Index

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

R

r() - Method in class org.drip.graph.softheap.ApproximatePriorityQueue

Retrieve the R Parameter

r() - Method in class org.drip.graph.softheap.KaplanZwickBinaryNode

Retrieve the R Parameter

r() - Method in class org.drip.graph.softheap.KaplanZwickPriorityQueue

Retrieve the R Parameter

r() - Method in class org.drip.numerical.linearalgebra.QR

Retrieve R

r0() - Method in class org.drip.dynamics.process.R1ProbabilityDensityFunctionCIR

Retrieve the Starting Value for r

R0ToR1Series - Class in org.drip.numerical.estimation

R0ToR1Series generates a Series of Weighted Numerical R⁰ To R¹ Terms.

R0ToR1Series(R0ToR1SeriesTerm, boolean, TreeMap<Integer, Double>, boolean) - Constructor for class org.drip.numerical.estimation.R0ToR1Series

R0ToR1Series Constructor

r0Tor1SeriesTerm() - Method in class org.drip.numerical.estimation.R0ToR1Series

Retrieve the R⁰ To R¹ Series Term

R0ToR1SeriesTerm - Interface in org.drip.numerical.estimation

R0ToR1SeriesTerm exposes a R⁰ To R¹ Term of a Numerical Series.

r1() - Method in class org.drip.spaces.iterator.RdSpanningCombinatorialIterator

Retrieve the Array of the R¹ Combinatorial Vectors

r1(String) - Method in class org.drip.historical.attribution.PositionMarketSnap

Retrieve the Custom R^1 Entry corresponding to the Specified Key

r1(String) - Method in class org.drip.historical.sensitivity.TenorDurationNodeMetrics

Retrieve the Custom R^1 Entry corresponding to the Specified Key

R1ArraySumPair - Class in org.drip.sample.algo

R1ArraySumPair demonstrates the Functionality to identify the Pair of Numbers in the Array that add up to the specified Total.

R1ArraySumPair() - Constructor for class org.drip.sample.algo.R1ArraySumPair

R1BPoE - Class in org.drip.sample.exponential

R1DensityAndCumulative illustrates the Buffered Probability Of Exceedance generated from R¹ Exponential Distribution.

R1BPoE() - Constructor for class org.drip.sample.exponential.R1BPoE

R1BrownianStochasticEvolver - Class in org.drip.dynamics.meanreverting

R1BrownianStochasticEvolver implements the R¹ Brownian Stochastic Evolver.

R1BrownianStochasticEvolver(R1StochasticDriver) - Constructor for class org.drip.dynamics.meanreverting.R1BrownianStochasticEvolver

R1BrownianStochasticEvolver Constructor

R1Central - Class in org.drip.measure.chisquare

R1Central implements the Probability Density Function for the R¹ Central Chi-Square Distribution.

R1Central(double, R1ToR1, R1ToR1, R2ToR1) - Constructor for class org.drip.measure.chisquare.R1Central

R1Central Constructor

R1CentralCLTProxy - Class in org.drip.measure.chisquare

R1CentralCLTProxy implements the N (0, 1) CLT Proxy Version for the R¹ Chi-Square Distribution.

R1CentralCLTProxy(int) - Constructor for class org.drip.measure.chisquare.R1CentralCLTProxy

R1CentralCLTProxy Constructor

R1CentralFisherProxy - Class in org.drip.measure.chisquare

R1CentralFisherProxy implements the Univariate Normal Proxy Version using the Fisher Transformation for the R¹ Chi-Square Distribution.

R1CentralFisherProxy(int) - Constructor for class org.drip.measure.chisquare.R1CentralFisherProxy

R1CentralFisherProxy Constructor

R1CentralWilsonHilferty - Class in org.drip.measure.chisquare

R1CentralWilsonHilferty implements the Normal Proxy Version for the R¹ Chi-Square Distribution using the Wilson-Hilferty Transfomation.

R1CIRStochasticEvolver - Class in org.drip.dynamics.meanreverting

R1CIRStochasticEvolver implements the R¹ Cos-Ingersoll-Ross Stochastic Evolver.

R1CIRStochasticEvolver(double, double, double, R1StochasticDriver) - Constructor for class org.drip.dynamics.meanreverting.R1CIRStochasticEvolver

R1CIRStochasticEvolver Constructor

R1CKLSStochasticEvolver - Class in org.drip.dynamics.meanreverting

R1CKLSStochasticEvolver implements the R¹ Chan-Karolyi-Longstaff-Sanders 1992 Stochastic Evolver.

