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

N

n() - Method in class org.drip.graph.heap.BinaryTreeAsymptote

Return n

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

Retrieve n

N - Static variable in class org.drip.graph.asymptote.BigOAsymptoteForm

Linear Time Asymptotic Form

N_DIMENSIONAL_HYPERCUBE - Static variable in class org.drip.graph.core.DirectedGraphType

Graph is n-Dimensional Hypercube

N_LOG_N - Static variable in class org.drip.graph.asymptote.BigOAsymptoteForm

Linear * Log Time Asymptotic Form

N_SQUARED - Static variable in class org.drip.graph.asymptote.BigOAsymptoteForm

Squared Time Asymptotic Form

name() - Method in class org.drip.capital.simulation.StressEventIncidence

Retrieve the Name/Description of the Stress Event

name() - Method in class org.drip.capital.stress.EventSpecification

Retrieve the Name of the Stress Event

name() - Method in class org.drip.capital.systemicscenario.Criterion

Retrieve the Criterion Name

name() - Method in class org.drip.capital.systemicscenario.PredictorScenarioSpecification

Retrieve the Predictor Name

name() - Method in class org.drip.graph.core.Vertex

Retrieve the Vertex Name

name() - Method in class org.drip.market.definition.FloaterIndex

Retrieve the Index Name

name() - Method in class org.drip.market.exchange.TreasuryFuturesConvention

Retrieve the Treasury Futures Name

name() - Method in class org.drip.measure.statistics.UnivariateMoments

Retrieve the Series Name

name() - Method in class org.drip.optimization.lp.SyntheticVariable

Retrieve the Synthetic Variable Name

name() - Method in class org.drip.portfolioconstruction.core.Block

Retrieve the Name

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

Retrieve the Name of the Asset

name() - Method in class org.drip.product.credit.BondBasket

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

name() - Method in class org.drip.product.credit.CDSBasket

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

name() - Method in interface org.drip.product.definition.BasketMarketParamRef

Get the component name

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

Return the basket name

name() - Method in interface org.drip.product.definition.ComponentMarketParamRef

Get the component name

name() - Method in class org.drip.product.fx.ComponentPair

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

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

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

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

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

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

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

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

Retrieve the Stream Name

name() - Method in class org.drip.service.api.CDXCOB

The CDX Name

name() - Method in class org.drip.service.scenario.NamedField

Retrieve the Field Name

name() - Method in class org.drip.service.scenario.NamedFieldMap

Retrieve the Field Name

name() - Method in class org.drip.simm.fx.FXVolatilityGroup

FX Volatility Group Name

name() - Method in class org.drip.simm.product.CreditEntity

Retrieve the Credit Entity Name

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

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

Retrieve the Stretch Name

name() - Method in class org.drip.state.inference.LatentStateStretchSpec

Retrieve the Name of the LatentStateStretchSpec Instance

name() - Method in class org.drip.xva.proto.ObjectSpecification

Retrieve the Exposure Roll Up Group Name

namedField() - Method in class org.drip.service.scenario.BondReplicationRun

Retrieve the Named Field Metrics

NamedField - Class in org.drip.service.scenario

NamedField holds a Double Field Name and Value.

NamedField(String, double) - Constructor for class org.drip.service.scenario.NamedField

NamedField Constructor

namedFieldMap() - Method in class org.drip.service.scenario.BondReplicationRun

Retrieve the Named Field Map Metrics

NamedFieldMap - Class in org.drip.service.scenario

NamedFieldMap holds a Double Map of Field Values and their Name.

NamedFieldMap(String, Map<String, Double>) - Constructor for class org.drip.service.scenario.NamedFieldMap

NamedFieldMap Constructor

NamedStringGrid(String) - Static method in class org.drip.feed.loader.CSVParser

Parse the Contents of the CSV File into a List of Named String Arrays

names() - Method in class org.drip.measure.continuous.MultivariateMeta

Retrieve the Array of the Variate Names

Nanchang - Class in org.drip.sample.bondeos

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

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

Nanchong - Class in org.drip.sample.bondeos

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

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

Nanded - Class in org.drip.sample.bondmetrics

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

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

Nanjing - Class in org.drip.sample.bondeos

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

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

Nanning - Class in org.drip.sample.bondeos

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

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

Nanping - Class in org.drip.sample.bondeos

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

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

Nantong - Class in org.drip.sample.bondeos

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

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

Nanyang - Class in org.drip.sample.bondeos

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

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

Nashik - Class in org.drip.sample.bondeos

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

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

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

Construct the Native Forward Curve for the given Tenor from the Discount Curve

nativeForwardRate(String, String) - Method in class org.drip.historical.state.FundingCurveMetrics

Retrieve the Native Forward Rate given the In/For Tenors

nativeLoading() - Method in class org.drip.measure.bayesian.ScopingProjectionVariateDistribution

Generate Loadings Native to the Scoping Distribution

NativePITGenerator - Interface in org.drip.validation.evidence

NativePITGenerator exposes Functionality to Generate Native Probability Integral Transforms on their Realizations.

nativeProbabilityIntegralTransform() - Method in class org.drip.validation.evidence.Ensemble

nativeProbabilityIntegralTransform() - Method in interface org.drip.validation.evidence.NativePITGenerator

Generate the PIT over the Sample Instance Realizations

nativeProbabilityIntegralTransform() - Method in class org.drip.validation.evidence.Sample

NaturalLogSeriesElement - Class in org.drip.function.r1tor1

NaturalLogSeriesElement implements an element in the natural log series expansion.

NaturalLogSeriesElement(int) - Constructor for class org.drip.function.r1tor1.NaturalLogSeriesElement

NaturalLogSeriesElement constructor

naturalParameters() - Method in class org.drip.measure.gamma.R1ShapeScaleDistribution

Retrieve the Array of Natural Parameters

naturalParametersArray() - Method in class org.drip.measure.gamma.ExponentialFamilyRepresentation

Retrieve the Array of Natural Parameters

NaturalStandard() - Static method in class org.drip.spline.stretch.BoundarySettings

Return the Instance of the Standard Natural Boundary Condition

naturalStatistics(double) - Method in class org.drip.measure.gamma.R1ShapeScaleDistribution

Retrieve the Array of Natural Statistics

naturalStatisticsArray() - Method in class org.drip.measure.gamma.ExponentialFamilyRepresentation

Retrieve the Array of Natural Statistics

NaviMumbai - Class in org.drip.sample.bondeos

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

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

nbboAsk() - Method in class org.drip.oms.depth.PriceTick

Retrieve the NBBO Ask

nbboBid() - Method in class org.drip.oms.depth.PriceTick

Retrieve the NBBO Bid

nbboMid() - Method in class org.drip.oms.depth.PriceTick

Retrieve the NBBO Mid

NCK(int, int) - Static method in class org.drip.numerical.common.NumberUtil

This function implements N choose K.

NDimensionalHypercube - Class in org.drip.graph.core

NDimensionalHypercube implements an n-dimensional Hyper-cube Graph.

NDimensionalHypercube() - Constructor for class org.drip.graph.core.NDimensionalHypercube

NDimensionalHypercube Constructor

NearAdmissible(FHeuristic, VertexFunction, double, double, double, double) - Static method in class org.drip.graph.astar.MalikAllardCompositeHeuristic

Construct a Near-Admissible MalikAllardCompositeHeuristic Instance

nearAdmissibleHFHeuristic() - Method in class org.drip.graph.astar.MalikAllardFHeuristic

Retrieve the Near-admissible H_F Heuristic

nearAdmissibleHFLoading() - Method in class org.drip.graph.astar.MalikAllardFHeuristic

Retrieve the Loading for the Near-Admissible H_F Heuristic

NearbyAlmostDuplicate(int[], int, int) - Static method in class org.drip.service.common.ArrayUtil

Given an array of integers, find out whether there are two distinct indices i and j in the array such that the absolute difference between two numbers in it is at most t and the absolute difference between i and j is at most k.

NearestCities(String[], int[], int[], String[]) - Static method in class org.drip.service.common.StringUtil

Company A has Fulfillment Centers in multiple cities within a large geographic region.

NearestOffices(List<int[]>, int) - Static method in class org.drip.service.common.ListUtil

Find the k post offices located closest to you, given your location and a list of locations of all post offices available.

NecessarySufficientConditions - Class in org.drip.optimization.constrained

NecessarySufficientConditions holds the Results of the Verification of the Necessary and the Sufficient Conditions at the specified (possibly) Optimal Variate and the corresponding Fritz John Multiplier Suite.

NecessarySufficientConditions(double[], FritzJohnMultipliers, boolean, ConditionQualifierPrimalFeasibility, ConditionQualifierDualFeasibility, ConditionQualifierComplementarySlackness, ConditionQualifierFONC, ConditionQualifierSOSC) - Constructor for class org.drip.optimization.constrained.NecessarySufficientConditions

NecessarySufficientConditions Constructor

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

Generate the Battery of Necessary and Sufficient Qualification Tests

NegativeOrZero(double[]) - Static method in class org.drip.numerical.linearalgebra.Matrix

Indicate if the Array Entries are Negative or Zero

neighboringVertexNameSet() - Method in class org.drip.graph.core.Vertex

Retrieve the Set of Neighboring Vertex Names

Neijiang - Class in org.drip.sample.bondeos

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

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

NEITHER - Static variable in class org.drip.capital.systemicscenario.SystemicStressShockIndicator

Neither DEFLATIONARY nor INFLATIONARY Systemic Stress Scenario

NEllipsoidVolume(int, double[]) - Static method in class org.drip.specialfunction.derived.LogBigPi

Compute the Volume of the N-Ellipsoid

Nellore - Class in org.drip.sample.bondsink

Nellore generates the Full Suite of Replication Metrics for the Sinker Bond Nellore.

