Q-Index

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Q

q() - Method in class org.drip.dynamics.process.R1ProbabilityDensityFunctionCIR: Retrieve "q"
q() - Method in class org.drip.graph.core.CompleteBipartite: Retrieve Q
q() - Method in class org.drip.numerical.decomposition.QR: Retrieve Q
q() - Method in class org.drip.numerical.matrixnorm.EntryWiseEvaluator: Retrieve the q Norm
q() - Method in class org.drip.specialfunction.ode.HilleQForm2F1: Retrieve the Q Form Function
q(double) - Method in class org.drip.function.e2erf.ErrorFunction: Compute the Q Value for the given X
q(double) - Method in class org.drip.function.e2erfc.ErrorFunctionComplement: Compute the Q Value for the given X
QEFHoliday - Class in org.drip.analytics.holset: QEFHoliday holds the QEF Holidays.
QEFHoliday() - Constructor for class org.drip.analytics.holset.QEFHoliday: QEFHoliday Constructor
Qidong - Class in org.drip.sample.bondeos: Qidong demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Qidong.
Qidong() - Constructor for class org.drip.sample.bondeos.Qidong
Qingdao - Class in org.drip.sample.bondeos: Qingdao demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Qingdao.
Qingdao() - Constructor for class org.drip.sample.bondeos.Qingdao
Qinghuangdao - Class in org.drip.sample.bondeos: Qinghuangdao demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Qinghuangdao.
Qinghuangdao() - Constructor for class org.drip.sample.bondeos.Qinghuangdao
Qiqihar - Class in org.drip.sample.bondeos: Qiqihar demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Qiqihar.
Qiqihar() - Constructor for class org.drip.sample.bondeos.Qiqihar
qm(LatentStateLabel, String) - Method in class org.drip.dynamics.evolution.LSQMCurveSnapshot: Retrieve the specified Latent State Quantification Metric Curve
qm(LatentStateLabel, String) - Method in class org.drip.dynamics.evolution.LSQMPointRecord: Retrieve the specified Quantification Metric Value
qncq() - Method in class org.drip.optimization.constrained.RegularityConditions: Retrieve the QNCQ Constraint Qualifier
qqTest(ProbabilityIntegralTransform, PlottingPositionGenerator) - Method in class org.drip.validation.hypothesis.ProbabilityIntegralTransformTest: Run the Quantile-Quantile Test
QQTest1 - Class in org.drip.sample.quantile: QQTest1 compares the Order Statistics between 2 Similar Normal Distributions using the Filliben (1975) Mean Based Plotting Position Generator.
QQTest1() - Constructor for class org.drip.sample.quantile.QQTest1
QQTest2 - Class in org.drip.sample.quantile: QQTest2 compares the Order Statistics between 2 Similar Normal Distributions using the Filliben (1975) Median Based Plotting Position Generator.
QQTest2() - Constructor for class org.drip.sample.quantile.QQTest2
QQTest3 - Class in org.drip.sample.quantile: QQTest3 compares the Order Statistics between 2 Similar Normal Distributions using the Bernard Bos Levenbach (1953) Mean Based Plotting Position Generator.
QQTest3() - Constructor for class org.drip.sample.quantile.QQTest3
QQTest4 - Class in org.drip.sample.quantile: QQTest4 compares the Order Statistics between 2 Similar Normal Distributions using the NIST (2013) Mean Based Plotting Position Generator.
QQTest4() - Constructor for class org.drip.sample.quantile.QQTest4
QQTest5 - Class in org.drip.sample.quantile: QQTest5 compares the Order Statistics between 2 Similar Normal Distributions using the Filliben (1975) Mean Based Plotting Position Generator.
QQTest5() - Constructor for class org.drip.sample.quantile.QQTest5
QQTestOutcome - Class in org.drip.validation.quantile: QQTestOutcome holds the Elements of the QQ Vertexes that come from a QQ Plot Run.
QQTestOutcome(QQVertex[]) - Constructor for class org.drip.validation.quantile.QQTestOutcome: QQTestOutcome Constructor
QQVertex - Class in org.drip.validation.quantile: QQVertex holds the Elements in a single QQ Vertex - the Plotting Position and the Expected Order Statistics.