R1CKLSStochasticEvolver(CKLSParameters, R1StochasticDriver) - Constructor for class org.drip.dynamics.meanreverting.R1CKLSStochasticEvolver

R1CKLSStochasticEvolver Constructor

R1Combinatorial - Class in org.drip.spaces.metric

R1Combinatorial implements the Normed, Bounded/Unbounded Combinatorial l_p R^d Spaces.

R1Combinatorial(List<Double>, R1Univariate, int) - Constructor for class org.drip.spaces.metric.R1Combinatorial

R1Combinatorial Space Constructor

R1CombinatorialBall - Class in org.drip.spaces.metric

R1CombinatorialBall extends the Combinatorial R¹ Banach Space by enforcing the Closed Bounded Metric.

R1CombinatorialBall(List<Double>, R1Univariate, int, double) - Constructor for class org.drip.spaces.metric.R1CombinatorialBall

R1CombinatorialBall Constructor

R1CombinatorialToR1Continuous(R1ToR1, NormedR1CombinatorialToR1Continuous, double) - Static method in class org.drip.learning.regularization.RegularizerBuilder

Construct an Instance of R^1 Combinatorial To R^1 Continuous Regularizer

R1CombinatorialVector - Class in org.drip.spaces.tensor

R1CombinatorialVector exposes the normed/non-normed Discrete Spaces with R¹ Combinatorial Vector Elements.

R1CombinatorialVector(List<Double>) - Constructor for class org.drip.spaces.tensor.R1CombinatorialVector

R1CombinatorialVector Constructor

R1ConsistentEstimator - Class in org.drip.measure.gamma

R1ConsistentEstimator implements the Mixed Type Log-Moment Parameter Estimator for a Sequence of Observations.

R1ConsistentEstimator(Sample) - Constructor for class org.drip.measure.gamma.R1ConsistentEstimator

R1ConsistentEstimator Constructor

R1Continuous - Class in org.drip.spaces.metric

R1Continuous implements the Normed, Bounded/Unbounded Continuous l_p R¹ Spaces.

R1Continuous(double, double, R1Univariate, int) - Constructor for class org.drip.spaces.metric.R1Continuous

R1Continuous Space Constructor

R1ContinuousBall - Class in org.drip.spaces.metric

R1ContinuousBall extends the Continuous R¹ Banach Space by enforcing the Closed Bounded Metric.

R1ContinuousBall(double, double, R1Univariate, int, double) - Constructor for class org.drip.spaces.metric.R1ContinuousBall

R1ContinuousBall Constructor

R1ContinuousToR1Continuous(R1ToR1, NormedR1ContinuousToR1Continuous, double) - Static method in class org.drip.learning.regularization.RegularizerBuilder

Construct an Instance of R^1 Continuous To R^1 Continuous Regularizer

R1ContinuousVector - Class in org.drip.spaces.tensor

R1ContinuousVector exposes the Normed/non-normed, Bounded/Unbounded Continuous R¹ Vector Spaces with Real-valued Elements.

R1ContinuousVector(double, double) - Constructor for class org.drip.spaces.tensor.R1ContinuousVector

R1ContinuousVector Constructor

R1CVaR - Class in org.drip.sample.exponential

R1CVaR displays the Generation of the Conditional Value At Risk for the R¹ Exponential Distribution.

R1CVaR() - Constructor for class org.drip.sample.exponential.R1CVaR

R1DensityAndCumulative - Class in org.drip.sample.exponential

R1DensityAndCumulative illustrates the Density and CDF Metrics Suite generated from R¹ Exponential Distribution.

R1DensityAndCumulative() - Constructor for class org.drip.sample.exponential.R1DensityAndCumulative

R1Distribution - Class in org.drip.measure.discrete

R1Distribution implements the Discrete Distribution over the Combinatorial R¹ Outcomes.

R1Estimate - Class in org.drip.numerical.estimation

R1Estimate holds the Bounded R¹ Numerical Estimate of a Function.

R1Estimate(double, double, double) - Constructor for class org.drip.numerical.estimation.R1Estimate

R1Estimate Constructor

R1FokkerPlanck - Class in org.drip.dynamics.kolmogorov

R1FokkerPlanck exposes the R¹ Fokker-Planck Probability Density Function Evolution Equation.

