P-Index

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P

p() - Method in class org.drip.graph.core.CompleteBipartite: Retrieve P
p() - Method in class org.drip.measure.chisquare.R1NonCentralSankaran: Retrieve the Sankaran "p" Parameter
p() - Method in class org.drip.numerical.matrixnorm.EntryWiseEvaluator: Retrieve the p Norm
p() - Method in class org.drip.numerical.matrixnorm.SingleVectorNormEvaluator: Retrieve the p-Norm
p(double, double) - Method in class org.drip.specialfunction.incompletegamma.LowerRegularized: Compute p (s, z)
p(double, double) - Method in class org.drip.specialfunction.incompletegamma.UpperRegularized: Compute p (s, z)
paaCategoryDecompositionExplainMap() - Method in class org.drip.capital.explain.AllocatedPnLAttribution
paaCategoryDecompositionExplainMap() - Method in class org.drip.capital.explain.PnLAttribution: Retrieve the PAA Category Decomposition Explain Map
paaCategoryPnLDecomposition() - Method in class org.drip.capital.simulation.StressEventIncidence: Retrieve the PnL Decomposition of the Stress Event using PAA Categories
PABHoliday - Class in org.drip.analytics.holset: PABHoliday holds the PAB Holidays.
PABHoliday() - Constructor for class org.drip.analytics.holset.PABHoliday: PABHoliday Constructor
PairingHeapTimeComplexity - Class in org.drip.graph.asymptote: PairingHeapTimeComplexity maintains the Asymptotic Behavior Specifications of a Pairing Heap's Operations.
PairingHeapTimeComplexity() - Constructor for class org.drip.graph.asymptote.PairingHeapTimeComplexity
PancakeFlipSort(int[]) - Static method in class org.drip.service.common.ArrayUtil: Implement the Pancake Flip Sort
Panihati - Class in org.drip.sample.bondmetrics: Panihati generates the Full Suite of Replication Metrics for a Sample Bond.
Panihati() - Constructor for class org.drip.sample.bondmetrics.Panihati
Panipat - Class in org.drip.sample.bondmetrics: Panipat generates the Full Suite of Replication Metrics for Bond Panipat.
Panipat() - Constructor for class org.drip.sample.bondmetrics.Panipat
Panjin - Class in org.drip.sample.bondeos: Panjin demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Panjin.
Panjin() - Constructor for class org.drip.sample.bondeos.Panjin
Panzhihua - Class in org.drip.sample.bondeos: Panzhihua demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Panzhihua.
Panzhihua() - Constructor for class org.drip.sample.bondeos.Panzhihua
ParabolicDifferentialOperator - Class in org.drip.xva.pde: ParabolicDifferentialOperator sets up the Parabolic Differential Equation based on the Ito Evolution Differential for the Reference Underlier Asset, as laid out in Burgard and Kjaer (2014).
ParabolicDifferentialOperator(PrimarySecurity) - Constructor for class org.drip.xva.pde.ParabolicDifferentialOperator: ParabolicDifferentialOperator Constructor
ParallelNodeBump(double[], double) - Static method in class org.drip.analytics.support.Helper: Generate an Array of Bumped Nodes
parallelShiftManifestMeasure(String, double) - Method in class org.drip.analytics.definition.MarketSurface
parallelShiftManifestMeasure(String, double) - Method in class org.drip.analytics.definition.NodeStructure
parallelShiftManifestMeasure(String, double) - Method in class org.drip.state.basis.BasisCurve
parallelShiftManifestMeasure(String, double) - Method in class org.drip.state.curve.DerivedZeroRate
parallelShiftManifestMeasure(String, double) - Method in class org.drip.state.curve.DeterministicCollateralChoiceDiscountCurve
parallelShiftManifestMeasure(String, double) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
parallelShiftManifestMeasure(String, double) - Method in class org.drip.state.curve.ForeignCollateralizedDiscountCurve
parallelShiftManifestMeasure(String, double) - Method in class org.drip.state.curve.ZeroRateDiscountCurve
parallelShiftManifestMeasure(String, double) - Method in class org.drip.state.forward.ForwardCurve
parallelShiftManifestMeasure(String, double) - Method in class org.drip.state.fx.FXCurve
parallelShiftManifestMeasure(String, double) - Method in class org.drip.state.govvie.GovvieCurve
parallelShiftManifestMeasure(String, double) - Method in class org.drip.state.nonlinear.FlatForwardDiscountCurve
parallelShiftManifestMeasure(String, double) - Method in class org.drip.state.nonlinear.ForwardHazardCreditCurve
parallelShiftManifestMeasure(String, double) - Method in class org.drip.state.repo.RepoCurve
parallelShiftManifestMeasure(String, double) - Method in interface org.drip.state.representation.LatentState: Create a LatentState Instance from the Manifest Measure Parallel Shift
parallelShiftQuantificationMetric(double) - Method in class org.drip.analytics.definition.MarketSurface
parallelShiftQuantificationMetric(double) - Method in class org.drip.analytics.definition.NodeStructure
parallelShiftQuantificationMetric(double) - Method in class org.drip.state.basis.BasisCurve
parallelShiftQuantificationMetric(double) - Method in class org.drip.state.curve.DerivedZeroRate
parallelShiftQuantificationMetric(double) - Method in class org.drip.state.curve.DeterministicCollateralChoiceDiscountCurve
parallelShiftQuantificationMetric(double) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
parallelShiftQuantificationMetric(double) - Method in class org.drip.state.curve.ForeignCollateralizedDiscountCurve
parallelShiftQuantificationMetric(double) - Method in class org.drip.state.curve.ZeroRateDiscountCurve
parallelShiftQuantificationMetric(double) - Method in class org.drip.state.forward.ForwardCurve
parallelShiftQuantificationMetric(double) - Method in class org.drip.state.fx.FXCurve
parallelShiftQuantificationMetric(double) - Method in class org.drip.state.govvie.GovvieCurve
parallelShiftQuantificationMetric(double) - Method in class org.drip.state.nonlinear.FlatForwardDiscountCurve
parallelShiftQuantificationMetric(double) - Method in class org.drip.state.nonlinear.ForwardHazardCreditCurve
parallelShiftQuantificationMetric(double) - Method in class org.drip.state.repo.RepoCurve
parallelShiftQuantificationMetric(double) - Method in interface org.drip.state.representation.LatentState: Create a LatentState Instance from the Quantification Metric Parallel Shift
parameterEstimate() - Method in class org.drip.measure.bayesian.ConjugateParameterPrior: Retrieve the Parameter Estimate
parameters() - Method in class org.drip.measure.chisquare.R1NonCentral: Retrieve the R¹ Non-Central Parameters
parameters() - Method in class org.drip.measure.chisquare.R1NonCentralWilsonHaferty: Retrieve the R¹ Non-Central Parameters
paramType() - Method in class org.drip.param.definition.CreditManifestMeasureTweak: Retrieve the Tweak Parameter Type
Parbhani - Class in org.drip.sample.bondmetrics: Parbhani generates the Full Suite of Replication Metrics for Bond Parbhani.
Parbhani() - Constructor for class org.drip.sample.bondmetrics.Parbhani
parent() - Method in class org.drip.graph.astar.VertexContext: Retrieve the Parent Vertex
parent() - Method in class org.drip.graph.heap.BinaryTreeNode: Retrieve the Parent
parent() - Method in class org.drip.graph.heap.BinomialTree: Retrieve the Parent of the Binomial Tree
parent() - Method in class org.drip.graph.softheap.KaplanZwickBinaryNode: Retrieve the Parent Tree
parent() - Method in class org.drip.oms.fill.NestedFulfillmentScheme: Retrieve the Parent Order
parForwardRate() - Method in class org.drip.product.calib.FRAComponentQuoteSet: Retrieve the Par Forward Rate
parse(Reader) - Method in class org.drip.service.jsonparser.LexicalProcessor: Parse from the Input Reader
parse(Reader) - Static method in class org.drip.service.representation.JSONValue: Parse JSON text into java object from the input source.
parse(Reader, ContainerFactory) - Method in class org.drip.service.jsonparser.LexicalProcessor: Parse JSON text into java object from the input source.
parse(Reader, ContentHandler) - Method in class org.drip.service.jsonparser.LexicalProcessor: Parse from the Input Reader using the specified Content Handler
parse(Reader, ContentHandler, boolean) - Method in class org.drip.service.jsonparser.LexicalProcessor: Stream processing of JSON text.
parse(String) - Method in class org.drip.service.jsonparser.LexicalProcessor: Parse an Object from the String
parse(String) - Static method in class org.drip.service.representation.JSONValue: Parse the Input String into an Object
parse(String, ContainerFactory) - Method in class org.drip.service.jsonparser.LexicalProcessor: Parse the JSON String
parse(String, ContentHandler) - Method in class org.drip.service.jsonparser.LexicalProcessor: Parse the String using the specified Content Handler
parse(String, ContentHandler, boolean) - Method in class org.drip.service.jsonparser.LexicalProcessor: Parse the String using the specified Content Handler
ParseException - Exception in org.drip.service.jsonparser: ParseException is an Adaptation of the ParseException Class from the RFC4627 compliant JSON Simple (https://code.google.com/p/json-simple/).
ParseException(int) - Constructor for exception org.drip.service.jsonparser.ParseException: ParseException Constructor
ParseException(int, int, Object) - Constructor for exception org.drip.service.jsonparser.ParseException: ParseException Constructor
ParseException(int, Object) - Constructor for exception org.drip.service.jsonparser.ParseException: ParseException Constructor
ParseFromBBGDCCode(String) - Static method in class org.drip.analytics.support.Helper: Convert the Bloomberg day count code to DRIP day count code.
ParseFromUnitaryString(String) - Static method in class org.drip.service.common.StringUtil: Check if the string represents an unitary boolean
parseWithException(Reader) - Static method in class org.drip.service.representation.JSONValue: Parse JSON text into java object from the input source.
parseWithException(String) - Static method in class org.drip.service.representation.JSONValue: Parse JSON text into java object from the input string.
parSwapDV01(int) - Method in class org.drip.state.discount.MergedDiscountForwardCurve: Calculate the DV01 of the Par Swap that Matures at the given date
PARTIALLY_FILLED - Static variable in class org.drip.oms.transaction.OrderState: PARTIALLY FILLED
PartialSelect - Class in org.drip.sample.selection: PartialSelect illustrates the Construction and Usage of the Partial Sort Selection Algorithm.
PartialSelect() - Constructor for class org.drip.sample.selection.PartialSelect
PartialSortSelector<K extends java.lang.Comparable<K>> - Class in org.drip.graph.selection: PartialSortSelector implements the Partial Sorting Based Selection Algorithm.
PartialSortSelector(K[]) - Constructor for class org.drip.graph.selection.PartialSortSelector: PartialSortSelector Constructor
ParticipationRateLinear - Class in org.drip.execution.impact: ParticipationRateLinear implements a Linear Temporary/Permanent Market Impact Function where the Price Change scales linearly with the Trade Rate, along with an Offset.
ParticipationRateLinear(double, double) - Constructor for class org.drip.execution.impact.ParticipationRateLinear: ParticipationRateLinear Constructor
ParticipationRatePower - Class in org.drip.execution.impact: ParticipationRatePower implements a Power-Law Based Temporary/Permanent Market Impact Function where the Price Change scales as a Power of the Trade Rate.
ParticipationRatePower(double, double) - Constructor for class org.drip.execution.impact.ParticipationRatePower: ParticipationRatePower Constructor
partition(int, int, int) - Method in class org.drip.graph.selection.QuickSelector: Partition the Array into Elements Lower and Higher than the Pivot Value inside of the Index Range
Partition(double[], int) - Static method in class org.drip.function.rdtor1.ObjectiveConstraintVariateSet: Partition the Variate Array into the Objective Function Input Variates and the Constraint Variate
PartitionArrayMinimizeSum(int[]) - Static method in class org.drip.service.common.ArrayUtil: You are given an integer array of 2 * n integers.
partitionControl() - Method in class org.drip.graph.selection.FloydRivestSelector: Retrieve the Floyd-Rivest Partition Control
PartitionLabels - Class in org.drip.sample.algo: PartitionLabels partitions a string of given of lower-case English letters into as many parts as possible so that each letter appears in at most one part, and return a list of integers representing the size of these parts.
PartitionLabels() - Constructor for class org.drip.sample.algo.PartitionLabels
partitionMap() - Method in class org.drip.optimization.cuttingplane.LetchfordLodiCut: Generate the Partition Map
partitionMap() - Method in class org.drip.optimization.cuttingplane.LetchfordLodiPartitionMap: Retrieve the Partition Map
partOfMergeState(double, LatentStateLabel) - Method in class org.drip.state.representation.MergeSubStretchManager: Indicates whether the specified Latent State Label is Part of the Merge Stretch
pass() - Method in class org.drip.validation.hypothesis.SignificanceTestOutcome: Indicate of the Test has been successfully Passed
PasswordChangeSteps(String) - Static method in class org.drip.service.common.StringUtil: Find the Minimum of Steps to Make the Password Valid
Path - Class in org.drip.graph.core: Path contains a contiguous Series of Edges representing a Path from a Source to a Destination.
Path(List<Edge>) - Constructor for class org.drip.graph.core.Path: Path Constructor
pathAdjustedVariationMarginEstimate() - Method in class org.drip.exposure.regressiontrade.AndersenPykhtinSokolEnsemble: Generate the Path-wise Adjusted Variation Margin Estimate
pathAdjustedVariationMarginEstimator() - Method in class org.drip.exposure.regressiontrade.AndersenPykhtinSokolEnsemble: Generate the Path-wise Adjusted Variation Margin Estimator
pathCount() - Method in class org.drip.capital.explain.AllocatedPnLAttribution
pathCount() - Method in class org.drip.capital.explain.CapitalSegmentPnLAttribution
pathCount() - Method in class org.drip.capital.explain.CapitalUnitPnLAttribution
pathCount() - Method in class org.drip.capital.explain.PnLAttribution: Retrieve the Number of Contributing Paths
pathCount() - Method in class org.drip.capital.setting.SimulationControl: Retrieve the Number of Paths guiding the Simulation
pathCount() - Method in class org.drip.exposure.regressiontrade.AndersenPykhtinSokolEnsemble: Retrieve the Number of Simulation Paths
PathDateForwardCurves - Class in org.drip.sample.govviemc: PathDateForwardCurves demonstrates the Simulations of the Per-Path Forward Vertex Date Govvie Yield Curves.
PathDateForwardCurves() - Constructor for class org.drip.sample.govviemc.PathDateForwardCurves
pathEnsemble(Map<String, PathEnsemble>) - Method in class org.drip.capital.entity.CapitalSegment: Generate the Simulation Path Ensemble Constricted to the specified Path Ensemble Map
pathEnsemble(SimulationControl, SimulationPnLControl) - Method in class org.drip.capital.entity.CapitalSegment
pathEnsemble(SimulationControl, SimulationPnLControl) - Method in interface org.drip.capital.entity.CapitalSimulator: Generate the Simulation Path Ensemble
pathEnsemble(SimulationControl, SimulationPnLControl) - Method in class org.drip.capital.entity.CapitalUnit
PathEnsemble - Interface in org.drip.capital.simulation: PathEnsemble exposes the Ensemble of Capital Paths from the Simulation PnL Realizations.
pathEnsembleMap() - Method in class org.drip.capital.simulation.CapitalSegmentPathEnsemble: Retrieve the Map of Path Ensembles
PathExerciseIndicator - Class in org.drip.sample.govviemc: PathExerciseIndicator demonstrates the Simulations of the Per-Path Callable Bond OAS Based Exercise Indicator.
PathExerciseIndicator() - Constructor for class org.drip.sample.govviemc.PathExerciseIndicator
PathExposureAdjustment - Interface in org.drip.xva.gross: PathExposureAdjustment aggregates the Exposures and the Adjustments across Multiple Netting/Funding Groups on a Single Path Projection Run along the Granularity of a Counter Party Group.
pathExposureAdjustmentArray() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator: Retrieve the Array of Group Path Exposure Adjustments
PathForwardPrice - Class in org.drip.sample.govviemc: PathForwardPrice demonstrates the Simulations of the Per-Path Callable Bond OAS Based Forward Price.
PathForwardPrice() - Constructor for class org.drip.sample.govviemc.PathForwardPrice
PathForwardRealization - Class in org.drip.sample.govviemc: PathForwardRealization demonstrates the Simulations of the Per-Path Forward Govvie Yield Nodes.
PathForwardRealization() - Constructor for class org.drip.sample.govviemc.PathForwardRealization
PathGovvie - Class in org.drip.state.sequence: PathGovvie exposes the Functionality to generate a Sequence of Govvie Curve Realizations across Multiple Paths.
PathGovvie(GovvieBuilderSettings, double, boolean) - Constructor for class org.drip.state.sequence.PathGovvie: PathGovvie Constructor
pathIndex() - Method in class org.drip.capital.simulation.PathPnLRealization: Retrieve the Path Index
pathIndexList() - Method in class org.drip.capital.explain.AllocatedPnLAttribution
pathIndexList() - Method in class org.drip.capital.explain.CapitalSegmentPnLAttribution
pathIndexList() - Method in class org.drip.capital.explain.CapitalUnitPnLAttribution
pathIndexList() - Method in class org.drip.capital.explain.PnLAttribution: Generate the Contributing Path Index List
PathPnLRealization - Class in org.drip.capital.simulation: PathPnLRealization holds the Realized PnL and its Components along a Simulated Path.
PathPnLRealization(int, Map<String, Double>, StressEventIncidenceEnsemble, StressEventIncidenceEnsemble) - Constructor for class org.drip.capital.simulation.PathPnLRealization: PathPnLRealization Constructor
pathPnLRealizationArray() - Method in class org.drip.capital.simulation.CapitalUnitPathEnsemble: Retrieve the Path PnL Realization Array
pathPnLRealizationArray(SimulationControl, SimulationPnLControl) - Method in class org.drip.capital.entity.CapitalSegment
pathPnLRealizationArray(SimulationControl, SimulationPnLControl) - Method in interface org.drip.capital.entity.CapitalSimulator: Generate the Array of Path PnL Realizations
pathPnLRealizationArray(SimulationControl, SimulationPnLControl) - Method in class org.drip.capital.entity.CapitalUnit
pathPnLRealizationList() - Method in class org.drip.capital.explain.CapitalUnitPnLAttribution: Retrieve the Contributing Path PnL Realization List
pathPnLRealizationList() - Method in class org.drip.capital.simulation.CapitalUnitPathEnsemble: Retrieve the Path PnL Realization List
PathRd - Class in org.drip.state.sequence: PathRd exposes the Functionality to generate a Sequence of the Path Vertex Latent State R^d Realizations across Multiple Paths.
PathRd(double[], double, boolean) - Constructor for class org.drip.state.sequence.PathRd: PathRd Constructor
pathResponse(int, int, double) - Method in class org.drip.spaces.big.BigR2Array: Compute the Path Response Associated with all the Nodes in the Path up to the Current One.
PathSimulator - Class in org.drip.xva.dynamics: PathSimulator drives the Simulation for various Latent States and Exposures.
PathSimulator(int, MarketVertexGenerator, int, PositionGroupContainer) - Constructor for class org.drip.xva.dynamics.PathSimulator: PathSimulator Constructor
PathTradeFlowAdjustment - Class in org.drip.sample.andersen2017vm: PathTradeFlowAdjustment generates the Trade Flow Adjusted Variation Margin from Sparse Nodes for a Fix-Float Swap.
PathTradeFlowAdjustment() - Constructor for class org.drip.sample.andersen2017vm.PathTradeFlowAdjustment
PathVariationMarginTrajectoryEstimator - Class in org.drip.exposure.mpor: PathVariationMarginTrajectoryEstimator computes the Variation Margin Estimate/Posting from the specified Dense Uncollateralized Exposures and Trade Payments along the specified Path Trajectory.
PathVariationMarginTrajectoryEstimator(int[], String, Map<Integer, Double>, TradePayment[], AndersenPykhtinSokolLag) - Constructor for class org.drip.exposure.mpor.PathVariationMarginTrajectoryEstimator: PathVariationMarginTrajectoryEstimator Constructor
pathVertex(double) - Method in class org.drip.state.sequence.PathVertexGovvie: Generate the R^d Path/Vertex Govvie Curves using the Initial R^d and a Fixed Evolution Time Width
pathVertex(double[]) - Method in class org.drip.state.sequence.PathVertexGovvie: Generate the R^d Path/Vertex Govvie Curves using the Initial R^d and the Evolution Time Increment Array
pathVertex(double[], double) - Method in class org.drip.state.sequence.PathVertexRd: Generate the R^d Path Vertex Realizations using the Initial R^d and a Fixed Evolution Time Width
pathVertex(double[], double[]) - Method in class org.drip.state.sequence.PathVertexRd: Generate the R^d Path Vertex Realizations using the Initial R^d and the Evolution Time Increment Array
pathVertex(double[], int, int[]) - Method in class org.drip.state.sequence.PathVertexRd: Generate the R^d Path Vertex Realizations using the Initial R^d, Spot Date, and the Array of Event Dates
pathVertex(double[], String[]) - Method in class org.drip.state.sequence.PathVertexRd: Generate the R^d Path Vertex Realizations using the Initial R^d and the Array of Evolution Tenors
pathVertex(int[]) - Method in class org.drip.state.sequence.PathVertexGovvie: Generate the R^d Path/Vertex Govvie Curves using the Initial R^d and the Array of Forward Evolution Dates
pathVertex(String[]) - Method in class org.drip.state.sequence.PathVertexGovvie: Generate the R^d Path/Vertex Govvie Curves using the Initial R^d and the Array of Forward Evolution Tenors
PathVertexExerciseIndicator - Class in org.drip.sample.govviemc: PathVertexExerciseIndicator demonstrates the Simulations of the Per-Path Callable Bond Forward Price Based Exercise Indicator.
