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K

k() - Method in class org.drip.execution.athl.IJK
The Almgren-Thum-Hauptmann-Li "K" Transaction Signal
k() - Method in class org.drip.graph.adjacencymatrix.GuoWangLi2019Bound
Retrieve the Guo, Wang, and Li (2019) k Parameter
k() - Method in class org.drip.graph.softheap.KaplanZwickBinaryNode
Retrieve the Rank
k() - Method in class org.drip.graph.treebuilder.KMSTGenerator
Retrieve the Vertex Count k to generate the MST for
k() - Method in class org.drip.graph.treebuilder.KOptimalSpanningForestsGenerator
Retrieve the Tree Count k
k() - Method in class org.drip.measure.continuous.R1ParetoDistribution
Retrieve k
k() - Method in class org.drip.measure.continuous.R1PowerLawDistribution
Retrieve Power Law "k"
k() - Method in class org.drip.optimization.cuttingplane.LetchfordLodiPartitionMap
Retrieve the a0 Reciprocal Integer Floor
k() - Method in class org.drip.spaces.big.KNearestPostOffice
Retrieve K
K15(double, double) - Static method in class org.drip.numerical.integration.GaussKronrodQuadratureGenerator
Generate the K15 Gaussian Quadrature over (a, b) onto (-1, +1)
K15(AbscissaTransform) - Static method in class org.drip.numerical.integration.GaussKronrodQuadratureGenerator
Generate the K15 Gaussian Quadrature over (0, +1)
Kadane - Class in org.drip.graph.subarray
Kadane implements the Kadane Algorithm for the Maximum Sub-array Problem.
Kadane(int[], boolean) - Constructor for class org.drip.graph.subarray.Kadane
Kadane Constructor
Kadapa - Class in org.drip.sample.loan
Kadapa demonstrates the Analytics Calculation/Reconciliation for the Loan Kadapa.
Kadapa() - Constructor for class org.drip.sample.loan.Kadapa
 
Kakinada - Class in org.drip.sample.loan
Kakinada demonstrates the Analytics Calculation/Reconciliation for the Loan Kakinada.
Kakinada() - Constructor for class org.drip.sample.loan.Kakinada
 
KaklisPandelisBasisCurve(String, JulianDate, ForwardLabel, ForwardLabel, boolean, String[], double[]) - Static method in class org.drip.state.creator.ScenarioBasisCurveBuilder
Create an Instance of the Kaklis-Pandelis Splined Basis Curve
KaklisPandelisBasisSet(KaklisPandelisSetParams) - Static method in class org.drip.spline.basis.FunctionSetBuilder
Construct KaklisPandelis from the polynomial tension basis function set y = A * (1-x) + B * x + C * x * (1-x)^m + D * x^m * (1-x)
KaklisPandelisCurve(String, JulianDate, String, String, int[], double[]) - Static method in class org.drip.state.creator.ScenarioGovvieCurveBuilder
Create an Instance of the Kaklis-Pandelis Splined Govvie Yield Curve
KaklisPandelisCurve(String, JulianDate, CurrencyPair, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioFXCurveBuilder
Create an Instance of the Kaklis-Pandelis Splined FX Forward Curve
KaklisPandelisDiscountCurve(String, JulianDate, String, int[], double[]) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder
Create an Instance of the Kaklis-Pandelis Splined DF Discount Curve
KaklisPandelisRepoCurve(String, JulianDate, Component, int[], double[]) - Static method in class org.drip.state.creator.ScenarioRepoCurveBuilder
Create an Instance of the Kaklis-Pandelis Splined Repo Curve
KaklisPandelisSetParams - Class in org.drip.spline.basis
KaklisPandelisSetParams implements per segment parameters for the Kaklis Pandelis basis set.
KaklisPandelisSetParams(int) - Constructor for class org.drip.spline.basis.KaklisPandelisSetParams
KaklisPandelisSetParams constructor
KaklisPandelisTermStructure(String, JulianDate, String, String[], double[]) - Static method in class org.drip.state.creator.ScenarioDeterministicVolatilityBuilder
Construct the Deterministic Volatility Term Structure Instance based off of a Kaklis-Pandelis Polynomial Tension Spline
KaklisPandelisTermStructure(String, JulianDate, String, String[], double[]) - Static method in class org.drip.state.creator.ScenarioTermStructureBuilder
Construct a Term Structure Instance based off of a Kaklis-Pandelis Polynomial Tension Spline
KaklisPandelisWireSurface(String, JulianDate, String, double[], String[], double[][]) - Static method in class org.drip.state.creator.ScenarioMarketSurfaceBuilder
Construct a Scenario Market Surface off of Kaklis-Pandelis Wire Spline and Kaklis-Pandelis Surface Spline.
KalyanDombivli - Class in org.drip.sample.bondeos
KalyanDombivli demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation KalyanDombivli.
KalyanDombivli() - Constructor for class org.drip.sample.bondeos.KalyanDombivli
 
