOR_DN	8
public static final int	CC_TENOR_UP	4

org.drip.param.market.DiscountCurveScenarioContainer

Modifier and Type	Constant Field	Value
public static final int	DC_BASE	0
public static final int	DC_FLAT_DN	2
public static final int	DC_FLAT_UP	1
public static final int	DC_TENOR_DN	8
public static final int	DC_TENOR_UP	4

org.drip.param.period.FixingSetting

Modifier and Type	Constant Field	Value
public static final int	FIXING_COMPOSITE_PERIOD_END	2
public static final int	FIXING_COMPOSITE_PERIOD_START	1
public static final int	FIXING_PRESET_STATIC	4

org.drip.param.pricer.CreditPricerParams

Modifier and Type	Constant Field	Value
public static final int	PERIOD_DAY_STEPS_MINIMUM	7
public static final int	PERIOD_DISCRETIZATION_DAY_STEP	1
public static final int	PERIOD_DISCRETIZATION_FULL_COUPON	3
public static final int	PERIOD_DISCRETIZATION_PERIOD_STEP	2

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.param.valuation.WorkoutInfo

Modifier and Type	Constant Field	Value
public static final int	WO_TYPE_CALL	1
public static final int	WO_TYPE_MATURITY	3
public static final int	WO_TYPE_PUT	2

org.drip.portfolioconstruction.allocator.EqualityConstraintSettings

Modifier and Type	Constant Field	Value
public static final int	FULLY_INVESTED_CONSTRAINT	2
public static final int	NO_CONSTRAINT	1
public static final int	RETURNS_CONSTRAINT	4

org.drip.portfolioconstruction.alm.InvestorCliffSettings

Modifier and Type	Constant Field	Value
public static final int	DATE_PHASE_AFTER_MORTALITY	2
public static final int	DATE_PHASE_AFTER_RETIREMENT	1
public static final int	DATE_PHASE_BEFORE_RETIREMENT	0

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.pricer.option.HestonStochasticVolatilityAlgorithm

Modifier and Type	Constant Field	Value
public static final int	PAYOFF_TRANSFORM_SCHEME_AMST_2007	1
public static final int	PAYOFF_TRANSFORM_SCHEME_HESTON_1993	1

org.drip.product.creator.BondBuilder

Modifier and Type	Constant Field	Value
public static final int	BOND_TYPE_SIMPLE_FIXED	0
public static final int	BOND_TYPE_SIMPLE_FLOATER	1
public static final int	BOND_TYPE_SIMPLE_FROM_CF	2

org.drip.product.credit.CDSComponent.SpreadCalibrator

Modifier and Type	Constant Field	Value
public static final int	CALIBRATION_TYPE_FLAT_CURVE_NODES	2
public static final int	CALIBRATION_TYPE_FLAT_INSTRUMENT_NODE	1
public static final int	CALIBRATION_TYPE_NODE_PARALLEL_BUMP	4

org.drip.product.govvie.TreasuryFutures

Modifier and Type	Constant Field	Value
public static final int	FORWARD_PRICE_CREDIT_BASIS	3
public static final int	FORWARD_PRICE_OAS	0
public static final int	FORWARD_PRICE_YIELD	1
public static final int	FORWARD_PRICE_ZSPREAD	2

org.drip.product.params.EmbeddedOptionSchedule

Modifier and Type	Constant Field	Value
public static final int	CALL_NOTICE_PERIOD_DEFAULT	30

org.drip.product.params.LastTradingDateSetting

Modifier and Type	Constant Field	Value
public static final int	MID_CURVE_OPTION	2
public static final int	MID_CURVE_OPTION_QUARTERLY	0
public static final int	MID_CURVE_OPTION_SERIAL	1

org.drip.product.params.NotionalSetting

Modifier and Type	Constant Field	Value
public static final int	PERIOD_AMORT_AT_END	2
public static final int	PERIOD_AMORT_AT_START	1
public static final int	PERIOD_AMORT_EFFECTIVE	3

