Index

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

J

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

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

j() - Method in class org.drip.numerical.decomposition.JordanNormalVJ

Retrieve the Jordan Normal J Matrix

Jabalpur - Class in org.drip.sample.bondeos

Jabalpur demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Jabalpur.

Jabalpur() - Constructor for class org.drip.sample.bondeos.Jabalpur

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

Calculate the Jacobian of the Segment's Response Basis Function Coefficients to the Edge Inputs

jackDCoeffDEdgeParams(double[], double[], double[], double[], SegmentBasisFlexureConstraint[], SegmentBestFitResponse) - Method in class org.drip.spline.segment.LatentStateResponseModel

Calibrate the segment and calculate the Jacobian of the Segment's Response Basis Function Coefficients to the Edge Parameters

jackDCoeffDEdgeParams(double, double, double, SegmentBestFitResponse) - Method in class org.drip.spline.segment.LatentStateResponseModel

Calibrate the Coefficients from the Edge Response Values and the Left Edge Response Value Slope and calculate the Jacobian of the Segment's Response Basis Function Coefficients to the Edge Parameters

jackDCoeffDEdgeParams(LatentStateResponseModel, String, double, SegmentBestFitResponse, double, SegmentBestFitResponse) - Method in class org.drip.spline.segment.LatentStateResponseModel

Calibrate the coefficients from the prior Segment and the Response Value at the Right Predictor Ordinate and calculate the Jacobian of the Segment's Response Basis Function Coefficients to the Edge Parameters

jackDDFDManifestMeasure(int, String) - Method in class org.drip.state.curve.DeterministicCollateralChoiceDiscountCurve

jackDDFDManifestMeasure(int, String) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve

jackDDFDManifestMeasure(int, String) - Method in class org.drip.state.curve.ForeignCollateralizedDiscountCurve

jackDDFDManifestMeasure(int, String) - Method in class org.drip.state.curve.ZeroRateDiscountCurve

jackDDFDManifestMeasure(int, String) - Method in class org.drip.state.discount.MergedDiscountForwardCurve

Retrieve the Manifest Measure Jacobian of the Discount Factor to the given date

jackDDFDManifestMeasure(int, String) - Method in class org.drip.state.nonlinear.FlatForwardDiscountCurve

jackDDFDManifestMeasure(String, String) - Method in class org.drip.state.discount.MergedDiscountForwardCurve

Retrieve the Manifest Measure Jacobian of the Discount Factor to the date implied by the given Tenor

jackDDFDManifestMeasure(JulianDate, String) - Method in class org.drip.state.discount.MergedDiscountForwardCurve

Retrieve the Manifest Measure Jacobian of the Discount Factor to the given date

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

jackDDirtyPVDManifestMeasure(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.credit.CDSComponent

jackDDirtyPVDManifestMeasure(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.definition.CalibratableComponent

Compute the Jacobian of the Dirty PV to the Calibrated Input Manifest Measures

jackDDirtyPVDManifestMeasure(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.fra.FRAStandardComponent

jackDDirtyPVDManifestMeasure(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.fx.FXForwardComponent

jackDDirtyPVDManifestMeasure(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.option.OptionComponent

jackDDirtyPVDManifestMeasure(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.rates.FixFloatComponent

jackDDirtyPVDManifestMeasure(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.rates.FloatFloatComponent

jackDDirtyPVDManifestMeasure(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.rates.RatesBasket

jackDDirtyPVDManifestMeasure(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.rates.SingleStreamComponent

jackDDirtyPVDManifestMeasure(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.rates.Stream

Generate the Jacobian of the Dirty PV to the Manifest Measure

jackDForwardDManifestMeasure(int, int, String, double) - Method in class org.drip.state.discount.MergedDiscountForwardCurve

Retrieve the Jacobian of the Forward Rate to the Manifest Measure between the given dates

jackDForwardDManifestMeasure(String, int) - Method in class org.drip.state.basis.BasisCurve

Retrieve the Manifest Measure Jacobian of the Forward Rate to the given date

jackDForwardDManifestMeasure(String, int) - Method in class org.drip.state.curve.BasisSplineBasisCurve

jackDForwardDManifestMeasure(String, int) - Method in class org.drip.state.curve.BasisSplineForwardRate

jackDForwardDManifestMeasure(String, int) - Method in class org.drip.state.curve.BasisSplineFXForward

jackDForwardDManifestMeasure(String, int) - Method in class org.drip.state.curve.BasisSplineGovvieYield

jackDForwardDManifestMeasure(String, int) - Method in class org.drip.state.forward.ForwardCurve

Retrieve the Manifest Measure Jacobian of the Forward Rate to the given date

jackDForwardDManifestMeasure(String, int) - Method in class org.drip.state.fx.FXCurve

Retrieve the Manifest Measure Jacobian of the Forward Rate to the given date

jackDForwardDManifestMeasure(String, int) - Method in class org.drip.state.govvie.GovvieCurve