QQVertex(PlottingPosition, double, double) - Constructor for class org.drip.validation.quantile.QQVertex: QQVertex Constructor
qqVertexArray() - Method in class org.drip.validation.quantile.QQTestOutcome: Retrieve the Array of Q-Q Vertexes
QR - Class in org.drip.numerical.decomposition: QR holds the Results of QR Decomposition - viz., the Q and the R Matrices.
QR(double[][], double[][]) - Constructor for class org.drip.numerical.decomposition.QR: QR Constructor
qrDecomposition() - Method in class org.drip.numerical.matrix.R1Square: Generate the QR Decomposition of the Square Matrix
QRDecomposition - Class in org.drip.sample.matrix: QRDecomposition demonstrates the technique to perform a QR Decomposition of the Input Square Matrix into an Orthogonal and an Upper Triangular Counterparts.
QRDecomposition() - Constructor for class org.drip.sample.matrix.QRDecomposition
QRDecomposition(double[][]) - Static method in class org.drip.numerical.linearalgebra.R1MatrixUtil: Perform a QR Decomposition on the Input Matrix
QREigenComponentExtractor - Class in org.drip.numerical.eigenization: QREigenComponentExtractor extracts the Eigenvalues and Eigenvectors using QR Decomposition.
QREigenComponentExtractor(int) - Constructor for class org.drip.numerical.eigenization.QREigenComponentExtractor: QREigenComponentExtractor Constructor
QRGrahamSchmidtOrthogonalization(double[][]) - Static method in class org.drip.numerical.linearalgebra.R1MatrixUtil: Orthogonalize the Specified Matrix Using the QR Graham-Schmidt Method
QRGrahamSchmidtOrthonormalization(double[][]) - Static method in class org.drip.numerical.linearalgebra.R1MatrixUtil: Orthonormalize the Specified Matrix Using the QR Graham-Schmidt Method
qSolutionArray() - Method in class org.drip.numerical.linearsolver.ShermanMorrisonScheme: Compute the Q Solution Array
QUADRATIC_INTERPOLATION - Static variable in class org.drip.function.r1tor1solver.VariateIteratorPrimitive: Quadratic Interpolation
QuadraticInterpolation(double, double, double, double, double, double) - Static method in class org.drip.function.r1tor1solver.VariateIteratorPrimitive: Iterate for the next variate using quadratic interpolation
QuadraticMeanVarianceOptimizer - Class in org.drip.portfolioconstruction.allocator: QuadraticMeanVarianceOptimizer builds an Optimal Portfolio Based on MPT Using the Asset Pool Statistical Properties using a Quadratic Optimization Function and Equality Constraints (if any).
QuadraticMeanVarianceOptimizer() - Constructor for class org.drip.portfolioconstruction.allocator.QuadraticMeanVarianceOptimizer: Empty QuadraticMeanVarianceOptimizer Constructor
QuadraticPolynomialReciprocalSum1(R1ToR1) - Static method in class org.drip.specialfunction.property.DigammaSaddlePointEqualityLemma: Construct the First Quadratic Polynomial Reciprocal Sum Verifier
QuadraticPolynomialReciprocalSum2(R1ToR1) - Static method in class org.drip.specialfunction.property.DigammaSaddlePointEqualityLemma: Construct the Second Quadratic Polynomial Reciprocal Sum Verifier
QuadraticPolynomialReciprocalSumProperty1 - Class in org.drip.sample.digamma: QuadraticPolynomialReciprocalSumProperty1 demonstrates the First Quadratic Polynomial Sum Property of the Digamma Saddle Points.
QuadraticPolynomialReciprocalSumProperty1() - Constructor for class org.drip.sample.digamma.QuadraticPolynomialReciprocalSumProperty1
QuadraticPolynomialReciprocalSumProperty2 - Class in org.drip.sample.digamma: QuadraticPolynomialReciprocalSumProperty2 demonstrates the Second Quadratic Polynomial Sum Property of the Digamma Saddle Points.