Kamarhati - Class in org.drip.sample.securitysuite
Kamarhati demonstrates the Analytics Calculation/Reconciliation for the Bond Kamarhati.
Kamarhati() - Constructor for class org.drip.sample.securitysuite.Kamarhati
 
Kanpur - Class in org.drip.sample.bondeos
Kanpur demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Kanpur.
Kanpur() - Constructor for class org.drip.sample.bondeos.Kanpur
 
KaplanZwickBinaryNode<KEY extends java.lang.Comparable<KEY>,​ITEM> - Class in org.drip.graph.softheap
KaplanZwickBinaryNode implements the Binary Node described in Kaplan and Zwick (2009).
KaplanZwickBinaryNode(boolean, int, int) - Constructor for class org.drip.graph.softheap.KaplanZwickBinaryNode
KaplanZwickBinaryNode Constructor
KaplanZwickErrorControl - Class in org.drip.sample.softheap
KaplanZwickErrorControl illustrates the Error Rate Control inside a Soft Heap as described in Kaplan and Zwick (2009).
KaplanZwickErrorControl() - Constructor for class org.drip.sample.softheap.KaplanZwickErrorControl
 
KaplanZwickMaxRandomExtract - Class in org.drip.sample.softheap
KaplanZwickMaxRandomExtract illustrates the Random Extract Operation for a Max Soft Heap as described in Kaplan and Zwick (2009).
KaplanZwickMaxRandomExtract() - Constructor for class org.drip.sample.softheap.KaplanZwickMaxRandomExtract
 
KaplanZwickMaxRandomInsert - Class in org.drip.sample.softheap
KaplanZwickMaxRandomInsert illustrates the Random Insert Operation for a Max Soft Heap as described in Kaplan and Zwick (2009).
KaplanZwickMaxRandomInsert() - Constructor for class org.drip.sample.softheap.KaplanZwickMaxRandomInsert
 
KaplanZwickMaxSequentialExtract - Class in org.drip.sample.softheap
KaplanZwickMaxSequentialExtract illustrates the Sequential Extract Operation for a Max Soft Heap as described in Kaplan and Zwick (2009).
KaplanZwickMaxSequentialExtract() - Constructor for class org.drip.sample.softheap.KaplanZwickMaxSequentialExtract
 
KaplanZwickMaxSequentialInsert - Class in org.drip.sample.softheap
KaplanZwickMaxSequentialInsert illustrates the Insert Operation for a Max Soft Heap as described in Kaplan and Zwick (2009).
KaplanZwickMaxSequentialInsert() - Constructor for class org.drip.sample.softheap.KaplanZwickMaxSequentialInsert
 
KaplanZwickMeld - Class in org.drip.sample.softheap
KaplanZwickMeld illustrates the Meld Operation for a Soft Heap as described in Kaplan and Zwick (2009).
KaplanZwickMeld() - Constructor for class org.drip.sample.softheap.KaplanZwickMeld
 
KaplanZwickMinRandomExtract - Class in org.drip.sample.softheap
KaplanZwickMinRandomExtract illustrates the Random Extract Operation for a Min Soft Heap as described in Kaplan and Zwick (2009).
KaplanZwickMinRandomExtract() - Constructor for class org.drip.sample.softheap.KaplanZwickMinRandomExtract
 
KaplanZwickMinRandomInsert - Class in org.drip.sample.softheap
KaplanZwickMinRandomInsert illustrates the Random Insert Operation for a Min Soft Heap as described in Kaplan and Zwick (2009).
KaplanZwickMinRandomInsert() - Constructor for class org.drip.sample.softheap.KaplanZwickMinRandomInsert
 
KaplanZwickMinSequentialExtract - Class in org.drip.sample.softheap
KaplanZwickMinSequentialExtract illustrates the Sequential Extract Operation for a Min Soft Heap as described in Kaplan and Zwick (2009).
KaplanZwickMinSequentialExtract() - Constructor for class org.drip.sample.softheap.KaplanZwickMinSequentialExtract
 
KaplanZwickMinSequentialInsert - Class in org.drip.sample.softheap
KaplanZwickMinSequentialInsert illustrates the Insert Operation for a Min Soft Heap as described in Kaplan and Zwick (2009).
KaplanZwickMinSequentialInsert() - Constructor for class org.drip.sample.softheap.KaplanZwickMinSequentialInsert
 