PathVertexExerciseIndicator() - Constructor for class org.drip.sample.govviemc.PathVertexExerciseIndicator
PathVertexExerciseMetrics - Class in org.drip.sample.govviemc: PathVertexExerciseMetrics demonstrates the Simulations of the Per-Path Callable Bond OAS Based Exercise Metrics.
PathVertexExerciseMetrics() - Constructor for class org.drip.sample.govviemc.PathVertexExerciseMetrics
PathVertexExerciseOptimal - Class in org.drip.sample.govviemc: PathVertexExerciseOptimal demonstrates the Simulations of the Per-Path Callable Bond Forward Price Based Exercise Value.
PathVertexExerciseOptimal() - Constructor for class org.drip.sample.govviemc.PathVertexExerciseOptimal
PathVertexForwardCurves - Class in org.drip.sample.govviemc: PathVertexForwardCurves demonstrates the Simulations of the Per-Path Forward Vertex Govvie Yield Curves.
PathVertexForwardCurves() - Constructor for class org.drip.sample.govviemc.PathVertexForwardCurves
PathVertexForwardPrice - Class in org.drip.sample.govviemc: PathVertexForwardPrice demonstrates the Simulations of the Per-Path/Vertex Callable Bond OAS Based Forward Price.
PathVertexForwardPrice() - Constructor for class org.drip.sample.govviemc.PathVertexForwardPrice
PathVertexForwardRealization - Class in org.drip.sample.govviemc: PathVertexForwardRealization demonstrates the Simulations of the Per-Path Forward Vertex Govvie Yield Nodes.
PathVertexForwardRealization() - Constructor for class org.drip.sample.govviemc.PathVertexForwardRealization
PathVertexForwardState - Class in org.drip.sample.govviemc: PathVertexForwardState demonstrates the Simulations of the Forward Govvie State at Paths and Vertexes.
PathVertexForwardState() - Constructor for class org.drip.sample.govviemc.PathVertexForwardState
PathVertexGovvie - Class in org.drip.state.sequence: PathVertexGovvie exposes the Functionality to generate a Sequence of Path/Vertex Govvie Curves.
PathVertexGovvie(GovvieBuilderSettings, CorrelatedPathVertexDimension, DiffusionEvolver[]) - Constructor for class org.drip.state.sequence.PathVertexGovvie: PathVertexGovvie Constructor
PathVertexRd - Class in org.drip.state.sequence: PathVertexRd exposes the Functionality to generate a Sequence of the Path Vertex Latent State R^d Realizations across Multiple Paths.
PathVertexRd(CorrelatedPathVertexDimension, DiffusionEvolver[]) - Constructor for class org.drip.state.sequence.PathVertexRd: PathVertexRd Constructor
PathwiseQMRealization - Class in org.drip.dynamics.lmm: PathwiseQMRealization contains the Sequence of the Simulated Target Point State QM Realizations and their corresponding Date Nodes.
PathwiseQMRealization(int[], double[]) - Constructor for class org.drip.dynamics.lmm.PathwiseQMRealization: PathwiseQMRealization Constructor
Patiala - Class in org.drip.sample.bondmetrics: Patiala generates the Full Suite of Replication Metrics for a Sample Bond.
Patiala() - Constructor for class org.drip.sample.bondmetrics.Patiala
Patna - Class in org.drip.sample.bondeos: Patna demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Patna.
Patna() - Constructor for class org.drip.sample.bondeos.Patna
payCurrency() - Method in class org.drip.analytics.cashflow.Bullet: Retrieve the Pay Currency
payCurrency() - Method in class org.drip.analytics.cashflow.CompositePeriod: Retrieve the Pay Currency
payCurrency() - Method in class org.drip.param.period.CompositePeriodSetting: Retrieve the Pay Currency
payCurrency() - Method in class org.drip.product.credit.BondComponent
payCurrency() - Method in class org.drip.product.credit.CDSComponent
payCurrency() - Method in interface org.drip.product.definition.BasketMarketParamRef: Get the Pay Currency
payCurrency() - Method in class org.drip.product.definition.BasketProduct
payCurrency() - Method in interface org.drip.product.definition.ComponentMarketParamRef: Get the Pay Currency
payCurrency() - Method in class org.drip.product.fx.FXForwardComponent
payCurrency() - Method in class org.drip.product.govvie.TreasuryFutures
payCurrency() - Method in class org.drip.product.option.CDSEuropeanOption
payCurrency() - Method in class org.drip.product.option.FixFloatEuropeanOption
payCurrency() - Method in class org.drip.product.option.OptionComponent
payCurrency() - Method in class org.drip.product.rates.FixFloatComponent
payCurrency() - Method in class org.drip.product.rates.FloatFloatComponent
payCurrency() - Method in class org.drip.product.rates.RatesBasket
payCurrency() - Method in class org.drip.product.rates.SingleStreamComponent
payCurrency() - Method in class org.drip.product.rates.Stream: Retrieve the Pay Currency
payCurrencyCollateralCurrencyCurve(String, String) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Discount Curve associated with the Pay Cash-flow Collateralized using a different Collateral Currency Numeraire
payDate() - Method in class org.drip.analytics.cashflow.Bullet: Retrieve the Period Pay Date
payDate() - Method in class org.drip.analytics.cashflow.CompositePeriod: Return the Period Pay Date
payDate() - Method in class org.drip.analytics.output.BulletMetrics: Retrieve the Pay Date
payDown() - Method in class org.drip.exposure.evolver.LatentStateVertexContainer: Retrieve the Pay Down Latent State Node Container
payDown(PaydownLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer: Retrieve the Pay Down Latent State
payDown(PaydownLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer: Retrieve of Labeled Pay Down
payDownExists(PaydownLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer: Indicate if the Pay Down Latent State Exists
PaydownLabel - Class in org.drip.state.identifier: PaydownLabel contains the Identifier Parameters referencing the Latent State of the named Pay-down Curve.
PaydownLabel(String) - Constructor for class org.drip.state.identifier.PaydownLabel: PaydownLabel constructor
payDownMap() - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer: Retrieve the Pay Down Evolver Map
paydownPaydownCorrelation(PaydownLabel, PaydownLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface for the specified Pay-down Latent State Pair
paydownRatingCorrelation(PaydownLabel, RatingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface for the specified Pay-down and the Rating Latent States
paydownRecoveryCorrelation(PaydownLabel, EntityRecoveryLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface for the specified Pay-down and the Recovery Latent States
paydownRepoCorrelation(PaydownLabel, RepoLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface for the specified Pay-down and the Repo Latent States
paydownState(PaydownLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Pay-down State for the specified Pay-down Latent State Label
paydownVolaitlity(PaydownLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Volatility Curve for the specified Pay-down Latent State
payoff(double, double, double, double, boolean, boolean, double, boolean) - Method in class org.drip.pricer.option.BlackNormalAlgorithm
payoff(double, double, double, double, boolean, boolean, double, boolean) - Method in class org.drip.pricer.option.BlackScholesAlgorithm
payoff(double, double, double, double, boolean, boolean, double, boolean) - Method in class org.drip.pricer.option.FokkerPlanckGenerator: Compute the Expected Payoff of the Option from the Inputs
payoff(double, double, double, double, boolean, boolean, double, boolean) - Method in class org.drip.pricer.option.HestonStochasticVolatilityAlgorithm
payoff(int, int, double, MergedDiscountForwardCurve, double, boolean, boolean, double, boolean) - Method in class org.drip.pricer.option.FokkerPlanckGenerator: Compute the Expected Payoff of the Option from the Inputs
payoff(int, int, double, MergedDiscountForwardCurve, double, boolean, boolean, R1ToR1, boolean) - Method in class org.drip.pricer.option.FokkerPlanckGenerator: Compute the Expected Payoff of the Option from the Inputs
PAYOFF_TRANSFORM_SCHEME_AMST_2007 - Static variable in class org.drip.pricer.option.HestonStochasticVolatilityAlgorithm: Payoff Transformation Type - The Albrecher, Mayer, Schoutens, and Tistaert Scheme
PAYOFF_TRANSFORM_SCHEME_HESTON_1993 - Static variable in class org.drip.pricer.option.HestonStochasticVolatilityAlgorithm: Payoff Transformation Type - The Original Heston 1993 Scheme
payoffFunction() - Method in class org.drip.oms.indifference.ClaimsPositionPricer: Retrieve the Claims Payoff Function
payoffTransformScheme() - Method in class org.drip.param.pricer.HestonOptionPricerParams: Return the Payoff Fourier Transformation Scheme
PB_RATIO - Static variable in class org.drip.investing.riskindex.ValueFactorMetrics: P/B Ratio
PBRatio(FactorPortfolio, FactorPortfolioRanker) - Method in class org.drip.investing.riskindex.ValueFactor: Build a Value Factor Instance based off of the P/B Ratio Metric
pdeEvolutionControl() - Method in class org.drip.xva.pde.BurgardKjaerOperator: Retrieve the PDE Evolution Control Settings
pdeEvolutionControl() - Method in class org.drip.xva.pde.TrajectoryEvolutionScheme: Retrieve the XVA PDE Control Settings
PDEEvolutionControl - Class in org.drip.xva.definition: PDEEvolutionControl is used to Customize the XVA Estimation using PDE Evolution, e.g., determine the MTM Mechanism that determines the actual Termination Close Out, as laid out in Burgard and Kjaer (2014).
PDEEvolutionControl(int, double) - Constructor for class org.drip.xva.definition.PDEEvolutionControl: PDEEvolutionControl Constructor
pdfDot(R1ProbabilityDensityFunction, TimeR1Vertex) - Method in class org.drip.dynamics.kolmogorov.R1FokkerPlanck: Compute the Next Incremental Time Derivative of the PDF
pdfDot(RdProbabilityDensityFunction, TimeRdVertex) - Method in class org.drip.dynamics.kolmogorov.RdFokkerPlanck: Compute the Next Incremental Time Derivative of the PDF
PE_RATIO - Static variable in class org.drip.investing.riskindex.ValueFactorMetrics: P/E Ratio
PEAK_VS_CURRENT_LEVEL - Static variable in class org.drip.capital.systemicscenario.TypeOfChange: Peak vs.
PECD - Static variable in class org.drip.capital.definition.Business: PECD Business
PECDBreakdown - Class in org.drip.sample.betafloatfloat: PECDBreakdown zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
PECDBreakdown() - Constructor for class org.drip.sample.betafloatfloat.PECDBreakdown
PECDDetail - Class in org.drip.sample.betafixedfloat: PECDDetail zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
PECDDetail() - Constructor for class org.drip.sample.betafixedfloat.PECDDetail
PECDExplain - Class in org.drip.sample.allocation: PECDExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.
PECDExplain() - Constructor for class org.drip.sample.allocation.PECDExplain
pecs() - Method in class org.drip.analytics.output.BondRVMeasures: Retrieve the PECS
pecsFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from ASW to Maturity
pecsFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
pecsFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from ASW to Work-out
pecsFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from ASW to Optimal Exercise
pecsFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from Bond Basis to Maturity
pecsFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
pecsFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from Bond Basis to Work-out
pecsFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from Bond Basis to Optimal Exercise
pecsFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from Credit Basis to Maturity
pecsFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
pecsFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from Credit Basis to Work-out
pecsFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from Credit Basis to Optimal Exercise
pecsFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from Discount Margin to Maturity
pecsFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
pecsFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from Discount Margin to Work-out
pecsFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from Discount Margin to Optimal Exercise
pecsFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from E Spread to Maturity
pecsFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
pecsFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from E Spread to Work-out
pecsFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from E Spread to Optimal Exercise
pecsFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from G Spread to Maturity
pecsFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
pecsFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from G Spread to Work-out
pecsFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from G Spread to Optimal Exercise
pecsFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from I Spread to Maturity
pecsFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
pecsFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from I Spread to Work-out
pecsFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from I Spread to Optimal Exercise
pecsFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from J Spread to Maturity
pecsFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
pecsFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from J Spread to Work-out
pecsFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from J Spread to Optimal Exercise
pecsFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from N Spread to Maturity
pecsFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
pecsFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from N Spread to Work-out
pecsFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from N Spread to Optimal Exercise
pecsFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from OAS to Maturity
pecsFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
pecsFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from OAS to Work-out
pecsFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from OAS to Optimal Exercise
pecsFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from Price to Maturity
pecsFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
pecsFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from Price to Work-out
pecsFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from Price to Optimal Exercise
pecsFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from TSY Spread to Maturity
pecsFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
pecsFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from TSY Spread to Work-out
pecsFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from TSY Spread to Optimal Exercise
pecsFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from Yield to Maturity
pecsFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
pecsFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from Yield to Work-out
pecsFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from Yield Spread to Maturity
pecsFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
pecsFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from Yield Spread to Work-out
pecsFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from Yield Spread to Optimal Exercise
pecsFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from Yield to Optimal Exercise
pecsFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from Z Spread to Maturity
pecsFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
pecsFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from Z Spread to Work-out
pecsFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
pecsFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate PECS from Z Spread to Optimal Exercise
ped() - Method in class org.drip.exposure.csatimeline.EventSequence: Retrieve the PED Event Date
PED(JulianDate) - Static method in class org.drip.exposure.csatimeline.EventDateBuilder: Construct the Potential Event of Default CSA Event Date
PED_CALL_OUT_DELAY_AGGRESSIVE - Static variable in class org.drip.exposure.csatimeline.EventDateBuilder: PED Call Out Delay - Aggressive
PED_CALL_OUT_DELAY_CONSERVATIVE - Static variable in class org.drip.exposure.csatimeline.EventDateBuilder: PED Call Out Delay - Conservative
PED_COMMUNICATION_DELAY_AGGRESSIVE - Static variable in class org.drip.exposure.csatimeline.EventDateBuilder: PED Communication Delay - Aggressive
PED_COMMUNICATION_DELAY_CONSERVATIVE - Static variable in class org.drip.exposure.csatimeline.EventDateBuilder: PED Communication Delay - Conservative
pedCommunication() - Method in class org.drip.exposure.csatimeline.EventSequence: Retrieve the PED Communication Event Date
PEDCommunication(JulianDate) - Static method in class org.drip.exposure.csatimeline.EventDateBuilder: Construct the PED Communication CSA Event Date
peek() - Method in class org.drip.graph.heap.TimedCollection: Peek the Extremum Item
peekTopEntry() - Method in class org.drip.graph.softheap.KaplanZwickBinaryNode: Peek the Top Entry
PEFHoliday - Class in org.drip.analytics.holset: PEFHoliday holds the PEF Holidays.
PEFHoliday() - Constructor for class org.drip.analytics.holset.PEFHoliday: PEFHoliday Constructor
pegScheme() - Method in class org.drip.oms.thresholded.LimitOrder: Retrieve the Pegging Scheme
PegScheme - Interface in org.drip.oms.benchmark: PegScheme exposes the Peg Price Generation Scheme for Peg Orders.
penaltyAmount() - Method in class org.drip.portfolioconstruction.optimizer.SoftConstraint: Retrieve the Soft Constraint Penalty Amount
penaltyType() - Method in class org.drip.portfolioconstruction.optimizer.SoftConstraint: Retrieve the Soft Constraint Penalty Type
PENHoliday - Class in org.drip.analytics.holset: PENHoliday holds the PEN Holidays.
PENHoliday() - Constructor for class org.drip.analytics.holset.PENHoliday: PENHoliday Constructor
PENSION - Static variable in class org.drip.capital.definition.RiskType: Pension Risk Type
PensionASIA - Class in org.drip.sample.systemicstress: PensionASIA zeds the Child Coordinates and their corresponding GSST Dump - Scenario Names, Loss Amount, and Probability for the following Coordinates: - REGION == ASIA - RISK TYPE == Pension 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.
PensionASIA() - Constructor for class org.drip.sample.systemicstress.PensionASIA
pensionBenefits() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityCashFlow: Retrieve the Investor Pension Benefits
pensionBenefitsDF() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityCashFlow: Retrieve the Investor Pension Benefits Discount Factor
pensionBenefitsIncomeDF(double) - Method in class org.drip.portfolioconstruction.alm.DiscountRate: Retrieve the Pension Benefits Income Discount Factor
pensionBenefitsIncomePV() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityMetrics: Retrieve the PV of the Pension Benefits Income
pensionBenefitsIncomeRate() - Method in class org.drip.portfolioconstruction.alm.DiscountRate: Retrieve the Pension Benefits Income Discount Rate
pensionBenefitsIncomeSpread() - Method in class org.drip.portfolioconstruction.alm.DiscountRate: Retrieve the Pension Benefits Income Spread
PensionEMEA - Class in org.drip.sample.systemicstress: PensionEMEA zeds the Child Coordinates and their corresponding GSST Dump - Scenario Names, Loss Amount, and Probability for the following Coordinates: - REGION == EMEA - RISK TYPE == Pension 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.
PensionEMEA() - Constructor for class org.drip.sample.systemicstress.PensionEMEA
PensionLATINAMERICA - Class in org.drip.sample.systemicstress: PensionLATINAMERICA zeds the Child Coordinates and their corresponding GSST Dump - Scenario Names, Loss Amount, and Probability for the following Coordinates: - REGION == LATIN AMERICA - RISK TYPE == Pension 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.
PensionLATINAMERICA() - Constructor for class org.drip.sample.systemicstress.PensionLATINAMERICA
PensionNORTHAMERICA - Class in org.drip.sample.systemicstress: PensionNORTHAMERICA zeds the Child Coordinates and their corresponding GSST Dump - Scenario Names, Loss Amount, and Probability for the following Coordinates: - REGION == NORTH AMERICA - RISK TYPE == Pension 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.