Retrieve the Manifest Measure Jacobian of the Forward Rate to the given date

jackDForwardDManifestMeasure(String, int) - Method in class org.drip.state.nonlinear.FlatForwardForwardCurve

jackDForwardDManifestMeasure(String, int) - Method in class org.drip.state.nonlinear.FlatForwardFXCurve

jackDForwardDManifestMeasure(String, int) - Method in class org.drip.state.nonlinear.FlatForwardGovvieCurve

jackDForwardDManifestMeasure(String, int) - Method in class org.drip.state.nonlinear.FlatYieldGovvieCurve

jackDForwardDManifestMeasure(String, String) - Method in class org.drip.state.basis.BasisCurve

Retrieve the Manifest Measure Jacobian of the Forward Rate to the date implied by the given Tenor

jackDForwardDManifestMeasure(String, String) - Method in class org.drip.state.forward.ForwardCurve

Retrieve the Manifest Measure Jacobian of the Forward Rate to the date implied by the given Tenor

jackDForwardDManifestMeasure(String, String) - Method in class org.drip.state.fx.FXCurve

Retrieve the Manifest Measure Jacobian of the Forward Rate to the date implied by the given Tenor

jackDForwardDManifestMeasure(String, String) - Method in class org.drip.state.govvie.GovvieCurve

Retrieve the Manifest Measure Jacobian of the Forward Rate to the date implied by the given Tenor

jackDForwardDManifestMeasure(String, JulianDate) - Method in class org.drip.state.basis.BasisCurve

Retrieve the Manifest Measure Jacobian of the Forward Rate to the given date

jackDForwardDManifestMeasure(String, JulianDate) - Method in class org.drip.state.forward.ForwardCurve

Retrieve the Manifest Measure Jacobian of the Forward Rate to the given date

jackDForwardDManifestMeasure(String, JulianDate) - Method in class org.drip.state.fx.FXCurve

Retrieve the Manifest Measure Jacobian of the Forward Rate to the given date

jackDForwardDManifestMeasure(String, JulianDate) - Method in class org.drip.state.govvie.GovvieCurve

Retrieve the Manifest Measure Jacobian of the Forward Rate to the given date

jackDForwardDManifestMeasure(JulianDate, String, String, double) - Method in class org.drip.state.discount.MergedDiscountForwardCurve

Retrieve the Jacobian of the Forward Rate to the Manifest Measure at the given date

jackDForwardDManifestMeasure(JulianDate, JulianDate, String, double) - Method in class org.drip.state.discount.MergedDiscountForwardCurve

Retrieve the Jacobian of the Forward Rate to the Manifest Measure between the given dates

jackDResponseDBasisCoeff(double, int) - Method in class org.drip.spline.segment.LatentStateResponseModel

Calculate the Jacobian of the Response to the Basis Coefficients at the given Predictor Ordinate

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

jackDResponseDCalibrationInput(double, int) - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial

jackDResponseDCalibrationInput(double, int) - Method in interface org.drip.spline.stretch.SingleSegmentSequence

Calculate the Response Derivative to the Calibration Inputs at the specified Ordinate

jackDResponseDEdgeInput(double, int) - Method in class org.drip.spline.segment.LatentStateResponseModel

Calculate the Jacobian of the Response to the Edge Inputs at the given Predictor Ordinate

jackDResponseDManifestMeasure(String, double, int) - Method in class org.drip.spline.grid.AggregatedSpan

jackDResponseDManifestMeasure(String, double, int) - Method in class org.drip.spline.grid.OverlappingStretchSpan

jackDResponseDManifestMeasure(String, double, int) - Method in interface org.drip.spline.grid.Span

Calculate the Response Derivative to the Manifest Measure at the specified Ordinate

jackDResponseDManifestMeasure(String, double, int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence

jackDResponseDManifestMeasure(String, double, int) - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial

jackDResponseDManifestMeasure(String, double, int) - Method in interface org.drip.spline.stretch.SingleSegmentSequence

Calculate the Response Derivative to the Manifest Measure at the specified Ordinate

jacobi(double) - Method in class org.drip.specialfunction.definition.JacobiEstimator

Evaluate The Jacobi Function

jacobi(double) - Method in class org.drip.specialfunction.derived.Jacobi

Jacobi - Class in org.drip.specialfunction.derived

Jacobi implements the Jacobian Function from the 2F1 Hyper-geometric Function.