org.drip.regression.core.RegressionEngine

Modifier and Type	Constant Field	Value
public static final int	REGRESSION_DETAIL_MODULE_AGGREGATED	4
public static final int	REGRESSION_DETAIL_MODULE_UNIT_AGGREGATED	2
public static final int	REGRESSION_DETAIL_MODULE_UNIT_DECOMPOSED	1
public static final int	REGRESSION_DETAIL_STATS	8

org.drip.sequence.metrics.PivotedDepartureBounds

Modifier and Type	Constant Field	Value
public static final int	PIVOT_ANCHOR_TYPE_CUSTOM	4
public static final int	PIVOT_ANCHOR_TYPE_MEAN	2
public static final int	PIVOT_ANCHOR_TYPE_ZERO	1

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.service.engine.ComputeServer

Modifier and Type	Constant Field	Value
public static final int	DRIP_COMPUTE_ENGINE_PORT	9090

org.drip.service.jsonparser.LexicalProcessor

Modifier and Type	Constant Field	Value
public static final int	S_END	6
public static final int	S_IN_ARRAY	3
public static final int	S_IN_ERROR	-1
public static final int	S_IN_FINISHED_VALUE	1
public static final int	S_IN_OBJECT	2
public static final int	S_IN_PAIR_VALUE	5
public static final int	S_INIT	0
public static final int	S_PASSED_PAIR_KEY	4

org.drip.service.jsonparser.ParseException

Modifier and Type	Constant Field	Value
public static final int	ERROR_UNEXPECTED_CHAR	0
public static final int	ERROR_UNEXPECTED_EXCEPTION	2
public static final int	ERROR_UNEXPECTED_TOKEN	1

org.drip.service.jsonparser.Yylex

Modifier and Type	Constant Field	Value
public static final int	STRING_BEGIN	2
public static final int	YYEOF	-1
public static final int	YYINITIAL	0

org.drip.service.jsonparser.Yytoken

Modifier and Type	Constant Field	Value
public static final int	TYPE_COLON	6
public static final int	TYPE_COMMA	5
public static final int	TYPE_EOF	-1
public static final int	TYPE_LEFT_BRACE	1
public static final int	TYPE_LEFT_SQUARE	3
public static final int	TYPE_RIGHT_BRACE	2
public static final int	TYPE_RIGHT_SQUARE	4
public static final int	TYPE_VALUE	0

org.drip.service.scenario.BondReplicator

Modifier and Type	Constant Field	Value
public static final double	CORPORATE_LOAN_RECOVERY_RATE	0.7
public static final double	CORPORATE_SENIOR_RECOVERY_RATE	0.4
public static final double	CORPORATE_SUBORDINATE_RECOVERY_RATE	0.2

org.drip.service.template.LatentMarketStateBuilder

Modifier and Type	Constant Field	Value
public static final int	SHAPE_PRESERVING	0
public static final int	SMOOTH	1

org.drip.simm.commodity.CTSystemics20

Modifier and Type	Constant Field	Value
public static final double	HISTORICAL_VOLATILITY_RATIO	0.8
public static final double	VEGA_RISK_WEIGHT	0.38

org.drip.simm.commodity.CTSystemics21

Modifier and Type	Constant Field	Value
public static final double	HISTORICAL_VOLATILITY_RATIO	0.74
public static final double	VEGA_RISK_WEIGHT	0.27

org.drip.simm.commodity.CTSystemics24

Modifier and Type	Constant Field	Value
public static final double	HISTORICAL_VOLATILITY_RATIO	0.64
public static final double	VEGA_RISK_WEIGHT	0.61

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.simm.credit.CRNQBucketCorrelation20