Nellore() - Constructor for class org.drip.sample.bondsink.Nellore

NemesAnalytic - Class in org.drip.specialfunction.gamma

NemesAnalytic implements the Nemes Analytic Estimate of the Gamma Function.

NemesAnalytic(DerivativeControl) - Constructor for class org.drip.specialfunction.gamma.NemesAnalytic

NemesAnalytic Constructor

NemesAnalyticEstimator - Class in org.drip.specialfunction.loggamma

NemesAnalyticEstimator implements the Nemes Analytic Version of the Log Gamma Function.

NemesAnalyticEstimator(DerivativeControl) - Constructor for class org.drip.specialfunction.loggamma.NemesAnalyticEstimator

NemesAnalyticEstimator Constructor

nemesCorrectionEstimate(double) - Method in class org.drip.specialfunction.gamma.StirlingSeries

Compute the Bounded Function Estimates along with the Higher Order Nemes Correction

nemesCorrectionEstimate(double) - Method in class org.drip.specialfunction.loggamma.StirlingSeriesEstimator

Compute the Bounded Function Estimates along with the Higher Order Nemes Correction

NemesGammaEstimate - Class in org.drip.sample.stirling

NemesGammaEstimate illustrates the Nemes Approximation of the Gamma Function.

NemesGammaEstimate() - Constructor for class org.drip.sample.stirling.NemesGammaEstimate

NemesLogGammaEstimate - Class in org.drip.sample.stirling

NemesLogGammaEstimate illustrates the Nemes Approximation of the Log Gamma Function.

NemesLogGammaEstimate() - Constructor for class org.drip.sample.stirling.NemesLogGammaEstimate

NestedArrayDepthSum(String) - Static method in class org.drip.service.common.StringUtil

Given Nested Array calculate the Depth Sum.

NestedFulfillmentScheme - Class in org.drip.oms.fill

NestedFulfillmentScheme implements an Order Fulfillment Scheme by generating Nested Child Orders.

NestedFulfillmentScheme(Order, NestedFulfillmentScheme) - Constructor for class org.drip.oms.fill.NestedFulfillmentScheme

NestedFulfillmentScheme Constructor

NestedQuadratureEstimator - Class in org.drip.numerical.integration

NestedQuadratureEstimator extends the R¹ Quadrature Estimator by providing the Estimation Error.

NestedQuadratureEstimator(AbscissaTransform, Array2D, QuadratureEstimator) - Constructor for class org.drip.numerical.integration.NestedQuadratureEstimator

NestedQuadratureEstimator Constructor

netCashOutflowAmount() - Method in class org.drip.capital.bcbs.BalanceSheetLiquidity

Retrieve the Net Cash Outflow Amount

netCashOutflowPeriod() - Method in class org.drip.capital.bcbs.BalanceSheetLiquidity

Retrieve the Net Cash Outflow Period

NetLiabilityCashFlow - Class in org.drip.portfolioconstruction.alm

NetLiabilityCashFlow holds the Investor Time Snap's Singular Liability Flow Details.

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

NetLiabilityCashFlow Constructor

netLiabilityCashFlowList() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityMetrics

Retrieve the List of Net Liability Cash Flows

NetLiabilityMetrics - Class in org.drip.portfolioconstruction.alm

NetLiabilityMetrics holds the Results of the Computation of the Net Liability Cash Flows and PV Metrics.

NetLiabilityMetrics(List<NetLiabilityCashFlow>, double, double, double) - Constructor for class org.drip.portfolioconstruction.alm.NetLiabilityMetrics

NetLiabilityMetrics Constructor

NetLiabilityStream - Class in org.drip.portfolioconstruction.alm

NetLiabilityStream holds the Investor's Horizon, Consumption, and Income Settings needed to generate and value the Net Liability Cash Flow Stream.

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

NetLiabilityStream Constructor

netStableFundingRatio() - Method in class org.drip.capital.bcbs.BalanceSheet

Retrieve the Net Stable Funding Ratio

netStableFundingRatio() - Method in class org.drip.capital.bcbs.BalanceSheetFunding

Retrieve the Net Stable Funding Ratio

netStableFundingRatio() - Method in class org.drip.capital.bcbs.LiquidityMetrics

Retrieve the Net Stable Funding Ratio

NetTaxGainsTerm - Class in org.drip.portfolioconstruction.objective

NetTaxGainsTerm holds the Details of the Portfolio Net Tax Gain Objective Term.

NetTaxGainsTerm(String, double[], TaxationScheme) - Constructor for class org.drip.portfolioconstruction.objective.NetTaxGainsTerm

NetTaxGainsTerm Constructor

NetTiltTerm - Class in org.drip.portfolioconstruction.objective

NetTiltTerm holds the Details of Net Tilt Unit Objective Term.

NetTiltTerm(String, double[], double[], double[]) - Constructor for class org.drip.portfolioconstruction.objective.NetTiltTerm

NetTiltTerm Constructor

network() - Method in class org.drip.graph.search.BreadthFirst

Retrieve the Graph Network

network() - Method in class org.drip.graph.search.DepthFirst

Retrieve the Graph Network

Network - Class in org.drip.graph.core

Network implements a Generic Topological Network containing Discrete Vertexes and Edges.

newEquilibriumPrice() - Method in class org.drip.execution.discrete.PriceIncrement

Retrieve the New Equilibrium Price

newExecutionPrice() - Method in class org.drip.execution.discrete.PriceIncrement

Retrieve the New Execution Price

NewtonCotesQuadratureGenerator - Class in org.drip.numerical.integration

NewtonCotesQuadratureGenerator generates the Array of Newton-Cotes Based Quadrature Abscissa and their corresponding Weights.

NewtonCotesQuadratureGenerator() - Constructor for class org.drip.numerical.integration.NewtonCotesQuadratureGenerator

NewtonFixedPointFinder - Class in org.drip.function.rdtor1solver

NewtonFixedPointFinder generates the Iterators for solving R^d To R¹ Convex/Non-Convex Functions Using the Multivariate Newton Method.

NewtonFixedPointFinder(RdToR1, LineStepEvolutionControl, ConvergenceControl) - Constructor for class org.drip.function.rdtor1solver.NewtonFixedPointFinder

NewtonFixedPointFinder Constructor

NewtonStern() - Static method in class org.drip.specialfunction.digamma.CumulativeSeriesTerm

Construct the Newton-Stern Series Term for Digamma

next() - Method in class org.drip.graph.softheap.KaplanZwickTree

Retrieve the Next Tree in the List

next() - Method in class org.drip.measure.crng.MultipleRecursiveGeneratorLEcuyer

next() - Method in interface org.drip.measure.crng.RecursiveGenerator

Generate the Next Number in the Sequence

next() - Method in class org.drip.service.common.ListUtil.ListNode

Retrieve the Next Node

next() - Method in class org.drip.spaces.iterator.SequenceIndexIterator

Retrieve the Next Cursor

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

Iterate Over to the Next Variate-Constraint Multiplier Tuple

next(VariateInequalityConstraintMultiplier, VariateInequalityConstraintMultiplier, double) - Method in class org.drip.function.rdtor1solver.InteriorFixedPointFinder

next(VariateInequalityConstraintMultiplier, VariateInequalityConstraintMultiplier, double) - Method in class org.drip.function.rdtor1solver.NewtonFixedPointFinder

nextBondFuturesIMM(int, String) - Method in class org.drip.analytics.date.JulianDate

Generate the First Bond Futures IMM Date from this JulianDate according to the specified Calendar

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

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

Return the coupon date for the period subsequent to the specified date

nextCouponRate(JulianDate, CurveSurfaceQuoteContainer) - Method in class org.drip.product.credit.BondComponent

nextCouponRate(JulianDate, CurveSurfaceQuoteContainer) - Method in class org.drip.product.definition.Bond

Return the coupon rate for the period subsequent to the specified date

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

Generate the First Credit IMM roll date from this JulianDate

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

Retrieve the Next Exercise Date, starting from the Spot

nextDouble() - Method in class org.drip.measure.crng.LinearCongruentialGenerator

Retrieve a Random Number between -1 and 1

nextDouble01() - Method in class org.drip.measure.crng.LinearCongruentialGenerator

nextDouble01() - Method in class org.drip.measure.crng.LogNormalRandomNumberGenerator

nextDouble01() - Method in class org.drip.measure.crng.RandomNumberGenerator

Retrieve a Random Number between 0 and 1

nextDouble01() - Method in class org.drip.measure.crng.ShiftRegisterGenerator

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

Retrieve the Exercise Factor corresponding to the Next Exercise Date, starting from the Spot

NextGreaterElement(int[]) - Static method in class org.drip.service.common.ArrayUtil

Given a circular array (the next element of the last element is the first element of the array), print the Next Greater Number for every element.

NextGreaterInteger(int) - Static method in class org.drip.service.common.StringUtil

Given a positive 32-bit integer, you need to find the smallest 32-bit integer which has exactly the same digits existing in the integer and is greater in value.

nextLong() - Method in class org.drip.measure.crng.LinearCongruentialGenerator

Retrieve the Next Pseudo-random Long

nextLong() - Method in class org.drip.measure.crng.ShiftRegisterGenerator

Generate the Next Long in the Sequence

NextPrimePalindrome(int) - Static method in class org.drip.numerical.common.NumberUtil

Find the smallest prime palindrome greater than or equal to the input number.