Jacobi(double, double, int, R2ToR1, int) - Constructor for class org.drip.specialfunction.derived.Jacobi

Jacobi Constructor

Jacobi(double, double) - Static method in class org.drip.numerical.quadrature.WeightFunctionBuilder

Generate the Jacobi Polynomial Weight Function

jacobian() - Method in class org.drip.execution.hjb.NonDimensionalCostSystemic

Retrieve the Realized Non Dimensional Cost Value Function Jacobian to the Systemic Market State

jacobian() - Method in class org.drip.execution.sensitivity.ControlNodesGreek

Retrieve the Objective Function Penalty Jacobian

jacobian() - Method in class org.drip.function.rdtor1solver.ObjectiveFunctionPointMetrics

Retrieve the Jacobian Array

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

Evaluate the Jacobian for the given Input Variates

jacobian(double[]) - Method in class org.drip.function.rdtor1.AffineBoundMultivariate

jacobian(double[]) - Method in class org.drip.function.rdtor1.AffineMultivariate

jacobian(double[]) - Method in class org.drip.function.rdtor1.CovarianceEllipsoidMultivariate

jacobian(double[]) - Method in class org.drip.function.rdtor1.LagrangianMultivariate

jacobian(double[]) - Method in class org.drip.function.rdtor1.RiskObjectiveUtilityMultivariate

jacobian(double, double) - Method in class org.drip.specialfunction.definition.BetaEstimator

Calculate the Jacobian

JacobianEstimate - Class in org.drip.sample.beta

JacobianEstimate illustrates the Beta Function Jacobian Estimation using Integrand Schemes.

JacobianEstimate() - Constructor for class org.drip.sample.beta.JacobianEstimate

JacobiEstimate - Class in org.drip.sample.hypergeometric

JacobiEstimate estimates the Jacobi Hyper-geometric Function.

JacobiEstimate() - Constructor for class org.drip.sample.hypergeometric.JacobiEstimate

JacobiEstimator - Class in org.drip.specialfunction.definition

JacobiEstimator exposes the Stubs for estimating the Jacobi Function and its Jacobian using the 2F1 Hyper-geometric Function.

JacobiIteration(double[][]) - Static method in class org.drip.numerical.linearalgebra.R1MatrixUtil

Construct a Jacobi Iteration Matrix from the Square Matrix

jacobiIterationMatrix() - Method in class org.drip.numerical.iterativesolver.SuccessiveOverRelaxationConvergenceAnalyzer

Retrieve the Jacobi Iteration Matrix

JacobiIterationMatrix - Class in org.drip.sample.sor

JacobiIterationMatrix illustrates the Construction of the Jacobi Iteration Matrix for SOR Convergence.

JacobiIterationMatrix() - Constructor for class org.drip.sample.sor.JacobiIterationMatrix

jacobiIterationMatrixRealEigenvalues() - Method in class org.drip.numerical.iterativesolver.SuccessiveOverRelaxationConvergenceAnalyzer

Indicate if the Jacobi Iteration Matrix has Real Eigenvalues

jacobiIterationMatrixRealEigenvalues() - Method in class org.drip.numerical.iterativesolver.SuccessiveOverRelaxationConvergenceCheck

Indicate if the Jacobi Iteration Matrix has Real Eigenvalues

jacobiIterationMatrixSpectralRadius() - Method in class org.drip.numerical.iterativesolver.SuccessiveOverRelaxationConvergenceAnalyzer

Retrieve the Jacobi Iteration Matrix Spectral Radius

jacobiSpectralRadiusVerification() - Method in class org.drip.numerical.iterativesolver.SuccessiveOverRelaxationConvergenceAnalyzer

Indicate if the Jacobi Spectral Radius satisfies Convergence Check

jacobiSpectralRadiusVerification() - Method in class org.drip.numerical.iterativesolver.SuccessiveOverRelaxationConvergenceCheck

Indicate if the Jacobi Spectral Radius satisfies Convergence Check

Jaipur - Class in org.drip.sample.bondmetrics

Jaipur generates the Full Suite of Replication Metrics for Bond Jaipur.

Jaipur() - Constructor for class org.drip.sample.bondmetrics.Jaipur

Jalgaon - Class in org.drip.sample.bondmetrics

Jalgaon generates the Full Suite of Replication Metrics for Bond Jalgaon.

Jalgaon() - Constructor for class org.drip.sample.bondmetrics.Jalgaon

Jammu - Class in org.drip.sample.bondmetrics

Jammu demonstrates the Analytics Calculation/Reconciliation for the Bond Jammu.

Jammu() - Constructor for class org.drip.sample.bondmetrics.Jammu

Jamnagar - Class in org.drip.sample.bondmetrics

Jamnagar demonstrates the Analytics Calculation/Reconciliation for the Bond Jamnagar.

Jamnagar() - Constructor for class org.drip.sample.bondmetrics.Jamnagar

Jamshedpur - Class in org.drip.sample.bondeos

Jamshedpur demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Jamshedpur.