R1FokkerPlanck(R1ToR1Drift, R1ToR1Volatility) - Constructor for class org.drip.dynamics.kolmogorov.R1FokkerPlanck

R1FokkerPlanck Constructor

R1FokkerPlanckBrownian - Class in org.drip.dynamics.kolmogorov

R1FokkerPlanckBrownian exposes the R¹ Brownian Probability Density Function Evolution Equation.

R1FokkerPlanckBrownian() - Constructor for class org.drip.dynamics.kolmogorov.R1FokkerPlanckBrownian

R1FokkerPlanckBrownian Constructor

R1FokkerPlanckCIR - Class in org.drip.dynamics.kolmogorov

R1FokkerPlanckCIR exposes the R¹ Cox-Ingersoll-Ross Probability Density Function Evolution Equation.

R1FokkerPlanckCIR(CKLSParameters) - Constructor for class org.drip.dynamics.kolmogorov.R1FokkerPlanckCIR

R1FokkerPlanckCIR Constructor

R1FokkerPlanckCKLS - Class in org.drip.dynamics.kolmogorov

R1FokkerPlanckCKLS exposes the R¹ Chan-Karolyi-Longstaff-Sanders 1992 Probability Density Function Evolution Equation.

R1FokkerPlanckCKLS(CKLSParameters) - Constructor for class org.drip.dynamics.kolmogorov.R1FokkerPlanckCKLS

R1FokkerPlanckCKLS Constructor

R1FokkerPlanckOrnsteinUhlenbeck - Class in org.drip.dynamics.kolmogorov

R1FokkerPlanckOrnsteinUhlenbeck exposes the R¹ Ornstein-Uhlenbeck Probability Density Function Evolution Equation.

R1FokkerPlanckOrnsteinUhlenbeck(CKLSParameters) - Constructor for class org.drip.dynamics.kolmogorov.R1FokkerPlanckOrnsteinUhlenbeck

R1FokkerPlanckOrnsteinUhlenbeck Constructor

R1GammaToExponential - Class in org.drip.measure.transform

R1GammaToExponential implements the R¹ Exponential Distribution in Terms of the R¹ Gamma Distribution.

R1GammaToExponential(double, R1ToR1, R1ToR1, R2ToR1) - Constructor for class org.drip.measure.transform.R1GammaToExponential

R1GammaToExponential Constructor

R1GammaToMaxwellBoltzmannSquared - Class in org.drip.measure.transform

R1GammaToMaxwellBoltzmannSquared implements the Maxwell-Boltzmann Squared Distribution using the R¹ Gamma Distribution.

R1GammaToMaxwellBoltzmannSquared(double, R1ToR1, R1ToR1, R2ToR1) - Constructor for class org.drip.measure.transform.R1GammaToMaxwellBoltzmannSquared

R1GammaToMaxwellBoltzmannSquared Constructor

R1GeneralizedVector - Interface in org.drip.spaces.tensor

R1GeneralizedVector exposes the basic Properties of the General R¹ Vector Space.

R1JointDiffusion - Class in org.drip.sample.numeraire

R1JointDiffusion demonstrates the Joint Evolution of R¹ Diffusion Variates - the Continuous Asset, the Collateral, the Bank, and the Counter-Party Numeraires involved in the Dynamic XVA Replication Portfolio of the Burgard and Kjaer (2011) Methodology.

R1JointDiffusion() - Constructor for class org.drip.sample.numeraire.R1JointDiffusion

R1JointJumpDiffusion - Class in org.drip.sample.numeraire

R1JointJumpDiffusion demonstrates the Joint Evolution of R¹ Jump Diffusion Variates - the Continuous Asset, the Collateral, the Bank, and the Counter-Party Numeraires involved in the Dynamic XVA Replication Portfolio of the Burgard and Kjaer (2011) Methodology.

R1JointJumpDiffusion() - Constructor for class org.drip.sample.numeraire.R1JointJumpDiffusion

R1Jump - Class in org.drip.sample.numeraire

R1Jump demonstrates the Jump Evolution of a Default-able Asset.

R1Jump() - Constructor for class org.drip.sample.numeraire.R1Jump

R1KLDivergence - Class in org.drip.sample.exponential

R1KLDivergence illustrates the Kullback-Leibler Divergence generated from a pair of R¹ Exponential Distributions.