Modifier and Type	Constant Field	Value
public static final double	GT_80PC_OVERLAP_NON_RESIDUAL	0.57
public static final double	GT_80PC_OVERLAP_RESIDUAL	0.5
public static final double	LT_80PC_OVERLAP_NON_RESIDUAL	0.27
public static final double	LT_80PC_OVERLAP_RESIDUAL	0.5
public static final double	NON_RESIDUAL_TO_NON_RESIDUAL	0.21

org.drip.simm.credit.CRNQBucketCorrelation21

Modifier and Type	Constant Field	Value
public static final double	GT_80PC_OVERLAP_NON_RESIDUAL	0.57
public static final double	GT_80PC_OVERLAP_RESIDUAL	0.5
public static final double	LT_80PC_OVERLAP_NON_RESIDUAL	0.2
public static final double	LT_80PC_OVERLAP_RESIDUAL	0.5
public static final double	NON_RESIDUAL_TO_NON_RESIDUAL	0.16

org.drip.simm.credit.CRNQBucketCorrelation24

Modifier and Type	Constant Field	Value
public static final double	GT_80PC_OVERLAP_NON_RESIDUAL	0.86
public static final double	GT_80PC_OVERLAP_RESIDUAL	0.5
public static final double	LT_80PC_OVERLAP_NON_RESIDUAL	0.33
public static final double	LT_80PC_OVERLAP_RESIDUAL	0.5
public static final double	NON_RESIDUAL_TO_NON_RESIDUAL	0.36

org.drip.simm.credit.CRNQSystemics20

Modifier and Type	Constant Field	Value
public static final double	VEGA_RISK_WEIGHT	0.27

org.drip.simm.credit.CRNQSystemics21

Modifier and Type	Constant Field	Value
public static final double	VEGA_RISK_WEIGHT	0.27

org.drip.simm.credit.CRNQSystemics24

Modifier and Type	Constant Field	Value
public static final double	VEGA_RISK_WEIGHT	0.73

org.drip.simm.credit.CRQBucketCorrelation20

Modifier and Type	Constant Field	Value
public static final double	DIFFERENT_ISSUER_SENIORITY_NON_RESIDUAL	0.45
public static final double	DIFFERENT_ISSUER_SENIORITY_RESIDUAL	0.5
public static final double	SAME_ISSUER_SENIORITY_NON_RESIDUAL	0.97
public static final double	SAME_ISSUER_SENIORITY_RESIDUAL	0.5

org.drip.simm.credit.CRQBucketCorrelation21

Modifier and Type	Constant Field	Value
public static final double	DIFFERENT_ISSUER_SENIORITY_NON_RESIDUAL	0.39
public static final double	DIFFERENT_ISSUER_SENIORITY_RESIDUAL	0.5
public static final double	SAME_ISSUER_SENIORITY_NON_RESIDUAL	0.96
public static final double	SAME_ISSUER_SENIORITY_RESIDUAL	0.5

org.drip.simm.credit.CRQBucketCorrelation24

Modifier and Type	Constant Field	Value
public static final double	DIFFERENT_ISSUER_SENIORITY_NON_RESIDUAL	0.41
public static final double	DIFFERENT_ISSUER_SENIORITY_RESIDUAL	0.5
public static final double	SAME_ISSUER_SENIORITY_NON_RESIDUAL	0.92
public static final double	SAME_ISSUER_SENIORITY_RESIDUAL	0.5

org.drip.simm.credit.CRQSystemics20

Modifier and Type	Constant Field	Value
public static final double	BASE_CORRELATION_CORRELATION	0.1
public static final double	BASE_CORRELATION_RISK_WEIGHT	20.0
public static final double	RESIDUAL_BUCKET_RISK_WEIGHT	238.0
public static final double	VEGA_RISK_WEIGHT	0.27

org.drip.simm.credit.CRQSystemics21

Modifier and Type	Constant Field	Value
public static final double	BASE_CORRELATION_CORRELATION	0.05
public static final double	BASE_CORRELATION_RISK_WEIGHT	19.0
public static final double	RESIDUAL_BUCKET_RISK_WEIGHT	187.0
public static final double	VEGA_RISK_WEIGHT	0.27