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

Generate the First Rates Futures IMM Date from this JulianDate

nextStateIndexCursor() - Method in class org.drip.spaces.iterator.RdExhaustiveStateSpaceScan

nextStateIndexCursor() - Method in class org.drip.spaces.iterator.RdReceedingStateSpaceScan

nextStateIndexCursor() - Method in class org.drip.spaces.iterator.RdSpanningStateSpaceScan

Move to the Subsequent Index Cursor

nextValidExerciseDateOfType(JulianDate, boolean) - Method in class org.drip.product.credit.BondComponent

nextValidExerciseDateOfType(JulianDate, boolean) - Method in class org.drip.product.definition.Bond

Return the next exercise info of the given exercise type (call/put) subsequent to the specified date

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

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

Return the next exercise info subsequent to the specified date

nextVariateFunctionJacobian() - Method in class org.drip.function.rdtor1descent.CurvatureEvolutionVerifierMetrics

Retrieve the Function Jacobian at the Next Variate

nextVariateFunctionJacobian() - Method in class org.drip.function.rdtor1descent.WolfeEvolutionVerifierMetrics

Retrieve the Function Jacobian at the Next Variate

nextVariateFunctionValue() - Method in class org.drip.function.rdtor1descent.ArmijoEvolutionVerifierMetrics

Retrieve the Function Value at the Next Variate

nextVariateFunctionValue() - Method in class org.drip.function.rdtor1descent.WolfeEvolutionVerifierMetrics

Retrieve the Function Value at the Next Variate

nextVariates() - Method in class org.drip.spaces.iterator.RdSpanningCombinatorialIterator

Retrieve the Subsequent Variate Array

NGBBenchmarkAttribution - Class in org.drip.sample.treasurypnl

NGBBenchmarkAttribution demonstrates the Computation of the PnL Time Series Metrics for the NGB Benchmark Bond Series.

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

NGBReconstitutor - Class in org.drip.sample.treasuryfeed

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

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

NIKKO_INVESTMENTS - Static variable in class org.drip.capital.definition.Business

Nikko Investments Business

NIKKO_INVESTMENTS - Static variable in class org.drip.capital.definition.Product

Nikko Investments Product

Ningbo - Class in org.drip.sample.bondeos

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

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

NIST2013(int) - Static method in class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic

Construct the NIST (2013) Version of the PlottingPositionGeneratorHeuristic

NIST2019() - Static method in class org.drip.specialfunction.incompletegamma.UpperSFixedSeriesTerm

Construct the NIST (2019) Limit Version of the Upper s = 0 Term

NIST2019(double, double) - Static method in class org.drip.specialfunction.incompletegamma.LowerSFixedSeriesTerm

Construct the NIST (2019) Limit Version of the Lower S Fixed Term

NIST2019(double, int) - Static method in class org.drip.specialfunction.incompletegamma.LowerSFixed

Construct the NIST (2019) Lower S Fixed Series Incomplete Gamma Estimator

NIST2019(double, int) - Static method in class org.drip.specialfunction.incompletegamma.LowerSFixedSeries

Construct the R¹ To R¹ NIST (2019) Limit Series

NIST2019(int) - Static method in class org.drip.specialfunction.incompletegamma.LowerRegularized

Construct the NIST (2019) Version of Lower Regularized Incomplete Gamma Function

NIST2019(int) - Static method in class org.drip.specialfunction.incompletegamma.UpperSFixed

Compute the NIST (2019) Version of Upper Incomplete Gamma s = 0 Estimator

NIST2019(int) - Static method in class org.drip.specialfunction.incompletegamma.UpperSFixedSeries

Construct the R¹ To R¹ NIST (2019) Limit Series

NIST2019(int) - Static method in class org.drip.specialfunction.incompletegamma.UpperSFixedSeriesTerm

Construct the NIST (2019) Limit Version of the Upper s = -n Term

NIST2019Recursive(int) - Static method in class org.drip.specialfunction.incompletegamma.UpperSFixedSeries

Construct the R¹ To R¹ NIST (2019) Recursive Limit Series

Nizamabad - Class in org.drip.sample.loan

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

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

NLGHoliday - Class in org.drip.analytics.holset

NLGHoliday holds the NLG Holidays.

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

NLGHoliday Constructor

NO_CONSTRAINT - Static variable in class org.drip.portfolioconstruction.allocator.EqualityConstraintSettings

NO_CONSTRAINT - No Constraint of any Kind

NO_REALIZATION - Static variable in class org.drip.capital.stress.EventProbabilityLadder

Designation for "No Realization"

NOCEDAL_WRIGHT_ARMIJO_PARAMETER - Static variable in class org.drip.function.rdtor1descent.ArmijoEvolutionVerifier

The Nocedal-Wright Armijo Parameter

NOCEDAL_WRIGHT_CURVATURE_PARAMETER - Static variable in class org.drip.function.rdtor1descent.CurvatureEvolutionVerifier

The Nocedal-Wright Curvature Parameter

NocedalWrightArmijo(boolean) - Static method in class org.drip.function.rdtor1descent.LineStepEvolutionControl

Retrieve the Nocedal-Wright-Armijo Verifier Based Standard LineStepEvolutionControl Instance

NocedalWrightStandard(boolean) - Static method in class org.drip.function.rdtor1descent.ArmijoEvolutionVerifier

Construct the Nocedal-Wright Armijo Evolution Verifier

NocedalWrightStandard(boolean) - Static method in class org.drip.function.rdtor1descent.CurvatureEvolutionVerifier

Construct the Nocedal-Wright Curvature Evolution Verifier

NocedalWrightStandard(boolean, boolean) - Static method in class org.drip.function.rdtor1descent.WolfeEvolutionVerifier

Construct the Nocedal-Wright Wolfe Evolution Verifier

NocedalWrightStrongCurvature() - Static method in class org.drip.function.rdtor1descent.LineStepEvolutionControl

Retrieve the Nocedal-Wright-Strong Curvature Verifier Based Standard LineStepEvolutionControl Instance

NocedalWrightStrongWolfe(boolean) - Static method in class org.drip.function.rdtor1descent.LineStepEvolutionControl

Retrieve the Nocedal-Wright-Strong Wolfe Verifier Based Standard LineStepEvolutionControl Instance

NocedalWrightWeakCurvature() - Static method in class org.drip.function.rdtor1descent.LineStepEvolutionControl

Retrieve the Nocedal-Wright-Weak Curvature Verifier Based Standard LineStepEvolutionControl Instance

NocedalWrightWeakWolfe(boolean) - Static method in class org.drip.function.rdtor1descent.LineStepEvolutionControl

Retrieve the Nocedal-Wright-Weak Wolfe Verifier Based Standard LineStepEvolutionControl Instance

noClaimsInventoryUtilityExpectation() - Method in class org.drip.oms.indifference.ReservationPricingRun

Retrieve the No-Claims Inventory Utility Expectation

noClaimsInventoryUtilityExpectation(R1Univariate, double) - Method in class org.drip.oms.indifference.ReservationPricer

Compute the No-Claims Inventory-based Optimal Utility Value

noClaimsInventoryUtilityExpectation(R1Distribution, double[], double) - Method in class org.drip.oms.indifference.ReservationPricer

Compute the No-Claims Inventory-based Optimal Utility Value

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

Conduct a Black Litterman Run using a Theil-like Mixed Model Estimator for 0% Confidence in the Projection

noCross() - Method in class org.drip.oms.benchmark.AggressiveMarketMakingPegScheme

Retrieve the "No Jumping Over" Indicator

noCSAForward() - Method in class org.drip.exposure.csadynamics.NumeraireInducedMeasureShift

Return the Value of the Forward Contract under No CSA Criterion

Nodal(JulianDate, double, double, double, double, MarketVertexEntity, MarketVertexEntity, LatentStateVertexContainer) - Static method in class org.drip.exposure.universe.MarketVertex

Construct a Nodal Market Vertex

node() - Method in class org.drip.oms.fill.NestedFulfillmentScheme

Retrieve the Order Node

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

Index of the Node to be tweaked

node(double, double) - Method in class org.drip.analytics.definition.MarketSurface

Get the Market Node given the X and the Y Ordinates

node(double, double) - Method in class org.drip.state.curve.BasisSplineMarketSurface

node(double, String) - Method in class org.drip.analytics.definition.MarketSurface

Get the Market Node given the Strike and the Tenor

node(int) - Method in class org.drip.analytics.definition.NodeStructure

Get the Market Node at the given Predictor Ordinate

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

node(int) - Method in class org.drip.state.curve.BasisSplineTermStructure

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

node(String) - Method in class org.drip.analytics.definition.NodeStructure

Get the Market Node at the given Maturity

node(JulianDate) - Method in class org.drip.analytics.definition.NodeStructure

Get the Market Node at the given Maturity

NODE_INSIDE_SEGMENT - Static variable in class org.drip.analytics.cashflow.ComposableUnitPeriod

Node is Inside the Period

NODE_LEFT_OF_SEGMENT - Static variable in class org.drip.analytics.cashflow.ComposableUnitPeriod

Node is to the Left of the Period

NODE_RIGHT_OF_SEGMENT - Static variable in class org.drip.analytics.cashflow.ComposableUnitPeriod

Node is to the Right of the Period

nodeCount() - Method in class org.drip.numerical.integration.GeneralizedMidPointQuadrature

Retrieve the Quadrature Node Count

nodeDerivative(int, int) - Method in class org.drip.analytics.definition.NodeStructure

Get the Market Node Derivative at the given Predictor Ordinate

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

nodeDerivative(int, int) - Method in class org.drip.state.curve.BasisSplineTermStructure