PensionNORTHAMERICA() - Constructor for class org.drip.sample.systemicstress.PensionNORTHAMERICA
PERatio(FactorPortfolio, FactorPortfolioRanker) - Method in class org.drip.investing.riskindex.ValueFactor: Build a Value Factor Instance based off of the P/E Ratio Metric
PERCENT - Static variable in class org.drip.capital.systemicscenario.CriterionUnit: The PERCENT Criterion Unit
PERCENT - Static variable in class org.drip.portfolioconstruction.optimizer.Unit: Constraint Unit - PERCENT
PERCENT_POINT - Static variable in class org.drip.capital.systemicscenario.CriterionUnit: The PERCENTAGE POINT Criterion Unit
PerfectReplicationCollateralizedFunding - Class in org.drip.sample.burgard2013: PerfectReplicationCollateralizedFunding examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
PerfectReplicationCollateralizedFunding() - Constructor for class org.drip.sample.burgard2013.PerfectReplicationCollateralizedFunding
PerfectReplicationCollateralizedFundingStochastic - Class in org.drip.sample.burgard2013: PerfectReplicationCollateralizedFundingStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
PerfectReplicationCollateralizedFundingStochastic() - Constructor for class org.drip.sample.burgard2013.PerfectReplicationCollateralizedFundingStochastic
PerfectReplicationUncollateralizedFunding - Class in org.drip.sample.burgard2013: PerfectReplicationUncollateralizedFunding examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
PerfectReplicationUncollateralizedFunding() - Constructor for class org.drip.sample.burgard2013.PerfectReplicationUncollateralizedFunding
PerfectReplicationUncollateralizedFundingStochastic - Class in org.drip.sample.burgard2013: PerfectReplicationUncollateralizedFundingStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
PerfectReplicationUncollateralizedFundingStochastic() - Constructor for class org.drip.sample.burgard2013.PerfectReplicationUncollateralizedFundingStochastic
PerfectReplicationZeroThresholdFunding - Class in org.drip.sample.burgard2013: PerfectReplicationZeroThresholdFunding examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
PerfectReplicationZeroThresholdFunding() - Constructor for class org.drip.sample.burgard2013.PerfectReplicationZeroThresholdFunding
PerfectReplicationZeroThresholdFundingStochastic - Class in org.drip.sample.burgard2013: PerfectReplicationZeroThresholdFundingStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
PerfectReplicationZeroThresholdFundingStochastic() - Constructor for class org.drip.sample.burgard2013.PerfectReplicationZeroThresholdFundingStochastic
period(int) - Method in class org.drip.product.params.BondStream: Retrieve the period corresponding to the given index
PERIOD_AMORT_AT_END - Static variable in class org.drip.product.params.NotionalSetting: Period amortization proxies to the period end factor
PERIOD_AMORT_AT_START - Static variable in class org.drip.product.params.NotionalSetting: Period amortization proxies to the period start factor
PERIOD_AMORT_EFFECTIVE - Static variable in class org.drip.product.params.NotionalSetting: Period amortization proxies to the period effective factor
PERIOD_DAY_STEPS_MINIMUM - Static variable in class org.drip.param.pricer.CreditPricerParams: Minimum number of days per unit
PERIOD_DISCRETIZATION_DAY_STEP - Static variable in class org.drip.param.pricer.CreditPricerParams: Discretization as a sequence of day steps
PERIOD_DISCRETIZATION_FULL_COUPON - Static variable in class org.drip.param.pricer.CreditPricerParams: No discretization at all - just the full coupon period
PERIOD_DISCRETIZATION_PERIOD_STEP - Static variable in class org.drip.param.pricer.CreditPricerParams: Discretization as a sequence of time space divided periods
periodAmortizationMode() - Method in class org.drip.product.params.NotionalSetting: Retrieve the Period Amortization Mode
periodBilateralCreditAdjustment() - Method in class org.drip.xva.netting.CreditDebtGroupPath: Compute Period-wise Bilateral Credit Adjustment
periodBilateralDebtAdjustment() - Method in class org.drip.xva.netting.CreditDebtGroupPath: Compute Period-wise Bilateral Debt Adjustment
periodBilateralFundingDebtAdjustment() - Method in class org.drip.xva.netting.CreditDebtGroupPath: Compute Period Bilateral Funding Debt Adjustment
periodBilateralFundingDebtAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Period-wise Path Bilateral Funding Debt Adjustment
periodBilateralFundingValueAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Period-wise Bilateral Path Funding Value Adjustment
periodBilateralFundingValueSpread01() - Method in class org.drip.xva.netting.CreditDebtGroupPath: Compute Period Bilateral Funding Value Spread 01
periodBilateralFundingValueSpread01() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Period Bilateral Funding Value Spread 01
periodCollateralSpread01() - Method in class org.drip.xva.netting.CollateralGroupPath: Compute Period-wise Path Collateral Spread 01
periodCollateralSpread01() - Method in class org.drip.xva.netting.CreditDebtGroupPath: Compute Period-wise Path Collateral Spread 01
periodCollateralValueAdjustment() - Method in class org.drip.xva.netting.CollateralGroupPath: Compute Period-wise Path Collateral Value Adjustment
periodCollateralValueAdjustment() - Method in class org.drip.xva.netting.CreditDebtGroupPath: Compute Period-wise Path Collateral Value Adjustment
periodContraLiabilityCreditAdjustment() - Method in class org.drip.xva.netting.CreditDebtGroupPath: Compute Period-wise Contra-Liability Credit Adjustment
periodCreditAdjustment() - Method in class org.drip.xva.netting.CreditDebtGroupPath: Compute Period-wise Credit Adjustment
periodCreditAdjustment() - Method in class org.drip.xva.strategy.AlbaneseAndersenNettingGroupPath
periodCurveFloatingRate() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the Period Curve Floating Rate
periodDebtAdjustment() - Method in class org.drip.xva.netting.CreditDebtGroupPath: Compute Period-wise Debt Adjustment
periodDebtAdjustment() - Method in class org.drip.xva.strategy.AlbaneseAndersenNettingGroupPath
periodFixedRate() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the Period Fixed Rate
periodFixingDate(int) - Method in class org.drip.product.credit.BondComponent
periodFixingDate(int) - Method in class org.drip.product.definition.Bond: Get the bond's reset date for the period identified by the valuation date
periodFloatingRateUsed() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the Period Floating Rate Used
periodFundingBenefitAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Period-wise Path Funding Benefit Adjustment
periodFundingBenefitAdjustment() - Method in class org.drip.xva.strategy.AlbaneseAndersenFundingGroupPath
periodFundingCostAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Period-wise Path Funding Cost Adjustment
periodFundingCostAdjustment() - Method in class org.drip.xva.strategy.AlbaneseAndersenFundingGroupPath
periodFundingDebtAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Period-wise Path Funding Debt Adjustment
periodFundingDebtAdjustment() - Method in class org.drip.xva.strategy.AlbaneseAndersenFundingGroupPath
periodFundingValueAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Period-wise Path Funding Value Adjustment
periodFundingValueAdjustment() - Method in class org.drip.xva.strategy.AlbaneseAndersenFundingGroupPath
PeriodicRyabenkiiTsynkovSolver - Class in org.drip.sample.tridiagonal: PeriodicRyabenkiiTsynkovSolver shows the Usage of Ryabenkii-Tsynkov Solver for Tridiagonal Matrices with Periodic Boundary Conditions.
PeriodicRyabenkiiTsynkovSolver() - Constructor for class org.drip.sample.tridiagonal.PeriodicRyabenkiiTsynkovSolver
PeriodicRyabenkiiTsynkovSolverSuite - Class in org.drip.sample.tridiagonal: PeriodicRyabenkiiTsynkovSolverSuite tests the Application of the Ryabenkii-Tsynkov Solver for a variety of Periodic Tridiagonal Matrices.
PeriodicRyabenkiiTsynkovSolverSuite() - Constructor for class org.drip.sample.tridiagonal.PeriodicRyabenkiiTsynkovSolverSuite
PeriodicShermanMorrisonSolver - Class in org.drip.sample.tridiagonal: PeriodicShermanMorrisonSolver shows the Usage of Sherman-Morrison Solver for Tridiagonal Matrices with Periodic Boundary Conditions.
PeriodicShermanMorrisonSolver() - Constructor for class org.drip.sample.tridiagonal.PeriodicShermanMorrisonSolver
PeriodicShermanMorrisonSolverSuite - Class in org.drip.sample.tridiagonal: PeriodicShermanMorrisonSolverSuite tests the Application of the Sherman-Morrison Solver for a variety of Periodic Tridiagonal Matrices.
PeriodicShermanMorrisonSolverSuite() - Constructor for class org.drip.sample.tridiagonal.PeriodicShermanMorrisonSolverSuite
PeriodicTridiagonal(int, double, boolean) - Static method in class org.drip.measure.crng.RdRandomSequence: Construct a Periodic Tridiagonal Matrix of Random Elements up to the Maximum Value
PeriodicTridiagonalScheme - Class in org.drip.numerical.linearsolver: PeriodicTridiagonalScheme implements the O(n) solver for a Periodic Tridiagonal Matrix.
periodIndex(int) - Method in class org.drip.product.params.BondStream: Return the period index containing the specified date
periodProductFloatingRate() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the Period Product Floating Rate
periodQuoteSet(ProductQuoteSet, CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.CompositeFixedPeriod
periodQuoteSet(ProductQuoteSet, CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.CompositeFloatingPeriod
periodQuoteSet(ProductQuoteSet, CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.CompositePeriod: Retrieve the Period Calibration Quotes from the specified product quote set
periods() - Method in class org.drip.analytics.cashflow.CompositePeriod: Retrieve the List of Composable Periods
periods() - Method in class org.drip.product.rates.Stream: Retrieve a list of the component's coupon periods
periodSymmetricFundingValueAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Period-wise Path Symmetric Funding Value Adjustment
periodSymmetricFundingValueSpread01() - Method in class org.drip.xva.netting.CreditDebtGroupPath: Compute Period-wise Symmetric Funding Value Spread 01
periodSymmetricFundingValueSpread01() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Period Symmetric Funding Value Spread 01
periodUnilateralCreditAdjustment() - Method in class org.drip.xva.netting.CreditDebtGroupPath: Compute Period-wise Unilateral Credit Adjustment
periodUnilateralDebtAdjustment() - Method in class org.drip.xva.netting.CreditDebtGroupPath: Compute Period-wise Unilateral Debt Adjustment
periodUnilateralFundingDebtAdjustment() - Method in class org.drip.xva.netting.CreditDebtGroupPath: Compute Period Unilateral Funding Debt Adjustment
periodUnilateralFundingDebtAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Period-wise Path Unilateral Funding Debt Adjustment
periodUnilateralFundingValueAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Period-wise Unilateral Path Funding Value Adjustment
periodUnilateralFundingValueSpread01() - Method in class org.drip.xva.netting.CreditDebtGroupPath: Compute Period Unilateral Funding Value Spread 01
periodUnilateralFundingValueSpread01() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Period Unilateral Funding Value Spread 01
periodWiseConvexityAdjustment(int, CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.CompositePeriod: Compute the Convexity Adjustment for the Composable Periods that use Arithmetic Compounding using the specified Value Date using the Market Data provided
permanent() - Method in class org.drip.numerical.matrix.R1Triangular: Compute the Permanent of the Triangular Matrix
PERMANENT_IMPACT_COEFFICIENT - Static variable in class org.drip.execution.athl.CalibrationEmpirics: Universal Permanent Impact Coefficient
PERMANENT_IMPACT_COEFFICIENT_ONE_SIGMA - Static variable in class org.drip.execution.athl.CalibrationEmpirics: Universal Permanent Impact Coefficient One Sigma
PERMANENT_IMPACT_EXPONENT - Static variable in class org.drip.execution.athl.CalibrationEmpirics: Universal Permanent Impact Exponent
PERMANENT_IMPACT_EXPONENT_ATHL2005 - Static variable in class org.drip.execution.athl.CalibrationEmpirics: Almgren, Thum, Hauptmann, and Li (2005) Universal Permanent Impact Exponent
PERMANENT_IMPACT_EXPONENT_ATHL2005_ONE_SIGMA - Static variable in class org.drip.execution.athl.CalibrationEmpirics: Almgren, Thum, Hauptmann, and Li (2005) Universal Permanent Impact Exponent One Sigma
PERMANENT_IMPACT_EXPONENT_QUASI_ARBITRAGE_FREE - Static variable in class org.drip.execution.athl.CalibrationEmpirics: Quasi-Arbitrage Free Universal Permanent Impact Exponent
PERMANENT_IMPACT_INVERSE_TURNOVER_EXPONENT - Static variable in class org.drip.execution.athl.CalibrationEmpirics: The Universal Permanent Impact Inverse Turnover Coefficient
PERMANENT_IMPACT_INVERSE_TURNOVER_EXPONENT_ATHL2005 - Static variable in class org.drip.execution.athl.CalibrationEmpirics: The ATHL2005 Permanent Impact Inverse Turnover Coefficient
PERMANENT_IMPACT_INVERSE_TURNOVER_EXPONENT_ATHL2005_ONE_SIGMA - Static variable in class org.drip.execution.athl.CalibrationEmpirics: The ATHL2005 Permanent Impact Inverse Turnover Coefficient One Sigma Error
permanentExpectation() - Method in class org.drip.execution.dynamics.ArithmeticPriceEvolutionParameters: Retrieve the Background Participation Permanent Market Impact Expectation Function
permanentImpact() - Method in class org.drip.execution.evolution.MarketImpactComponent: Retrieve the Permanent Market Impact Contribution
permanentImpactDrift() - Method in class org.drip.execution.discrete.EvolutionIncrement: Retrieve the Change induced by the Deterministic Asset Price Permanent Market Impact Drivers
permanentImpactExpectation() - Method in class org.drip.execution.discrete.ShortfallIncrementDistribution: Retrieve the Permanent Market Impact Expectation Component
permanentImpactExpectation(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.TrajectoryShortfallEstimator
permanentImpactExpectation(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.discrete.Slice
permanentImpactExpectation(ArithmeticPriceEvolutionParameters) - Method in interface org.drip.execution.sensitivity.ControlNodesGreekGenerator: Generate the Permanent Impact Expectation Contribution
permanentImpactFactor() - Method in class org.drip.execution.parameters.PriceMarketImpact: Retrieve the Fraction of the Daily Volume that triggers One Bid-Ask of Permanent Impact Cost
PermanentImpactNoArbitrage - Class in org.drip.execution.athl: PermanentImpactNoArbitrage implements the Linear Permanent Market Impact with Coefficients that have been determined empirically by Almgren, Thum, Hauptmann, and Li (2005), using the no Quasi-Arbitrage Criterion identified by Huberman and Stanzl (2004).
PermanentImpactNoArbitrage(AssetFlowSettings) - Constructor for class org.drip.execution.athl.PermanentImpactNoArbitrage: PermanentImpactNoArbitrage Constructor
PermanentImpactQuasiArbitrage - Class in org.drip.execution.athl: PermanentImpactQuasiArbitrage implements the Linear Permanent Market Impact with Coefficients that have been determined empirically by Almgren, Thum, Hauptmann, and Li (2005), independent of the no Quasi- Arbitrage Criterion identified by Huberman and Stanzl (2004).
PermanentImpactQuasiArbitrage(AssetFlowSettings) - Constructor for class org.drip.execution.athl.PermanentImpactQuasiArbitrage: PermanentImpactQuasiArbitrage Constructor
permanentImpactVariance() - Method in class org.drip.execution.discrete.ShortfallIncrementDistribution: Retrieve the Permanent Market Impact Variance Component
permanentImpactVariance(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.TrajectoryShortfallEstimator
permanentImpactVariance(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.discrete.Slice
permanentImpactVariance(ArithmeticPriceEvolutionParameters) - Method in interface org.drip.execution.sensitivity.ControlNodesGreekGenerator: Generate the Permanent Impact Variance Contribution
permanentImpactWander() - Method in class org.drip.execution.discrete.EvolutionIncrement: Retrieve the Change induced by the Stochastic Asset Price Permanent Market Impact Drivers
permanentImpactWanderer() - Method in class org.drip.execution.dynamics.WalkSuite: Retrieve the Previous Instance of the Permanent Impact Walk Wanderer
permanentMarketImpactFunction() - Method in class org.drip.execution.athl.TransactionRealization: Retrieve the Permanent Market Impact Transaction Function
permanentTransactionFunction() - Method in class org.drip.execution.parameters.PriceMarketImpact: Generate the Permanent Impact Transaction Function
permanentTransactionFunction() - Method in class org.drip.execution.parameters.PriceMarketImpactLinear: Generate the Permanent Impact Transaction Function
permanentTransactionFunction() - Method in class org.drip.execution.parameters.PriceMarketImpactPower: Generate the Permanent Impact Transaction Function
permanentVolatility() - Method in class org.drip.execution.dynamics.ArithmeticPriceEvolutionParameters: Retrieve the Background Participation Permanent Market Impact Volatility Function
permutationsCheckUpperBound() - Method in class org.drip.graph.decisiontree.ComplexityEstimate: Retrieve the Upper Bound on the Time required to check all Permutations
permutationsCheckUpperBound() - Method in class org.drip.graph.decisiontree.ValidationComplexity: Retrieve the Upper Bound on the Time required to check all Permutations
PermutationSet(String) - Static method in class org.drip.service.common.StringUtil: Generate the Set of all Permutation Sub-strings
perpetual() - Method in class org.drip.product.credit.BondComponent
perpetual() - Method in class org.drip.product.definition.Bond: Indicate if the bond is perpetual
perpetual() - Method in class org.drip.product.params.TerminationSetting: Indicate if the contract is perpetual
PESHoliday - Class in org.drip.analytics.holset: PESHoliday holds the PES Holidays.
PESHoliday() - Constructor for class org.drip.analytics.holset.PESHoliday: PESHoliday Constructor
pfv() - Method in class org.drip.xva.basel.BalanceSheetVertex: Estimate the Portfolio Value (PFV)
phase(double) - Method in class org.drip.portfolioconstruction.alm.InvestorCliffSettings: Retrieve the Investment Phase corresponding to the specified Age
PhaseAdjuster - Class in org.drip.numerical.fourier: PhaseAdjuster implements the functionality specifically meant for enhancing stability of the Fourier numerical Routines.
PhaseAdjuster() - Constructor for class org.drip.numerical.fourier.PhaseAdjuster
PhaseTrackerComparison - Class in org.drip.sample.numerical: PhaseTrackerComparison demonstrates the Log + Power Complex Number Phase Correction Functionality implemented by three different ways for the calculation of the Inverse Fourier Transforms.
PhaseTrackerComparison() - Constructor for class org.drip.sample.numerical.PhaseTrackerComparison
phaseTrackerType() - Method in class org.drip.param.pricer.HestonOptionPricerParams: Return the Multi Valued Principal Branch Maintaining Phase Tracker Type
phi() - Method in class org.drip.numerical.complex.C1CartesianPhiAB: Retrieve the phi Parameter
phi() - Method in class org.drip.numerical.complex.C1CartesianPhiAlphaBetaTheta: Retrieve Phi
phi() - Method in class org.drip.numerical.complex.C1CartesianPhiPsiThetaDelta: Retrieve Phi
phi(int, int) - Method in class org.drip.dynamics.hjm.G2PlusPlus: Compute the G2++ Phi
phiAB() - Method in class org.drip.numerical.complex.C1CartesianPhiAlphaBetaTheta: Construct the Instance of C1CartesianPhiAB
PhoneCharList(int[]) - Static method in class org.drip.service.common.RecursionUtil: Generate all the Words corresponding to the Specified Digits
PhoneLetterCombinationGenerator - Class in org.drip.service.common: PhoneLetterCombinationGenerator generates the Phone Letter Combinations.
PhoneLetterCombinationGenerator(Map<Character, char[]>) - Constructor for class org.drip.service.common.PhoneLetterCombinationGenerator: PhoneLetterCombinationGenerator Constructor
PHPHoliday - Class in org.drip.analytics.holset: PHPHoliday holds the PHP Holidays.
PHPHoliday() - Constructor for class org.drip.analytics.holset.PHPHoliday: PHPHoliday Constructor
piecewiseDensities() - Method in class org.drip.measure.lebesgue.R1PiecewiseLinear: Retrieve the Array of Piecewise Densities
piecewiseDensitySlopes() - Method in class org.drip.measure.lebesgue.R1PiecewiseDisplaced: Retrieve the Array of Piecewise Density Slopes
PiecewiseDisplacedLebesgue - Class in org.drip.sample.measure: PiecewiseDisplacedLebesgue demonstrates the Generation, the Reconciliation, and the Usage of a Piece-wise Displaced Linear Lebesgue Measure.
PiecewiseDisplacedLebesgue() - Constructor for class org.drip.sample.measure.PiecewiseDisplacedLebesgue
PiecewiseForward(JulianDate, String, int[], double[]) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder: Create a discount curve from an array of dates/rates
PiecewiseLinearLebesgue - Class in org.drip.sample.measure: PiecewiseLinearLebesgue demonstrates the Generation, the Reconciliation, and the Usage of a Piece-wise Linear Lebesgue Measure.
PiecewiseLinearLebesgue() - Constructor for class org.drip.sample.measure.PiecewiseLinearLebesgue
PillaiSpecialChiSquare - Class in org.drip.sample.randomdiscrete: PillaiSpecialChiSquare demonstrates Generation of Pillai (2016) Special Chi-Squared R¹ Random Numbers with different Degrees of Freedom.
PillaiSpecialChiSquare() - Constructor for class org.drip.sample.randomdiscrete.PillaiSpecialChiSquare
PillaiSpecialChiSquare(int, double[][], double[]) - Static method in class org.drip.measure.discrete.SequenceGenerator: Generate a Pillai (2016) Special Chi-Squared Distributed Array
pillarDynamics() - Method in class org.drip.exposure.regressiontrade.AdjustedVariationMarginDynamics: Generate the Dynamics of the Sparse Pillar a.k.a Pykhtin (2009)
PillarVertex - Class in org.drip.exposure.regression: PillarVertex hold the Date and the Exposure of each Vertex Pillar.
PillarVertex(int, double) - Constructor for class org.drip.exposure.regression.PillarVertex: PillarVertexConstructor
pillarVertexArray(LocalVolatilityGenerationControl) - Method in class org.drip.exposure.regression.PykhtinPillarDynamics: Retrieve the Pykhtin Pillar Vertex Array
PimpriChinchwad - Class in org.drip.sample.bondeos: PimpriChinchwad demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for PimpriChinchwad.
PimpriChinchwad() - Constructor for class org.drip.sample.bondeos.PimpriChinchwad
Pingdingshan - Class in org.drip.sample.bondeos: Pingdingshan demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Pingdingshan.
Pingdingshan() - Constructor for class org.drip.sample.bondeos.Pingdingshan
pip() - Method in class org.drip.product.calib.FXForwardQuoteSet: Retrieve the Terminal FX Forward PIP
pipFactor() - Method in class org.drip.product.params.CurrencyPair: Get the PIP Factor
Pivot(double[][], double[]) - Static method in class org.drip.numerical.linearsolver.LinearSystem: Pivots the matrix A (Refer to wikipedia to find out what "pivot a matrix" means ;))
PIVOT_ANCHOR_TYPE_CUSTOM - Static variable in class org.drip.sequence.metrics.PivotedDepartureBounds: PIVOT ANCHOR TYPE - CUSTOM
PIVOT_ANCHOR_TYPE_MEAN - Static variable in class org.drip.sequence.metrics.PivotedDepartureBounds: PIVOT ANCHOR TYPE - MEAN
PIVOT_ANCHOR_TYPE_ZERO - Static variable in class org.drip.sequence.metrics.PivotedDepartureBounds: PIVOT ANCHOR TYPE - ZERO
pivotAnchorType() - Method in class org.drip.sequence.metrics.PivotedDepartureBounds: Retrieve the Pivot Anchor Type
PivotDiagonal(double[][]) - Static method in class org.drip.numerical.linearalgebra.R1MatrixUtil: Pivot the Diagonal of the Input Matrix
PivotedDepartureBounds - Class in org.drip.sequence.metrics: PivotedDepartureBounds holds the Lower/Upper Probability Bounds in regards to the Specified Pivot-Centered Sequence.