Jamshedpur() - Constructor for class org.drip.sample.bondeos.Jamshedpur

JANUARY - Static variable in class org.drip.analytics.date.DateUtil

Integer Month - January

JavaDateFromJulianDate(JulianDate) - Static method in class org.drip.analytics.date.DateUtil

Retrieve a Java Date Instance from the Julian Date Instance

javaVersion() - Method in class org.drip.service.env.BuildRecord

Retrieve the Java Build Version

JB1 - Class in org.drip.sample.treasuryfuturesapi

JB1 demonstrates the Invocation and Examination of the JB1 10Y JGB Treasury Futures.

JB1() - Constructor for class org.drip.sample.treasuryfuturesapi.JB1

JB1Attribution - Class in org.drip.sample.treasuryfuturespnl

JB1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the JB1 Series.

JB1Attribution() - Constructor for class org.drip.sample.treasuryfuturespnl.JB1Attribution

JB1ClosesReconstitutor - Class in org.drip.sample.treasuryfuturesfeed

JB1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formated JB1 Closes Feed.

JB1ClosesReconstitutor() - Constructor for class org.drip.sample.treasuryfuturesfeed.JB1ClosesReconstitutor

JB1KeyRateDuration - Class in org.drip.sample.treasuryfuturesrisk

JB1KeyRateDuration demonstrates the Computation of the Key Rate Duration for the JB1 Treasury Futures.

JB1KeyRateDuration() - Constructor for class org.drip.sample.treasuryfuturesrisk.JB1KeyRateDuration

JensenConvexProperty - Class in org.drip.sample.gamma

JensenConvexProperty demonstrates the Verification of the Jensen Multi-Point Interpolant Convex Property of the Gamma Function.

JensenConvexProperty() - Constructor for class org.drip.sample.gamma.JensenConvexProperty

JensenMultiPointInterpolant(Array2D) - Static method in class org.drip.specialfunction.property.GammaInequalityLemma

Generate the Jensen Multi-Point Interpolant Convexity Verification

JGB(JulianDate, JulianDate, double) - Static method in class org.drip.service.template.TreasuryBuilder

Construct an Instance of the Japanese Treasury JPY JGB Bond

JGBBenchmarkAttribution - Class in org.drip.sample.treasurypnl

JGBBenchmarkAttribution demonstrates the Computation of the PnL Time Series Metrics for the JGB Benchmark Bond Series.

JGBBenchmarkAttribution() - Constructor for class org.drip.sample.treasurypnl.JGBBenchmarkAttribution

JGBReconstitutor - Class in org.drip.sample.treasuryfeed

JGBReconstitutor demonstrates the Cleansing and Re-constitution of the JGB Yield Marks obtained from Historical Yield Curve Prints.

JGBReconstitutor() - Constructor for class org.drip.sample.treasuryfeed.JGBReconstitutor

JGREG - Static variable in class org.drip.analytics.date.DateUtil

JGREG Constant for Julian Date Construction

Jhansi - Class in org.drip.sample.bondmetrics

Jhansi demonstrates the Analytics Calculation/Reconciliation for the Bond Jhansi.

Jhansi() - Constructor for class org.drip.sample.bondmetrics.Jhansi

Jiamusi - Class in org.drip.sample.bondeos

Jiamusi demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Jiamusi.

Jiamusi() - Constructor for class org.drip.sample.bondeos.Jiamusi

Jiangmen - Class in org.drip.sample.bondeos

Jiangmen demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Jiangmen.

Jiangmen() - Constructor for class org.drip.sample.bondeos.Jiangmen

Jiangyin - Class in org.drip.sample.bondeos

Jiangyin demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Jiangyin.

Jiangyin() - Constructor for class org.drip.sample.bondeos.Jiangyin

Jiaozuo - Class in org.drip.sample.bondeos

Jiaozuo demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Jiaozuo.

Jiaozuo() - Constructor for class org.drip.sample.bondeos.Jiaozuo

Jiaxing - Class in org.drip.sample.bondeos

Jiaxing demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Jiaxing.

Jiaxing() - Constructor for class org.drip.sample.bondeos.Jiaxing

Jilin - Class in org.drip.sample.bondeos

Jilin demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Jilin.

Jilin() - Constructor for class org.drip.sample.bondeos.Jilin

Jinan - Class in org.drip.sample.bondeos

Jinan demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Jinan.

Jinan() - Constructor for class org.drip.sample.bondeos.Jinan

Jingjiang - Class in org.drip.sample.bondeos

Jingjiang demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Jingjiang.

Jingjiang() - Constructor for class org.drip.sample.bondeos.Jingjiang

Jingzhou - Class in org.drip.sample.bondeos

Jingzhou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Jingzhou.

Jingzhou() - Constructor for class org.drip.sample.bondeos.Jingzhou

Jinhua - Class in org.drip.sample.bondeos

Jinhua demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Jinhua.

Jinhua() - Constructor for class org.drip.sample.bondeos.Jinhua

Jining - Class in org.drip.sample.bondeos

Jining demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Jining.