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

nodeDerivative(String, int) - Method in class org.drip.analytics.definition.NodeStructure

Get the Market Node Derivative at the given Maturity

nodeDerivative(JulianDate, int) - Method in class org.drip.analytics.definition.NodeStructure

Get the Market Node Derivative at the given Maturity

nodeMetrics() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeSequenceMetrics

Retrieve the Node Metrics Map

nodeMetrics(long, long) - Method in class org.drip.dynamics.hullwhite.TrinomialTreeSequenceMetrics

Retrieve the Node Metrics from the corresponding Tree Time/Space Indexes

nodesAndUnscaledWeights() - Method in class org.drip.numerical.quadrature.GolubWelsch

Generate the Quadrature Nodes and Unscaled Weights

NodeStructure - Class in org.drip.analytics.definition

NodeStructure exposes the stub that implements the latent state's Node Structure (e.g., a Deterministic Term Structure) - by Construction, this is expected to be non-local.

nodeValues() - Method in class org.drip.state.nonlinear.FlatForwardDiscountCurve

Retrieve the Forward Node Values

nodeWeight(double, int) - Method in class org.drip.numerical.quadrature.IntegrandGenerator

Generate the Weight at the specified Node for the specified Orthogonal Polynomial

nodeWeightArray() - Method in class org.drip.numerical.integration.QuadratureEstimator

Retrieve the 2D Array of Nodes and Weights

Noida - Class in org.drip.sample.bondmetrics

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

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

NoImpact() - Static method in class org.drip.execution.impact.ParticipationRateLinear

Construct a Vanilla Zero-Impact ParticipationRateLinear Instance

NOK - Class in org.drip.template.irs

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

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

NOK3M6MUSD3M6M - Class in org.drip.sample.dual

NOK3M6MUSD3M6M demonstrates the setup and construction of the USD 3M Forward Curve from NOK3M6MUSD3M6M CCBS, NOK 3M, NOK 6M, and USD 6M Quotes.

NOK3M6MUSD3M6M() - Constructor for class org.drip.sample.dual.NOK3M6MUSD3M6M

NOKHoliday - Class in org.drip.analytics.holset

NOKHoliday holds the NOK Holidays.

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

NOKHoliday Constructor

NOKIRSAttribution - Class in org.drip.sample.fixfloatpnl

NOKIRSAttribution generates the Historical PnL Attribution for NOK IRS.

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

NOKShapePreserving1YForward - Class in org.drip.sample.fundinghistorical

NOKShapePreserving1YForward Generates the Historical NOK Shape Preserving Funding Curve Native 1Y Compounded Forward Rate.

NOKShapePreserving1YForward() - Constructor for class org.drip.sample.fundinghistorical.NOKShapePreserving1YForward

NOKShapePreserving1YStart - Class in org.drip.sample.fundinghistorical

NOKShapePreserving1YStart Generates the Historical NOK Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.

NOKShapePreserving1YStart() - Constructor for class org.drip.sample.fundinghistorical.NOKShapePreserving1YStart

NOKShapePreservingReconstitutor - Class in org.drip.sample.fundingfeed

NOKShapePreservingReconstitutor Demonstrates the Cleansing and the Shape Preserving Re-constitution of the NOK Input Marks.

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

NOKSmooth1YForward - Class in org.drip.sample.fundinghistorical

NOKSmooth1YForward Generates the Historical NOK Smoothened Funding Curve Native 1Y Compounded Forward Rate.

NOKSmooth1YForward() - Constructor for class org.drip.sample.fundinghistorical.NOKSmooth1YForward

NOKSmoothReconstitutor - Class in org.drip.sample.fundingfeed

NOKSmoothReconstitutor Demonstrates the Cleansing and the Smooth Re-constitution of the NOK Input Marks.

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

nominal() - Method in class org.drip.market.exchange.DeliverableSwapFutures

Retrieve the Nominal

NominalYieldToPostTaxEquivalent(double, double) - Static method in class org.drip.analytics.support.Helper

Convert the Nominal Yield to the Post Tax Equivalent Yield

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

NON-MONOTONIC

NON_RESIDUAL_TO_NON_RESIDUAL - Static variable in class org.drip.simm.credit.CRNQBucketCorrelation20

Correlation between Sensitivities of Non-Residual to Non-Residual

NON_RESIDUAL_TO_NON_RESIDUAL - Static variable in class org.drip.simm.credit.CRNQBucketCorrelation21

Correlation between Sensitivities of Non-Residual to Non-Residual

NON_RESIDUAL_TO_NON_RESIDUAL - Static variable in class org.drip.simm.credit.CRNQBucketCorrelation24

Correlation between Sensitivities of Non-Residual to Non-Residual

NON_TRIANGULAR - Static variable in class org.drip.numerical.linearalgebra.Matrix

Non Triangular Matrix

nonAdaptive() - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryGenerator

Generate a Static, Non-adaptive Trading Trajectory Instance

NonCentralAbdelAtyPDFEstimate - Class in org.drip.sample.chisquaredistribution

NonCentralAbdelAtyPDFEstimate illustrates the Construction and the Usage of the Abdel-Aty (1954) Wilson-Hilferty Based R¹ Normal Approximation of an R¹ Non-central Chi-square Distribution.

NonCentralAbdelAtyPDFEstimate() - Constructor for class org.drip.sample.chisquaredistribution.NonCentralAbdelAtyPDFEstimate

NonCentralCentralMoments - Class in org.drip.sample.chisquaredistribution

NonCentralCentralMoments illustrates the Computation of the Four Leading Central Moments for the Non-central Chi-Square Distribution.

NonCentralCentralMoments() - Constructor for class org.drip.sample.chisquaredistribution.NonCentralCentralMoments

NonCentralCumulantMoments - Class in org.drip.sample.chisquaredistribution

NonCentralCumulantMoments illustrates the Computation of the Leading Cumulants and the Non-Central Moments.

NonCentralCumulantMoments() - Constructor for class org.drip.sample.chisquaredistribution.NonCentralCumulantMoments

nonCentralityParameter() - Method in class org.drip.measure.chisquare.R1NonCentralParameters

Retrieve the Non-centrality Parameter

NonCentralMeasureEstimate - Class in org.drip.sample.chisquaredistribution

NonCentralMeasureEstimate implements the Measure Table for the Non-central Chi-Square Distribution.

NonCentralMeasureEstimate() - Constructor for class org.drip.sample.chisquaredistribution.NonCentralMeasureEstimate

nonCentralMoment(int) - Method in class org.drip.measure.chisquare.R1Central

Compute the Non-central Moment about Zero

nonCentralMoment(int) - Method in class org.drip.measure.chisquare.R1NonCentral

Compute the Non-central Moment

nonCentralMoment(int) - Method in class org.drip.measure.continuous.R1Univariate

Retrieve the n^th Non-central Moment

nonCentralMoment(int) - Method in class org.drip.measure.exponential.R1RateDistribution

NonCentralPDFEstimate - Class in org.drip.sample.chisquaredistribution

NonCentralPDFEstimate implements the PDF for the Non-central Chi-Square Distribution.

NonCentralPDFEstimate() - Constructor for class org.drip.sample.chisquaredistribution.NonCentralPDFEstimate

NonCentralRawMoments - Class in org.drip.sample.chisquaredistribution

NonCentralRawMoments illustrates the Computation of the Four Leading Raw Moments for the Non-central Chi-Square Distribution.

NonCentralRawMoments() - Constructor for class org.drip.sample.chisquaredistribution.NonCentralRawMoments

NonCentralSankaranPDFEstimate - Class in org.drip.sample.chisquaredistribution

NonCentralSankaranPDFEstimate illustrates the Construction and the Usage of the Sankaran (1963) Wilson-Hilferty Based R¹ Normal Approximation of an R¹ Non-central Chi-square Distribution.

NonCentralSankaranPDFEstimate() - Constructor for class org.drip.sample.chisquaredistribution.NonCentralSankaranPDFEstimate

nonDimensional(double) - Method in class org.drip.specialfunction.incompletegamma.LowerSFixed

Compute the Non-dimensional Incomplete Gamma (Weierstrass Gamma Star)

nonDimensionalCost() - Method in class org.drip.execution.adaptive.CoordinatedVariationDynamic

Retrieve the Array of the Non Dimensional Costs

nonDimensionalCost() - Method in class org.drip.execution.adaptive.CoordinatedVariationRollingHorizon

Retrieve the Array of the Non Dimensional Cost

NonDimensionalCost - Class in org.drip.execution.hjb

NonDimensionalCost exposes the Level, the Gradient, and the Jacobian of the Realized Non Dimensional Cost Value Function to the Market State.

NonDimensionalCost(double, double) - Constructor for class org.drip.execution.hjb.NonDimensionalCost

NonDimensionalCost Constructor

NonDimensionalCostCorrelated - Class in org.drip.execution.hjb

NonDimensionalCostCorrelated contains the Level, the Gradient, and the Jacobian of the HJB Non dimensional Cost Value Function to the Individual Correlated Market States.

NonDimensionalCostCorrelated(double, double, double, double, double, double, double) - Constructor for class org.drip.execution.hjb.NonDimensionalCostCorrelated

NonDimensionalCostCorrelated Constructor

NonDimensionalCostEvolver - Class in org.drip.execution.hjb

NonDimensionalCostEvolver exposes the HJB-based Single Step Optimal Trajectory Cost Step Evolver using the Variants of the Coordinated Variation Version of the Stochastic Volatility and the Transaction Function arising from the Realization of the Market State Variable as described in the "Trading Time" Model.