PivotedDepartureBounds(int, double, double, double) - Constructor for class org.drip.sequence.metrics.PivotedDepartureBounds: PivotedDepartureBounds Constructor
pivotedDifferenceSequenceMetrics(MultivariateRandom) - Method in class org.drip.sequence.functional.EfronSteinMetrics: Compute the Function Sequence Agnostic Metrics associated with each Variate around the Pivot Point provided by the Pivot Function
pivotVarianceUpperBound(MultivariateRandom) - Method in class org.drip.sequence.functional.EfronSteinMetrics: Compute the Function Variance Upper Bound using the supplied Multivariate Pivoting Function
Pizhou - Class in org.drip.sample.bondeos: Pizhou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Pizhou.
Pizhou() - Constructor for class org.drip.sample.bondeos.Pizhou
PLN - Class in org.drip.template.irs: PLN contains a Templated Pricing of the OTC Fix-Float PLN IRS Instrument.
PLN() - Constructor for class org.drip.template.irs.PLN
PLN3M6MUSD3M6M - Class in org.drip.sample.dual: PLN3M6MUSD3M6M demonstrates the setup and construction of the USD 3M Forward Curve from PLN3M6MUSD3M6M CCBS, PLN 3M, PLN 6M, and USD 6M Quotes.
PLN3M6MUSD3M6M() - Constructor for class org.drip.sample.dual.PLN3M6MUSD3M6M
PLNHoliday - Class in org.drip.analytics.holset: PLNHoliday holds the PLN Holidays.
PLNHoliday() - Constructor for class org.drip.analytics.holset.PLNHoliday: PLNHoliday Constructor
PLNIRSAttribution - Class in org.drip.sample.fixfloatpnl: PLNIRSAttribution generates the Historical PnL Attribution for PLN IRS.
PLNIRSAttribution() - Constructor for class org.drip.sample.fixfloatpnl.PLNIRSAttribution
PLNShapePreserving1YStart - Class in org.drip.sample.fundinghistorical: PLNShapePreserving1YStart Generates the Historical PLN Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
PLNShapePreserving1YStart() - Constructor for class org.drip.sample.fundinghistorical.PLNShapePreserving1YStart
PLNShapePreservingReconstitutor - Class in org.drip.sample.fundingfeed: PLNShapePreservingReconstitutor Demonstrates the Cleansing and the Shape Preserving Re-constitution of the PLN Input Marks.
PLNShapePreservingReconstitutor() - Constructor for class org.drip.sample.fundingfeed.PLNShapePreservingReconstitutor
plottingPosition() - Method in class org.drip.validation.quantile.QQVertex: Retrieve the Vertex Plotting Position
PlottingPosition - Class in org.drip.validation.quantile: PlottingPosition holds the Order Statistic Ordinal and the Quantile corresponding to a Plotting Position.
PlottingPosition(int, double) - Constructor for class org.drip.validation.quantile.PlottingPosition: PlottingPosition Constructor
plottingPositionGenerator() - Method in class org.drip.validation.hypothesis.HistogramTestSetting: Retrieve the Plotting Position Generator
PlottingPositionGenerator - Class in org.drip.sample.quantile: PlottingPositionGenerator compares several Order Statistics Mean and Median Based Plotting Position Generators.
PlottingPositionGenerator - Class in org.drip.validation.quantile: PlottingPositionGenerator exposes all Plotting Position Generation Schemes - both Expectation Based and Median Based.
PlottingPositionGenerator() - Constructor for class org.drip.sample.quantile.PlottingPositionGenerator
PlottingPositionGeneratorFilliben - Class in org.drip.validation.quantile: PlottingPositionGeneratorFilliben holds the Order Statistic Median Based Heuristic Plotting Position Generation Schemes.
PlottingPositionGeneratorFilliben(int) - Constructor for class org.drip.validation.quantile.PlottingPositionGeneratorFilliben: PlottingPositionGeneratorFilliben Constructor
PlottingPositionGeneratorHeuristic - Class in org.drip.validation.quantile: PlottingPositionGeneratorHeuristic holds the Expected Order Statistic Based Heuristic Plotting Position Generation Schemes.
PlottingPositionGeneratorHeuristic(int, double) - Constructor for class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic: PlottingPositionGeneratorHeuristic Constructor
PLZHoliday - Class in org.drip.analytics.holset: PLZHoliday holds the PLZ Holidays.
PLZHoliday() - Constructor for class org.drip.analytics.holset.PLZHoliday: PLZHoliday Constructor
pmsFirst() - Method in class org.drip.historical.attribution.PositionChangeComponents: Retrieve the First Position Market Snapshot Instance
pmsSecond() - Method in class org.drip.historical.attribution.PositionChangeComponents: Retrieve the Second Position Market Snapshot Instance
pnl() - Method in class org.drip.capital.feed.CapitalUnitIdiosyncraticScenario: Retrieve the Scenario PnL
pnl() - Method in class org.drip.capital.simulation.StressEventIncidence: Retrieve the PnL of the Stress Event
pnlAttribution(double) - Method in class org.drip.capital.simulation.CapitalUnitPathEnsemble
pnlAttribution(double) - Method in interface org.drip.capital.simulation.PathEnsemble: Construct the Contributing PnL Attribution given the Confidence Level by Percentage
pnlAttribution(int) - Method in class org.drip.capital.simulation.CapitalUnitPathEnsemble
pnlAttribution(int) - Method in interface org.drip.capital.simulation.PathEnsemble: Construct the Contributing PnL Attribution given the Confidence Level by Count
pnlAttribution(List<Integer>) - Method in class org.drip.capital.simulation.CapitalUnitPathEnsemble
pnlAttribution(List<Integer>) - Method in interface org.drip.capital.simulation.PathEnsemble: Construct the Contributing Path Attribution given the Path Index List
PnLAttribution - Class in org.drip.capital.explain: PnLAttribution exposes the Path-Level Capital Component Attributions.
PnLAttribution() - Constructor for class org.drip.capital.explain.PnLAttribution
pnlListMap() - Method in class org.drip.capital.simulation.CapitalUnitPathEnsemble
pnlListMap() - Method in interface org.drip.capital.simulation.PathEnsemble: Retrieve the PnL List Map
pnlMetric() - Method in class org.drip.service.api.InstrMetric: Retrieve the PnL Metric
PnLSeries - Class in org.drip.capital.stress: PnLSeries contains the PnL Series of a Single Event.
PnLSeries(double[]) - Constructor for class org.drip.capital.stress.PnLSeries: PnLSeries Constructor
pnlSeriesDecompositionMap() - Method in class org.drip.capital.stress.Event: Retrieve the PnL Series Decomposition Map
pNorm() - Method in interface org.drip.spaces.metric.GeneralizedMetricVectorSpace: Retrieve the P-Norm Index of the Metric Space
pNorm() - Method in class org.drip.spaces.metric.R1Combinatorial
pNorm() - Method in class org.drip.spaces.metric.R1Continuous
pNorm() - Method in class org.drip.spaces.metric.RdCombinatorialBanach
pNorm() - Method in class org.drip.spaces.metric.RdContinuousBanach
Pochhammer(HypergeometricParameters, int) - Static method in class org.drip.specialfunction.hypergeometric.SeriesEstimator: Compute the Pochhammer Cumulative Series of Hyper-geometric Estimator
PochhammerSeries - Class in org.drip.specialfunction.hypergeometric: PochhammerSeries refers to the Estimation of the Hyper-geometric Function using the Pochhammer Series Expansion.
PochhammerSeries() - Constructor for class org.drip.specialfunction.hypergeometric.PochhammerSeries
PochhammerSeriesEstimate - Class in org.drip.sample.hypergeometric: PochhammerSeriesEstimate estimates the Hyper-geometric Function using the Pochhammer Series and compares it against the Euler Integral Representation.
PochhammerSeriesEstimate() - Constructor for class org.drip.sample.hypergeometric.PochhammerSeriesEstimate
PochhammerSeriesTerm - Class in org.drip.specialfunction.hypergeometric: PochhammerSeriesTerm refers to a Single Series Term in the Pochhammer Series Expansion of the Hyper-geometric Function.
PochhammerSeriesTerm(HypergeometricParameters) - Constructor for class org.drip.specialfunction.hypergeometric.PochhammerSeriesTerm: PochhammerSeriesTerm Constructor
PochhammerSymbol(double, int) - Static method in class org.drip.numerical.common.NumberUtil: Compute the Pochhammer Symbol for the Specified s and k
Pohl1970(VertexFunction, VertexFunction, VertexFunction, double, double) - Static method in class org.drip.graph.astar.DynamicWeightFHeuristic: Construct the Pohl (1970) Version of the DynamicWeightFHeuristic
PointAncillaryMetricsDynamics - Class in org.drip.sample.lmm: PointAncillaryMetricsDynamics demonstrates the Construction and Usage of the Point LIBOR State Evolver, and the eventual Evolution of the related Ancillary bDiscount/Forward Latent State Quantification Metrics.
PointAncillaryMetricsDynamics() - Constructor for class org.drip.sample.lmm.PointAncillaryMetricsDynamics
PointCoreMetricsDynamics - Class in org.drip.sample.lmm: PointCoreMetricsDynamics demonstrates the Construction and Usage of the Point LIBOR State Evolver, and the eventual Evolution of the related Core bDiscount/Forward Latent State Quantification Metrics.
PointCoreMetricsDynamics() - Constructor for class org.drip.sample.lmm.PointCoreMetricsDynamics
PointStateEvolver - Interface in org.drip.dynamics.evolution: PointStateEvolver is the Interface on top of which the Point State Evolution Dynamics is constructed.
pointValueScale() - Method in class org.drip.numerical.integration.AbscissaTransform: Retrieve the R¹ Point Value Scale Function
pointVolatilityModulus(int, int) - Method in class org.drip.dynamics.hjm.MultiFactorVolatility: Compute the Point Volatility Modulus
pointVolatilityModulusDerivative(int, int, int, boolean) - Method in class org.drip.dynamics.hjm.MultiFactorVolatility: Compute the Point Volatility Modulus Derivative
Poisson - Class in org.drip.sequence.random: Poisson implements the Poisson Random Number Generator.
Poisson(double) - Constructor for class org.drip.sequence.random.Poisson: Construct a Poisson Random Number Generator
PoissonDistribution - Class in org.drip.measure.discrete: PoissonDistribution implements the Univariate Poisson Distribution using the specified Mean/Variance.
PoissonDistribution(double) - Constructor for class org.drip.measure.discrete.PoissonDistribution: Construct a PoissonDistribution Instance
PoissonRandomSequenceBound - Class in org.drip.sample.sequence: PoissonRandomSequenceBound demonstrates the Computation of the Probabilistic Bounds for a Sample Random Poisson Sequence.
PoissonRandomSequenceBound() - Constructor for class org.drip.sample.sequence.PoissonRandomSequenceBound
PoissonSequenceAgnosticMetrics - Class in org.drip.sequence.metrics: PoissonSequenceAgnosticMetrics contains the Sample Distribution Metrics and Agnostic Bounds related to the specified Poisson Sequence.
PoissonSequenceAgnosticMetrics(double[], double) - Constructor for class org.drip.sequence.metrics.PoissonSequenceAgnosticMetrics: PoissonSequenceAgnosticMetrics Constructor
poleResidue(double) - Method in class org.drip.function.definition.R1ToR1: Compute the Residue if the Variate is a Pole
poleResidue(double) - Method in class org.drip.specialfunction.gamma.EulerIntegralSecondKind
poleResidue(double) - Method in class org.drip.specialfunction.loggamma.InfiniteSumEstimator
PoleResidue - Class in org.drip.function.definition: PoleResidue holds the Residue for given variate, if it is a Pole.
PoleResidue(double, double) - Constructor for class org.drip.function.definition.PoleResidue: PoleResidue Constructor
Polynomial - Class in org.drip.function.r1tor1operator: Polynomial provides the evaluation of the n^th order Polynomial and its derivatives for a specified variate.
Polynomial(int) - Constructor for class org.drip.function.r1tor1operator.Polynomial: Polynomial constructor
PolynomialBasisSet(PolynomialFunctionSetParams) - Static method in class org.drip.spline.basis.FunctionSetBuilder: This function implements the elastic coefficients for the segment using polynomial basis splines inside [0,...,1) - Globally [x_0,...,x_1): y = Sum (A_i*x^i) i = 0,...,n (0 and n inclusive) where x is the normalized ordinate mapped as x .gte.
PolynomialBasisSpline - Class in org.drip.sample.spline: PolynomialBasisSpline implements Samples for the Construction and the usage of polynomial (both regular and Hermite) basis spline functions.
PolynomialBasisSpline() - Constructor for class org.drip.sample.spline.PolynomialBasisSpline
PolynomialFunctionSetParams - Class in org.drip.spline.basis: PolynomialFunctionSetParams implements per-segment basis set parameters for the polynomial basis spline.
PolynomialFunctionSetParams(int) - Constructor for class org.drip.spline.basis.PolynomialFunctionSetParams: PolynomialFunctionSetParams constructor
polynomialTensionDegree() - Method in class org.drip.spline.basis.KaklisPandelisSetParams: Get the Segment Polynomial Tension Degree
PolynomialTimeApproximate - Class in org.drip.graph.subarray: PolynomialTimeApproximate implements the Approximate Sub-set Sum Check using a Polynomial Time Scheme.
PolynomialTimeApproximate(int[], int, double) - Constructor for class org.drip.graph.subarray.PolynomialTimeApproximate: PolynomialTimeApproximate Constructor
PolynomialTimeApproximateSubsetSum - Class in org.drip.sample.subarray: PolynomialTimeApproximateSubsetSum illustrates the Approximate Sub-set Sum Check using a Polynomial Time Scheme.
PolynomialTimeApproximateSubsetSum() - Constructor for class org.drip.sample.subarray.PolynomialTimeApproximateSubsetSum
populationCentralMeasures() - Method in class org.drip.measure.continuous.R1Univariate: Retrieve the Population Central Measures
PopulationCentralMeasures - Class in org.drip.measure.statistics: PopulationCentralMeasures holds the Population Central Measures (Mean, and Variance) of the Population.
PopulationCentralMeasures(double, double) - Constructor for class org.drip.measure.statistics.PopulationCentralMeasures: PopulationCentralMeasures Constructor
populationCoveringNumber(double) - Method in class org.drip.spaces.functionclass.NormedRxToNormedR1Finite: Estimate for the Function Class Population Covering Number
populationCoveringNumber(double) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite: Estimate for the Function Class Population Covering Number Array, one for each dimension
populationCoveringNumber(double) - Method in class org.drip.spaces.rxtor1.NormedRxToNormedR1: Retrieve the Population Covering Number
populationCoveringNumber(double) - Method in class org.drip.spaces.rxtord.NormedRxToNormedRd: Retrieve the Population Covering Number Array
populationCoveringNumber(double[]) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite: Estimate for the Function Class Population Covering Number Array, one for each dimension
populationDistribution() - Method in class org.drip.sequence.metrics.SingleSequenceAgnosticMetrics: Retrieve the Population Distribution
populationESS() - Method in class org.drip.spaces.rxtor1.NormedR1ToNormedR1: Retrieve the Population ESS (Essential Spectrum)
populationESS() - Method in class org.drip.spaces.rxtor1.NormedRdToNormedR1: Retrieve the Population ESS (Essential Spectrum)
populationESS() - Method in class org.drip.spaces.rxtor1.NormedRxToNormedR1: Retrieve the Population ESS (Essential Spectrum)
populationESS() - Method in class org.drip.spaces.rxtord.NormedR1ToNormedRd: Retrieve the Population ESS (Essential Spectrum) Array
populationESS() - Method in class org.drip.spaces.rxtord.NormedRdToNormedRd: Retrieve the Population ESS (Essential Spectrum) Array
populationESS() - Method in class org.drip.spaces.rxtord.NormedRxToNormedRd: Retrieve the Population ESS (Essential Spectrum) Array
PopulationInfection(int[][]) - Static method in class org.drip.service.common.ArrayUtil: Given a 2D grid, each cell is either a zombie or a human.
populationMean() - Method in class org.drip.sequence.metrics.PoissonSequenceAgnosticMetrics: Retrieve the Mean of the Underlying Distribution
populationMean() - Method in class org.drip.sequence.metrics.SingleSequenceAgnosticMetrics: Retrieve the Population Mean
populationMean() - Method in class org.drip.sequence.metrics.UnitSequenceAgnosticMetrics: Retrieve the Mean of the Underlying Distribution
populationMetricCoveringBounds() - Method in class org.drip.spaces.functionclass.NormedRxToNormedRxFinite: Compute the Maurey Covering Number Upper Bounds for Operator Population Metric Norm
populationMetricEntropyNorm(int, boolean) - Method in class org.drip.spaces.cover.CarlStephaniProductBounds: Compute the Population Metric Carl-Stephani Entropy Number Upper Bound using either the Metric/Supremum Population Norm
populationMetricEntropyNumber(int, int) - Method in class org.drip.spaces.cover.CarlStephaniProductBounds: Compute the Upper Bound for the Entropy Number of the Operator Population Metric Covering Number Convolution Product Product across both the Function Classes
populationMetricNorm() - Method in interface org.drip.spaces.metric.GeneralizedMetricVectorSpace: Retrieve the Population Metric Norm
populationMetricNorm() - Method in class org.drip.spaces.metric.R1Combinatorial
populationMetricNorm() - Method in class org.drip.spaces.metric.R1Continuous
populationMetricNorm() - Method in class org.drip.spaces.metric.RdCombinatorialBanach
populationMetricNorm() - Method in class org.drip.spaces.metric.RdContinuousBanach
populationMetricNorm() - Method in class org.drip.spaces.rxtor1.NormedR1CombinatorialToR1Continuous: Retrieve the Population Metric Norm
populationMetricNorm() - Method in class org.drip.spaces.rxtor1.NormedR1ContinuousToR1Continuous: Retrieve the Population Metric Norm
populationMetricNorm() - Method in class org.drip.spaces.rxtor1.NormedRdCombinatorialToR1Continuous: Retrieve the Population Metric Norm
populationMetricNorm() - Method in class org.drip.spaces.rxtor1.NormedRdContinuousToR1Continuous: Retrieve the Population Metric Norm
populationMetricNorm() - Method in class org.drip.spaces.rxtor1.NormedRxToNormedR1: Retrieve the Population Metric Norm
populationMetricNorm() - Method in class org.drip.spaces.rxtord.NormedR1CombinatorialToRdContinuous: Retrieve the Population Metric Norm Array
populationMetricNorm() - Method in class org.drip.spaces.rxtord.NormedR1ContinuousToRdContinuous: Retrieve the Population Metric Norm Array
populationMetricNorm() - Method in class org.drip.spaces.rxtord.NormedRdCombinatorialToRdContinuous: Retrieve the Population Metric Norm Array
populationMetricNorm() - Method in class org.drip.spaces.rxtord.NormedRdContinuousToRdContinuous: Retrieve the Population Metric Norm Array
populationMetricNorm() - Method in class org.drip.spaces.rxtord.NormedRxToNormedRd: Retrieve the Population Metric Norm Array
populationMode() - Method in class org.drip.spaces.metric.R1Combinatorial
populationMode() - Method in class org.drip.spaces.metric.R1Continuous
populationMode() - Method in interface org.drip.spaces.metric.R1Normed: Retrieve the Population Mode
populationMode() - Method in class org.drip.spaces.metric.RdCombinatorialBanach
populationMode() - Method in class org.drip.spaces.metric.RdContinuousBanach
populationMode() - Method in interface org.drip.spaces.metric.RdNormed: Retrieve the Population Mode
populationRdESS() - Method in class org.drip.spaces.rxtord.NormedRdToNormedRd: Retrieve the Population R^d ESS (Essential Spectrum) Array
populationRdMetricNorm() - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite: Compute the Population R^d Metric Norm
populationRdSupremumNorm() - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite: Compute the Population R^d Supremum Norm
populationRdSupremumNorm() - Method in class org.drip.spaces.rxtord.NormedRdToNormedRd: Retrieve the Population R^d Supremum Norm
populationSupremumCoveringBounds() - Method in class org.drip.spaces.functionclass.NormedRxToNormedRxFinite: Compute the Maurey Covering Number Upper Bounds for Operator Population Supremum Norm
populationSupremumCoveringNumber(double) - Method in class org.drip.spaces.functionclass.NormedRxToNormedR1Finite: Estimate for the Function Class Population Supremum Covering Number
populationSupremumCoveringNumber(double) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite: Estimate for the Function Class Population Supremum Covering Number Array, one for each dimension
populationSupremumCoveringNumber(double) - Method in class org.drip.spaces.rxtor1.NormedRxToNormedR1: Retrieve the Population Supremum Covering Number
populationSupremumCoveringNumber(double) - Method in class org.drip.spaces.rxtord.NormedRxToNormedRd: Retrieve the Population Supremum Covering Number Array
populationSupremumCoveringNumber(double[]) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite: Estimate for the Function Class Population Supremum Covering Number Array, one for each dimension
populationSupremumEntropyNorm(int, boolean) - Method in class org.drip.spaces.cover.CarlStephaniProductBounds: Compute the Population Supremum Carl-Stephani Entropy Number Upper Bound using either the Metric/Supremum Population Norm
populationSupremumEntropyNumber(int, int) - Method in class org.drip.spaces.cover.CarlStephaniProductBounds: Compute the Upper Bound for the Entropy Number of the Operator Population Supremum Covering Number Convolution Product across both the Function Classes
populationSupremumMetricNorm() - Method in class org.drip.spaces.rxtor1.NormedRxToNormedR1: Retrieve the Population Supremum Metric Norm
populationSupremumNorm() - Method in class org.drip.spaces.metric.RdCombinatorialBanach
populationSupremumNorm() - Method in class org.drip.spaces.metric.RdContinuousBanach
populationSupremumNorm() - Method in interface org.drip.spaces.metric.RdNormed: Compute the Population Supremum Norm of the Sample
populationSupremumNorm() - Method in class org.drip.spaces.rxtord.NormedRdToNormedRd: Retrieve the Population Supremum Norm Array
populationSupremumNorm() - Method in class org.drip.spaces.rxtord.NormedRxToNormedRd: Retrieve the Population Supremum Norm Array
populationVariance() - Method in class org.drip.sequence.metrics.SingleSequenceAgnosticMetrics: Retrieve the Population Variance
portfolio() - Method in class org.drip.investing.factors.Factor: Retrieve the Factor Portfolio
Portfolio - Class in org.drip.portfolioconstruction.asset: Portfolio implements an Instance of the Portfolio of Assets.