org.drip.simm.credit.CRQSystemics24

Modifier and Type	Constant Field	Value
public static final double	BASE_CORRELATION_CORRELATION	0.25
public static final double	BASE_CORRELATION_RISK_WEIGHT	11.0
public static final double	RESIDUAL_BUCKET_RISK_WEIGHT	452.0
public static final double	VEGA_RISK_WEIGHT	0.73

org.drip.simm.credit.CRSystemics

Modifier and Type	Constant Field	Value
public static final java.lang.String	CREDIT_QUALITY_HIGH_YIELD	"HY"
public static final java.lang.String	CREDIT_QUALITY_HY	"HY"
public static final java.lang.String	CREDIT_QUALITY_IG	"IG"
public static final java.lang.String	CREDIT_QUALITY_INVESTMENT_GRADE	"IG"
public static final java.lang.String	CREDIT_QUALITY_NOT_RATED	"NR"
public static final java.lang.String	CREDIT_QUALITY_NR	"NR"
public static final java.lang.String	CREDIT_QUALITY_UNSPECIFIED	"UNSPECIFIED"

org.drip.simm.equity.EQSystemics20

Modifier and Type	Constant Field	Value
public static final double	HISTORICAL_VOLATILITY_RATIO	0.65
public static final double	RESIDUAL_BUCKET_CORRELATION	0.0

org.drip.simm.equity.EQSystemics21

Modifier and Type	Constant Field	Value
public static final double	HISTORICAL_VOLATILITY_RATIO	0.59
public static final double	RESIDUAL_BUCKET_CORRELATION	0.0

org.drip.simm.equity.EQSystemics24

Modifier and Type	Constant Field	Value
public static final double	HISTORICAL_VOLATILITY_RATIO	0.54
public static final double	RESIDUAL_BUCKET_CORRELATION	0.0

org.drip.simm.equity.MarketCapitalizationSystemics

Modifier and Type	Constant Field	Value
public static final java.lang.String	ALL	"ALL"
public static final java.lang.String	LARGE	"LARGE"
public static final double	LARGE_MARKET_CAPITALIZATION_CUTOFF	2.0E9
public static final java.lang.String	SMALL	"SMALL"

org.drip.simm.equity.RegionSystemics

Modifier and Type	Constant Field	Value
public static final java.lang.String	ALL	"ALL"
public static final java.lang.String	DEVELOPED_MARKETS	"DEVELOPED_MARKETS"
public static final java.lang.String	EMERGING_MARKETS	"EMERGING_MARKETS"

org.drip.simm.foundation.CurvatureResponseCornishFischer

Modifier and Type	Constant Field	Value
public static final double	CURVATURE_VAR_CUT_OFF	0.995

org.drip.simm.foundation.MarginEstimationSettings

Modifier and Type	Constant Field	Value
public static final java.lang.String	POSITION_PRINCIPAL_COMPONENT_COVARIANCE_ESTIMATOR_FRTB	"FRTB"
public static final java.lang.String	POSITION_PRINCIPAL_COMPONENT_COVARIANCE_ESTIMATOR_ISDA	"ISDA"

org.drip.simm.fx.FXSystemics20

Modifier and Type	Constant Field	Value
public static final double	CORRELATION	0.5
public static final double	DELTA_RISK_WEIGHT	8.2
public static final double	HISTORICAL_VOLATILITY_RATIO	0.6
public static final double	VEGA_RISK_WEIGHT	0.33

org.drip.simm.fx.FXSystemics21

Modifier and Type	Constant Field	Value
public static final double	CORRELATION	0.5
public static final double	DELTA_RISK_WEIGHT	8.1
public static final double	HISTORICAL_VOLATILITY_RATIO	0.63
public static final double	VEGA_RISK_WEIGHT	0.3