NonDimensionalCostEvolverCorrelated - Class in org.drip.execution.hjb

NonDimensionalCostEvolverCorrelated implements the Correlated HJB-based Single Step Optimal Trajectory Cost Step Evolver using the Correlated Coordinated Variation Version of the Stochastic Volatility and the Transaction Function arising from the Realization of the Market State Variable as described in the "Trading Time" Model.

NonDimensionalCostEvolverCorrelated(OrnsteinUhlenbeckPair, double, boolean) - Constructor for class org.drip.execution.hjb.NonDimensionalCostEvolverCorrelated

NonDimensionalCostEvolverCorrelated Constructor

NonDimensionalCostEvolverSystemic - Class in org.drip.execution.hjb

NonDimensionalCostEvolverSystemic implements the 1D HJB-based Single Step Optimal Trajectory Cost Step Evolver using the Systemic Coordinated Variation Version of the Stochastic Volatility and the Transaction Function arising from the Realization of the Market State Variable as described in the "Trading Time" Model.

NonDimensionalCostEvolverSystemic(OrnsteinUhlenbeck, double, boolean) - Constructor for class org.drip.execution.hjb.NonDimensionalCostEvolverSystemic

NonDimensionalCostEvolverSystemic Constructor

NonDimensionalCostSystemic - Class in org.drip.execution.hjb

NonDimensionalCostSystemic contains the Level, the Gradient, and the Jacobian of the HJB Non Dimensional Cost Value Function to the Systemic Market State.

NonDimensionalCostSystemic(double, double, double, double) - Constructor for class org.drip.execution.hjb.NonDimensionalCostSystemic

NonDimensionalCostSystemic Constructor

nonDimensionalHoldings() - Method in class org.drip.execution.adaptive.CoordinatedVariationDynamic

Retrieve the Array of the Non Dimensional Holdings

nonDimensionalHoldings() - Method in class org.drip.execution.adaptive.CoordinatedVariationRollingHorizon

Retrieve the Array of the Non Dimensional Holdings

nonDimensionalRiskAversion() - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryDeterminant

Retrieve the Non Dimensional Risk Aversion Parameter

nonDimensionalTradeRate() - Method in class org.drip.execution.adaptive.CoordinatedVariationRollingHorizon

Retrieve the Array of the Non Dimensional Trade Rate

nonDimensionalTradeRate() - Method in class org.drip.execution.hjb.NonDimensionalCost

Retrieve the Non-dimensional Trade Rate

NONE - Static variable in class org.drip.capital.systemicscenario.TypeOfChange

No CHange

nonFeudal() - Method in class org.drip.portfolioconstruction.optimizer.ConstraintHierarchy

Indicate if the Constraint Array is non-Feudal

NonFeudal(ConstraintTerm[]) - Static method in class org.drip.portfolioconstruction.optimizer.ConstraintHierarchy

Construct a Flat Non-Feudal Instance of ConstraintHierarchy

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

Retrieve the Investor's Non-Financial Income Settings

NonFixedBullet - Class in org.drip.sample.corporate

NonFixedBullet demonstrates Non-EOS Non-Fixed Coupon (Floater, Variable) Corporate Bond Pricing and Relative Value Measure Generation Functionality.

NonFixedBullet() - Constructor for class org.drip.sample.corporate.NonFixedBullet

NonHeuristic() - Static method in class org.drip.graph.shortestpath.AugmentedVertex

Generate a Non-heuristic Instance of AugmentedVertex

nonHonored() - Method in class org.drip.exposure.csatimeline.EventSequence

Retrieve the Non Honored Event Date

NonHonored(JulianDate) - Static method in class org.drip.exposure.csatimeline.EventDateBuilder

Construct the Non-Honored CSA Event Date

NonHonored(EventDate, String) - Static method in class org.drip.exposure.csatimeline.EventDateBuilder

Construct the Non-Honored CSA Event Date

NonIntegerForm(int) - Static method in class org.drip.specialfunction.bessel.FirstSchlafliIntegralEstimator

Construct the Bessel First Kind Estimator from the Schlafli Non-Integer Integral Form

NonlinearBuild(String, JulianDate, LatentStateLabel, FRAStandardCapFloor[], double[], String[], MergedDiscountForwardCurve, ForwardCurve, LatentStateFixingsContainer) - Static method in class org.drip.state.creator.ScenarioLocalVolatilityBuilder

Create a Volatility Curve from the Calibration Instruments

NonlinearBuild(JulianDate, String, CalibratableComponent[], double[], String[], LatentStateFixingsContainer) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder

Create Discount Curve from the Calibration Instruments

NonlinearCurveBuilder - Class in org.drip.state.nonlinear

NonlinearCurveBuilder calibrates the discount and credit/hazard curves from the components and their quotes.

NonlinearCurveBuilder() - Constructor for class org.drip.state.nonlinear.NonlinearCurveBuilder

NonlinearCurveMeasures - Class in org.drip.sample.funding

NonlinearCurveMeasures contains a demo of the Non-linear Rates Analytics API Usage.

NonlinearCurveMeasures() - Constructor for class org.drip.sample.funding.NonlinearCurveMeasures

NonlinearGovvieCurve - Class in org.drip.sample.govvie

NonlinearGovvieCurve contains a demo of construction and usage of the non-linear treasury discount curve from government bond inputs.

NonlinearGovvieCurve() - Constructor for class org.drip.sample.govvie.NonlinearGovvieCurve

NonQualifyingBucketSet() - Static method in class org.drip.simm.credit.CRThresholdContainer20

Retrieve the Credit Risk Non-Qualifying Threshold Bucket Set

NonQualifyingBucketSet() - Static method in class org.drip.simm.credit.CRThresholdContainer21

Retrieve the Credit Risk Non-Qualifying Threshold Bucket Set

NonQualifyingBucketSet() - Static method in class org.drip.simm.credit.CRThresholdContainer24

Retrieve the Credit Risk Non-Qualifying Threshold Bucket Set

NonQualifyingThreshold(int) - Static method in class org.drip.simm.credit.CRThresholdContainer20

Retrieve the Credit Risk Non-Qualifying Threshold Instance identified by the Bucket Number

NonQualifyingThreshold(int) - Static method in class org.drip.simm.credit.CRThresholdContainer21

Retrieve the Credit Risk Non-Qualifying Threshold Instance identified by the Bucket Number

NonQualifyingThreshold(int) - Static method in class org.drip.simm.credit.CRThresholdContainer24

Retrieve the Credit Risk Non-Qualifying Threshold Instance identified by the Bucket Number

nonRecursive(String, OrderedVertexGroup) - Method in class org.drip.graph.search.BreadthFirst

Generate the Vertex Set using a Non-recursive Breadth-First Search

nonRecursive(String, OrderedVertexGroup) - Method in class org.drip.graph.search.DepthFirst

Generate the Vertex Set using a Non-recursive Depth-First Search

NonZeroSum(double[], double, int) - Static method in class org.drip.graph.subarray.ThreeSumVariantBuilder

Construct a 3SUM Check where the Target is non-zero

norm() - Method in interface org.drip.spaces.cover.OperatorClassCoveringBounds

Compute the Metric Norm of the Operator

Normal(R1UnivariateNormal) - Static method in class org.drip.validation.distance.ImportanceWeight

Construct the Importance Weight Version based on Normal Distribution

NormalAndersonDarlingGapAnalysis - Class in org.drip.sample.distancetest

NormalAndersonDarlingGapAnalysis demonstrates the Generation of the Sample Distance Metrics for Different Ensemble Hypotheses.

NormalAndersonDarlingGapAnalysis() - Constructor for class org.drip.sample.distancetest.NormalAndersonDarlingGapAnalysis

NormalAndersonDarlingGapDiscriminant - Class in org.drip.sample.distancetest

NormalAndersonDarlingGapDiscriminant demonstrates the Generation of the Sample Distance Discriminant Metrics for Different Ensemble Hypotheses.

NormalAndersonDarlingGapDiscriminant() - Constructor for class org.drip.sample.distancetest.NormalAndersonDarlingGapDiscriminant

NormalCramersVonMisesGapAnalysis - Class in org.drip.sample.distancetest

NormalCramersVonMisesGapAnalysis demonstrates the Generation of the Sample Distance Metrics for Different Ensemble Hypotheses.

NormalCramersVonMisesGapAnalysis() - Constructor for class org.drip.sample.distancetest.NormalCramersVonMisesGapAnalysis

NormalCramersVonMisesGapDiscriminant - Class in org.drip.sample.distancetest

NormalCramersVonMisesGapDiscriminant demonstrates the Generation of the Sample Distance Discriminant Metrics for Different Ensemble Hypotheses.

NormalCramersVonMisesGapDiscriminant() - Constructor for class org.drip.sample.distancetest.NormalCramersVonMisesGapDiscriminant

NormalIntegrandGaussHermite - Class in org.drip.sample.newtoncotes

NormalIntegrandGaussHermite computes the R¹ Numerical Estimate of the Normal Integrand using Gauss-Hermite Transform over the Whole R¹ Range using the Newton-Cotes Quadrature.

NormalIntegrandGaussHermite() - Constructor for class org.drip.sample.newtoncotes.NormalIntegrandGaussHermite

NormalIntegrandGaussLaguerreLeft - Class in org.drip.sample.newtoncotes

NormalIntegrandGaussLaguerreLeft computes the R¹ Numerical Estimate of the Normal Integrand using Gauss-Laguerre Transform over the Right Half R⁺ Range using the Newton-Cotes Quadrature.