KaplanZwickPriorityQueue<KEY extends java.lang.Comparable<KEY>,​ITEM> - Class in org.drip.graph.softheap
KaplanZwickPriorityQueue implements the Soft Heap described in Kaplan and Zwick (2009).
KaplanZwickPriorityQueue(boolean, int, KaplanZwickTree<KEY, ITEM>, KaplanZwickTree<KEY, ITEM>) - Constructor for class org.drip.graph.softheap.KaplanZwickPriorityQueue
KaplanZwickPriorityQueue Constructor
KaplanZwickTargetSize - Class in org.drip.graph.softheap
KaplanZwickTargetSize implements the Target Size Metrics described in Kaplan and Zwick (2009).
KaplanZwickTargetSize(double, int, double, double) - Constructor for class org.drip.graph.softheap.KaplanZwickTargetSize
KaplanZwickTargetSize Constructor
KaplanZwickTree<KEY extends java.lang.Comparable<KEY>,​ITEM> - Class in org.drip.graph.softheap
KaplanZwickTree implements the Tree described in Kaplan and Zwick (2009).
KaplanZwickTree(KaplanZwickBinaryNode<KEY, ITEM>) - Constructor for class org.drip.graph.softheap.KaplanZwickTree
KaplanZwickTree Constructor
KaplanZwickTreeMelder<KEY extends java.lang.Comparable<KEY>,​ITEM> - Class in org.drip.graph.softheap
KaplanZwickTreeMelder grows the Melded Tree List.
KaplanZwickTreeMelder(KaplanZwickTree<KEY, ITEM>) - Constructor for class org.drip.graph.softheap.KaplanZwickTreeMelder
KaplanZwickTreeMelder Constructor
kappa() - Method in class org.drip.execution.optimum.AlmgrenChrissDiscrete
Retrieve the Kappa
kappa() - Method in class org.drip.param.pricer.HestonOptionPricerParams
Retrieve Kappa
kappaTilda() - Method in class org.drip.execution.optimum.AlmgrenChrissDiscrete
Retrieve the Kappa Tilda
KaragiannidisLioumpas2007() - Static method in class org.drip.function.e2erfc.ErrorFunctionComplementAnalytical
Construct Karagiannidis-Lioumpas (2007) Version of the Analytical Error Function Complement
KaragiannidisLioumpas2007(double, double) - Static method in class org.drip.function.e2erfc.ErrorFunctionComplementAnalytical
Construct Karagiannidis-Lioumpas (2007) Version of the Analytical Error Function Complement
Karamay - Class in org.drip.sample.bondeos
Karamay demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Karamay.
Karamay() - Constructor for class org.drip.sample.bondeos.Karamay
 
karpHagerupRubBounds(double) - Method in class org.drip.sequence.metrics.UnitSequenceAgnosticMetrics
Compute the Karp/Hagerup/Rub Pivot Departure Bounds outlined below: - Karp, R.
KarushKuhnTucker(double[], double[]) - Static method in class org.drip.optimization.constrained.FritzJohnMultipliers
Construct a Standard KarushKuhnTucker (KKT) Instance of the Fritz John Multipliers
Kashgar - Class in org.drip.sample.bondeos
Kashgar demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation Kashgar.
Kashgar() - Constructor for class org.drip.sample.bondeos.Kashgar
 
KClosestPoints(int[][], int) - Static method in class org.drip.service.common.ArrayUtil
Extract the K-Closest Points
KConcatenatedMaximumSum(int[], int) - Static method in class org.drip.service.common.ArrayUtil
Given an integer array arr and an integer k, modify the array by repeating it k times.
KConcatenationMaximumSum(int[], int) - Static method in class org.drip.service.common.ArrayUtil
Given an integer array numberArray and an integer k, modify the array by repeating it k times.
Keifeng - Class in org.drip.sample.bondeos
Keifeng demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Keifeng.
Keifeng() - Constructor for class org.drip.sample.bondeos.Keifeng
 
kernel() - Method in class org.drip.learning.kernel.IntegralOperator
Retrieve the Symmetric R^d To R^1 Kernel
kernel() - Method in class org.drip.learning.svm.KernelRdDecisionFunction
Retrieve the Decision Kernel
KernelDensityEstimationL1 - Class in org.drip.sequence.custom
KernelDensityEstimationL1 implements the L1 Error Scheme Estimation for a Multivariate Kernel Density Estimator with Focus on establishing targeted Variate-Specific and Agnostic Bounds.
KernelDensityEstimationL1(R1ToR1, double, int, R1ToR1) - Constructor for class org.drip.sequence.custom.KernelDensityEstimationL1
KernelDensityEstimationL1 Constructor
KernelDensityL1Bound - Class in org.drip.sample.efronstein
KernelDensityL1Bound demonstrates the Computation of the Probabilistic Bounds for the L1 Errors of Kernel Density Estimation using Variants of the Efron-Stein Methodology.
KernelDensityL1Bound() - Constructor for class org.drip.sample.efronstein.KernelDensityL1Bound
 