Portfolio(AssetComponent[]) - Constructor for class org.drip.portfolioconstruction.asset.Portfolio: Portfolio Constructor
PORTFOLIO - Static variable in class org.drip.portfolioconstruction.optimizer.Scope: Applicable Scope Level - PORTFOLIO
PortfolioAndBenchmarkMetrics - Class in org.drip.sample.idzorek: PortfolioAndBenchmarkMetrics demonstrates the Prior-Posterior Portfolio Statistics using the Black-Litterman Model augmented with the Idzorek Model.
PortfolioAndBenchmarkMetrics() - Constructor for class org.drip.sample.idzorek.PortfolioAndBenchmarkMetrics
portfolioBenchmarkMetrics() - Method in class org.drip.portfolioconstruction.optimizer.RebalancerAnalytics: Retrieve the Portfolio Benchmark Metrics
PortfolioBenchmarkMetrics - Class in org.drip.portfolioconstruction.asset: PortfolioBenchmarkMetrics holds the Metrics that result from a Relative Valuation of a Portfolio with respect to a Benchmark.
PortfolioBenchmarkMetrics(double, double, double, double, double, double) - Constructor for class org.drip.portfolioconstruction.asset.PortfolioBenchmarkMetrics: PortfolioBenchmarkMetrics Constructor
PortfolioCollateralEstimate - Class in org.drip.sample.xva: PortfolioCollateralEstimate illustrates the Estimation of the Collateral Amount on a Single Trade Collateral Portfolio.
PortfolioCollateralEstimate() - Constructor for class org.drip.sample.xva.PortfolioCollateralEstimate
PortfolioConstructionProcessor - Class in org.drip.service.assetallocation: PortfolioConstructionProcessor Sets Up and Executes a JSON Based In/Out Processing Service for Constrained and Unconstrained Portfolio Construction.
PortfolioConstructionProcessor() - Constructor for class org.drip.service.assetallocation.PortfolioConstructionProcessor
PortfolioFinancingScheme - Class in org.drip.investing.factors: PortfolioFinancingScheme maintains the Financing Scheme Settings used in Factor Portfolio Construction.
PortfolioFinancingScheme() - Constructor for class org.drip.investing.factors.PortfolioFinancingScheme
PortfolioGroupRun - Class in org.drip.sample.netting: PortfolioGroupRun demonstrates the Simulation Run of the Netting Group Exposure.
PortfolioGroupRun() - Constructor for class org.drip.sample.netting.PortfolioGroupRun
PortfolioGroupSimulation - Class in org.drip.sample.netting: PortfolioGroupSimulation demonstrates a Set of Netting Group Exposure Simulations.
PortfolioGroupSimulation() - Constructor for class org.drip.sample.netting.PortfolioGroupSimulation
portfolioMetrics() - Method in class org.drip.portfolioconstruction.optimizer.RebalancerAnalytics: Retrieve the Portfolio Metrics
PortfolioMetrics - Class in org.drip.portfolioconstruction.asset: PortfolioMetrics holds the Expected Portfolio Returns and the Standard Deviation.
PortfolioMetrics(double, double, double, double, double[]) - Constructor for class org.drip.portfolioconstruction.asset.PortfolioMetrics: PortfolioMetrics Constructor
PortfolioMPoR - Class in org.drip.exposure.generator: PortfolioMPoR estimates the MPoR Variation Margin and the Trade Payments for the Component MPoR's of a given Portfolio off of the Realized Market Path.
PortfolioMPoR() - Constructor for class org.drip.exposure.generator.PortfolioMPoR
PortfolioPathAggregationCorrelated - Class in org.drip.sample.netting: PortfolioPathAggregationCorrelated generates the Aggregation of the Portfolio Paths evolved using Correlated Market Parameters.
PortfolioPathAggregationCorrelated() - Constructor for class org.drip.sample.netting.PortfolioPathAggregationCorrelated
PortfolioPathAggregationDeterministic - Class in org.drip.sample.netting: PortfolioPathAggregationDeterministic generates an Aggregation of the Portfolio Paths evolved using Deterministic Market Parameters.
PortfolioPathAggregationDeterministic() - Constructor for class org.drip.sample.netting.PortfolioPathAggregationDeterministic
PortfolioPathAggregationUncorrelated - Class in org.drip.sample.netting: PortfolioPathAggregationUncorrelated generates the Aggregation of the Portfolio Paths evolved using Uncorrelated Market Parameters.
PortfolioPathAggregationUncorrelated() - Constructor for class org.drip.sample.netting.PortfolioPathAggregationUncorrelated
portfolioRanker() - Method in class org.drip.investing.factors.Factor: Retrieve the Factor Portfolio Ranker
portfolioValueChange() - Method in class org.drip.xva.basel.OTCAccountingPolicy: Retrieve the Portfolio Value Change
POSITION_PRINCIPAL_COMPONENT_COVARIANCE_ESTIMATOR_FRTB - Static variable in class org.drip.simm.foundation.MarginEstimationSettings: FRTB Based Position - Principal Component Estimator
POSITION_PRINCIPAL_COMPONENT_COVARIANCE_ESTIMATOR_ISDA - Static variable in class org.drip.simm.foundation.MarginEstimationSettings: ISDA Based Position - Principal Component Estimator
PositionChangeComponents - Class in org.drip.historical.attribution: PositionChangeComponents contains the Decomposition of the Components of the Interval Change for a given Position.
PositionChangeComponents(boolean, PositionMarketSnap, PositionMarketSnap, double, CaseInsensitiveHashMap<Double>) - Constructor for class org.drip.historical.attribution.PositionChangeComponents: PositionChangeComponents Constructor
positionGreekVertex() - Method in class org.drip.xva.derivative.EvolutionTrajectoryVertex: Retrieve the Position Greek Vertex
PositionGreekVertex - Class in org.drip.xva.derivative: PositionGreekVertex holds the Derivative XVA Value, its Delta, and its Gamma to the Position Value.
PositionGreekVertex(double, double, double, double) - Constructor for class org.drip.xva.derivative.PositionGreekVertex: PositionGreekVertex Constructor
positionGroup(String) - Method in class org.drip.xva.topology.CollateralGroup: Retrieve the Position Group identified by the specified ID
PositionGroup - Class in org.drip.exposure.holdings: PositionGroup holds the Settings that correspond to a Position/Collateral Group.
PositionGroup - Class in org.drip.xva.topology: PositionGroup contains the Named Position Group Instance and Specification.
PositionGroup(String, String, PositionGroupSpecification) - Constructor for class org.drip.xva.topology.PositionGroup: PositionGroup Constructor
PositionGroup(PositionSchemaSpecification, PositionGroupEstimator) - Constructor for class org.drip.exposure.holdings.PositionGroup: PositionGroup Constructor
positionGroupArray() - Method in class org.drip.exposure.holdings.PositionGroupContainer: Retrieve the Array of Position Groups
positionGroupArray() - Method in class org.drip.exposure.holdings.PositionGroupSegment: Retrieve the Position Group Array
positionGroupArrayVertex() - Method in class org.drip.xva.dynamics.PositionGroupTrajectory: Retrieve the Position Group Array Vertex Value
positionGroupContainer() - Method in class org.drip.xva.dynamics.PathSimulator: Retrieve the Position Group Container
PositionGroupContainer - Class in org.drip.exposure.holdings: PositionGroupContainer contains a Set of Position/Collateral Groups.
PositionGroupContainer(PositionGroup[]) - Constructor for class org.drip.exposure.holdings.PositionGroupContainer: PositionGroupContainer Constructor
positionGroupEstimator() - Method in class org.drip.exposure.holdings.PositionGroup: Retrieve the Position Group Estimator
PositionGroupEstimator - Class in org.drip.exposure.holdings: PositionGroupEstimator evaluates the Value of the Position Group given the Realized Market Path.
PositionGroupEstimator() - Constructor for class org.drip.exposure.holdings.PositionGroupEstimator: Empty PositionGroupNumeraire Constructor
positionGroupMap() - Method in class org.drip.xva.topology.CollateralGroup: Retrieve the Position Group Map
PositionGroupSegment - Class in org.drip.exposure.holdings: PositionGroupSegment contains one Segment of a Position/Collateral Group.
PositionGroupSegment() - Constructor for class org.drip.exposure.holdings.PositionGroupSegment: Empty PositionGroupSegment Constructor
positionGroupSet() - Method in class org.drip.exposure.holdings.PositionGroupSegment: Retrieve the Position Group Segment
positionGroupSpecification() - Method in class org.drip.exposure.holdings.PositionGroup: Retrieve the Position Group Specification
positionGroupSpecification() - Method in class org.drip.exposure.mpor.CollateralAmountEstimator: Retrieve the Position Group Specification
positionGroupSpecification() - Method in class org.drip.xva.dynamics.PositionGroupTrajectory: Retrieve the Position Group Specification
positionGroupSpecification() - Method in class org.drip.xva.proto.PositionSchemaSpecification: Retrieve the Margin Group Specification
positionGroupSpecification() - Method in class org.drip.xva.topology.PositionGroup: Retrieve the Position Group Specification
PositionGroupSpecification - Class in org.drip.xva.proto: PositionGroupSpecification contains the Specification of a Named Position Group.
PositionGroupSpecification(String, String, int, int, R1ToR1[], R1ToR1, double, double, int, int, double, int) - Constructor for class org.drip.xva.proto.PositionGroupSpecification: PositionGroupSpecification Constructor
PositionGroupTrajectory - Class in org.drip.xva.dynamics: PositionGroupTrajectory generates the Customized Position Group Trajectories.
PositionGroupTrajectory(PositionGroupSpecification, MarketPath, double[][]) - Constructor for class org.drip.xva.dynamics.PositionGroupTrajectory: PositionGroupTrajectory Constructor
positionGroupVertexArray() - Method in class org.drip.xva.dynamics.PositionGroupTrajectory: Generate the Position Collateral Group Vertex Array
positionHoldings() - Method in class org.drip.xva.derivative.ReplicationPortfolioVertex: Retrieve the Number of Position Holdings
PositionManifestMeasureSnap - Class in org.drip.historical.attribution: PositionManifestMeasureSnap contains the Metrics Snapshot associated with a Specified Manifest Measure for a given Position.
PositionManifestMeasureSnap(double, double, double) - Constructor for class org.drip.historical.attribution.PositionManifestMeasureSnap: PositionManifestMeasureSnap Constructor
PositionMarketSnap - Class in org.drip.historical.attribution: PositionMarketSnap contains the Metrics Snapshot associated with the relevant Manifest Measures for a given Position.
PositionMarketSnap(JulianDate, double) - Constructor for class org.drip.historical.attribution.PositionMarketSnap: PositionMarketSnap Constructor
positionPrincipalComponentCovarianceFRTB() - Method in class org.drip.simm.margin.BucketAggregate: Compute the FRTB SBA-C Position Principal Component Co-variance
positionPrincipalComponentCovarianceFRTB() - Method in class org.drip.simm.margin.BucketAggregateCR: Compute the FRTB SBA-C Position Principal Component Co-variance
positionPrincipalComponentCovarianceFRTB() - Method in class org.drip.simm.margin.BucketAggregateIR: Compute the FRTB SBA-C Position Principal Component Co-variance
positionPrincipalComponentCovarianceISDA() - Method in class org.drip.simm.margin.BucketAggregate: Compute the ISDA SIMM Position Principal Component Co-variance
positionPrincipalComponentCovarianceISDA() - Method in class org.drip.simm.margin.BucketAggregateCR: Compute the ISDA SIMM Position Principal Component Co-variance
positionPrincipalComponentCovarianceISDA() - Method in class org.drip.simm.margin.BucketAggregateIR: Compute the ISDA SIMM Position Principal Component Co-variance
positionPrincipalComponentScheme() - Method in class org.drip.simm.foundation.MarginEstimationSettings: Retrieve the Position Principal Component Scheme
positionReplicationScheme() - Method in class org.drip.xva.proto.PositionGroupSpecification: Retrieve the Position Replication Scheme
PositionReplicationScheme - Class in org.drip.xva.settings: PositionReplicationScheme holds the various Position Group Replication Schemes and their corresponding Vertex Generation Mechanisms.
PositionReplicationScheme() - Constructor for class org.drip.xva.settings.PositionReplicationScheme
PositionSchemaSpecification - Class in org.drip.xva.proto: PositionSchemaSpecification contains the Specifications of a Position Schema.
PositionSchemaSpecification(String, String, PositionGroupSpecification, CollateralGroupSpecification, CreditDebtGroupSpecification, FundingGroupSpecification) - Constructor for class org.drip.xva.proto.PositionSchemaSpecification: PositionSchemaSpecification Constructor
positionValueBump() - Method in class org.drip.xva.pde.BurgardKjaerEdge: Retrieve the Position Value Bump
PositionVertex - Class in org.drip.oms.indifference: PositionVertex holds the Realized Position Vertex.
PositionVertex(InventoryVertex, RealizationVertex, ClaimsPositionPricer) - Constructor for class org.drip.oms.indifference.PositionVertex: PositionVertex Constructor
positiveExpectation() - Method in class org.drip.validation.distance.ImportanceWeight: Retrieve the Positive Expectation
PositiveLinearlyIndependent(double[]) - Static method in class org.drip.numerical.linearalgebra.R1MatrixUtil: Indicate if the Array Entries are Positive Linearly Independent
PositiveOrZero(double[]) - Static method in class org.drip.numerical.linearalgebra.R1MatrixUtil: Indicate if the Array Entries are Positive or Zero
positiveProbability() - Method in class org.drip.sequence.functional.BinaryIdempotentUnivariateRandom: Retrieve the Probability of reaching 1
positiveProbability() - Method in class org.drip.sequence.random.Binary: Retrieve the Positive Instance Probability
positiveValued() - Method in class org.drip.numerical.matrixnorm.R1SquareConsistencyValidator: Indicate if the Norm is Positive Valued
PositiveValued(double) - Static method in class org.drip.numerical.matrixnorm.R1SquareConsistencyValidator: Indicate if the Norm is Positive Valued
postAskBlock(String, OrderBlock) - Method in class org.drip.oms.exchange.Venue: Post a Block to the Venue Ask Book for the Ticker
postBidBlock(String, OrderBlock) - Method in class org.drip.oms.exchange.Venue: Post a Block to the Venue Bid Book for the Ticker
posterior() - Method in class org.drip.analytics.daycount.DateEOMAdjustment: Retrieve the Posterior Date Adjustment
posterior() - Method in class org.drip.measure.bayesian.R1MultivariateConvolutionMetrics: Retrieve the Posterior Distribution
posterior() - Method in class org.drip.measure.bayesian.R1UnivariateConvolutionMetrics: Retrieve the R¹ Univariate Posterior Distribution
posteriorDriftDistribution(double) - Method in class org.drip.execution.bayesian.PriorConditionalCombiner: Generate the Posterior Drift Distribution
postFee(String, double, double) - Method in class org.drip.oms.exchange.Venue: Estimate Liquidity Posting Fee for the specified Ticker at the Venue at the Price/Size.
postingRequirement() - Method in class org.drip.exposure.mpor.CollateralAmountEstimatorOutput: Retrieve the Total Collateral Posting Requirement
postingRequirement(JulianDate) - Method in class org.drip.exposure.mpor.CollateralAmountEstimator: Calculate the Gross Margin Amount Required to be Posted
postOfficeLocationList() - Method in class org.drip.spaces.big.KNearestPostOffice: Retrieve List of the Post Office Locations
postOrder() - Method in class org.drip.graph.search.OrderedVertexGroup: Retrieve the Set of Post-ordered Vertexes
postRegression(RegressionRunDetail) - Method in class org.drip.regression.core.UnitRegressionExecutor: Clean-up of the objects set-up for the regression
postRegression(RegressionRunDetail) - Method in class org.drip.regression.spline.BasisSplineRegressor
postRegression(RegressionRunDetail) - Method in class org.drip.regression.spline.HermiteBasisSplineRegressor
postRegression(RegressionRunDetail) - Method in class org.drip.regression.spline.LagrangePolynomialStretchRegressor
postRegression(RegressionRunDetail) - Method in class org.drip.regression.spline.LocalControlBasisSplineRegressor
PostTaxEquivalentYieldToNominal(double, double) - Static method in class org.drip.analytics.support.Helper: Convert the Post Tax Equivalent Yield to the Nominal Yield
PotentialEventOfDefault(JulianDate) - Static method in class org.drip.exposure.csatimeline.EventDateBuilder: Construct the Potential Event of Default CSA Event Date
power(int) - Method in class org.drip.numerical.decomposition.JordanNormalJ: J to the power of k
power(int) - Method in class org.drip.numerical.decomposition.JordanNormalJSubM: JSubM to the power of k
power(int) - Method in class org.drip.numerical.matrix.R1Square: Compute the k^th Power
Power - Class in org.drip.sample.matrix: Power displays the Functionality behind Matrix Power Series.
Power() - Constructor for class org.drip.sample.matrix.Power
Power(double[][], int) - Static method in class org.drip.numerical.linearalgebra.R1MatrixUtil: Compute the Power of the Input Matrix
Power(double, int) - Static method in class org.drip.numerical.common.NumberUtil: Compute the Integer Power of x
PowerImpactContinuous - Class in org.drip.execution.optimum: PowerImpactContinuous contains the Trading Trajectory generated by the Almgren (2003) Power Impact Scheme under the Criterion of No-Drift.
PowerImpactContinuous(double, double, double, double, double, double, double, R1ToR1, R1ToR1, R1ToR1, R1ToR1) - Constructor for class org.drip.execution.optimum.PowerImpactContinuous: PowerImpactContinuous Constructor
PowerIterationComponentExtractor - Class in org.drip.numerical.eigenization: PowerIterationComponentExtractor extracts the Linear System Components using the Power Iteration Method.
PowerIterationComponentExtractor(int, double, boolean) - Constructor for class org.drip.numerical.eigenization.PowerIterationComponentExtractor: PowerIterationComponentExtractor Constructor
PowerLawOptimalTrajectory - Class in org.drip.sample.almgren2003: PowerLawOptimalTrajectory sketches out the Optimal Trajectories for 3 different values of k - representing Concave, Linear, and Convex Power's respectively.
PowerLawOptimalTrajectory() - Constructor for class org.drip.sample.almgren2003.PowerLawOptimalTrajectory
PowerLogPhaseTracker(C1Cartesian, C1Cartesian, int, int) - Static method in class org.drip.numerical.fourier.PhaseAdjuster: Handling the Branch Switching of the Complex Power Function according Kahl-Jackel algorithm: - http://www.pjaeckel.webspace.virginmedia.com/NotSoComplexLogarithmsInTheHestonModel.pdf
PowerSourceExponentialDecay - Class in org.drip.specialfunction.derived: PowerSourceExponentialDecay implements the Power Source Exponential Decay Function.
PowerSourceExponentialDecay(DerivativeControl, double) - Constructor for class org.drip.specialfunction.derived.PowerSourceExponentialDecay: PowerSourceExponentialDecay Constructor
PowerSourceExponentialDecayEstimate - Class in org.drip.sample.gamma: PowerSourceExponentialDecayEstimate demonstrates the Estimation of the Power Source Exponential Decay Function.
PowerSourceExponentialDecayEstimate() - Constructor for class org.drip.sample.gamma.PowerSourceExponentialDecayEstimate
PowerVarianceObjectiveUtility - Class in org.drip.execution.risk: PowerVarianceObjectiveUtility implements the Mean-Power-Variance Objective Utility Function that needs to be optimized to extract the Optimal Execution Trajectory.
PowerVarianceObjectiveUtility(double, double) - Constructor for class org.drip.execution.risk.PowerVarianceObjectiveUtility: PowerVarianceObjectiveUtility Constructor
precedingEdge() - Method in class org.drip.graph.shortestpath.AugmentedVertex: Retrieve the Preceding Edge
precedingVertexName() - Method in class org.drip.graph.shortestpath.AugmentedVertex: Retrieve the Preceding Vertex Name
preceedingManifestSensitivityControl() - Method in class org.drip.spline.params.SegmentCustomBuilderControl: Retrieve the Preceeding Manifest Sensitivity Control Parameters
PreceedingManifestSensitivityControl - Class in org.drip.spline.params: PreceedingManifestSensitivityControl provides the control parameters that determine the behavior of non local manifest sensitivity.