NormalIntegrandGaussLaguerreLeft() - Constructor for class org.drip.sample.newtoncotes.NormalIntegrandGaussLaguerreLeft

NormalIntegrandGaussLaguerreRight - Class in org.drip.sample.newtoncotes

NormalIntegrandGaussLaguerreRight computes the R¹ Numerical Estimate of the Normal Integrand using Gauss-Laguerre Transform over the Left Half R^- Range using the Newton-Cotes Quadrature.

NormalIntegrandGaussLaguerreRight() - Constructor for class org.drip.sample.newtoncotes.NormalIntegrandGaussLaguerreRight

Normalize(double[]) - Static method in class org.drip.numerical.linearalgebra.Matrix

Normalize the Input Vector

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

Evaluate the Cumulative Normalized Integrand up to the given ordinate

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

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

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

Construct a Normalized, Equally Weighted Array from the Specified Number of Elements

NormalizedPositive(double[]) - Static method in class org.drip.numerical.common.NumberUtil

Check if the Array Elements are Normalized and Positive

normalizer() - Method in class org.drip.measure.chisquare.R1Central

Retrieve the Normalizer

normalizer() - Method in class org.drip.measure.exponential.R1ScaledDistribution

Retrieve the Normalizer

normalizer() - Method in class org.drip.spline.bspline.CubicRationalLeftRaw

normalizer() - Method in class org.drip.spline.bspline.CubicRationalRightRaw

normalizer() - Method in class org.drip.spline.bspline.ExponentialTensionLeftHat

normalizer() - Method in class org.drip.spline.bspline.ExponentialTensionLeftRaw

normalizer() - Method in class org.drip.spline.bspline.ExponentialTensionRightHat

normalizer() - Method in class org.drip.spline.bspline.ExponentialTensionRightRaw

normalizer() - Method in class org.drip.spline.bspline.LeftHatShapeControl

normalizer() - Method in class org.drip.spline.bspline.RightHatShapeControl

normalizer() - Method in class org.drip.spline.bspline.SegmentBasisFunction

Compute the complete Envelope Integrand - this will serve as the Envelope Normalizer.

normalizer() - Method in class org.drip.spline.bspline.SegmentMonicBasisFunction

normalizer() - Method in class org.drip.spline.bspline.SegmentMulticBasisFunction

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

Compute the Normalizer

normalizer() - Method in class org.drip.spline.bspline.TensionProcessedBasisHat

normalizeTradeSize(double, double) - Method in class org.drip.execution.parameters.AssetFlowSettings

Retrieve the Normalized Trade Size

NormalQuadrature - Class in org.drip.measure.gaussian

NormalQuadrature implements the Quadrature Metrics behind the Univariate Normal Distribution.

NormalQuadrature() - Constructor for class org.drip.measure.gaussian.NormalQuadrature

NormalSampleCohort - Class in org.drip.validation.riskfactorjoint

NormalSampleCohort holds the Joint Realizations from a Multivariate Normal Distribution and its Reduction to a Synthetic Single Risk Factor.

NormalSampleCohort(LabelRdVertex, LabelCovariance, double) - Constructor for class org.drip.validation.riskfactorjoint.NormalSampleCohort

NormalSampleCohort Constructor

normedEntropyUpperBound(MaureyOperatorCoveringBounds, MaureyOperatorCoveringBounds, int, boolean) - Method in class org.drip.spaces.cover.CarlStephaniProductBounds

Compute the Normed Upper Entropy Convolution Product Bound across the Function Classes

NormedR1CombinatorialToR1Continuous - Class in org.drip.spaces.rxtor1

NormedR1CombinatorialToR1Continuous implements the f : Validated Normed R¹ Combinatorial To Validated Normed R¹ Continuous Function Spaces.

NormedR1CombinatorialToR1Continuous(R1Combinatorial, R1Continuous, R1ToR1) - Constructor for class org.drip.spaces.rxtor1.NormedR1CombinatorialToR1Continuous

NormedR1CombinatorialToR1Continuous Function Space Constructor

NormedR1CombinatorialToRdContinuous - Class in org.drip.spaces.rxtord

NormedR1CombinatorialToRdContinuous implements the f : Validated Normed R¹ Combinatorial To Validated Normed R^d Continuous Function Spaces.

NormedR1CombinatorialToRdContinuous(R1Combinatorial, RdContinuousBanach, R1ToRd) - Constructor for class org.drip.spaces.rxtord.NormedR1CombinatorialToRdContinuous

NormedR1CombinatorialToRdContinuous Function Space Constructor

NormedR1ContinuousToR1Continuous - Class in org.drip.spaces.rxtor1

NormedR1ContinuousToR1Continuous implements the f : Validated Normed R¹ Continuous To Validated Normed R¹ Continuous Function Spaces.

NormedR1ContinuousToR1Continuous(R1Continuous, R1Continuous, R1ToR1) - Constructor for class org.drip.spaces.rxtor1.NormedR1ContinuousToR1Continuous

NormedR1ContinuousToR1Continuous Function Space Constructor

NormedR1ContinuousToRdContinuous - Class in org.drip.spaces.rxtord

NormedR1ContinuousToRdContinuous implements the f : Validated Normed R¹ Continuous To Validated Normed R^d Continuous Function Spaces.

NormedR1ContinuousToRdContinuous(R1Continuous, RdContinuousBanach, R1ToRd) - Constructor for class org.drip.spaces.rxtord.NormedR1ContinuousToRdContinuous

NormedR1ContinuousToRdContinuous Function Space Constructor

NormedR1ToL1R1Finite - Class in org.drip.spaces.functionclass

NormedR1ToL1R1Finite implements the Class f E F : Normed R¹ To L₁ R¹ Spaces of Finite Functions.

NormedR1ToNormedR1 - Class in org.drip.spaces.rxtor1

NormedR1ToNormedR1 is the Abstract Class underlying the f : Validated Normed R¹ To Validated Normed R¹ Function Spaces.

NormedR1ToNormedR1Finite - Class in org.drip.spaces.functionclass

NormedR1ToNormedR1Finite implements the Class F of f : Normed R¹ To Normed R¹ Spaces of Finite Functions.

NormedR1ToNormedR1Finite(double, NormedR1ToNormedR1[]) - Constructor for class org.drip.spaces.functionclass.NormedR1ToNormedR1Finite

NormedR1ToNormedR1Finite Finite Function Class Constructor

NormedR1ToNormedRd - Class in org.drip.spaces.rxtord

NormedR1ToNormedRd is the Abstract Class underlying the f : Validated Normed R¹ To Validated Normed R^d Function Spaces.

NormedRdCombinatorialToR1Continuous - Class in org.drip.spaces.rxtor1

NormedRdCombinatorialToR1Continuous implements the f : Validated Normed R^d Combinatorial To Validated Normed R¹ Continuous Function Spaces.

NormedRdCombinatorialToR1Continuous(RdCombinatorialBanach, R1Continuous, RdToR1) - Constructor for class org.drip.spaces.rxtor1.NormedRdCombinatorialToR1Continuous

NormedRdCombinatorialToR1Continuous Function Space Constructor

NormedRdCombinatorialToRdContinuous - Class in org.drip.spaces.rxtord

NormedRdCombinatorialToR1Continuous implements the f : Validated Normed R^d Combinatorial To Validated Normed R¹ Continuous Function Spaces.

NormedRdCombinatorialToRdContinuous(RdCombinatorialBanach, RdContinuousBanach, RdToRd) - Constructor for class org.drip.spaces.rxtord.NormedRdCombinatorialToRdContinuous

NormedRdCombinatorialToRdContinuous Function Space Constructor

NormedRdContinuousToR1Continuous - Class in org.drip.spaces.rxtor1

NormedRdContinuousToR1Continuous implements the f : Validated Normed R^d Continuous To Validated Normed R¹ Continuous Function Spaces.

NormedRdContinuousToR1Continuous(RdContinuousBanach, R1Continuous, RdToR1) - Constructor for class org.drip.spaces.rxtor1.NormedRdContinuousToR1Continuous

NormedRdContinuousToR1Continuous Function Space Constructor

NormedRdContinuousToRdContinuous - Class in org.drip.spaces.rxtord

NormedRdContinuousToRdContinuous implements the f : Validated Normed R^d Continuous To Validated Normed R^d Continuous Function Spaces.

NormedRdContinuousToRdContinuous(RdContinuousBanach, RdContinuousBanach, RdToRd) - Constructor for class org.drip.spaces.rxtord.NormedRdContinuousToRdContinuous

NormedRdContinuousToRdContinuous Function Space Constructor

NormedRdToNormedR1 - Class in org.drip.spaces.rxtor1

NormedRdToNormedR1 is the Abstract Class underlying the f : Validated Normed R^d To Validated Normed R¹ Function Spaces.

NormedRdToNormedR1Finite - Class in org.drip.spaces.functionclass

NormedRdToNormedR1Finite implements the Class F of f : Normed R^d To Normed R¹ Spaces of Finite Functions.

NormedRdToNormedR1Finite(double, NormedRdToNormedR1[]) - Constructor for class org.drip.spaces.functionclass.NormedRdToNormedR1Finite

NormedRdToNormedR1Finite Function Class Constructor

NormedRdToNormedRd - Class in org.drip.spaces.rxtord

NormedRdToNormedRd is the Abstract Class underlying the f : Validated Normed R^d To Validated Normed R^d Function Spaces.

NormedRxToNormedR1 - Class in org.drip.spaces.rxtor1

NormedRxToNormedR1 is the Abstract Class that exposes f : Normed R^x (x .gte.