kernelFunction() - Method in class org.drip.sequence.custom.KernelDensityEstimationL1
Retrieve the Kernel Function
kernelOperatorFunction() - Method in class org.drip.learning.kernel.IntegralOperator
Retrieve the R^d To R^1 Kernel Operator Function
kernelPredictorPivot() - Method in class org.drip.learning.svm.KernelRdDecisionFunction
Retrieve the Decision Kernel Predictor Pivot Nodes
KernelRdDecisionFunction - Class in org.drip.learning.svm
KernelRdDecisionFunction implements the Kernel-based Rd Decision Function-Based SVM Functionality for Classification and Regression.
KernelRdDecisionFunction(RdNormed, double[], double, SymmetricRdToNormedRdKernel, double[][]) - Constructor for class org.drip.learning.svm.KernelRdDecisionFunction
KernelRdDecisionFunction Constructor
key() - Method in class org.drip.graph.heap.PriorityQueueEntry
Retrieve the Key
keyCorruptionStatusList() - Method in class org.drip.graph.softheap.KaplanZwickBinaryNode
Retrieve the Key Corruption Status List
keyEntry(KEY) - Method in class org.drip.graph.heap.BinaryTreePriorityQueue
Retrieve the Node with a Key Corresponding to the Input
KeyHoleSkeleton - Class in org.drip.service.json
KeyHoleSkeleton forwards the JSON Request to the Appropriate Processor and retrieves the Response JSON.
KeyHoleSkeleton() - Constructor for class org.drip.service.json.KeyHoleSkeleton
 
KeyRateDuration - Class in org.drip.sample.treasuryfuturesapi
KeyRateDuration demonstrates the Invocation and Examination of the Key Rate Duration Computation for the specified Treasury Futures.
KeyRateDuration() - Constructor for class org.drip.sample.treasuryfuturesapi.KeyRateDuration
 
KeyRateDuration(String, int[], int[], double[], double[], int, int[], int[], double[], double[], String, double[]) - Static method in class org.drip.service.product.TreasuryFuturesAPI
Generate the Treasury Curve Tenor Key Rate Sensitivity/Duration
KeyRateDuration(String, int, int, double, int, String, String, int, String, int[], int[], double[], double[], String, double) - Static method in class org.drip.service.product.FixedBondAPI
Generate the Treasury Curve Tenor Key Rate Sensitivity/Duration
KeyValueListFromStringArray(List<Double>, List<Double>, String, String, String) - Static method in class org.drip.service.common.StringUtil
Split the string array into pairs of key-value doubles and returns them
Khammam - Class in org.drip.sample.bondswap
Khammam demonstrates the Analytics Calculation/Reconciliation for the OTC Fix-Float Index Based Bond Khammam.
Khammam() - Constructor for class org.drip.sample.bondswap.Khammam
 
kirchoffSpanningTreeCount() - Method in class org.drip.graph.core.Directed
Retrieve the Count of the Spanning Trees Using Kirchoff's Matrix-Tree Theorem
KKTNecessarySufficientConditions - Class in org.drip.sample.optimizer
KKTNecessarySufficientConditions carries out the Zero and the First Order Necessary and the Second Order Sufficiency Checks for a Constrained KKT Optimization Problem.
KKTNecessarySufficientConditions() - Constructor for class org.drip.sample.optimizer.KKTNecessarySufficientConditions
 
KKTRegularityConditions - Class in org.drip.sample.optimizer
KKTRegularityConditions carries out the Regularity Checks satisfied by the Optimizing Variate for a Constrained KKT Optimization Problem.
KKTRegularityConditions() - Constructor for class org.drip.sample.optimizer.KKTRegularityConditions
 