org.drip.simm.fx.FXSystemics24

Modifier and Type	Constant Field	Value
public static final double	HIGH_HIGH_DELTA_RISK_WEIGHT	10.2
public static final double	HIGH_HIGH_HIGH_CORRELATION	0.5
public static final double	HIGH_HIGH_REGULAR_CORRELATION	0.39
public static final double	HIGH_REGULAR_DELTA_RISK_WEIGHT	13.0
public static final double	HIGH_REGULAR_HIGH_CORRELATION	0.39
public static final double	HIGH_REGULAR_REGULAR_CORRELATION	0.85
public static final double	HISTORICAL_VOLATILITY_RATIO	0.55
public static final double	REGULAR_HIGH_DELTA_RISK_WEIGHT	13.0
public static final double	REGULAR_HIGH_HIGH_CORRELATION	0.69
public static final double	REGULAR_HIGH_REGULAR_CORRELATION	0.28
public static final double	REGULAR_REGULAR_DELTA_RISK_WEIGHT	7.3
public static final double	REGULAR_REGULAR_HIGH_CORRELATION	0.28
public static final double	REGULAR_REGULAR_REGULAR_CORRELATION	0.5
public static final double	VEGA_RISK_WEIGHT	0.47
public static final double	VOLATILITY_CURVATURE_CORRELATION	0.5

org.drip.simm.rates.IRSystemics

Modifier and Type	Constant Field	Value
public static final java.lang.String	SUB_CURVE_LIBOR_12M	"LIBOR_12M"
public static final java.lang.String	SUB_CURVE_LIBOR_1M	"LIBOR_1M"
public static final java.lang.String	SUB_CURVE_LIBOR_3M	"LIBOR_3M"
public static final java.lang.String	SUB_CURVE_LIBOR_6M	"LIBOR_6M"
public static final java.lang.String	SUB_CURVE_MUNICIPAL	"MUNICIPAL"
public static final java.lang.String	SUB_CURVE_OIS	"OIS"
public static final java.lang.String	SUB_CURVE_PRIME	"PRIME"
public static final java.lang.String	TRADE_FREQUENCY_LESS_WELL_TRADED	"LESS_WELL_TRADED"
public static final java.lang.String	TRADE_FREQUENCY_WELL_TRADED	"WELL_TRADED"
public static final java.lang.String	VOLATILITY_TYPE_HIGH	"HIGH"
public static final java.lang.String	VOLATILITY_TYPE_LOW	"LOW"
public static final java.lang.String	VOLATILITY_TYPE_NULL	"NULL"
public static final java.lang.String	VOLATILITY_TYPE_REGULAR	"REGULAR"

org.drip.simm.rates.IRSystemics20

Modifier and Type	Constant Field	Value
public static final double	CROSS_CURRENCY_CORRELATION	0.23
public static final double	HISTORICAL_VOLATILITY_RATIO	1.0
public static final double	SINGLE_CURRENCY_BASIS_SWAP_SPREAD_INFLATION_CORRELATION	0.2
public static final double	SINGLE_CURRENCY_CROSS_CURVE_CORRELATION	0.98
public static final double	SINGLE_CURRENCY_CURVE_BASIS_SWAP_SPREAD_CORRELATION	0.2
public static final double	SINGLE_CURRENCY_CURVE_BASIS_SWAP_SPREAD_RISK_WEIGHT	20.0
public static final double	SINGLE_CURRENCY_CURVE_INFLATION_CORRELATION	0.29
public static final double	SINGLE_CURRENCY_CURVE_INFLATION_RISK_WEIGHT	46.0
public static final double	SINGLE_CURRENCY_CURVE_VOLATILITY_INFLATION_VOLATILITY_CORRELATION	0.29
public static final double	VEGA_RISK_WEIGHT	0.21