Jining() - Constructor for class org.drip.sample.bondeos.Jining

Jinzhou - Class in org.drip.sample.bondeos

Jinzhou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Jinzhou.

Jinzhou() - Constructor for class org.drip.sample.bondeos.Jinzhou

Jiujiang - Class in org.drip.sample.bondeos

Jiujiang demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Jiujiang.

Jiujiang() - Constructor for class org.drip.sample.bondeos.Jiujiang

JMDHoliday - Class in org.drip.analytics.holset

JMDHoliday holds the JMD Holidays.

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

JMDHoliday Constructor

JohnsonPathGenerator<V> - Class in org.drip.graph.bellmanford

JohnsonPathGenerator generates the Shortest Path for a Directed Graph using the Johnson Algorithm.

JohnsonPathGenerator(Directed<?>, boolean, FHeuristic) - Constructor for class org.drip.graph.bellmanford.JohnsonPathGenerator

JohnsonPathGenerator Constructor

JohnsonSinglePair - Class in org.drip.sample.shortestpath

JohnsonSinglePair illustrates the Shortest Path Generation for a Directed Graph using the Johnson Algorithm for a given Source Destination Pair.

JohnsonSinglePair() - Constructor for class org.drip.sample.shortestpath.JohnsonSinglePair

JohnsonSingleSource - Class in org.drip.sample.shortestpath

JohnsonSingleSource illustrates the Shortest Path Generation for a Directed Graph using the Johnson Algorithm for a given Source.

JohnsonSingleSource() - Constructor for class org.drip.sample.shortestpath.JohnsonSingleSource

JohnsonSingleSourceNegativeWeight - Class in org.drip.sample.shortestpath

JohnsonSingleSourceNegativeWeight illustrates the Shortest Path Generation for a Directed Graph using the Johnson Algorithm for a given Source with Negative Weight.

JohnsonSingleSourceNegativeWeight() - Constructor for class org.drip.sample.shortestpath.JohnsonSingleSourceNegativeWeight

joint() - Method in class org.drip.measure.bayesian.R1MultivariateConvolutionMetrics

Retrieve the Joint Distribution

joint() - Method in class org.drip.measure.bayesian.R1UnivariateConvolutionMetrics

Retrieve the R¹ Univariate Joint Distribution

jointPosteriorMetrics() - Method in class org.drip.portfolioconstruction.bayesian.BlackLittermanCustomConfidenceOutput

Retrieve the Bayesian Joint/Posterior Metrics

jointPriceDistribution() - Method in class org.drip.execution.bayesian.PriorConditionalCombiner

Generate the Joint Price Distribution

jordanNormalCenter() - Method in class org.drip.numerical.complex.C1CartesianFuhrRzeszotnik

Retrieve the Jordan Normal Center Part of C1CartesianPhiPsiThetaDelta

jordanNormalCenter() - Method in class org.drip.numerical.complex.C1CartesianPhiPsiThetaDelta

Retrieve the Jordan Normal Center Part of C1CartesianPhiPsiThetaDelta

JordanNormalJ - Class in org.drip.numerical.decomposition

JordanNormalJ implements the J in the Jordan Normal Form Matrix VJV^-1.

JordanNormalJ(JordanNormalJSubM[]) - Constructor for class org.drip.numerical.decomposition.JordanNormalJ

JordanNormalJ Constructor

JordanNormalJSubM - Class in org.drip.numerical.decomposition

JordanNormalJSubM implements the J_mi Jordan Normal Form Matrix.

JordanNormalJSubM(double, int) - Constructor for class org.drip.numerical.decomposition.JordanNormalJSubM

JordanNormalJSubM Constructor

jordanNormalLeft() - Method in class org.drip.numerical.complex.C1CartesianFuhrRzeszotnik

Retrieve the Jordan Normal Left Part of C1CartesianPhiPsiThetaDelta

jordanNormalLeft() - Method in class org.drip.numerical.complex.C1CartesianPhiPsiThetaDelta

Retrieve the Jordan Normal Left Part of C1CartesianPhiPsiThetaDelta

jordanNormalRight() - Method in class org.drip.numerical.complex.C1CartesianFuhrRzeszotnik

Retrieve the Jordan Normal Right Part of C1CartesianPhiPsiThetaDelta

jordanNormalRight() - Method in class org.drip.numerical.complex.C1CartesianPhiPsiThetaDelta

Retrieve the Jordan Normal Right Part of C1CartesianPhiPsiThetaDelta

JordanNormalVJ - Class in org.drip.numerical.decomposition

JordanNormalVJ holds the V and the J components of the Jordan Normal Form Matrix.

JordanNormalVJ(JordanNormalJ, double[][]) - Constructor for class org.drip.numerical.decomposition.JordanNormalVJ

JordanNormalVJ Constructor

JPY3M6MUSD3M6M - Class in org.drip.sample.dual

JPY3M6MUSD3M6M demonstrates the setup and construction of the USD 3M Forward Curve from JPY3M6MUSD3M6M CCBS, JPY 3M, JPY 6M, and USD 6M Quotes.