kleinGroupFunctionArray() - Method in class org.drip.specialfunction.group.FuchsianEquation
Retrieve the Klein Group of Isomorphic Functions
KLKExponentialDiscountCurve(String, JulianDate, String, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder
Create an Instance of the KLK Exponential Splined DF Discount Curve
KLKHyperbolicBasisCurve(String, JulianDate, ForwardLabel, ForwardLabel, boolean, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioBasisCurveBuilder
Create an Instance of the KLK Hyperbolic Splined Basis Curve
KLKHyperbolicCurve(String, JulianDate, String, String, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioGovvieCurveBuilder
Create an Instance of the KLK Hyperbolic Splined Govvie Yield Curve
KLKHyperbolicCurve(String, JulianDate, CurrencyPair, String[], double[], double, double) - Static method in class org.drip.state.creator.ScenarioFXCurveBuilder
Create an Instance of the KLK Hyperbolic Splined FX Forward Curve
KLKHyperbolicDiscountCurve(String, JulianDate, String, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder
Create an Instance of the KLK Hyperbolic Splined DF Discount Curve
KLKHyperbolicRepoCurve(String, JulianDate, Component, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioRepoCurveBuilder
Create an Instance of the KLK Hyperbolic Splined Repo Curve
KLKHyperbolicTensionPhy - Class in org.drip.spline.tension
KLKHyperbolicTensionPhy implements the basic framework and the family of C2 Tension Splines outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
KLKHyperbolicTensionPhy(double) - Constructor for class org.drip.spline.tension.KLKHyperbolicTensionPhy
KLKHyperbolicTensionPhy constructor
KLKHyperbolicTensionPsy - Class in org.drip.spline.tension
KLKHyperbolicTensionPsy implements the basic framework and the family of C2 Tension Splines outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
KLKHyperbolicTensionPsy(double) - Constructor for class org.drip.spline.tension.KLKHyperbolicTensionPsy
KLKHyperbolicTensionPsy constructor
KLKHyperbolicTermStructure(String, JulianDate, String, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioDeterministicVolatilityBuilder
Construct the Deterministic Volatility Term Structure Instance based off of a KLK Hyperbolic Tension Spline
KLKHyperbolicTermStructure(String, JulianDate, String, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioTermStructureBuilder
Construct a Term Structure Instance based off of a KLK Hyperbolic Tension Spline
KLKHyperbolicWireSurface(String, JulianDate, String, double[], String[], double[][], double) - Static method in class org.drip.state.creator.ScenarioMarketSurfaceBuilder
Construct a Scenario Market Surface off of KLK Hyperbolic Wire Spline and KLK Hyperbolic Surface Spline.
KLKRationalLinearBasisCurve(String, JulianDate, ForwardLabel, ForwardLabel, boolean, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioBasisCurveBuilder
Create an Instance of the KLK Rational Linear Splined Basis Curve
KLKRationalLinearCurve(String, JulianDate, String, String, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioGovvieCurveBuilder
Create an Instance of the KLK Rational Linear Splined Govvie Yield Curve
KLKRationalLinearCurve(String, JulianDate, CurrencyPair, String[], double[], double, double) - Static method in class org.drip.state.creator.ScenarioFXCurveBuilder
Create an Instance of the KLK Rational Linear Splined FX Forward Curve
KLKRationalLinearDiscountCurve(String, JulianDate, String, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder
Create an Instance of the KLK Linear Rational Splined DF Discount Curve
KLKRationalLinearRepoCurve(String, JulianDate, Component, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioRepoCurveBuilder
Create an Instance of the KLK Rational Linear Splined Repo Curve
KLKRationalLinearTermStructure(String, JulianDate, String, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioDeterministicVolatilityBuilder
Construct the Deterministic Volatility Term Structure Instance based off of a KLK Rational Linear Tension Spline
KLKRationalLinearTermStructure(String, JulianDate, String, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioTermStructureBuilder
Construct a Term Structure Instance based off of a KLK Rational Linear Tension Spline
KLKRationalLinearWireSurface(String, JulianDate, String, double[], String[], double[][], double) - Static method in class org.drip.state.creator.ScenarioMarketSurfaceBuilder
Construct a Scenario Market Surface off of KLK Rational Linear Wire Spline and KLK Rational Linear Surface Spline.
KLKRationalQuadraticBasisCurve(String, JulianDate, ForwardLabel, ForwardLabel, boolean, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioBasisCurveBuilder
Create an Instance of the KLK Rational Quadratic Splined Basis Curve
KLKRationalQuadraticCurve(String, JulianDate, String, String, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioGovvieCurveBuilder
Create an Instance of the KLK Rational Quadratic Splined Govvie Yield Curve
KLKRationalQuadraticCurve(String, JulianDate, CurrencyPair, String[], double[], double, double) - Static method in class org.drip.state.creator.ScenarioFXCurveBuilder
Create an Instance of the KLK Rational Quadratic Splined FX Forward Curve
KLKRationalQuadraticDiscountCurve(String, JulianDate, String, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder
Create an Instance of the KLK Quadratic Rational Splined DF Discount Curve
KLKRationalQuadraticRepoCurve(String, JulianDate, Component, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioRepoCurveBuilder
Create an Instance of the KLK Rational Quadratic Splined Repo Curve
KLKRationalQuadraticTermStructure(String, JulianDate, String, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioDeterministicVolatilityBuilder
Construct the Deterministic Volatility Term Structure Instance based off of a KLK Rational Quadratic Tension Spline
KLKRationalQuadraticTermStructure(String, JulianDate, String, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioTermStructureBuilder
Construct a Term Structure Instance based off of a KLK Rational Quadratic Tension Spline
KLKRationalQuadraticWireSurface(String, JulianDate, String, double[], String[], double[][], double) - Static method in class org.drip.state.creator.ScenarioMarketSurfaceBuilder
Construct a Scenario Market Surface off of KLK Rational Quadratic Wire Spline and KLK Rational Quadratic Surface Spline.
KMSTGenerator - Class in org.drip.graph.treebuilder
KMSTGenerator exposes the Functionality behind the k-MST Generation for a given Graph and a Vertex Count.
KNearestPostOffice - Class in org.drip.spaces.big
KNearestPostOffice implements a Locator of the k Nearest Services.
KNearestPostOffice(List<int[]>, int[], int) - Constructor for class org.drip.spaces.big.KNearestPostOffice
KNearestPostOffice Constructor
KNearestServiceLocater - Class in org.drip.sample.algo
KNearestServiceLocater demonstrates the Construction and the Usage of a k-Nearest Service Locator.
KNearestServiceLocater() - Constructor for class org.drip.sample.algo.KNearestServiceLocater
 