PreceedingManifestSensitivityControl(boolean, int, BasisEvaluator) - Constructor for class org.drip.spline.params.PreceedingManifestSensitivityControl: PreceedingManifestSensitivityControl constructor
precisionMatrix() - Method in class org.drip.measure.gaussian.Covariance: Retrieve the Precision Matrix
precisionMatrix() - Method in class org.drip.measure.stochastic.LabelCovariance: Retrieve the Precision Matrix
preConditioner() - Method in class org.drip.numerical.iterativesolver.SymmetricSuccessiveOverRelaxation: Compute the Pre-conditioner Matrix
preConditioningIteration(double) - Method in class org.drip.numerical.iterativesolver.SymmetricSuccessiveOverRelaxation: Solve using Pre-conditioning Iteration of the Input Square Matrix
predictiveConfidenceLevel() - Method in class org.drip.measure.statistics.UnivariateMoments: Compute the Predictive Confidence Level
predictorList(String) - Method in class org.drip.capital.shell.PredictorScenarioSpecificationContainer: Retrieve the Predictors corresponding to the Category
predictorOrdinate() - Method in class org.drip.spline.params.SegmentBestFitResponse: Retrieve the Array of Predictor Ordinates
predictorOrdinate() - Method in class org.drip.spline.params.StretchBestFitResponse: Retrieve the Array of Predictor Ordinates
predictorOrdinate(int) - Method in class org.drip.spline.params.SegmentBestFitResponse: Retrieve the Indexed Predictor Ordinate Element
predictorOrdinate(int) - Method in class org.drip.spline.params.StretchBestFitResponse: Retrieve the Indexed Predictor Ordinate Element
predictorOrdinates() - Method in class org.drip.measure.lebesgue.R1PiecewiseDisplaced: Retrieve the Array of Predictor Ordinates
predictorOrdinates() - Method in class org.drip.measure.lebesgue.R1PiecewiseLinear: Retrieve the Array of Predictor Ordinates
predictorOrdinates() - Method in class org.drip.spline.basis.BSplineSequenceParams: Retrieve the Array of Predictor Ordinates
predictorOrdinates() - Method in class org.drip.spline.params.SegmentResponseValueConstraint: Retrieve the Array of Predictor Ordinates
predictorOrdinates() - Method in class org.drip.spline.params.SegmentStateCalibrationInputs: Retrieve the Array of the Calibration Predictor Ordinates
predictorOrdinates() - Method in class org.drip.spline.pchip.MonotoneConvexHaganWest: Retrieve the Array of Predictor Ordinates
PredictorResponseRelationSetup - Class in org.drip.state.estimator: PredictorResponseRelationSetup holds the Linearized Constraints (and, optionally, their quote sensitivities) necessary needed for the Linear Calibration.
PredictorResponseRelationSetup() - Constructor for class org.drip.state.estimator.PredictorResponseRelationSetup: Empty PredictorResponseRelationSetup constructor
PredictorResponseWeightConstraint - Class in org.drip.state.estimator: PredictorResponseWeightConstraint holds the Linearized Constraints (and, optionally, their quote sensitivities) necessary needed for the Linear Calibration.
PredictorResponseWeightConstraint() - Constructor for class org.drip.state.estimator.PredictorResponseWeightConstraint: Empty PredictorResponseWeightConstraint constructor
predictorScenarioSpecification(String) - Method in class org.drip.capital.shell.PredictorScenarioSpecificationContainer: Retrieve the Predictor Scenario Specification
PredictorScenarioSpecification - Class in org.drip.capital.systemicscenario: PredictorScenarioSpecification specifies the Full Stress Scenario Specification for the given Predictor across Market Segments.
PredictorScenarioSpecification(String, String) - Constructor for class org.drip.capital.systemicscenario.PredictorScenarioSpecification: PredictorScenarioSpecification Constructor
PredictorScenarioSpecificationContainer - Class in org.drip.capital.shell: PredictorScenarioSpecificationContainer maintains the Map of Predictors and their Scenario Stress Specification as well the Map of Predictors and their Categories.
PredictorScenarioSpecificationContainer() - Constructor for class org.drip.capital.shell.PredictorScenarioSpecificationContainer: Empty PredictorScenarioSpecificationContainer Constructor
PredictorScenarioSpecificationContainer() - Static method in class org.drip.capital.env.SystemicScenarioDefinitionContextManager: Retrieve the Predictor Scenario Specification Container
predictorScenarioSpecificationMap() - Method in class org.drip.capital.shell.PredictorScenarioSpecificationContainer: Retrieve the Predictor Stress Scenario Specification Map
predictorSpace() - Method in class org.drip.learning.svm.RdDecisionFunction: Retrieve the Input Predictor Metric Vector Space
PreferredFixedBullet - Class in org.drip.sample.preferred: PreferredFixedBullet demonstrates Non-EOS Fixed Coupon Preferred Bond Pricing and Relative Value Measure Generation Functionality.
PreferredFixedBullet() - Constructor for class org.drip.sample.preferred.PreferredFixedBullet
PrefixKeys(CaseInsensitiveTreeMap<Double>, String) - Static method in class org.drip.service.common.CollectionUtil: Prefix the keys in the input map, and return them in a new map
premiumType() - Method in class org.drip.market.exchange.TreasuryFuturesOptionConvention: Retrieve the Trading Type PREMIUM/MARGIN
preOrder() - Method in class org.drip.graph.search.OrderedVertexGroup: Retrieve the Set of Pre-ordered Vertexes
PrePad(int) - Static method in class org.drip.service.common.FormatUtil: Pre-pad a single digit integer with zeros
Prepay(String, JulianDate, String, int, String, int, double, double, double, double, double) - Static method in class org.drip.product.creator.ConstantPaymentBondBuilder: Construct an Instance of the Constant Payment Bond with a Deterministic Pre-payment Rate
PrepayableConstantPaymentBond - Class in org.drip.sample.assetbacked: PrepayableConstantPaymentBond demonstrates the Construction and Valuation of a Custom Constant Payment Mortgage Bond.
PrepayableConstantPaymentBond() - Constructor for class org.drip.sample.assetbacked.PrepayableConstantPaymentBond
PrepayAssetBackedClient - Class in org.drip.sample.service: PrepayAssetBackedClient demonstrates the Invocation and Examination of the JSON-based Pre-payable Constant Payment Asset Backed Loan Service Client.
PrepayAssetBackedClient() - Constructor for class org.drip.sample.service.PrepayAssetBackedClient
PrepayAssetBackedProcessor - Class in org.drip.service.json: PrepayAssetBackedProcessor Sets Up and Executes a JSON Based In/Out Product Pre-payable Asset Backed Loan Processor.
PrepayAssetBackedProcessor() - Constructor for class org.drip.service.json.PrepayAssetBackedProcessor
preRegression() - Method in class org.drip.regression.core.UnitRegressionExecutor: One-time initialization to set up the objects needed for the regression
preRegression() - Method in class org.drip.regression.spline.BasisSplineRegressor
preRegression() - Method in class org.drip.regression.spline.LagrangePolynomialStretchRegressor
preRegression() - Method in class org.drip.regression.spline.LocalControlBasisSplineRegressor
PRESENT - Static variable in class org.drip.investing.factorspec.MarketCategory: The Present Market Factor Category
Preset(double[], int) - Static method in class org.drip.function.rdtor1.ObjectiveConstraintVariateSet: Make a Variate Set using a Pre-set Objective Variate Array with/without Constraint
prev() - Method in class org.drip.graph.softheap.KaplanZwickTree: Retrieve the Previous Tree in the List
previousCouponDate(JulianDate) - Method in class org.drip.product.credit.BondComponent
previousCouponDate(JulianDate) - Method in class org.drip.product.definition.Bond: Return the coupon date for the period prior to the specified date
previousCouponRate(JulianDate, CurveSurfaceQuoteContainer) - Method in class org.drip.product.credit.BondComponent
previousCouponRate(JulianDate, CurveSurfaceQuoteContainer) - Method in class org.drip.product.definition.Bond: Return the coupon rate for the period prior to the specified date
previousEquilibriumPrice() - Method in class org.drip.execution.discrete.PriceIncrement: Retrieve the Previous Equilibrium Price
previousStep() - Method in class org.drip.execution.evolution.MarketImpactComponent: Retrieve the Previous Step Contribution
previousWanderer() - Method in class org.drip.execution.dynamics.WalkSuite: Retrieve the Previous Instance of the Walk Wanderer
price() - Method in class org.drip.analytics.output.BondRVMeasures: Retrieve the Price
price() - Method in class org.drip.dynamics.hjm.ShortForwardRateUpdate: Retrieve the Price
price() - Method in class org.drip.execution.parameters.AssetTransactionSettings: Retrieve the Asset Price
price() - Method in class org.drip.oms.depth.MontageL1SizeLayer: Retrieve the Price of the Montage Layer
price() - Method in class org.drip.oms.depth.UBBOBlock: Retrieve the UBBO Price
price() - Method in class org.drip.oms.transaction.OrderBlock: Retrieve the Price
price() - Method in class org.drip.pricer.option.Greeks: The Option Price
price() - Method in class org.drip.product.calib.FuturesComponentQuoteSet: Retrieve the Price
price() - Method in class org.drip.service.api.CDXCOB: The COB Price
price() - Method in class org.drip.service.scenario.EOSMetricsReplicator: Retrieve the Price
price(double) - Method in class org.drip.dynamics.physical.ExponentialAffineZeroCoefficients: Compute the Price given the Initial Rate
price(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.fra.FRAStandardCapFloorlet: Compute the Caplet/Floorlet Price from the Inputs
PRICE_TO_BOOK_RATIO - Static variable in class org.drip.investing.riskindex.ValueFactorMetrics: Price-to-Book Ratio
PRICE_TO_EARNINGS_RATIO - Static variable in class org.drip.investing.riskindex.ValueFactorMetrics: Price-to-Earnings Ratio
PRICE_TO_SALES_RATIO - Static variable in class org.drip.investing.riskindex.ValueFactorMetrics: Price-to-Sales Ratio
priceArray() - Method in class org.drip.portfolioconstruction.constraint.LimitBudgetTerm: Retrieve the Array of the Asset Prices
priceArray() - Method in class org.drip.portfolioconstruction.constraint.LimitExposureTerm: Retrieve the Array of the Prices
priceArray() - Method in class org.drip.portfolioconstruction.constraint.LimitHoldingsTermIssuerWeightedAverage: Retrieve the Array of Asset Prices
priceArray() - Method in class org.drip.portfolioconstruction.constraint.LimitTurnoverTermIssuer: Retrieve the Array of Asset Prices
PriceBook - Class in org.drip.oms.depth: PriceBook maintains the Ordered Price Book Entry for a Ticker/Venue.
PriceBook() - Constructor for class org.drip.oms.depth.PriceBook: PriceBook Constructor
priceEvolutionParameters() - Method in class org.drip.execution.nonadaptive.StaticOptimalScheme: Retrieve the Asset Arithmetic Price Evolution Parameters
priceFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from ASW to Maturity
priceFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
priceFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Price from ASW to Work-out
priceFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from ASW to Optimal Exercise
priceFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from Bond Basis to Maturity
priceFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
priceFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Price from Bond Basis to Work-out
priceFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from Bond Basis to Optimal Exercise
priceFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from Credit Basis to Maturity
priceFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
priceFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Price from Credit Basis to Work-out
priceFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from Credit Basis to Optimal Exercise
priceFromCreditCurve(ValuationParams, CurveSurfaceQuoteContainer, int, double, double, boolean) - Method in class org.drip.product.credit.BondComponent
priceFromCreditCurve(ValuationParams, CurveSurfaceQuoteContainer, int, double, double, boolean) - Method in class org.drip.product.definition.Bond: Calculate the bond's credit risky theoretical price from the bumped credit curve
priceFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from Discount Margin to Maturity
priceFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
priceFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Price from Discount Margin to Work-out
priceFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from Discount Margin to Optimal Exercise
priceFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from E Spread to Maturity
priceFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
priceFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Price from E Spread to Work-out
priceFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from E Spread to Optimal Exercise
priceFromFlatVolatility(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.fra.FRAStandardCapFloor: Compute the Cap/Floor Price from the Flat Volatility
priceFromFundingCurve(ValuationParams, CurveSurfaceQuoteContainer, int, double, double) - Method in class org.drip.product.credit.BondComponent
priceFromFundingCurve(ValuationParams, CurveSurfaceQuoteContainer, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate the bond's non-credit risky theoretical price from the Bumped Funding curve
priceFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from G Spread to Maturity
priceFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
priceFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Price from G Spread to Work-out
priceFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from G Spread to Optimal Exercise
priceFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from I Spread to Maturity
priceFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
priceFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Price from I Spread to Work-out
priceFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from I Spread to Optimal Exercise
priceFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from J Spread to Maturity
priceFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
priceFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Price from J Spread to Work-out
priceFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from J Spread to Optimal Exercise
priceFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from N Spread to Maturity
priceFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
priceFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Price from N Spread to Work-out
priceFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from N Spread to Optimal Exercise
priceFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from OAS to Maturity
priceFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
priceFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Price from OAS to Work-out
priceFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from OAS to Optimal Exercise
priceFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from PECS to Maturity
priceFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
priceFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Price from PECS to Work-out
priceFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from PECS to Optimal Exercise
priceFromTreasuryCurve(ValuationParams, CurveSurfaceQuoteContainer, int, double, double) - Method in class org.drip.product.credit.BondComponent
priceFromTreasuryCurve(ValuationParams, CurveSurfaceQuoteContainer, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate the bond's non-credit risky theoretical price from the Bumped Funding curve
priceFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from TSY Spread to Maturity
priceFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
priceFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Price from TSY Spread to Work-out
priceFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from TSY Spread to Optimal Exercise
priceFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from Yield to Maturity
priceFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
priceFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Price from Yield to Work-out
priceFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from Yield Spread to Maturity
priceFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
priceFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Price from Yield Spread to Work-out
priceFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from Yield Spread to Optimal Exercise
priceFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from Yield to Optimal Exercise
priceFromZeroCurve(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, int, double, double) - Method in class org.drip.product.credit.BondComponent
priceFromZeroCurve(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate the bond's non-credit risky theoretical price from the Bumped Zero Curve
priceFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from Z Spread to Maturity
priceFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
priceFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Price from Z Spread to Work-out
priceFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
priceFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Price from Z Spread to Optimal Exercise
priceIncrement() - Method in class org.drip.dynamics.hjm.ShortForwardRateUpdate: Retrieve the Price Increment
PriceIncrement - Class in org.drip.execution.discrete: PriceIncrement contains the Realized Stochastic Evolution Increments of the Price Movements exhibited by an Asset owing to the Volatility and the Market Impact Factors over the Slice Time Interval.
PriceIncrement(double, MarketImpactComponent, MarketImpactComponent) - Constructor for class org.drip.execution.discrete.PriceIncrement: PriceIncrement Constructor
priceIncrementRealization(double, WalkSuite, ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.discrete.Slice: Generate the Price Evolution Increment Unit Realization given the Walk Realization
PriceMarketImpact - Class in org.drip.execution.parameters: PriceMarketImpact contains the Price Market Impact Inputs used in the Construction of the Impact Parameters for the Almgren and Chriss (2000) Optimal Trajectory Generation Scheme.
PriceMarketImpactLinear - Class in org.drip.execution.parameters: PriceMarketImpactLinear contains the Linear Price Market Impact Inputs used in the Construction of the Impact Parameters for the Almgren and Chriss (2000) Optimal Trajectory Generation Scheme.
PriceMarketImpactLinear(AssetTransactionSettings, double, double) - Constructor for class org.drip.execution.parameters.PriceMarketImpactLinear: PriceMarketImpactLinear Constructor
PriceMarketImpactPower - Class in org.drip.execution.parameters: PriceMarketImpactPower contains the Power Law based Price Market Impact Inputs used in the Construction of the Impact Parameters for the Almgren and Chriss (2000) Optimal Trajectory Generation Scheme.
PriceMarketImpactPower(AssetTransactionSettings, double, double, double, double) - Constructor for class org.drip.execution.parameters.PriceMarketImpactPower: PriceMarketImpactPower Constructor
priceOffOfOriginalNotional() - Method in class org.drip.product.params.NotionalSetting: Retrieve "Price Off Of Original Notional" Flag
pricer() - Method in class org.drip.product.fra.FRAStandardCapFloorlet: Retrieve the Underlying Pricer Instance
pricerParameter() - Method in class org.drip.analytics.input.BootCurveConstructionInput
pricerParameter() - Method in interface org.drip.analytics.input.CurveConstructionInputSet: Retrieve the Pricer Parameters
pricerParameter() - Method in class org.drip.analytics.input.LatentStateShapePreservingCCIS: Retrieve the Pricer Parameters
PricerParams - Interface in org.drip.param.pricer: PricerParams exposes the Parameters needed for the Pricing Run.
priceTick(String) - Method in interface org.drip.oms.fill.OrderExecutionProvider: Retrieve the PriceTick given the Security Identifier
PriceTick - Class in org.drip.oms.depth: Order holds the Details of an Order.
PriceTick(int, double, double) - Constructor for class org.drip.oms.depth.PriceTick: PriceTick Constructor
priceVolatility() - Method in class org.drip.execution.bayesian.ConditionalPriceDistribution: Retrieve the Distribution Price Volatility
priceVolatilitySwing() - Method in class org.drip.execution.bayesian.ConditionalPriceDistribution: Generate s Single Price Volatility Swings
priceVolatilitySwings(int) - Method in class org.drip.execution.bayesian.ConditionalPriceDistribution: Generate the given Number of Price Volatility Swings
pricingRebateFunction() - Method in class org.drip.oms.exchange.VenueSettings: Retrieve the Pricing Rebate Function
PricingRebateFunction - Interface in org.drip.oms.exchange: PricingRebateFunction estimates Fee for the specified Price and Size at the given Venue.
Prim(CompleteRandomGraph<?>) - Static method in class org.drip.graph.mst.CompleteRandomGraphEnsemble: Construct the Prim based CompleteRandomGraphEnsemble
primalFeasibility() - Method in class org.drip.optimization.constrained.NecessarySufficientConditions: Retrieve the Primal Feasibility Necessary Condition
primalFeasibilityCheck(double[]) - Method in class org.drip.optimization.constrained.OptimizationFramework: Check the Candidate Point for Primal Feasibility
primary() - Method in class org.drip.graph.astar.MalikAllardCompositeHeuristic: Retrieve the Primary Malik-Allard (1983) Primary Heuristic
primary() - Method in class org.drip.product.params.TreasuryBenchmarks: Return the Primary Treasury Benchmark
primaryCode() - Method in class org.drip.product.credit.BondComponent
primaryCode() - Method in class org.drip.product.credit.CDSComponent
primaryCode() - Method in class org.drip.product.definition.CalibratableComponent: Return the primary code
primaryCode() - Method in class org.drip.product.fx.FXForwardComponent
primaryCode() - Method in class org.drip.product.option.OptionComponent
primaryCode() - Method in class org.drip.product.rates.FixFloatComponent
primaryCode() - Method in class org.drip.product.rates.FloatFloatComponent
primaryCode() - Method in class org.drip.product.rates.RatesBasket
primaryCode() - Method in class org.drip.product.rates.SingleStreamComponent
primarySecurity(String) - Method in class org.drip.exposure.evolver.DynamicsContainer: Retrieve the Primary Security Evolver given the Label
PrimarySecurity - Class in org.drip.exposure.evolver: PrimarySecurity holds Definitions and Parameters that specify a Primary Security in XVA Terms.
PrimarySecurity(String, LatentStateLabel, DiffusionEvolver, double) - Constructor for class org.drip.exposure.evolver.PrimarySecurity: PrimarySecurity Constructor
primarySecurityDynamicsContainer() - Method in class org.drip.exposure.universe.MarketVertexGenerator: Retrieve the Primary Security Dynamics Container
PrimarySecurityDynamicsContainer - Class in org.drip.exposure.evolver: PrimarySecurityDynamicsContainer holds the Economy with the following Traded Assets - the Overnight Index Numeraire, the Collateral Scheme Numeraire, the Default-able Dealer Bond Numeraire, the Array of Default-able Client Numeraires, and an Asset that follows Brownian Motion.
PrimarySecurityDynamicsContainer(List<PrimarySecurity>, PrimarySecurity, PrimarySecurity, PrimarySecurity, PrimarySecurity, PrimarySecurity) - Constructor for class org.drip.exposure.evolver.PrimarySecurityDynamicsContainer: PrimarySecurityDynamicsContainer Constructor
primarySecurityExists(String) - Method in class org.drip.exposure.evolver.DynamicsContainer: Indicate if the Primary Security Evolver exists in the Container
primarySecurityMap() - Method in class org.drip.exposure.evolver.DynamicsContainer: Retrieve the Primary Security Evolver Dynamics Settings Map
PRIME_FINANCE - Static variable in class org.drip.capital.definition.Business: Prime Finance Business
PRIME_FINANCE - Static variable in class org.drip.capital.definition.Product: Prime Finance Product
primeFactor() - Method in class org.drip.numerical.common.PrimeFactorCount: Retrieve the Prime Factor
PrimeFactor(int) - Static method in class org.drip.numerical.common.PrimeUtil: Compute the Prime Factor for a given Integer
PrimeFactorCount - Class in org.drip.numerical.common: PrimeFactorCount contains a Prime Factor and its Count in a Composite Number.