JPY3M6MUSD3M6M() - Constructor for class org.drip.sample.dual.JPY3M6MUSD3M6M

JPYHoliday - Class in org.drip.analytics.holset

JPYHoliday holds the JPY Holidays.

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

JPYHoliday Constructor

JPYIRSAttribution - Class in org.drip.sample.fixfloatpnl

JPYIRSAttribution generates the Historical PnL Attribution for JPY IRS.

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

JPYLIBOR - Class in org.drip.template.irs

JPYLIBOR contains a Templated Pricing of the OTC Fix-LIBOR Float JPY IRS Instrument.

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

JPYLIBOR3M - Class in org.drip.template.forwardratefutures

JPYLIBOR3M contains a Templated Pricing of the LIBOR 3M JPY Futures Instrument.

JPYLIBOR3M() - Constructor for class org.drip.template.forwardratefutures.JPYLIBOR3M

JPYOISSmoothReconstitutor - Class in org.drip.sample.overnightfeed

JPYOISSmoothReconstitutor Demonstrates the Cleansing and the Smooth Re-constitution of the JPY Input OIS Marks.

JPYOISSmoothReconstitutor() - Constructor for class org.drip.sample.overnightfeed.JPYOISSmoothReconstitutor

JPYShapePreserving1YForward - Class in org.drip.sample.fundinghistorical

JPYShapePreserving1YForward Generates the Historical JPY Shape Preserving Funding Curve Native 1Y Compounded Forward Rate.

JPYShapePreserving1YForward() - Constructor for class org.drip.sample.fundinghistorical.JPYShapePreserving1YForward

JPYShapePreserving1YStart - Class in org.drip.sample.fundinghistorical

JPYShapePreserving1YStart Generates the Historical JPY Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.

JPYShapePreserving1YStart() - Constructor for class org.drip.sample.fundinghistorical.JPYShapePreserving1YStart

JPYShapePreservingReconstitutor - Class in org.drip.sample.fundingfeed

JPYShapePreservingReconstitutor Demonstrates the Cleansing and the Shape Preserving Re-constitution of the JPY Input Marks.

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

JPYSmooth1MForward - Class in org.drip.sample.overnighthistorical

JPYSmooth1MForward Generates the Historical JPY Smoothened Overnight Curve Native 1M Compounded Forward Rate.

JPYSmooth1MForward() - Constructor for class org.drip.sample.overnighthistorical.JPYSmooth1MForward

JPYSmooth1YForward - Class in org.drip.sample.fundinghistorical

JPYSmooth1YForward Generates the Historical JPY Smoothened Funding Curve Native 1Y Compounded Forward Rate.

JPYSmooth1YForward() - Constructor for class org.drip.sample.fundinghistorical.JPYSmooth1YForward

JPYSmoothReconstitutor - Class in org.drip.sample.fundingfeed

JPYSmoothReconstitutor Demonstrates the Cleansing and the Smooth Re-constitution of the JPY Input Marks.

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

JPYTIBOR - Class in org.drip.template.irs

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

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

JSONArray - Class in org.drip.service.representation

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

JSONArray() - Constructor for class org.drip.service.representation.JSONArray

JSONAware - Interface in org.drip.service.representation

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

JSONObject - Class in org.drip.service.representation

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

JSONObject() - Constructor for class org.drip.service.representation.JSONObject

Empty JSONObject Constructor

JSONObject(Map) - Constructor for class org.drip.service.representation.JSONObject

Allows creation of a JSONObject from a Map.