KnotInsertionPolynomialEstimator - Class in org.drip.sample.stretch
KnotInsertionPolynomialEstimator demonstrates the Stretch builder and usage API.
KnotInsertionPolynomialEstimator() - Constructor for class org.drip.sample.stretch.KnotInsertionPolynomialEstimator
 
KnotInsertionSequenceAdjuster - Class in org.drip.sample.stretch
KnotInsertionSequenceAdjuster demonstrates the Stretch Manipulation and Adjustment API.
KnotInsertionSequenceAdjuster() - Constructor for class org.drip.sample.stretch.KnotInsertionSequenceAdjuster
 
KnotInsertionTensionEstimator - Class in org.drip.sample.stretch
KnotInsertionTensionEstimator demonstrates the Stretch builder and usage API.
KnotInsertionTensionEstimator() - Constructor for class org.drip.sample.stretch.KnotInsertionTensionEstimator
 
knotPosition(double) - Method in class org.drip.spline.params.SegmentResponseValueConstraint
Get the Position of the Predictor Knot relative to the Constraints
KnottedRegressionSplineEstimator - Class in org.drip.sample.stretch
KnottedRegressionSplineEstimator shows the sample construction and usage of Knot-based Regression Splines.
KnottedRegressionSplineEstimator() - Constructor for class org.drip.sample.stretch.KnottedRegressionSplineEstimator
 
Kochi - Class in org.drip.sample.bondmetrics
Kochi generates the Full Suite of Replication Metrics for Bond Kochi.
Kochi() - Constructor for class org.drip.sample.bondmetrics.Kochi
 
KochLycheKvasovBasis - Class in org.drip.spline.tension
KochLycheKvasovBasis implements the basic framework and the family of C2 Tension Splines outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
KochLycheKvasovBasis() - Constructor for class org.drip.spline.tension.KochLycheKvasovBasis
 
KochLycheKvasovFamily - Class in org.drip.spline.tension
KochLycheKvasovFamily implements the basic framework and the family of C2 Tension Splines outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
KochLycheKvasovFamily() - Constructor for class org.drip.spline.tension.KochLycheKvasovFamily
 
KohlrauschFunctionEstimate - Class in org.drip.sample.scaledexponential
KohlrauschFunctionEstimate illustrates the Construction and Usage of the Kohlrausch Function.
KohlrauschFunctionEstimate() - Constructor for class org.drip.sample.scaledexponential.KohlrauschFunctionEstimate
 
KohlrauschFunctionEstimate2 - Class in org.drip.sample.scaledexponential
KohlrauschFunctionEstimate2 illustrates the Construction and Usage of the Kohlrausch Function using the Relaxation Time Distribution.
KohlrauschFunctionEstimate2() - Constructor for class org.drip.sample.scaledexponential.KohlrauschFunctionEstimate2
 
KohlrauschMomentEstimate - Class in org.drip.sample.scaledexponential
KohlrauschMomentEstimate illustrates the Estimation of the Moments of the Kohlrausch Function.
KohlrauschMomentEstimate() - Constructor for class org.drip.sample.scaledexponential.KohlrauschMomentEstimate
 
KohlrauschMomentEstimate2 - Class in org.drip.sample.scaledexponential
KohlrauschMomentEstimate2 illustrates the Estimation of the Moments of the Kohlrausch Function using the Relaxation Time Distribution.
KohlrauschMomentEstimate2() - Constructor for class org.drip.sample.scaledexponential.KohlrauschMomentEstimate2
 