PrimeFactorCount(int, int) - Constructor for class org.drip.numerical.common.PrimeFactorCount: PrimeFactorCount Constructor
PrimeFactorEstimator - Class in org.drip.sample.numerical: PrimeFactorEstimator shows samples for estimating the Prime Factor of a given Integer.
PrimeFactorEstimator() - Constructor for class org.drip.sample.numerical.PrimeFactorEstimator
PrimeFactorExponentTwo(int) - Static method in class org.drip.numerical.common.NumberUtil: Compute the Exponent 2 of Prime Factorization for a given Integer
PrimeFactorMap(int) - Static method in class org.drip.numerical.common.PrimeUtil: Retrieve the Map of Prime Factor Count for the given Number
PrimeFinanceBreakdown - Class in org.drip.sample.betafloatfloat: PrimeFinanceBreakdown zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
PrimeFinanceBreakdown() - Constructor for class org.drip.sample.betafloatfloat.PrimeFinanceBreakdown
PrimeFinanceDetail - Class in org.drip.sample.betafixedfloat: PrimeFinanceDetail zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
PrimeFinanceDetail() - Constructor for class org.drip.sample.betafixedfloat.PrimeFinanceDetail
PrimeFinanceExplain - Class in org.drip.sample.allocation: PrimeFinanceExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.
PrimeFinanceExplain() - Constructor for class org.drip.sample.allocation.PrimeFinanceExplain
PRIMERICA_FINANCIAL_SERVICES - Static variable in class org.drip.capital.definition.Business: Primerica Financial Services Business
PrimericaFinancialServicesBreakdown - Class in org.drip.sample.betafloatfloat: PrimericaFinancialServicesBreakdown zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
PrimericaFinancialServicesBreakdown() - Constructor for class org.drip.sample.betafloatfloat.PrimericaFinancialServicesBreakdown
PrimericaFinancialServicesDetail - Class in org.drip.sample.betafixedfloat: PrimericaFinancialServicesDetail zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
PrimericaFinancialServicesDetail() - Constructor for class org.drip.sample.betafixedfloat.PrimericaFinancialServicesDetail
PrimericaFinancialServicesExplain - Class in org.drip.sample.allocation: PrimericaFinancialServicesExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.
PrimericaFinancialServicesExplain() - Constructor for class org.drip.sample.allocation.PrimericaFinancialServicesExplain
primeSensitivityMargin() - Method in class org.drip.simm.margin.RiskFactorAggregateIR: Retrieve the PRIME Sensitivity Margin Map
primeTenorDeltaRiskWeight() - Method in class org.drip.simm.parameters.BucketVegaSettingsIR: Retrieve the PRIME Tenor Delta Risk Weight
primeTenorMargin(BucketSensitivitySettingsIR) - Method in class org.drip.simm.product.BucketSensitivityIR: Generate the PRIME Tenor Sensitivity Margin Map
primeTenorRiskWeight() - Method in class org.drip.simm.parameters.BucketCurvatureSettingsIR
primeTenorRiskWeight() - Method in class org.drip.simm.parameters.BucketSensitivitySettingsIR: Retrieve the PRIME Tenor Risk Weight
primeTenorRiskWeight() - Method in class org.drip.simm.parameters.BucketVegaSettingsIR
primeTenorSensitivity() - Method in class org.drip.simm.product.BucketSensitivityIR: Retrieve the PRIME Risk Factor Tenor Sensitivity
primeTenorVegaRiskWeight() - Method in class org.drip.simm.parameters.BucketVegaSettingsIR: Retrieve the PRIME Tenor Vega Risk Weight
PrimeUtil - Class in org.drip.numerical.common: PrimeUtil implements Generic Prime Number Utility Functions.
PrimeUtil() - Constructor for class org.drip.numerical.common.PrimeUtil
PrimGenerator<V> - Class in org.drip.graph.mstgreedy: PrimGenerator implements the Prim's Algorithm for generating a Minimum Spanning Tree.
PrimGenerator(Directed<?>, boolean) - Constructor for class org.drip.graph.mstgreedy.PrimGenerator: PrimGenerator Constructor
primitive(Object) - Method in interface org.drip.service.jsonparser.ContentHandler: Receive notification of the JSON primitive values: java.lang.String, java.lang.Number, java.lang.Boolean null
PrimMaximumForestGenerator - Class in org.drip.sample.mst: PrimMaximumForestGenerator illustrates the Execution of the Prim Maximum Spanning Forest Algorithm.
PrimMaximumForestGenerator() - Constructor for class org.drip.sample.mst.PrimMaximumForestGenerator
PrimMinimumForestGenerator - Class in org.drip.sample.mst: PrimMinimumForestGenerator illustrates the Execution of the Prim Minimum Spanning Forest Algorithm.
PrimMinimumForestGenerator() - Constructor for class org.drip.sample.mst.PrimMinimumForestGenerator
principalComponent(double[][]) - Method in interface org.drip.numerical.eigenization.ComponentExtractor: Compute the Principal Component of the Specified Matrix
principalComponent(double[][]) - Method in class org.drip.numerical.eigenization.PowerIterationComponentExtractor
principalComponent(double[][]) - Method in class org.drip.numerical.eigenization.QREigenComponentExtractor
PrincipalComponent - Class in org.drip.sample.matrix: PrincipalComponent demonstrates how to generate the Principal eigenvalue and eigenvector for the Input Matrix.
PrincipalComponent() - Constructor for class org.drip.sample.matrix.PrincipalComponent
PrincipalComponentDynamics - Class in org.drip.sample.hjm: PrincipalComponentDynamics demonstrates the Construction and Usage of the PCA-Based Multi-Factor Gaussian Model Dynamics for the Evolution of the Instantaneous Forward Rate, the Price, and the Short Rate.
PrincipalComponentDynamics() - Constructor for class org.drip.sample.hjm.PrincipalComponentDynamics
PrincipalComponentQMDynamics - Class in org.drip.sample.hjm: PrincipalComponentQMDynamics demonstrates the Construction and Usage of the Principal Component Based Gaussian Model Dynamics for the Evolution of the Discount Factor Quantification Metrics - the Instantaneous Forward Rate, the LIBOR Forward Rate, the Shifted LIBOR Forward Rate, the Short Rate, the Compounded Short Rate, and the Price.
PrincipalComponentQMDynamics() - Constructor for class org.drip.sample.hjm.PrincipalComponentQMDynamics
principalCurrency() - Method in class org.drip.product.credit.BondComponent
principalCurrency() - Method in class org.drip.product.credit.CDSComponent
principalCurrency() - Method in interface org.drip.product.definition.BasketMarketParamRef: Get the Principal Currency
principalCurrency() - Method in class org.drip.product.definition.BasketProduct
principalCurrency() - Method in interface org.drip.product.definition.ComponentMarketParamRef: Get the Principal Currency
principalCurrency() - Method in class org.drip.product.fx.FXForwardComponent
principalCurrency() - Method in class org.drip.product.govvie.TreasuryFutures
principalCurrency() - Method in class org.drip.product.option.CDSEuropeanOption
principalCurrency() - Method in class org.drip.product.option.FixFloatEuropeanOption
principalCurrency() - Method in class org.drip.product.option.OptionComponent
principalCurrency() - Method in class org.drip.product.rates.FixFloatComponent
principalCurrency() - Method in class org.drip.product.rates.FloatFloatComponent
principalCurrency() - Method in class org.drip.product.rates.RatesBasket
principalCurrency() - Method in class org.drip.product.rates.SingleStreamComponent
principalDiscountHurdle(double) - Method in class org.drip.execution.principal.Almgren2003Estimator: Compute the Principal Discount Hurdle given the Information Ratio
principalEigenComponent() - Method in class org.drip.simm.foundation.RiskGroupPrincipalCovariance: Retrieve the Intra-Group Principal Eigen-Component
PrincipalFactorSequenceGenerator - Class in org.drip.sequence.random: PrincipalFactorSequenceGenerator implements the Principal Factors Based Multivariate Random Sequence Generator Functionality.
PrincipalFactorSequenceGenerator(UnivariateSequenceGenerator[], double[][], int) - Constructor for class org.drip.sequence.random.PrincipalFactorSequenceGenerator: PrincipalFactorSequenceGenerator Constructor
principalMeasure(double) - Method in class org.drip.execution.principal.GrossProfitEstimator: Generate R^1 Univariate Normal Gross Profit Distribution from the specified Principal Discount
Print1DArray(String, double[], boolean) - Static method in class org.drip.numerical.common.NumberUtil: Print the contents of the 1D array
Print1DArray(String, double[], int, boolean) - Static method in class org.drip.numerical.common.NumberUtil: Print the contents of the 1D array to the Specified Decimal Location
Print2DArray(String, double[][], boolean) - Static method in class org.drip.numerical.common.NumberUtil: Print the contents of the 2D array
Print2DArrayPair(String, String, double[][], double[][], boolean) - Static method in class org.drip.numerical.common.NumberUtil: Print the Contents of the 2D Array Pair
Print2DArrayTriplet(String, String, String, double[][], double[][], double[][], boolean) - Static method in class org.drip.numerical.common.NumberUtil: Print the Contents of the 2D Array Triplet
PrintMatrix(String, double[][]) - Static method in class org.drip.numerical.common.NumberUtil: Print the Matrix Contents
prior() - Method in class org.drip.execution.bayesian.PriorConditionalCombiner: Retrieve the Prior Drift Distribution Instance
prior() - Method in class org.drip.measure.bayesian.R1MultivariateConvolutionMetrics: Retrieve the Prior Distribution
prior() - Method in class org.drip.measure.bayesian.R1UnivariateConvolutionMetrics: Retrieve the R¹ Univariate Prior Distribution
PriorConditionalCombiner - Class in org.drip.execution.bayesian: PriorConditionalCombiner holds the Distributions associated with the Prior Drift and the Conditional Price Distributions.
PriorConditionalCombiner(PriorDriftDistribution, ConditionalPriceDistribution) - Constructor for class org.drip.execution.bayesian.PriorConditionalCombiner: PriorConditionalCombiner Constructor
PriorControlSpecification - Class in org.drip.portfolioconstruction.bayesian: PriorControlSpecification contains the Black Litterman Prior Specification Settings.
PriorControlSpecification(boolean, double, double) - Constructor for class org.drip.portfolioconstruction.bayesian.PriorControlSpecification: PriorControlSpecification Constructor
PriorDriftDistribution - Class in org.drip.execution.bayesian: PriorDriftDistribution holds the Prior Belief Distribution associated with the Directional Drift.
PriorDriftDistribution(double, double) - Constructor for class org.drip.execution.bayesian.PriorDriftDistribution: Construct an Instance of Prior Drift Distribution
priorityQueue() - Method in class org.drip.graph.heap.TimedCollection: Retrieve the Underlying Priority Queue
PriorityQueue<KEY extends java.lang.Comparable<KEY>,ITEM> - Class in org.drip.graph.heap: PriorityQueue exposes the Stubs of a Priority Queue's Operations.
PriorityQueue(boolean) - Constructor for class org.drip.graph.heap.PriorityQueue: PriorityQueue Constructor
PriorityQueueEntry<KEY,ITEM> - Class in org.drip.graph.heap: PriorityQueueEntry holds the Key/Value Pair of a Priority Queue Entry.
PriorityQueueEntry(KEY, ITEM) - Constructor for class org.drip.graph.heap.PriorityQueueEntry: PriorityQueueEntry Constructor
PriorityQueueTimeComplexity - Class in org.drip.sample.heap: PriorityQueueTimeComplexity illustrates the Asymptotic Estimates of the Priority Queue Time Complexity for Heap Based Implementations.
PriorityQueueTimeComplexity() - Constructor for class org.drip.sample.heap.PriorityQueueTimeComplexity
PriorPosteriorMetricsComparison - Class in org.drip.sample.idzorek: PriorPosteriorMetricsComparison reconciles the Prior-Posterior Black-Litterman Model Process Metrics generated using the Idzorek Model.
PriorPosteriorMetricsComparison() - Constructor for class org.drip.sample.idzorek.PriorPosteriorMetricsComparison
priorViewComponentArray() - Method in class org.drip.portfolioconstruction.bayesian.ProjectionExposure: Retrieve the Prior/View Joint Contribution Component Array
PRIVATE_BANKING - Static variable in class org.drip.capital.definition.Business: Private Banking Business
privateValuationObjective() - Method in class org.drip.oms.indifference.UtilityFunction: Retrieve the Agent's Private Valuation Function
PRO_RATA - Static variable in class org.drip.capital.allocation.EntityComponentAssignmentScheme: PRO-RATA Allocation Scheme
prob1() - Method in class org.drip.pricer.option.Greeks: The Prob 1 Term
prob2() - Method in class org.drip.pricer.option.Greeks: The Prob 2 Term
probability() - Method in class org.drip.capital.feed.CapitalUnitIdiosyncraticScenario: Retrieve the Scenario Probability
probability() - Method in class org.drip.capital.stress.EventSpecification: Retrieve the Probability of the Stress Event
probability(double) - Method in class org.drip.measure.discrete.R1Distribution: Retrieve the Probability of the Instance Occurrence
probabilityDown() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics: Retrieve the Probability of the Down Stochastic Shift
probabilityGeneratingFunction() - Method in class org.drip.measure.chisquare.R1Central
probabilityGeneratingFunction() - Method in class org.drip.measure.chisquare.R1CentralCLTProxy
probabilityGeneratingFunction() - Method in class org.drip.measure.chisquare.R1CentralFisherProxy
probabilityGeneratingFunction() - Method in class org.drip.measure.chisquare.R1WilsonHilferty
probabilityGeneratingFunction() - Method in class org.drip.measure.continuous.R1Univariate: Construct the Probability Generating Function
probabilityIntegralTransform() - Method in class org.drip.validation.evidence.TestStatisticAccumulator: Perform a Probability Integral Transform to generate the Test Statistic CDF Distribution
probabilityIntegralTransform() - Method in class org.drip.validation.hypothesis.ProbabilityIntegralTransformTest: Retrieve the ProbabilityIntegralTransform Instance
ProbabilityIntegralTransform - Class in org.drip.validation.hypothesis: ProbabilityIntegralTransform holds the PIT Distribution CDF of the Test-Statistic Response over the Outcome Instances.
ProbabilityIntegralTransform(Map<Double, Double>) - Constructor for class org.drip.validation.hypothesis.ProbabilityIntegralTransform: ProbabilityIntegralTransform Constructor
probabilityIntegralTransformArray() - Method in class org.drip.validation.evidence.Ensemble: Retrieve the Array of Probability Integral Transforms, one for each Test Statistic
ProbabilityIntegralTransformTest - Class in org.drip.validation.hypothesis: ProbabilityIntegralTransformTest implements Comparison Tests post a PIT Transform on the Hypothesis and/or Test Sample.
ProbabilityIntegralTransformTest(ProbabilityIntegralTransform) - Constructor for class org.drip.validation.hypothesis.ProbabilityIntegralTransformTest: ProbabilityIntegralTransformTest Constructor
probabilityIntegralTransformUnweighted() - Method in class org.drip.validation.distance.GapTestOutcome: Retrieve the Probability Integral Transform of the Raw Gap Losses
probabilityIntegralTransformWeighted() - Method in class org.drip.validation.distance.GapTestOutcome: Retrieve the Probability Integral Transform of the Weighted Gap Losses
probabilityMap() - Method in class org.drip.measure.discrete.R1Distribution: Retrieve the Discrete Probability Map
probabilityOfIndexAsMinimum(int) - Method in class org.drip.measure.exponential.RealizedMinimaR1RateDistribution: Calculate the Probability that the specified Index corresponds to the Realized Minimum
probabilityPlotCorrelationCoefficient() - Method in class org.drip.validation.quantile.QQTestOutcome: Compute the Probability Plot Correlation Coefficient (PPCC)
probabilityStay() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics: Retrieve the Probability of the No Shift
probabilityUp() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics: Retrieve the Probability of the Up Stochastic Shift
probEqualToZeroUpperBound() - Method in class org.drip.sequence.metrics.IntegerSequenceAgnosticMetrics: Retrieve the Upper Bound on Probability of X = 0
probGreaterThanZeroUpperBound() - Method in class org.drip.sequence.metrics.IntegerSequenceAgnosticMetrics: Retrieve the Upper Bound on Probability of X gt 0
probit(double) - Method in class org.drip.function.e2erf.ErrorFunctionInverse: Compute the Probit Value for the given p
probit(double) - Method in class org.drip.function.e2erfc.ErrorFunctionComplementInverse: Compute the Probit Value for the given p
Probit(double) - Static method in class org.drip.measure.gaussian.NormalQuadrature: Compute the Probit of the Distribution up to the specified p
procBasisDerivOrder() - Method in class org.drip.spline.basis.BSplineSequenceParams: Retrieve the Processed Basis Derivative Order
process(R1Multivariate, R1Multivariate, R1Multivariate) - Method in interface org.drip.measure.bayesian.R1MultivariateConvolutionEngine: Generate the Joint R^1 Multivariate Combined Distribution
process(R1Multivariate, R1Multivariate, R1Multivariate) - Method in class org.drip.measure.bayesian.R1MultivariateNormalConvolutionEngine
process(R1Univariate, R1Univariate, R1Univariate) - Method in interface org.drip.measure.bayesian.R1UnivariateConvolutionEngine: Generate the Joint R¹ Univariate Combined Distribution
process(FinalAllocationProcessControl) - Method in class org.drip.portfolioconstruction.postoptimization.FinalAllocationProcessor: Process the Holdings using the Settings into FinalAllocationProcessControl Instance
processCouponWindow(double, double) - Method in class org.drip.product.params.CouponSetting: Trim the component coupon if it falls outside the (optionally) specified coupon window.
processed() - Method in class org.drip.graph.shortestpath.AugmentedVertex: Indicate if the Vertex has been Processed
PROCESSED_CUBIC_RATIONAL - Static variable in class org.drip.spline.bspline.BasisHatPairGenerator: Processed Cubic Rational B Spline Basis Hat Phy and Psy
PROCESSED_TENSION_HYPERBOLIC - Static variable in class org.drip.spline.bspline.BasisHatPairGenerator: Processed Tension Hyperbolic B Spline Basis Hat Phy and Psy
ProcessedCubicRationalHatPair(String, double, double, double, int, double) - Static method in class org.drip.spline.bspline.BasisHatPairGenerator: Generate the array of the Cubic Rational Phy and Psy Hat Function Pair From their Raw Counterparts
processedHoldings() - Method in class org.drip.portfolioconstruction.postoptimization.FinalAllocationProcessor: Retrieve the Post-Processed Holdings
ProcessedHyperbolicTensionHatPair(double, double, double, int, double) - Static method in class org.drip.spline.bspline.BasisHatPairGenerator: Generate the array of the Hyperbolic Phy and Psy Hat Function Pair From their Raw Counterparts
ProcessFromFile(String[]) - Static method in class org.drip.sample.graphsearch.Connected: Process From File
ProcessInputForNULL(String, boolean) - Static method in class org.drip.service.common.StringUtil: Check the Input String to Check for NULL - and return it
product() - Method in class org.drip.capital.label.BusinessGrouping: Retrieve the Product
product(C1Cartesian) - Method in class org.drip.numerical.complex.C1Cartesian: Multiply the Input Cartesian C¹ with the current Instance
product(C1Cartesian) - Method in class org.drip.numerical.complex.C1Square: Compute the Product of the Input Matrix and the Complex Number
product(C1Square) - Method in class org.drip.numerical.complex.C1Square: Compute the Product with the other Square Matrix
product(R1Square) - Method in class org.drip.numerical.complex.C1Square: Compute the Product with the other Square Matrix
Product - Class in org.drip.capital.definition: Product maintains the C¹ Fixings for the Product Categorical Variate.
Product() - Constructor for class org.drip.capital.definition.Product
Product(double[][], double[]) - Static method in class org.drip.numerical.linearalgebra.R1MatrixUtil: Compute the Product of an Input Matrix and a Vector
Product(double[][], double[][]) - Static method in class org.drip.numerical.linearalgebra.R1MatrixUtil: Compute the Product of the input matrices
Product(double[][], C1Cartesian[][]) - Static method in class org.drip.numerical.complex.C1MatrixUtil: Compute the Product of the Input Matrices
Product(double[], double[][]) - Static method in class org.drip.numerical.linearalgebra.R1MatrixUtil: Compute the Product of an Input Vector and a Matrix
Product(C1Cartesian[][], double[][]) - Static method in class org.drip.numerical.complex.C1MatrixUtil: Compute the Product of the Input Matrices
Product(C1Cartesian[][], C1Cartesian) - Static method in class org.drip.numerical.complex.C1MatrixUtil: Compute the Product of the Input Matrix and the Complex Number
Product(C1Cartesian[][], C1Cartesian[][]) - Static method in class org.drip.numerical.complex.C1MatrixUtil: Compute the Product of the Input Matrices
productAddOn(Map<String, Double>) - Method in class org.drip.simm.estimator.AdditionalInitialMargin: Compute the Product Add On Estimate
productAddOnFactorMap() - Method in class org.drip.simm.estimator.AdditionalInitialMargin: Retrieve the Product Add-On Factor Map
ProductClassMargin - Class in org.drip.simm.estimator: ProductClassMargin holds the Initial Margin Estimates for a Single Product Class across the Six Risk Factors - Interest Rate, Credit Qualifying, Credit Non-Qualifying, Equity, Commodity, and FX.