JSONStreamAware - Interface in org.drip.service.representation

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

JSONValue - Class in org.drip.service.representation

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

JSONValue() - Constructor for class org.drip.service.representation.JSONValue

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

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

Calculate J Spread from ASW to Maturity

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

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

Calculate J Spread from ASW to Work-out

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

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

Calculate J Spread from ASW to Optimal Exercise

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

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

Calculate J Spread from Bond Basis to Maturity

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

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

Calculate J Spread from Bond Basis to Work-out

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

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

Calculate J Spread from Bond Basis to Optimal Exercise

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

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

Calculate J Spread from Credit Basis to Maturity

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

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

Calculate J Spread from Credit Basis to Work-out

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

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

Calculate J Spread from Credit Basis to Optimal Exercise

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

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

Calculate J Spread from Discount Margin to Maturity

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

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

Calculate J Spread from Discount Margin to Work-out

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

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

Calculate J Spread from Discount Margin to Optimal Exercise

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

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

Calculate J Spread from E Spread to Maturity

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

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

Calculate J Spread from E Spread to Work-out

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

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

Calculate J Spread from E Spread to Optimal Exercise

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

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

Calculate J Spread from G Spread to Maturity

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

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

Calculate J Spread from G Spread to Work-out

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

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

Calculate J Spread from G Spread to Optimal Exercise

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

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

Calculate J Spread from I Spread to Maturity

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

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

Calculate J Spread from I Spread to Work-out

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

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

Calculate J Spread from I Spread to Optimal Exercise

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

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

Calculate J Spread from N Spread to Maturity

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

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

Calculate J Spread from N Spread to Work-out

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

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

Calculate J Spread from N Spread to Optimal Exercise

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

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

Calculate J Spread from OAS to Maturity

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

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

Calculate J Spread from OAS to Work-out

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

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

Calculate J Spread from OAS to Optimal Exercise

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

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

Calculate J Spread from PECS to Maturity

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

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

Calculate J Spread from PECS to Work-out

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

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

Calculate J Spread from PECS to Optimal Exercise

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

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

Calculate J Spread from Price to Maturity

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

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

Calculate J Spread from Price to Work-out

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

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

Calculate J Spread from Price to Optimal Exercise

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

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

Calculate J Spread from TSY Spread to Maturity

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

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

Calculate J Spread from TSY Spread to Work-out

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

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

Calculate J Spread from TSY Spread to Optimal Exercise

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

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

Calculate J Spread from Yield to Maturity

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

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

Calculate J Spread from Yield to Work-out

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

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

Calculate J Spread from Yield Spread to Maturity

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

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

Calculate J Spread from Yield Spread to Work-out

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

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

Calculate J Spread from Yield Spread to Optimal Exercise

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

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

Calculate J Spread from Yield to Optimal Exercise

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

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

Calculate J Spread from Z Spread to Maturity

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

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

Calculate J Spread from Z Spread to Work-out

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

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

Calculate J Spread from Z Spread to Optimal Exercise

jSubMArray() - Method in class org.drip.numerical.decomposition.JordanNormalJ

Retrieve the JSubM Array

julian() - Method in class org.drip.analytics.date.JulianDate

Return the Integer Julian Date

JulianDate - Class in org.drip.analytics.date

JulianDate provides a comprehensive representation of Julian date and date manipulation functionality.

JulianDate(int) - Constructor for class org.drip.analytics.date.JulianDate

Create JulianDate from an Integer Julian Date Instance

Jullundar - Class in org.drip.sample.bondmetrics

Jullundar generates the Full Suite of Replication Metrics for Bond Jullundar.

Jullundar() - Constructor for class org.drip.sample.bondmetrics.Jullundar

JULY - Static variable in class org.drip.analytics.date.DateUtil

Integer Month - July

jump() - Method in class org.drip.measure.realization.JumpDiffusionEdgeUnit

Retrieve the Jump Unit Random Variable

Jump(double[], double[]) - Static method in class org.drip.measure.realization.JumpDiffusionEdgeUnit

Generate an Array of R^1 Jump Realizations

JumpDiffusion(double[], double[], double[]) - Static method in class org.drip.measure.realization.JumpDiffusionEdgeUnit

Generate an Array of R^1 Jump Diffusion Realizations

JumpDiffusionEdge - Class in org.drip.measure.realization

JumpDiffusionEdge implements the Deterministic and the Stochastic Components of a R^d Marginal Random Increment Edge as well the Original Marginal Random Variate.

JumpDiffusionEdge(double, double, StochasticEdgeDiffusion, StochasticEdgeJump, JumpDiffusionEdgeUnit) - Constructor for class org.drip.measure.realization.JumpDiffusionEdge

JumpDiffusionEdge Constructor

JumpDiffusionEdgeUnit - Class in org.drip.measure.realization

JumpDiffusionEdgeUnit holds the Jump Diffusion R^d Unit Edge Realizations.

JumpDiffusionEdgeUnit(double, double, double) - Constructor for class org.drip.measure.realization.JumpDiffusionEdgeUnit

JumpDiffusionEdgeUnit Constructor

JumpDiffusionEvolver - Class in org.drip.measure.process

JumpDiffusionEvolver implements the Functionality that guides the Single Factor R¹ Jump Diffusion Random Process Variable Evolution.

JumpDiffusionEvolver(DiffusionEvaluator, HazardJumpEvaluator) - Constructor for class org.drip.measure.process.JumpDiffusionEvolver

JumpDiffusionEvolver Constructor

JumpDiffusionVertex - Class in org.drip.measure.realization

JumpDiffusionVertex holds the Snapshot Values of the Realized R^d Variable - its Value, whether it has terminated, and the Cumulative Hazard Integral - and Time.