KohlrauschPDFEstimate - Class in org.drip.sample.scaledexponential
KohlrauschPDFEstimate illustrates the Construction and Usage of the Kohlrausch PDF Estimate Function.
KohlrauschPDFEstimate() - Constructor for class org.drip.sample.scaledexponential.KohlrauschPDFEstimate
 
Kolhapur - Class in org.drip.sample.bondmetrics
Kolhapur demonstrates the Analytics Calculation/Reconciliation for the Bond Kolhapur.
Kolhapur() - Constructor for class org.drip.sample.bondmetrics.Kolhapur
 
Kolkata - Class in org.drip.sample.bondmetrics
Kolkata generates the Full Suite of Replication Metrics for Bond Kolkata.
Kolkata() - Constructor for class org.drip.sample.bondmetrics.Kolkata
 
Kollam - Class in org.drip.sample.loan
Kollam demonstrates the Analytics Calculation/Reconciliation for the Loan Kollam.
Kollam() - Constructor for class org.drip.sample.loan.Kollam
 
KOptimalSpanningForestsGenerator - Class in org.drip.graph.treebuilder
KOptimalSpanningForestsGenerator exposes the Functionality behind generating the k Smallest/Largest Spanning Forests for a given Graph and a k.
Korba - Class in org.drip.sample.securitysuite
Korba generates the Full Suite of Replication Metrics for Bond Korba.
Korba() - Constructor for class org.drip.sample.securitysuite.Korba
 
Kosaraju - Class in org.drip.graph.connectivity
Kosaraju implements the 2-pass Kosaraju Strongly Connected Components Algorithm.
Kosaraju(Network<?>) - Constructor for class org.drip.graph.connectivity.Kosaraju
Kosaraju Constructor
KosarajuSCC - Class in org.drip.sample.connectivity
KosarajuSCC illustrates the 2-pass Kosaraju Algorithm for determining Strongly Connected Components.
KosarajuSCC() - Constructor for class org.drip.sample.connectivity.KosarajuSCC
 
Kota - Class in org.drip.sample.bondeos
Kota demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Kota.
Kota() - Constructor for class org.drip.sample.bondeos.Kota
 
Kottayam - Class in org.drip.sample.bondmetrics
Kottayam generates the Full Suite of Replication Metrics for Bond Kottayam.
Kottayam() - Constructor for class org.drip.sample.bondmetrics.Kottayam
 
Kozhikode - Class in org.drip.sample.municipal
Kozhikode demonstrates EOS Fixed/Float Coupon Multi-flavor Pricing and Relative Value Measure Generation for Kozhikode.
Kozhikode() - Constructor for class org.drip.sample.municipal.Kozhikode
 
KPWHoliday - Class in org.drip.analytics.holset
KPWHoliday holds the KPW Holidays.
KPWHoliday() - Constructor for class org.drip.analytics.holset.KPWHoliday
KPWHoliday Constructor
krdMap() - Method in class org.drip.historical.sensitivity.TenorDurationNodeMetrics
Retrieve the KRD Map
KrugerC1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
Generate a Kruger C1 Array from the specified Array of Predictor Ordinates and the Response Values.
Kruskal(CompleteRandomGraph<?>) - Static method in class org.drip.graph.mst.CompleteRandomGraphEnsemble
Construct the Kruskal based CompleteRandomGraphEnsemble
KruskalForest<V> - Class in org.drip.graph.mstgreedy
KruskalForest implements the Extensions to a Forest required by the Kruskal MSF Generator.
KruskalForest() - Constructor for class org.drip.graph.mstgreedy.KruskalForest
KruskalForest Constructor
KruskalGenerator<V> - Class in org.drip.graph.mstgreedy
KruskalGenerator implements the Kruskal Algorithm for generating a Minimum Spanning Tree.
KruskalGenerator(Directed<?>, boolean) - Constructor for class org.drip.graph.mstgreedy.KruskalGenerator
KruskalGenerator Constructor
KruskalMaximumForestGenerator - Class in org.drip.sample.mst
KruskalMaximumForestGenerator illustrates the Execution of the Kruskal Algorithm for Maximum Spanning Tree.
KruskalMaximumForestGenerator() - Constructor for class org.drip.sample.mst.KruskalMaximumForestGenerator
 
KruskalMinimumForestGenerator - Class in org.drip.sample.mst
KruskalMinimumForestGenerator illustrates the Execution of the Kruskal Algorithm for Minimum Spanning Tree.
KruskalMinimumForestGenerator() - Constructor for class org.drip.sample.mst.KruskalMinimumForestGenerator
 