org.drip.simm.rates.IRSystemics21

Modifier and Type	Constant Field	Value
public static final double	CROSS_CURRENCY_CORRELATION	0.21
public static final double	HISTORICAL_VOLATILITY_RATIO	0.62
public static final double	SINGLE_CURRENCY_BASIS_SWAP_SPREAD_INFLATION_CORRELATION	0.19
public static final double	SINGLE_CURRENCY_CROSS_CURVE_CORRELATION	0.98
public static final double	SINGLE_CURRENCY_CURVE_BASIS_SWAP_SPREAD_CORRELATION	0.19
public static final double	SINGLE_CURRENCY_CURVE_BASIS_SWAP_SPREAD_RISK_WEIGHT	21.0
public static final double	SINGLE_CURRENCY_CURVE_INFLATION_CORRELATION	0.33
public static final double	SINGLE_CURRENCY_CURVE_INFLATION_RISK_WEIGHT	48.0
public static final double	SINGLE_CURRENCY_CURVE_VOLATILITY_INFLATION_VOLATILITY_CORRELATION	0.33
public static final double	VEGA_RISK_WEIGHT	0.16

org.drip.simm.rates.IRSystemics24

Modifier and Type	Constant Field	Value
public static final double	CROSS_CURRENCY_CORRELATION	0.22
public static final double	HISTORICAL_VOLATILITY_RATIO	0.44
public static final double	SINGLE_CURRENCY_BASIS_SWAP_SPREAD_INFLATION_CORRELATION	0.07
public static final double	SINGLE_CURRENCY_CROSS_CURVE_CORRELATION	0.986
public static final double	SINGLE_CURRENCY_CURVE_BASIS_SWAP_SPREAD_CORRELATION	0.07
public static final double	SINGLE_CURRENCY_CURVE_BASIS_SWAP_SPREAD_RISK_WEIGHT	21.0
public static final double	SINGLE_CURRENCY_CURVE_INFLATION_CORRELATION	0.41
public static final double	SINGLE_CURRENCY_CURVE_INFLATION_RISK_WEIGHT	64.0
public static final double	SINGLE_CURRENCY_CURVE_VOLATILITY_INFLATION_VOLATILITY_CORRELATION	0.41
public static final double	VEGA_RISK_WEIGHT	0.18

org.drip.spaces.cover.MaureyOperatorCoveringBounds

Modifier and Type	Constant Field	Value
public static final double	HILBERT_SUPREMUM_IDENTITY_CONSTANT	1.86
public static final double	WILLIAMSON_SMOLA_SCHOLKOPF_CONSTANT	103.0

org.drip.spaces.tensor.BinaryBooleanVector

Modifier and Type	Constant Field	Value
public static final short	BBV_DOWN	-1
public static final short	BBV_UP	1

org.drip.spaces.tensor.Cardinality

Modifier and Type	Constant Field	Value
public static final int	CARD_COUNTABLY_FINITE	1
public static final int	CARD_COUNTABLY_INFINITE	2
public static final int	CARD_UNCOUNTABLY_INFINITE	3

org.drip.specialfunction.gamma.Definitions

Modifier and Type	Constant Field	Value
public static final double	EULER_MASCHERONI	0.5772156649015329
public static final double	MINIMUM_VALUE	0.885603
public static final double	MINIMUM_VARIATE_LOCATION	1.461632144968

org.drip.specialfunction.group.RiemannSphereSpanner

Modifier and Type	Constant Field	Value
public static final int	SCHWARZ_TRIANGLE_TILES_COMPLEX_PLANE	2
public static final int	SCHWARZ_TRIANGLE_TILES_NOTHING	0
public static final int	SCHWARZ_TRIANGLE_TILES_RIEMANN_SPHERE	1
public static final int	SCHWARZ_TRIANGLE_TILES_UPPER_HALF_PLANE	3

org.drip.spline.bspline.BasisHatPairGenerator

Modifier and Type	Constant Field	Value
public static final java.lang.String	PROCESSED_CUBIC_RATIONAL	"PROCESSED_CUBIC_RATIONAL"
public static final java.lang.String	PROCESSED_TENSION_HYPERBOLIC	"PROCESSED_TENSION_HYPERBOLIC"
public static final java.lang.String	RAW_TENSION_HYPERBOLIC	"RAW_TENSION_HYPERBOLIC"