NormedRxToNormedR1() - Constructor for class org.drip.spaces.rxtor1.NormedRxToNormedR1

NormedRxToNormedR1Finite - Class in org.drip.spaces.functionclass

NormedRxToNormedR1Finite implements the Class F with f E f : Normed R^x To Normed R¹ Space of Finite Functions.

NormedRxToNormedRd - Class in org.drip.spaces.rxtord

NormedRxToNormedRd is the Abstract Class that exposes f : Normed R^x (x .gte.

NormedRxToNormedRd() - Constructor for class org.drip.spaces.rxtord.NormedRxToNormedRd

NormedRxToNormedRdFinite - Class in org.drip.spaces.functionclass

NormedRxToNormedRdFinite implements the Class F with f E f : Normed R^x To Normed R^d Space of Finite Functions.

NormedRxToNormedRdFinite(double, NormedRxToNormedRd[]) - Constructor for class org.drip.spaces.functionclass.NormedRxToNormedRdFinite

NormedRxToNormedRdFinite Constructor

NormedRxToNormedRxFinite - Class in org.drip.spaces.functionclass

NormedRxToNormedRxFinite exposes the Space of Functions that are a Transform from the Normed R^x To Normed R^d Spaces.

normRadius() - Method in class org.drip.spaces.metric.R1CombinatorialBall

Retrieve the Radius Norm

normRadius() - Method in class org.drip.spaces.metric.R1ContinuousBall

Retrieve the Radius Norm

normRadius() - Method in class org.drip.spaces.metric.RdCombinatorialBall

Retrieve the Radius Norm

normRadius() - Method in class org.drip.spaces.metric.RdContinuousBall

Retrieve the Radius Norm

NORTH_AMERICA - Static variable in class org.drip.capital.definition.Region

NORTH AMERICA Region

NORTHAMERICA - Class in org.drip.sample.correlatedstress

NORTHAMERICA zeds the Business Correlated Stress and their corresponding Scenario Names and Loss Amounts for the following Coordinates: - REGION == NORTHAMERICA The References are:

Bank for International Supervision(2005): Stress Testing at Major Financial Institutions: Survey Results and Practice https://www.bis.org/publ/cgfs24.htm Glasserman, P.

NORTHAMERICA() - Constructor for class org.drip.sample.correlatedstress.NORTHAMERICA

noStress() - Method in class org.drip.capital.allocation.EntityComponentCapital

Retrieve the Entity No Stress Capital

noStress() - Method in class org.drip.capital.allocation.EntityComponentCapitalAssignment

Retrieve the Total No Stress Entity Capital

noStress() - Method in class org.drip.capital.allocation.EntityElasticityAttribution

Retrieve the "No Stress" Elasticity Attribution

noStress() - Method in class org.drip.capital.setting.SimulationPnLControl

Retrieve the No-stress Horizon Tail Volatility Adjustment Control

noStressAllocationCategory() - Method in class org.drip.capital.allocation.EntityCapitalAssignmentSetting

Retrieve the Allocation Category for the "No-Stress" Capital Component

noStressAllocationScheme() - Method in class org.drip.capital.allocation.EntityCapitalAssignmentSetting

Retrieve the Allocation Scheme for the "No-Stress" Capital Component

noStressProRata() - Method in class org.drip.capital.allocation.EntityElasticityAttribution

Retrieve the Pro-Rata No-Stress Capital

noStressStandaloneMultiplier() - Method in class org.drip.capital.allocation.EntityComponentCapital

Retrieve the No-Stress Stand-alone Multiplier

noStressTotal() - Method in class org.drip.capital.allocation.EntityElasticityAttribution

Retrieve the Total No Stress Component Capital

NotAKnotStandard(int, int) - Static method in class org.drip.spline.stretch.BoundarySettings

Return the Instance of the Standard Not-A-Knot Boundary Condition

NotAPole(double) - Static method in class org.drip.function.definition.PoleResidue

Construct a "Not-A-Pole" Version of PoleResidue

NOTICK - Static variable in class org.drip.oms.depth.PriceTick

Price No-tick

notional() - Method in class org.drip.analytics.output.BulletMetrics

Retrieve the Terminal Notional

notional() - Method in class org.drip.capital.entity.CapitalUnit

Retrieve the Capital Unit Notional

notional() - Method in class org.drip.exposure.generator.FixFloatMPoR

Retrieve the Underlying Fix Float Notional

notional() - Method in class org.drip.exposure.generator.NumeraireMPoR

Retrieve the Notional

notional() - Method in class org.drip.exposure.generator.StreamMPoR

Retrieve the Underlying Stream Notional

notional() - Method in class org.drip.market.exchange.ShortTermFutures

Retrieve the Traded Notional

notional() - Method in class org.drip.market.exchange.TreasuryFuturesOptionConvention

Retrieve the Option Exchange Notional

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

Retrieve the Notional of the Portfolio

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

Retrieve the Notional

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

Notional corresponding to the specified Date

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

Retrieve the Coupon Period Notional Corresponding to the specified Date

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

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

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

Retrieve the notional at the given date

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

Get the Notional for the Product at the given date

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

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

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

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

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

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

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

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

Retrieve the Notional corresponding to the specified Date

notional(int, int) - Method in class org.drip.analytics.cashflow.Bullet

Notional Aggregated over the specified Dates

notional(int, int) - Method in class org.drip.analytics.cashflow.CompositePeriod

Retrieve the Coupon Period Notional Aggregated over the specified Dates

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

notional(int, int) - Method in class org.drip.product.credit.CDSComponent

notional(int, int) - Method in class org.drip.product.definition.BasketProduct

Retrieve the time-weighted notional between 2 given dates

notional(int, int) - Method in class org.drip.product.definition.Component

Get the time-weighted Notional for the Product between 2 dates

notional(int, int) - Method in class org.drip.product.fx.FXForwardComponent

notional(int, int) - Method in class org.drip.product.govvie.TreasuryFutures

notional(int, int) - Method in class org.drip.product.option.OptionComponent

notional(int, int) - Method in class org.drip.product.rates.FixFloatComponent

notional(int, int) - Method in class org.drip.product.rates.FloatFloatComponent

notional(int, int) - Method in class org.drip.product.rates.RatesBasket

notional(int, int) - Method in class org.drip.product.rates.SingleStreamComponent

notional(int, int) - Method in class org.drip.product.rates.Stream

Retrieve the Notional aggregated over the Date Pairs

notionalAmount() - Method in class org.drip.product.params.NotionalSetting

Retrieve the Notional Amount

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

Get the Notional Schedule

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

Get the Period Notional Schedule

notionalSchedule() - Method in class org.drip.param.period.CompositePeriodSetting

Retrieve the Notional Schedule

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

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

Retrieve the bond notional Setting

NotionalSetting - Class in org.drip.product.params

NotionalSetting contains the product's notional schedule and the amount.

NotionalSetting(double, String, Array2D, int, boolean) - Constructor for class org.drip.product.params.NotionalSetting

Construct the NotionalSetting from the notional schedule and the amount.

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

Retrieve the Notional Value

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

Integer Month - November

Now(double, double) - Static method in class org.drip.oms.transaction.OrderBlock

Construct a Fresh Instance of the L2 OrderBlock

NPK(int, int) - Static method in class org.drip.numerical.common.NumberUtil

This function implements N Permute K.

NSphereSurfaceExtremization - Class in org.drip.sample.optimizer

NSphereSurfaceExtremization computes the Equality-Constrained Extrema of the Specified Function along the Surface of an N-Sphere using Lagrange Multipliers.

NSphereSurfaceExtremization() - Constructor for class org.drip.sample.optimizer.NSphereSurfaceExtremization

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

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

Calculate N Spread from ASW to Maturity

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

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

Calculate N Spread from ASW to Work-out

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

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

Calculate N Spread from ASW to Optimal Exercise

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

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

Calculate N Spread from Bond Basis to Maturity

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

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

Calculate N Spread from Bond Basis to Work-out

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

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

Calculate N Spread from Bond Basis to Optimal Exercise

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

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

Calculate N Spread from Credit Basis to Maturity

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

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

Calculate N Spread from Credit Basis to Work-out

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

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

Calculate N Spread from Credit Basis to Optimal Exercise

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

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

Calculate N Spread from Discount Margin to Maturity

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

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

Calculate N Spread from Discount Margin to Work-out

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

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

Calculate N Spread from Discount Margin to Optimal Exercise

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

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

Calculate N Spread from E Spread to Maturity

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

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

Calculate N Spread from E Spread to Work-out

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

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

Calculate N Spread from E Spread to Optimal Exercise

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

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

Calculate N Spread from G Spread to Maturity

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

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

Calculate N Spread from G Spread to Work-out

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

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

Calculate N Spread from G Spread to Optimal Exercise

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

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

Calculate N Spread from I Spread to Maturity

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

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

Calculate N Spread from I Spread to Work-out

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

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

Calculate N Spread from I Spread to Optimal Exercise

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

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

Calculate N Spread from J Spread to Maturity

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

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

Calculate N Spread from J Spread to Work-out

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

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

Calculate N Spread from J Spread to Optimal Exercise

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

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

Calculate N Spread from OAS to Maturity

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

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

Calculate N Spread from OAS to Work-out

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

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

Calculate N Spread from OAS to Optimal Exercise

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

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

Calculate N Spread from PECS to Maturity

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

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

Calculate N Spread from PECS to Work-out

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

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

Calculate N Spread from PECS to Optimal Exercise

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

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

Calculate N Spread from Price to Maturity

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

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

Calculate N Spread from Price to Work-out

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

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

Calculate N Spread from Price to Optimal Exercise

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

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

Calculate N Spread from TSY Spread to Maturity

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

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

Calculate N Spread from TSY Spread to Work-out

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

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

Calculate N Spread from TSY Spread to Optimal Exercise

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

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

Calculate N Spread from Yield to Maturity

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

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

Calculate N Spread from Yield to Work-out

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

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

Calculate N Spread from Yield Spread to Maturity

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

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

Calculate N Spread from Yield Spread to Work-out

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

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

Calculate N Spread from Yield Spread to Optimal Exercise

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

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

Calculate N Spread from Yield to Optimal Exercise

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

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

Calculate N Spread from Z Spread to Maturity

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

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

Calculate N Spread from Z Spread to Work-out

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

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

Calculate N Spread from Z Spread to Optimal Exercise

NthDigit(int) - Static method in class org.drip.numerical.common.NumberUtil

Identify the n^th Digit of the Number

NthUglyNumber(long, long, long, long) - Static method in class org.drip.numerical.common.NumberUtil

Find the n^th ugly number.