KRW - Class in org.drip.template.irs
KRW contains a Templated Pricing of the OTC Fix-Float KRW IRS Instrument.
KRW() - Constructor for class org.drip.template.irs.KRW
 
KRWHoliday - Class in org.drip.analytics.holset
KRWHoliday holds the KRW Holidays.
KRWHoliday() - Constructor for class org.drip.analytics.holset.KRWHoliday
KRWHoliday Constructor
KthGrammar(int, int) - Static method in class org.drip.service.common.RecursionUtil
On the first row, we write a 0.
kullbackLeiblerDivergence(R1Univariate) - Method in class org.drip.measure.continuous.R1Univariate
Compute the Kullback-Leibler Divergence against the other R1 Distribution
kullbackLeiblerDivergence(R1Univariate) - Method in class org.drip.measure.exponential.R1RateDistribution
 
KullbackLieblerDivergence - Class in org.drip.sample.gammadistribution
KullbackLieblerDivergence demonstrates the Kullback-Liebler Divergence between a Pair of R1 Gamma Distributions using the Shape/Scale Parameterization.
KullbackLieblerDivergence() - Constructor for class org.drip.sample.gammadistribution.KullbackLieblerDivergence
 
KullbackLieblerDivergence(R1ShapeScaleDistribution, R1ShapeScaleDistribution) - Static method in class org.drip.measure.gamma.R1ShapeScaleComposite
Compute the Kullback-Liebler Divergence for the Gamma Distribution Pair
Kulti - Class in org.drip.sample.loan
Kulti demonstrates the Analytics Calculation/Reconciliation for the Loan Kulti.
Kulti() - Constructor for class org.drip.sample.loan.Kulti
 
Kummer - Class in org.drip.specialfunction.derived
Kummer implements the Kummer's Confluent Hyper-geometric Function from the 2F1 Hyper-geometric Function.
Kummer(RegularHypergeometricEstimator) - Constructor for class org.drip.specialfunction.derived.Kummer
Kummer Constructor
Kummer24 - Class in org.drip.specialfunction.group
Kummer24 contains the Isomorphic Klein-4 Group of the Transformations built out of the Solutions emanating from the Singularities of the Hyper-geometric 2F1 Function.
KummerConfluentEstimate - Class in org.drip.sample.hypergeometric
KummerConfluentEstimate estimates the Kummer's Confluent Hyper-geometric Function.
KummerConfluentEstimate() - Constructor for class org.drip.sample.hypergeometric.KummerConfluentEstimate
 
KummerEulerTransformation - Class in org.drip.sample.hypergeometric
KummerEulerTransformation reconciles the Hyper-geometric Function Estimates using the Euler Integral Representation against Euler Transformation.
KummerEulerTransformation() - Constructor for class org.drip.sample.hypergeometric.KummerEulerTransformation
 
KummerPfaffFirstTransformation - Class in org.drip.sample.hypergeometric
KummerPfaffFirstTransformation reconciles the Hyper-geometric Function Estimates using the Euler Integral Representation against First Pfaff Transformation.
KummerPfaffFirstTransformation() - Constructor for class org.drip.sample.hypergeometric.KummerPfaffFirstTransformation
 
KummerPfaffSecondTransformation - Class in org.drip.sample.hypergeometric
KummerPfaffSecondTransformation reconciles the Hyper-geometric Function Estimates using the Euler Integral Representation against Second Pfaff Transformation.
KummerPfaffSecondTransformation() - Constructor for class org.drip.sample.hypergeometric.KummerPfaffSecondTransformation
 
Kunming - Class in org.drip.sample.bondeos
Kunming demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Kunming.
Kunming() - Constructor for class org.drip.sample.bondeos.Kunming
 
Kurnool - Class in org.drip.sample.municipal
Kurnool demonstrates EOS Fixed/Float Coupon Multi-flavor Pricing and Relative Value Measure Generation for Kurnool.
Kurnool() - Constructor for class org.drip.sample.municipal.Kurnool
 
KWDHoliday - Class in org.drip.analytics.holset
KWDHoliday holds the KWD Holidays.
KWDHoliday() - Constructor for class org.drip.analytics.holset.KWDHoliday
KWDHoliday Constructor
KYDHoliday - Class in org.drip.analytics.holset
KYDHoliday holds the KYD Holidays.
KYDHoliday() - Constructor for class org.drip.analytics.holset.KYDHoliday
KYDHoliday Constructor
KZTHoliday - Class in org.drip.analytics.holset
KZTHoliday holds the KZT Holidays.
KZTHoliday() - Constructor for class org.drip.analytics.holset.KZTHoliday
KZTHoliday Constructor
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