ProductClassMargin(RiskClassAggregateIR, RiskClassAggregateCR, RiskClassAggregateCR, RiskClassAggregate, RiskClassAggregate, RiskClassAggregate) - Constructor for class org.drip.simm.estimator.ProductClassMargin: ProductClassMargin Constructor
ProductClassMultiplicativeScale - Class in org.drip.simm.common: ProductClassMultiplicativeScale holds the Multiplicative Scales Minimum/Default Values for the Four Product Classes - RatesFX, Credit, Equity, and Commodity.
ProductClassMultiplicativeScale() - Constructor for class org.drip.simm.common.ProductClassMultiplicativeScale
ProductClassSensitivity - Class in org.drip.simm.estimator: ProductClassSensitivity holds the multiple Risk Class Sensitivities for a single Product Class.
ProductClassSensitivity(RiskClassSensitivity, RiskClassSensitivity, RiskClassSensitivity, RiskClassSensitivityIR, RiskClassSensitivityCR, RiskClassSensitivityCR) - Constructor for class org.drip.simm.estimator.ProductClassSensitivity: ProductClassSensitivity Constructor
ProductClassSettings - Class in org.drip.simm.estimator: ProductClassSettings holds the Settings that govern the Generation of the ISDA SIMM Bucket Sensitivities across Individual Product Classes.
ProductClassSettings(RiskClassSensitivitySettings, RiskClassSensitivitySettings, RiskClassSensitivitySettings, RiskClassSensitivitySettingsIR, RiskClassSensitivitySettingsCR, RiskClassSensitivitySettingsCR, LabelCorrelation) - Constructor for class org.drip.simm.estimator.ProductClassSettings: ProductClassSettings Constructor
ProductDailyPnL - Class in org.drip.service.api: ProductDailyPnL contains the following daily measures computed:

1D Carry, Roll Down, Curve Shift, and Full Return PnL 3D Carry and Roll Down PnL 3M Carry and Roll Down PnL Current DV01

Module = Computational Core Module Library = Computation Support Project = Environment, Product/Definition Containers, and Scenario/State Manipulation APIs Package = Horizon Roll Attribution Service API
ProductDailyPnL(double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, int, int, double, double, double, double, double, double) - Constructor for class org.drip.service.api.ProductDailyPnL: ProductDailyPnL constructor
productFeatureOperatorNorm() - Method in class org.drip.learning.svm.DecisionFunctionOperatorBounds: Compute the Decision Function Entropy Number Upper Bound using the Product of the Feature Space's Norm for the Upper Bound of the Entropy Number and the Scaling Operator Norm
productID() - Method in class org.drip.param.quote.ProductTick: Retrieve the Product ID
ProductInfo(String, String) - Static method in class org.drip.market.exchange.DeliverableSwapFuturesContainer: Retrieve the Deliverable Swap Futures Info from the Currency and the Tenor
ProductMargin20 - Class in org.drip.sample.simm: ProductMargin20 illustrates the Computation of the ISDA SIMM 2.0 Product Margin for across a Group of Risk Factor Exposure Sensitivities.
ProductMargin20() - Constructor for class org.drip.sample.simm.ProductMargin20
ProductMargin21 - Class in org.drip.sample.simm: ProductMargin21 illustrates the Computation of the ISDA SIMM 2.1 Product Margin for across a Group of Risk Factor Exposure Sensitivities.
ProductMargin21() - Constructor for class org.drip.sample.simm.ProductMargin21
ProductMargin24 - Class in org.drip.sample.simm: ProductMargin24 illustrates the Computation of the ISDA SIMM 2.4 Product Margin for across a Group of Risk Factor Exposure Sensitivities.
ProductMargin24() - Constructor for class org.drip.sample.simm.ProductMargin24
ProductMultiMeasure - Class in org.drip.param.quote: ProductMultiMeasure holds the different types of quotes for a given component.
ProductMultiMeasure() - Constructor for class org.drip.param.quote.ProductMultiMeasure: Construct an empty instance of ProductMultiMeasure
ProductOfArrayExceptSelf(int[]) - Static method in class org.drip.service.common.ArrayUtil: Compute the Array of Product of Array Except Self
productQuote() - Method in class org.drip.param.quote.ProductTick: Retrieve the Product Quote
productQuote(String) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Product Quote
ProductQuote - Class in org.drip.param.definition: ProductQuote abstract class holds the different types of quotes for a given product.
ProductQuote() - Constructor for class org.drip.param.definition.ProductQuote
ProductQuoteSet - Class in org.drip.product.calib: ProductQuoteSet implements the Calibratable type-free Product Quote Shell.
ProductQuoteSet(LatentStateSpecification[]) - Constructor for class org.drip.product.calib.ProductQuoteSet: Product Quote Set Constructor
ProductTick - Class in org.drip.param.quote: ProductTick holds the tick related product parameters - it contains the product ID, the quote composite, the source, the counter party, and whether the quote can be treated as a mark.
ProductTick() - Constructor for class org.drip.param.quote.ProductTick: Empty ProductTick constructor
ProductTick(String, ProductQuote, String, String, boolean) - Constructor for class org.drip.param.quote.ProductTick: ProductTick constructor
profitabilityCategory() - Method in class org.drip.investing.engine.AssetSpecification: Retrieve the Profitability Category
ProfitabilityCategory - Class in org.drip.investing.factorspec: ProfitabilityCategory holds the Settings of the Profitability Factor Category.
ProfitabilityCategory() - Constructor for class org.drip.investing.factorspec.ProfitabilityCategory
ProfitabilityFactor - Class in org.drip.investing.riskindex: ProfitabilityFactor is the Implementation of the Profitability Factor.
ProfitabilityFactor(String, int, FactorPortfolio, FactorPortfolioRanker) - Constructor for class org.drip.investing.riskindex.ProfitabilityFactor: ProfitabilityFactor Constructor
progressCheck(int) - Method in class org.drip.graph.selection.IntroselectControl: Check if the Sufficient Progress has occurred
Project(double[], double[]) - Static method in class org.drip.numerical.linearalgebra.R1MatrixUtil: Project the Vector A along the Vector E
PROJECT_FINANCE - Static variable in class org.drip.capital.definition.Business: Project Finance Business
ProjectFinanceBreakdown - Class in org.drip.sample.betafloatfloat: ProjectFinanceBreakdown zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
ProjectFinanceBreakdown() - Constructor for class org.drip.sample.betafloatfloat.ProjectFinanceBreakdown
ProjectFinanceDetail - Class in org.drip.sample.betafixedfloat: ProjectFinanceDetail zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
ProjectFinanceDetail() - Constructor for class org.drip.sample.betafixedfloat.ProjectFinanceDetail
ProjectFinanceExplain - Class in org.drip.sample.allocation: ProjectFinanceExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.
ProjectFinanceExplain() - Constructor for class org.drip.sample.allocation.ProjectFinanceExplain
ProjectionCovariance(double[][], double) - Static method in class org.drip.portfolioconstruction.bayesian.MeucciViewUncertaintyParameterization: Generate the Projection Co-variance from the Scoping Co-variance and the Meucci Alpha Parameter
ProjectionCovariance(double[][], double[][], double) - Static method in class org.drip.measure.bayesian.ProjectionDistributionLoading: Generate the Projection Co-variance Matrix from the Confidence Level
projectionDistributionLoading(String) - Method in class org.drip.measure.bayesian.ScopingProjectionVariateDistribution: Retrieve the Named Projection Distribution Loading
ProjectionDistributionLoading - Class in org.drip.measure.bayesian: ProjectionDistributionLoading contains the Projection Distribution and its Loadings to the Scoping Distribution.
ProjectionDistributionLoading(R1Multivariate, double[][]) - Constructor for class org.drip.measure.bayesian.ProjectionDistributionLoading: ProjectionDistributionLoading Constructor
ProjectionExposure - Class in org.drip.portfolioconstruction.bayesian: ProjectionExposure holds the Projection Exposure Loadings that Weight the Exposure to the Projection Pick Portfolio.
ProjectionExposure(double[], double[], double[], double[][]) - Constructor for class org.drip.portfolioconstruction.bayesian.ProjectionExposure: ProjectionExposure Constructor
projectionExposureAttribution() - Method in class org.drip.portfolioconstruction.bayesian.BlackLittermanCombinationEngine: Compute the Exposure Loadings Attribution on a per-Projection Basis
ProjectionImpliedConfidenceLevel - Class in org.drip.sample.idzorek: ProjectionImpliedConfidenceLevel reconciles the Implied Confidence Black-Litterman Model Process Levels generated using the Idzorek Model.
ProjectionImpliedConfidenceLevel() - Constructor for class org.drip.sample.idzorek.ProjectionImpliedConfidenceLevel
ProjectionImpliedConfidenceOutput - Class in org.drip.portfolioconstruction.bayesian: ProjectionImpliedConfidenceOutput holds the Results of the Idzorek 2005 Black Litterman Intuitive Projection Confidence Level Estimation Run.
ProjectionImpliedConfidenceOutput(double[], BlackLittermanCustomConfidenceOutput, BlackLittermanOutput) - Constructor for class org.drip.portfolioconstruction.bayesian.ProjectionImpliedConfidenceOutput: ProjectionImpliedConfidenceOutput Constructor
ProjectionImpliedConfidenceTilt - Class in org.drip.sample.idzorek: ProjectionImpliedConfidenceTilt computes the Tilt induced on an Asset by a User-specified Confidence.
ProjectionImpliedConfidenceTilt() - Constructor for class org.drip.sample.idzorek.ProjectionImpliedConfidenceTilt
ProjectionInducedScopingDeviation(ScopingProjectionVariateDistribution, String) - Static method in class org.drip.measure.bayesian.TheilMixedEstimationModel: Compute the Projection Induced Scoping Mean Deviation
ProjectionInducedScopingDistribution(ScopingProjectionVariateDistribution, String, R1MultivariateNormal) - Static method in class org.drip.measure.bayesian.TheilMixedEstimationModel: Compute the Projection Induced Scoping Deviation Adjusted Mean
ProjectionInducedScopingMean(ScopingProjectionVariateDistribution, String) - Static method in class org.drip.measure.bayesian.TheilMixedEstimationModel: Compute the Projection Induced Scoping Deviation Adjusted Mean
ProjectionPrecisionMeanProduct(ScopingProjectionVariateDistribution, String) - Static method in class org.drip.measure.bayesian.TheilMixedEstimationModel: Compute the Projection Precision Mean Dot Product Array
ProjectionSpaceAssetCovariance(ScopingProjectionVariateDistribution, String) - Static method in class org.drip.measure.bayesian.TheilMixedEstimationModel: Compute the Projection Space Asset Co-variance
ProjectionSpaceScopingCovariance(ScopingProjectionVariateDistribution, String) - Static method in class org.drip.measure.bayesian.TheilMixedEstimationModel: Generate the Projection Space Scoping Co-variance
ProjectionSpaceScopingDifferential(ScopingProjectionVariateDistribution, String) - Static method in class org.drip.measure.bayesian.TheilMixedEstimationModel: Generate the Projection Space Projection-Scoping Mean Differential
ProjectionSpaceScopingMean(ScopingProjectionVariateDistribution, String) - Static method in class org.drip.measure.bayesian.TheilMixedEstimationModel: Generate the Projection Space Scoping Mean
ProjectionSpecification - Class in org.drip.portfolioconstruction.bayesian: ProjectionSpecification contains the Black Litterman Projection Specification Settings.
ProjectionSpecification(R1MultivariateNormal, double[][]) - Constructor for class org.drip.portfolioconstruction.bayesian.ProjectionSpecification: ProjectionSpecification Constructor
PropertiesParser - Class in org.drip.feed.loader: PropertiesParser contains the functionality to load the Field/Value Sets from the Field=Value Format.
PropertiesParser(String) - Constructor for class org.drip.feed.loader.PropertiesParser: Properties Parser Constructor
proportional() - Method in class org.drip.numerical.estimation.R2ToR1Series: Indicate if the R^x To R¹ Series Expansion Term is Proportional
proportional() - Method in class org.drip.numerical.estimation.RkToR1Series: Indicate if the R^x To R¹ Series Expansion Term is Proportional
proportionalPriceIncrement(int, int, double, int) - Method in class org.drip.dynamics.hjm.MultiFactorStateEvolver: Compute the Proportional Price Increment given the View Date, the Target Date, the Short Rate, and the View Time Increment
proRata() - Method in class org.drip.capital.allocation.EntityComponentElasticityAttribution: Retrieve the Pro-Rata Attribution
proRata() - Method in class org.drip.capital.allocation.EntityElasticityAttribution: Retrieve the Pro-Rata Beta Capital Component
proxyManifestMeasure(String, int) - Method in class org.drip.state.discount.MergedDiscountForwardCurve: Proxy the Manifest Measure Value using the Closest Node for the given Date
PS_RATIO - Static variable in class org.drip.investing.riskindex.ValueFactorMetrics: P/S Ratio
pSeriesGenerator() - Method in class org.drip.specialfunction.lanczos.ASeriesGenerator: Retrieve the P Series Generator
PSeriesGenerator - Class in org.drip.specialfunction.lanczos: PSeriesGenerator generates the Terms of the Lanczos P Series.
PSeriesGenerator(PSeriesTerm, TreeMap<Integer, Double>, double[][]) - Constructor for class org.drip.specialfunction.lanczos.PSeriesGenerator: PSeriesGenerator Constructor
PSeriesSequence - Class in org.drip.sample.lanczos: PSeriesSequence illustrates the Generation of the Lanczos P Series for different Values of the g Control.
PSeriesSequence() - Constructor for class org.drip.sample.lanczos.PSeriesSequence
PSeriesTerm - Class in org.drip.specialfunction.lanczos: PSeriesTerm holds a Single Term of the Lanczos P Series.
PSeriesTerm(int) - Constructor for class org.drip.specialfunction.lanczos.PSeriesTerm: PSeriesTerm Constructor
PseudoPolynomialDP - Class in org.drip.graph.subarray: PseudoPolynomialDP implements the Sub-set Sum Check using a Pseudo-Polynomial Time Dynamic Programming Scheme.
PseudoPolynomialDP(int[], int) - Constructor for class org.drip.graph.subarray.PseudoPolynomialDP: PseudoPolynomialDP Constructor
PseudoPolynomialSubsetSum - Class in org.drip.sample.subarray: PseudoPolynomialSubsetSum illustrates the Dynamic Programming Based Maximum Sequential Sub-array Sum Algorithm.
PseudoPolynomialSubsetSum() - Constructor for class org.drip.sample.subarray.PseudoPolynomialSubsetSum
psi() - Method in class org.drip.numerical.complex.C1CartesianPhiPsiThetaDelta: Retrieve Psi
PSRatio(FactorPortfolio, FactorPortfolioRanker) - Method in class org.drip.investing.riskindex.ValueFactor: Build a Value Factor Instance based off of the P/S Ratio Metric
PTEHoliday - Class in org.drip.analytics.holset: PTEHoliday holds the PTE Holidays.
PTEHoliday() - Constructor for class org.drip.analytics.holset.PTEHoliday: PTEHoliday Constructor
publicationLag() - Method in class org.drip.market.definition.OvernightIndex: Retrieve the Index Publication Lag
Puducherry - Class in org.drip.sample.bondmetrics: Puducherry generates the Full Suite of Replication Metrics for Bond Puducherry.
Puducherry() - Constructor for class org.drip.sample.bondmetrics.Puducherry
Pune - Class in org.drip.sample.bondmetrics: Pune generates the Full Suite of Replication Metrics for Bond Pune.
Pune() - Constructor for class org.drip.sample.bondmetrics.Pune
put(String, V) - Method in class org.drip.analytics.support.CaseInsensitiveHashMap
put(String, V) - Method in class org.drip.analytics.support.CaseInsensitiveTreeMap
Put(String, String, long) - Static method in class org.drip.service.env.CacheManager: The Put Method adds a Key/Value Pair to the In-Memory KV Store
putable() - Method in class org.drip.product.credit.BondComponent
putable() - Method in class org.drip.product.definition.Bond: Indicate if the bond is putable
PutGreeks - Class in org.drip.pricer.option: PutGreeks contains the Sensitivities generated during the Put Option Pricing Run.
PutGreeks(double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double) - Constructor for class org.drip.pricer.option.PutGreeks: The PutGreeks Constructor
Putian - Class in org.drip.sample.bondeos: Putian demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Putian.
Putian() - Constructor for class org.drip.sample.bondeos.Putian
putMetrics(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double, GovvieBuilderSettings, DiffusionEvolver, int) - Method in class org.drip.product.credit.BondComponent: Generate the EOS Putable Option Adjusted Metrics
putPriceFromParity() - Method in class org.drip.pricer.option.PutGreeks: The Put Option Price Computed from the Put-Call Parity Relation
putSchedule() - Method in class org.drip.product.credit.BondComponent
putSchedule() - Method in class org.drip.product.definition.Bond: Return the bond's embedded put schedule
Puyang - Class in org.drip.sample.bondeos: Puyang demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Puyang.
Puyang() - Constructor for class org.drip.sample.bondeos.Puyang
pv() - Method in class org.drip.analytics.output.BondCouponMeasures: Retrieve the PV
pv() - Method in class org.drip.product.calib.DepositComponentQuoteSet: Retrieve the PV
pv() - Method in class org.drip.product.calib.FixedStreamQuoteSet: Retrieve the PV
pv() - Method in class org.drip.product.calib.FixFloatQuoteSet: Retrieve the PV
pv() - Method in class org.drip.product.calib.FloatFloatQuoteSet: Retrieve the PV
pv() - Method in class org.drip.product.calib.FloatingStreamQuoteSet: Retrieve the PV
pv() - Method in class org.drip.product.calib.StreamQuoteSet: Retrieve the PV
pv(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.credit.BondComponent
pv(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.credit.CDSComponent
pv(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.definition.Component: Compute the PV for the specified Market Parameters
pv(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.fra.FRAStandardCapFloor
pv(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.fra.FRAStandardCapFloorlet
pv(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.fx.FXForwardComponent
pv(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.govvie.TreasuryFutures
pv(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.option.CDSEuropeanOption
pv(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.option.FixFloatEuropeanOption
pv(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.rates.FixFloatComponent
pv(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.rates.FloatFloatComponent
pv(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.rates.RatesBasket
pv(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.rates.SingleStreamComponent
pv(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.rates.Stream: Compute the PV for the specified Market Parameters
pValue(double) - Method in class org.drip.validation.hypothesis.ProbabilityIntegralTransform: Compute the p-Value corresponding to the Test Statistic Instance
pValueCumulativeArray() - Method in class org.drip.validation.hypothesis.HistogramTestOutcome: Retrieve the Array of Cumulative p-Values
pValueIncrementalArray() - Method in class org.drip.validation.hypothesis.HistogramTestOutcome: Retrieve the Array of Incremental p-Values
pValueTestStatisticMap() - Method in class org.drip.validation.hypothesis.ProbabilityIntegralTransform: Retrieve the p Value - Test Statistic Map
pValueThreshold() - Method in class org.drip.validation.hypothesis.HistogramTestSetting: Retrieve the Histogram Test p-Value Threshold
PYKHTIN_2009_EMPIRICAL_CEILING_FACTOR - Static variable in class org.drip.exposure.regression.LocalVolatilityGenerationControl: The Pyhktin (2009) Empirical Ceiling Factor
PYKHTIN_2009_EMPIRICAL_FLOOR - Static variable in class org.drip.exposure.regression.LocalVolatilityGenerationControl: The Pyhktin (2009) Empirical Floor
PykhtinBrownianBridgeSegment - Class in org.drip.exposure.regression: PykhtinBrownianBridgeSegment generates the Segment Regression Based Exposures off of the corresponding Pillar Vertexes using the Pykhtin (2009) Scheme.
PykhtinBrownianBridgeSegment(PillarVertex, PillarVertex, R1ToR1) - Constructor for class org.drip.exposure.regression.PykhtinBrownianBridgeSegment: PykhtinBrownianBridgeSegment Constructor
PykhtinBrownianBridgeStretch - Class in org.drip.exposure.regression: PykhtinBrownianBridgeStretch generates the Regression Based Path Exposures off of the Pillar Vertexes using the Pykhtin (2009) Scheme.
PykhtinBrownianBridgeStretch(Map<Integer, Double>, Map<Integer, R1ToR1>) - Constructor for class org.drip.exposure.regression.PykhtinBrownianBridgeStretch: PykhtinBrownianBridgeStretch Constructor
PykhtinPillar - Class in org.drip.exposure.regression: PykhtinPillar holds the Details of the Pillar Vertex Realization Point - the Realization Value, the Order Index, the CDF, the Transform Variate, and the Local Volatility - in accordance with the Pykhtin (2009) Scheme.
PykhtinPillar(double, int, double, double, double) - Constructor for class org.drip.exposure.regression.PykhtinPillar: PykhtinPillar Constructor
PykhtinPillarDynamics - Class in org.drip.exposure.regression: PykhtinPillarDynamics generates the Dynamics off of the Pillar Vertex Exposure Realizations to be used in eventual Exposure Regression using the Pykhtin (2009) Scheme.

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