QuadraticPolynomialReciprocalSumProperty2() - Constructor for class org.drip.sample.digamma.QuadraticPolynomialReciprocalSumProperty2
QuadraticRationalShapeControl - Class in org.drip.function.r1tor1custom: QuadraticRationalShapeControl implements the deterministic rational shape control functionality on top of the estimator basis splines inside - [0,...,1) - Globally [x_0,...,x_1):

y = 1 / [1 + lambda * x * (1-x)]

where is the normalized ordinate mapped as

x ==== (x - x_i-1) / (x_i - x_i-1)

Module = Computational Core Module Library = Numerical Analysis Library Project = R^d To R^d Function Analysis Package = Built-in R¹ To R¹ Custom Functions
QuadraticRationalShapeControl(double) - Constructor for class org.drip.function.r1tor1custom.QuadraticRationalShapeControl: QuadraticRationalShapeControl constructor
QuadraticReciprocalSum(R1ToR1) - Static method in class org.drip.specialfunction.property.DigammaSaddlePointEqualityLemma: Construct the Quadratic Reciprocal Sum Verifier
QuadraticReciprocalSumProperty - Class in org.drip.sample.digamma: QuadraticReciprocalSumProperty demonstrates the Quadratic Sum Property of the Digamma Saddle Points.
QuadraticReciprocalSumProperty() - Constructor for class org.drip.sample.digamma.QuadraticReciprocalSumProperty
quadraticResampler() - Method in class org.drip.measure.discrete.CorrelatedPathVertexDimension: Retrieve the Quadratic Resampler Instance
QuadraticResampler - Class in org.drip.measure.discrete: QuadraticResampler Quadratically Re-samples the Input Points to Convert it to a Standard Normal.
QuadraticResampler(boolean, boolean) - Constructor for class org.drip.measure.discrete.QuadraticResampler: QuadraticResampler Constructor
QuadraticThreeSum - Class in org.drip.sample.subarray: QuadraticThreeSum implements the Check that indicates if the Set of Numbers contains 3 that Sum to Zero using Quadratic Time Schemes.
QuadraticThreeSum() - Constructor for class org.drip.sample.subarray.QuadraticThreeSum
quadratureCount() - Method in class org.drip.numerical.estimation.R1ToR1IntegrandEstimator: Retrieve the Quadrature Count
quadratureCount() - Method in class org.drip.specialfunction.bessel.FirstSchlafliIntegralEstimator: Retrieve the Quadrature Count
quadratureCount() - Method in class org.drip.specialfunction.bessel.ModifiedFirstIntegralEstimator: Retrieve the Quadrature Count
quadratureCount() - Method in class org.drip.specialfunction.bessel.ModifiedSecondIntegralEstimator: Retrieve the Quadrature Count
quadratureCount() - Method in class org.drip.specialfunction.bessel.SecondWatsonIntegralEstimator: Retrieve the Quadrature Count
quadratureCount() - Method in class org.drip.specialfunction.beta.IncompleteIntegrandEstimator: Retrieve the Quadrature Count
quadratureCount() - Method in class org.drip.specialfunction.beta.IntegrandEstimator: Retrieve the Quadrature Count
quadratureCount() - Method in class org.drip.specialfunction.hypergeometric.EulerQuadratureEstimator: Retrieve the Quadrature Count
QuadratureEstimate - Class in org.drip.numerical.integration: QuadratureEstimate contains the Estimate of the Integrand Quadrature and its corresponding Error.
QuadratureEstimate(double, double) - Constructor for class org.drip.numerical.integration.QuadratureEstimate: QuadratureEstimate Constructor
QuadratureEstimator - Class in org.drip.numerical.integration: QuadratureEstimator estimates an Integrand Quadrature using the Array of Transformed Quadrature Abscissa and their corresponding Weights.