org.drip.spline.bspline.BasisHatShapeControl

Modifier and Type	Constant Field	Value
public static final java.lang.String	SHAPE_CONTROL_RATIONAL_EXPONENTIAL	"SHAPE_CONTROL_RATIONAL_EXPONENTIAL"
public static final java.lang.String	SHAPE_CONTROL_RATIONAL_LINEAR	"SHAPE_CONTROL_RATIONAL_LINEAR"
public static final java.lang.String	SHAPE_CONTROL_RATIONAL_QUADRATIC	"SHAPE_CONTROL_RATIONAL_QUADRATIC"

org.drip.spline.params.SegmentResponseValueConstraint

Modifier and Type	Constant Field	Value
public static final int	LEFT_OF_CONSTRAINT	1
public static final int	RIGHT_OF_CONSTRAINT	2
public static final int	SPLITS_CONSTRAINT	4

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"

org.drip.spline.segment.LatentStateResponseModel

Modifier and Type	Constant Field	Value
public static final int	LEFT_NODE_VALUE_PARAMETER_INDEX	0
public static final int	RIGHT_NODE_VALUE_PARAMETER_INDEX	1

org.drip.spline.segment.Monotonocity

Modifier and Type	Constant Field	Value
public static final int	INFLECTION	7
public static final int	MAXIMA	6
public static final int	MINIMA	5
public static final int	MONOTONIC	2
public static final int	NON_MONOTONIC	4

org.drip.spline.stretch.BoundarySettings

Modifier and Type	Constant Field	Value
public static final int	BOUNDARY_CONDITION_FINANCIAL	4
public static final int	BOUNDARY_CONDITION_FLOATING	1
public static final int	BOUNDARY_CONDITION_NATURAL	2
public static final int	BOUNDARY_CONDITION_NOT_A_KNOT	8

org.drip.spline.stretch.MultiSegmentSequence

Modifier and Type	Constant Field	Value
public static final int	CALIBRATE	1
public static final int	CALIBRATE_JACOBIAN	2

org.drip.spline.stretch.MultiSegmentSequenceBuilder

Modifier and Type	Constant Field	Value
public static final java.lang.String	BASIS_SPLINE_BERNSTEIN_POLYNOMIAL	"BernsteinPolynomial"
public static final java.lang.String	BASIS_SPLINE_EXPONENTIAL_MIXTURE	"ExponentialMixture"
public static final java.lang.String	BASIS_SPLINE_EXPONENTIAL_RATIONAL	"ExponentialRational"
public static final java.lang.String	BASIS_SPLINE_EXPONENTIAL_TENSION	"ExponentialTension"
public static final java.lang.String	BASIS_SPLINE_HYPERBOLIC_TENSION	"HyperbolicTension"
public static final java.lang.String	BASIS_SPLINE_KAKLIS_PANDELIS	"KaklisPandelis"
public static final java.lang.String	BASIS_SPLINE_KLK_EXPONENTIAL_TENSION	"KLKExponentialTension"
public static final java.lang.String	BASIS_SPLINE_KLK_HYPERBOLIC_TENSION	"KLKHyperbolicTension"
public static final java.lang.String	BASIS_SPLINE_KLK_RATIONAL_LINEAR_TENSION	"KLKRationalLinearTension"
public static final java.lang.String	BASIS_SPLINE_KLK_RATIONAL_QUADRATIC_TENSION	"KLKRationalQuadraticTension"
public static final java.lang.String	BASIS_SPLINE_POLYNOMIAL	"Polynomial"

org.drip.state.basis.BasisCurve

Modifier and Type	Constant Field	Value
public static final java.lang.String	LATENT_STATE_BASIS	"LATENT_STATE_BASIS"
public static final java.lang.String	QUANTIFICATION_METRIC_FORWARD_RATE	"QUANTIFICATION_METRIC_FORWARD_RATE"