JumpDiffusionVertex(double, double, double, boolean) - Constructor for class org.drip.measure.realization.JumpDiffusionVertex

JumpDiffusionVertex Constructor

JumpGameDestinationReachable(String, int, int) - Static method in class org.drip.service.common.ArrayUtil

Indicate the Destination is Reachable

jumpIncrement(JumpDiffusionVertex, double) - Method in class org.drip.measure.process.DiffusionEvolver

Generate the Adjacent JumpDiffusionEdge Instance from the specified Random Variate and a Jump Driver

jumpOccurred() - Method in class org.drip.measure.realization.JumpDiffusionVertex

Retrieve the Jump Occurred Flag

jumpOccurred() - Method in class org.drip.measure.realization.StochasticEdgeJump

Retrieve the "Jump Occurred in this Level Period" Flag

jumpStochastic() - Method in class org.drip.measure.realization.JumpDiffusionEdge

Retrieve the Jump Stochastic Component

jumpWander() - Method in class org.drip.measure.realization.JumpDiffusionEdge

Retrieve the Jump Wander Realization

jumpWeinerIncrement(JumpDiffusionVertex, double) - Method in class org.drip.measure.process.DiffusionEvolver

Generate the Adjacent JumpDiffusionEdge Instance from the specified Random Variate and Jump/Weiner Drivers

Junagadh - Class in org.drip.sample.loan

Junagadh demonstrates the Analytics Calculation/Reconciliation for the Loan Junagadh.

Junagadh() - Constructor for class org.drip.sample.loan.Junagadh

JUNE - Static variable in class org.drip.analytics.date.DateUtil

Integer Month - June

jurisdiction() - Method in class org.drip.oms.exchange.VenueSettings

Retrieve the Venue Jurisdiction

JurisdictionIBORIndexDefinition - Class in org.drip.sample.forward

JurisdictionIBORIndexDefinition demonstrates the functionality to retrieve the IBOR settings for the various Jurisdictions.

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

JurisdictionIRSFuturesDefinition - Class in org.drip.sample.forwardratefutures

JurisdictionIRSFuturesDefinition demonstrates the functionality to retrieve the IRS Futures Definitions for the various Jurisdictions.

JurisdictionIRSFuturesDefinition() - Constructor for class org.drip.sample.forwardratefutures.JurisdictionIRSFuturesDefinition

JurisdictionIRSFuturesValuation - Class in org.drip.sample.forwardratefutures

JurisdictionIRSFuturesValuation contains the demonstration of the construction and the Valuation of the Exchange-Traded IRS Futures Contract.

JurisdictionIRSFuturesValuation() - Constructor for class org.drip.sample.forwardratefutures.JurisdictionIRSFuturesValuation

JurisdictionOTCIndexDefinitions - Class in org.drip.sample.fixfloat

JurisdictionOTCIndexDefinitions contains all the pre-fixed definitions of the Jurisdiction-specific OTC Fix-Float IRS contracts.

JurisdictionOTCIndexDefinitions - Class in org.drip.sample.floatfloat

JurisdictionOTCIndexDefinitions contains all the pre-fixed Definitions of the Jurisdiction OTC Float-Float Swap Contracts.

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

JurisdictionOTCIndexDefinitions() - Constructor for class org.drip.sample.floatfloat.JurisdictionOTCIndexDefinitions

JurisdictionOTCIndexSwaps - Class in org.drip.sample.fixfloat

JurisdictionOTCIndexSwaps contains curve construction and valuation of the common Jurisdiction-specific OTC IRS.

JurisdictionOTCIndexSwaps - Class in org.drip.sample.floatfloat

JurisdictionOTCIndexSwaps demonstrates the Construction and Usage of the Jurisdiction Standard OTC Float-Float Swaps.

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

JurisdictionOTCIndexSwaps() - Constructor for class org.drip.sample.floatfloat.JurisdictionOTCIndexSwaps

JurisdictionOTCInstrumentDefinitions - Class in org.drip.sample.ois

JurisdictionOTCInstrumentDefinitions contains all the prefixed definitions of the Jurisdiction OTC OIS Instrument Contracts.

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

JurisdictionOTCInstrumentMeasures - Class in org.drip.sample.ois

JurisdictionOTCInstrumentMeasures contains the Curve Construction and Valuation Functionality of the OTC OIS Instruments across Multiple Jurisdictions.

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

JurisdictionVenueOptionDetails - Class in org.drip.sample.forwardratefutures

JurisdictionVenueOptionDetails demonstrates the Functionality to retrieve the Futures Options Definitions for the various Jurisdictions and Venues.

JurisdictionVenueOptionDetails() - Constructor for class org.drip.sample.forwardratefutures.JurisdictionVenueOptionDetails

JurisdictionVenueOptionValuation - Class in org.drip.sample.forwardratefutures

JurisdictionVenueOptionValuation contains the Demonstration of the Construction and the Valuation of the Options on Standardized LIBOR Futures Contract across Jurisdictions and Venues.

JurisdictionVenueOptionValuation() - Constructor for class org.drip.sample.forwardratefutures.JurisdictionVenueOptionValuation

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

Retrieve the "J" Component Wander of the Transaction Signal

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