QuadratureEstimator(AbscissaTransform, Array2D) - Constructor for class org.drip.numerical.integration.QuadratureEstimator: QuadratureEstimator Constructor
quadratureScale() - Method in class org.drip.numerical.integration.AbscissaTransform: Retrieve the Quadrature Scale
QualifyingBucketSet() - Static method in class org.drip.simm.credit.CRThresholdContainer20: Retrieve the Credit Risk Qualifying Threshold Bucket Set
QualifyingBucketSet() - Static method in class org.drip.simm.credit.CRThresholdContainer21: Retrieve the Credit Risk Qualifying Threshold Bucket Set
QualifyingBucketSet() - Static method in class org.drip.simm.credit.CRThresholdContainer24: Retrieve the Credit Risk Qualifying Threshold Bucket Set
QualifyingThreshold(int) - Static method in class org.drip.simm.credit.CRThresholdContainer20: Retrieve the Credit Risk Qualifying Threshold Instance identified by the Bucket Number
QualifyingThreshold(int) - Static method in class org.drip.simm.credit.CRThresholdContainer21: Retrieve the Credit Risk Qualifying Threshold Instance identified by the Bucket Number
QualifyingThreshold(int) - Static method in class org.drip.simm.credit.CRThresholdContainer24: Retrieve the Credit Risk Qualifying Threshold Instance identified by the Bucket Number
quality() - Method in class org.drip.simm.credit.CRBucket: Retrieve the SIMM Credit Quality
QUANTIFICATION_METRIC_FORWARD_RATE - Static variable in class org.drip.state.basis.BasisCurve: Basis Latent State Quantification Metric - Discount Factor
QUANTIFICATION_METRIC_REPO_RATE - Static variable in class org.drip.state.repo.RepoCurve: Basis Latent State Quantification Metric - Discount Factor
quantile() - Method in class org.drip.validation.quantile.PlottingPosition: Retrieve the Order Statistic Quantile
quantile(double) - Method in class org.drip.measure.continuous.R1ParetoDistribution
quantile(double) - Method in class org.drip.measure.continuous.R1Univariate: Retrieve the Quantile Variate of the Distribution
quantile(double) - Method in class org.drip.measure.exponential.R1RateDistribution
quantileLoading(double) - Method in class org.drip.validation.distance.ImportanceWeight: Retrieve the Importance Weight Loading given the Quantile
quantity() - Method in class org.drip.portfolioconstruction.core.AssetPosition: Retrieve the Asset Quantity
QUANTITY - Static variable in class org.drip.portfolioconstruction.optimizer.Unit: Constraint Unit - QUANTITY
quantityMap() - Method in class org.drip.portfolioconstruction.composite.Holdings: Retrieve the Map of Holdings Amount
Quanzhou - Class in org.drip.sample.bondeos: Quanzhou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Quanzhou.
Quanzhou() - Constructor for class org.drip.sample.bondeos.Quanzhou
QuarticPolynomialBasisCurve(String, JulianDate, ForwardLabel, ForwardLabel, boolean, String[], double[]) - Static method in class org.drip.state.creator.ScenarioBasisCurveBuilder: Create an Instance of the Quartic Polynomial Splined Basis Curve
QuarticPolynomialCurve(String, JulianDate, String, String, int[], double[]) - Static method in class org.drip.state.creator.ScenarioGovvieCurveBuilder: Create an Instance of the Quartic Polynomial Splined Govvie Yield Curve
QuarticPolynomialCurve(String, JulianDate, CurrencyPair, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioFXCurveBuilder: Create an Instance of the Quartic Polynomial Splined FX Forward Curve
QuarticPolynomialDiscountCurve(String, JulianDate, String, int[], double[]) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder: Create an Instance of the Quartic Polynomial Splined DF Discount Curve
QuarticPolynomialRepoCurve(String, JulianDate, Component, int[], double[]) - Static method in class org.drip.state.creator.ScenarioRepoCurveBuilder: Create an Instance of the Quartic Polynomial Splined Repo Curve
QuarticPolynomialTermStructure(String, JulianDate, String, String[], double[]) - Static method in class org.drip.state.creator.ScenarioDeterministicVolatilityBuilder: Construct the Deterministic Volatility Term Structure Instance based off of a Quartic Polynomial Spline
QuarticPolynomialTermStructure(String, JulianDate, String, String[], double[]) - Static method in class org.drip.state.creator.ScenarioTermStructureBuilder: Construct a Term Structure Instance based off of a Quartic Polynomial Spline
QuarticPolynomialWireSurface(String, JulianDate, String, double[], String[], double[][]) - Static method in class org.drip.state.creator.ScenarioMarketSurfaceBuilder: Construct a Scenario Market Surface off of Quartic Polynomial Wire Spline and Quartic Polynomial Surface Spline.