org.drip.state.identifier.EntityCreditLabel

Modifier and Type	Constant Field	Value
public static final java.lang.String	SENIORITY_SENIOR	"SENIOR"
public static final java.lang.String	SENIORITY_SUBORDINATE	"SUBORDINATE"

org.drip.state.identifier.EntityEquityLabel

Modifier and Type	Constant Field	Value
public static final double	DEFAULT_TICK_SIZE	0.01

org.drip.state.repo.RepoCurve

Modifier and Type	Constant Field	Value
public static final java.lang.String	LATENT_STATE_REPO	"LATENT_STATE_REPO"
public static final java.lang.String	QUANTIFICATION_METRIC_REPO_RATE	"QUANTIFICATION_METRIC_REPO_RATE"

org.drip.validation.hypothesis.SignificanceTestSetting

Modifier and Type	Constant Field	Value
public static final double	ANFUSO_KARYAMPAS_NAWROTH_2017_P_TEST_THRESHOLD	0.01
public static final int	DOUBLE_TAIL_CHECK	2
public static final double	FISHER_1925_P_TEST_THRESHOLD	0.05
public static final int	LEFT_TAIL_CHECK	0
public static final int	RIGHT_TAIL_CHECK	1

org.drip.validation.quantile.PlottingPositionGeneratorHeuristic

Modifier and Type	Constant Field	Value
public static final double	RELIEF_BERNARD_BOS_LEVENBACH_1953	0.3
public static final double	RELIEF_BLOM_1958	0.375
public static final double	RELIEF_BMDP_2018	0.333333
public static final double	RELIEF_CUNNANE_1978	0.4
public static final double	RELIEF_FILLIBEN_1975	1.0
public static final double	RELIEF_GRINGORTEN_1963	0.44
public static final double	RELIEF_HAZEN_1913	0.5
public static final double	RELIEF_LARSEN_CURRANT_HUNT_1980	0.567
public static final double	RELIEF_NIST_2013	0.3175
public static final double	RELIEF_STANDARD	0.0
public static final double	RELIEF_YU_HUANG_2001	0.326

org.drip.xva.definition.PDEEvolutionControl

Modifier and Type	Constant Field	Value
public static final int	CLOSEOUT_BURGARD_KJAER	2
public static final int	CLOSEOUT_GREGORY_LI_TANG	1

org.drip.xva.settings.AdjustmentDigestScheme

Modifier and Type	Constant Field	Value
public static final int	ALBANESE_ANDERSEN_METRICS_POINTER	1

org.drip.xva.settings.BrokenDateScheme

Modifier and Type	Constant Field	Value
public static final int	LINEAR_TIME	2
public static final int	SQUARE_ROOT_OF_TIME	3
public static final int	THREE_POINT_BROWNIAN_BRIDGE	1

org.drip.xva.settings.CloseOutScheme

Modifier and Type	Constant Field	Value
public static final int	BILATERAL	1
public static final int	ISDA_92	0

org.drip.xva.settings.PositionReplicationScheme

Modifier and Type	Constant Field	Value
public static final int	ALBANESE_ANDERSEN_VERTEX	1
public static final int	BURGARD_KJAER_GOLD_PLATED_TWO_WAY_CSA_VERTEX	4
public static final int	BURGARD_KJAER_HEDGE_ERROR_DUAL_BOND_VERTEX	2
public static final int	BURGARD_KJAER_ONE_WAY_CSA_VERTEX	5
public static final int	BURGARD_KJAER_SEMI_REPLICATION_DUAL_BOND_VERTEX	3
public static final int	BURGARD_KJAER_SET_OFF_VERTEX	6

org.drip.xva.settings.StandardizedExposureGeneratorScheme

Modifier and Type	Constant Field	Value
public static final int	BASEL_STANDARD_TIME_INTEGRAND	365