NULL_SER_STRING - Static variable in class org.drip.service.common.StringUtil

Null serialized string

numBasis() - Method in class org.drip.spline.basis.BSplineSequenceParams

Retrieve the Number of Basis Functions

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

Retrieve the Number of Basis Functions

numBasis() - Method in class org.drip.spline.basis.PolynomialFunctionSetParams

Get the Number of Spline Basis Functions in the Set

numBasis() - Method in interface org.drip.spline.segment.BasisEvaluator

Retrieve the number of Segment's Basis Functions

numBasis() - Method in class org.drip.spline.segment.SegmentBasisEvaluator

number() - Method in class org.drip.simm.commodity.CTBucket

Retrieve the SIMM Bucket Number

number() - Method in class org.drip.simm.credit.CRBucket

Retrieve the SIMM Bucket Number

number() - Method in class org.drip.simm.equity.EQBucket

Retrieve the Bucket Number

number() - Method in class org.drip.spaces.tensor.Cardinality

Retrieve the Cardinality Number

numberArray() - Method in class org.drip.graph.subarray.Kadane

Retrieve the Number Array

numberArray() - Method in class org.drip.graph.subarray.SubsetSum

Retrieve the Number Array

numberArray() - Method in class org.drip.graph.subarray.ThreeSum

Retrieve the Number Array

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

Retrieve the Number of Constituents

numberOfFactors() - Method in class org.drip.investing.factors.FactorModel

Retrieve the Number of Factors

numberOfPossibleGraphs() - Method in class org.drip.graph.decisiontree.ComplexityEstimate

Retrieve the Number of Possible Graphs given the Vertex Count

numberOfPossibleGraphs() - Method in class org.drip.graph.decisiontree.GenerationComplexity

Retrieve the Number of Possible Graphs

numberOfProjectionVariate() - Method in class org.drip.measure.bayesian.ProjectionDistributionLoading

Retrieve the Number of the Projection Variates

numberOfScopingVariate() - Method in class org.drip.measure.bayesian.ProjectionDistributionLoading

Retrieve the Number of the Scoping Variate

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

Retrieve the Number of Trades

NumberUtil - Class in org.drip.numerical.common

NumberUtil implements number utility functions.

NumberUtil() - Constructor for class org.drip.numerical.common.NumberUtil

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

Get the numerator currency

numDimension() - Method in class org.drip.measure.discrete.CorrelatedPathVertexDimension

Retrieve the Number of Dimensions

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

Retrieve the Number of Equality Multiplier Coefficients

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

Retrieve the Number of Equality Constraints

NumeraireInducedMeasureShift - Class in org.drip.exposure.csadynamics

NumeraireInducedMeasureShift computes the Shift of the Forward Terminal Distribution between the Non-CSA and the CSA Cases.

NumeraireInducedMeasureShift(double, double, double) - Constructor for class org.drip.exposure.csadynamics.NumeraireInducedMeasureShift

NumeraireInducedMeasureShift Constructor

NumeraireMPoR - Class in org.drip.exposure.generator

NumeraireMPoR estimates the MPoR Variation Margin and the Trade Payments for the generic Numeraire off of the Realized Market Path.

NumeraireMPoR(LatentStateLabel, double) - Constructor for class org.drip.exposure.generator.NumeraireMPoR

NumeraireMPoR Constructor

NumericalEstimate - Class in org.drip.sample.beta

NumericalEstimate illustrates the Beta Function Estimation using Integrand Schemes.

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

NumericalRecipe2007() - Static method in class org.drip.function.e2erf.AbramowitzStegun

Construct the Numerical Recipe Version of Abramowitz-Stegun E₂ erf Estimator

NumericalRecipe2007() - Static method in class org.drip.function.e2erf.AbramowitzStegunSeriesGenerator

Construct the Numerical Recipes Version of E₂ erf AbramowitzStegunSeriesGenerator

NumericalRecipes(RecursiveGenerator) - Static method in class org.drip.measure.crng.LinearCongruentialGenerator

Construct a NumericalRecipes Version of LinearCongruentialGenerator

numExecutedUnit() - Method in class org.drip.execution.principal.GrossProfitExpectation

Retrieve the Number of Executed Units

numFactor() - Method in class org.drip.sequence.random.PrincipalFactorSequenceGenerator

Retrieve the Number of Factors

NumFeb29(int, int, int) - Static method in class org.drip.analytics.date.DateUtil

Calculate how many Leap Days exist between the 2 given Dates

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

Retrieve the Number of Inequality Multiplier Coefficients

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

Retrieve the Number of Inequality Constraints

numParameters() - Method in class org.drip.numerical.differentiation.WengertJacobian

Retrieve the number of Parameters

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

Retrieve the Number of Parameters

numPath() - Method in class org.drip.measure.discrete.CorrelatedPathVertexDimension

Retrieve the Number of Paths

numPath() - Method in class org.drip.service.scenario.EOSMetricsReplicator

Retrieve the Number of Simulation Paths

numPoint() - Method in class org.drip.spline.params.SegmentBestFitResponse

Retrieve the Number of Fitness Points

numPoint() - Method in class org.drip.spline.params.StretchBestFitResponse

Retrieve the Number of Fitness Points

numSample() - Method in class org.drip.measure.statistics.UnivariateMoments

Retrieve the Number of Samples

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

Retrieve the Number of Total KKT Multiplier Coefficients

numVariable() - Method in class org.drip.measure.continuous.MultivariateMeta

Retrieve the Number of Variate

numVariate() - Method in class org.drip.measure.gaussian.Covariance

Retrieve the Number of Variates

numVariate() - Method in class org.drip.measure.statistics.MultivariateMoments

Retrieve the Number of Variates in the Distribution

numVariate() - Method in class org.drip.sequence.random.MultivariateSequenceGenerator

Retrieve the Number of Variates

numVertex() - Method in class org.drip.measure.discrete.CorrelatedPathVertexDimension

Retrieve the Number of Vertexes

numWengerts() - Method in class org.drip.numerical.differentiation.WengertJacobian

Retrieve the number of Wengert Variables

NZD - Class in org.drip.template.irs

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

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

NZDHoliday - Class in org.drip.analytics.holset

NZDHoliday holds the NZD Holidays.

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

NZDHoliday Constructor

NZDIRSAttribution - Class in org.drip.sample.fixfloatpnl

NZDIRSAttribution generates the Historical PnL Attribution for NZD IRS.

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

NZDOISSmoothReconstitutor - Class in org.drip.sample.overnightfeed

NZDOISSmoothReconstitutor Demonstrates the Cleansing and the Smooth Re-constitution of the NZD Input OIS Marks.

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

NZDShapePreserving1YForward - Class in org.drip.sample.fundinghistorical

NZDShapePreserving1YForward Generates the Historical NZD Shape Preserving Funding Curve Native 1Y Compounded Forward Rate.

NZDShapePreserving1YForward() - Constructor for class org.drip.sample.fundinghistorical.NZDShapePreserving1YForward

NZDShapePreserving1YStart - Class in org.drip.sample.fundinghistorical

NZDShapePreserving1YStart Generates the Historical NZD Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.

NZDShapePreserving1YStart() - Constructor for class org.drip.sample.fundinghistorical.NZDShapePreserving1YStart

NZDShapePreservingReconstitutor - Class in org.drip.sample.fundingfeed

NZDShapePreservingReconstitutor Demonstrates the Cleansing and the Shape Preserving Re-constitution of the NZD Input Marks.

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

NZDSmooth1MForward - Class in org.drip.sample.overnighthistorical

NZDSmooth1MForward Generates the Historical NZD Smoothened Overnight Curve Native 1M Compounded Forward Rate.

NZDSmooth1MForward() - Constructor for class org.drip.sample.overnighthistorical.NZDSmooth1MForward

NZDSmooth1YForward - Class in org.drip.sample.fundinghistorical

NZDSmooth1YForward Generates the Historical NZD Smoothened Funding Curve Native 1Y Compounded Forward Rate.

NZDSmooth1YForward() - Constructor for class org.drip.sample.fundinghistorical.NZDSmooth1YForward

NZDSmoothReconstitutor - Class in org.drip.sample.fundingfeed

NZDSmoothReconstitutor Demonstrates the Cleansing and the Smooth Re-constitution of the NZD Input Marks.

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

NZGBBenchmarkAttribution - Class in org.drip.sample.treasurypnl

NZGBBenchmarkAttribution demonstrates the Computation of the PnL Time Series Metrics for the NZGB Benchmark Bond Series.

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

NZGBReconstitutor - Class in org.drip.sample.treasuryfeed

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

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

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