QuarticReciprocalSum(R1ToR1) - Static method in class org.drip.specialfunction.property.DigammaSaddlePointEqualityLemma: Construct the Quartic Reciprocal Sum Verifier
QuarticReciprocalSumProperty - Class in org.drip.sample.digamma: QuarticReciprocalSumProperty demonstrates the Quartic Sum Property of the Digamma Saddle Points.
QuarticReciprocalSumProperty() - Constructor for class org.drip.sample.digamma.QuarticReciprocalSumProperty
QueueReconstructionByHeight(int[][]) - Static method in class org.drip.service.common.ArrayUtil: A Random list of people standing in a queue.
QuickSelector<K extends java.lang.Comparable<K>> - Class in org.drip.graph.selection: QuickSelector implements the Hoare's QuickSelect Algorithm.
QuickSelector(K[], boolean, IntroselectControl) - Constructor for class org.drip.graph.selection.QuickSelector: QuickSelector Constructor
Qujing - Class in org.drip.sample.bondeos: Qujing demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Qujing.
Qujing() - Constructor for class org.drip.sample.bondeos.Qujing
quote() - Method in class org.drip.feed.loader.TenorQuote: Retrieve the Closing Quote
quote(String) - Method in class org.drip.param.definition.ProductQuote: Get the Quote for the given Field
quote(String) - Method in class org.drip.param.quote.ProductMultiMeasure
Quote - Class in org.drip.param.definition: Quote interface contains the stubs corresponding to a product quote.
Quote() - Constructor for class org.drip.param.definition.Quote
QUOTE_REFERENCE_INDEX_AUD_BOND_FUTURES_STYLE - Static variable in class org.drip.market.exchange.TreasuryFuturesSettle: Settle Quote Type - Uses a Reference Index Based off of Conversion Factor Computed AUD Bond Futures Style
QUOTE_REFERENCE_INDEX_CONVERSION_FACTOR - Static variable in class org.drip.market.exchange.TreasuryFuturesSettle: Settle Quote Type - Uses a Reference Index Based off of Conversion Factor
QUOTE_REFERENCE_INDEX_FLAT - Static variable in class org.drip.market.exchange.TreasuryFuturesSettle: Settle Quote Type - AUD Bank Bill Type - Uses a Flat Reference Index
QuoteBuilder - Class in org.drip.param.creator: QuoteBuilder contains the quote builder object.
QuoteBuilder() - Constructor for class org.drip.param.creator.QuoteBuilder
quoteCcy() - Method in class org.drip.product.params.CurrencyPair: Get the quote currency
QuoteConvention - Class in org.drip.product.params: QuoteConvention contains the Component Market Convention Parameters - the quote convention, the calculation type, the first settle date, and the redemption amount.
QuoteConvention(ValuationCustomizationParams, String, int, double, int, String, int) - Constructor for class org.drip.product.params.QuoteConvention: Construct the QuoteConvention object from the valuation Customization Parameters, the calculation type, the first settle date, and the redemption value.
QuotedSpreadInterpreter - Class in org.drip.param.quoting: QuotedSpreadInterpreter holds the fields needed to interpret a Quoted Spread Quote.
QuotedSpreadInterpreter(String, double) - Constructor for class org.drip.param.quoting.QuotedSpreadInterpreter: QuotedSpreadInterpreter constructor
quoteMap() - Method in class org.drip.analytics.input.BootCurveConstructionInput
quoteMap() - Method in interface org.drip.analytics.input.CurveConstructionInputSet: Retrieve the Calibration Quote Map
quoteMap() - Method in class org.drip.analytics.input.LatentStateShapePreservingCCIS
quoteMap() - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Full Set of Quotes
quotes() - Method in class org.drip.service.api.FixFloatFundingInstrument: Retrieve the Array of Quotes
Quotient2(int, int) - Static method in class org.drip.numerical.common.NumberUtil: Given two integers dividend and divisor, divide two integers without using multiplication, division, and mod operator.
quotingParameter() - Method in class org.drip.analytics.input.BootCurveConstructionInput
quotingParameter() - Method in interface org.drip.analytics.input.CurveConstructionInputSet: Retrieve the Quoting Parameter
quotingParameter() - Method in class org.drip.analytics.input.LatentStateShapePreservingCCIS
qySolver() - Method in class org.drip.numerical.linearsolver.ShermanMorrisonScheme: Compute the Solution Array based on Q/Y Scheme

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