R1KLDivergence() - Constructor for class org.drip.sample.exponential.R1KLDivergence

R1MaximumLikelihoodEstimator - Class in org.drip.measure.gamma

R1MaximumLikelihoodEstimator implements the Maximum Likelihood Based Parameter Estimator for a Sequence of Observations.

R1MaximumLikelihoodEstimator(Sample) - Constructor for class org.drip.measure.gamma.R1MaximumLikelihoodEstimator

R1MaximumLikelihoodEstimator Constructor

R1MinimumRateDistribution - Class in org.drip.sample.exponential

R1MinimumRateDistribution shows the Construction and Usage of the realized Minimum R¹ Variate from a Set of Exponential Distributions.

R1MinimumRateDistribution() - Constructor for class org.drip.sample.exponential.R1MinimumRateDistribution

R1Multivariate - Class in org.drip.measure.continuous

R1Multivariate contains the Generalized R¹ Multivariate Distributions.

R1MultivariateConvolutionEngine - Interface in org.drip.measure.bayesian

R1MultivariateConvolutionEngine implements the Engine that generates the Joint/Posterior Distributions from the Prior and the Conditional Multivariate R¹ Distributions.

R1MultivariateConvolutionMetrics - Class in org.drip.measure.bayesian

R1MultivariateConvolutionMetrics holds the Inputs and the Results of a Bayesian Multivariate Convolution Execution.

R1MultivariateConvolutionMetrics(R1Multivariate, R1Multivariate, R1Multivariate, R1Multivariate, R1Multivariate) - Constructor for class org.drip.measure.bayesian.R1MultivariateConvolutionMetrics

R1MultivariateConvolutionMetrics Constructor

R1MultivariateNormal - Class in org.drip.measure.gaussian

R1MultivariateNormal contains the Generalized Joint Multivariate R¹ Normal Distributions.

R1MultivariateNormal(MultivariateMeta, double[], Covariance) - Constructor for class org.drip.measure.gaussian.R1MultivariateNormal

R1MultivariateNormal Constructor

R1MultivariateNormalConvolutionEngine - Class in org.drip.measure.bayesian

R1NormalConvolutionEngine implements the Engine that generates the Joint/Posterior Distribution from the Prior and the Conditional Joint R¹ Multivariate Normal Distributions.

R1MultivariateNormalConvolutionEngine() - Constructor for class org.drip.measure.bayesian.R1MultivariateNormalConvolutionEngine

Empty R1MultivariateNormalConvolutionEngine Construction

R1NonCentral - Class in org.drip.measure.chisquare

R1NonCentral implements the Distribution Table for the R¹ Non-central Chi-Square Distribution.

R1NonCentral(R1NonCentralParameters, R1ToR1, R1ToR1, R2ToR1, ModifiedBesselFirstKindEstimator) - Constructor for class org.drip.measure.chisquare.R1NonCentral

R1NonCentral Constructor

R1NonCentralAbdelAty - Class in org.drip.measure.chisquare

R1NonCentralAbdelAty implements the Abdel-Aty (1954) Wilson-Haferty Approximation for the R¹ Non-central Chi-Square Distribution.

R1NonCentralCLTProxy - Class in org.drip.measure.chisquare

R1NonCentralCLTProxy implements the CLT Proxy Distribution for the R¹ Non-central Chi-Square Distribution.

R1NonCentralComposite - Class in org.drip.measure.chisquare

R1NonCentralComposite implements Composite R¹ Non-central Chi-Square Distributions.

R1NonCentralComposite() - Constructor for class org.drip.measure.chisquare.R1NonCentralComposite

R1NonCentralCumulantInvariant - Class in org.drip.measure.chisquare

R1NonCentralCumulantInvariant implements the Cumulant Invariant Transformation for the R¹ Non-central Chi-Square Distribution.

R1NonCentralCumulantInvariant(R1NonCentralParameters, R1ToR1, R1ToR1, R2ToR1, ModifiedBesselFirstKindEstimator, double) - Constructor for class org.drip.measure.chisquare.R1NonCentralCumulantInvariant

R1NonCentralCumulantInvariant Constructor

R1NonCentralParameters - Class in org.drip.measure.chisquare

R1NonCentralParameters holds the Parameters used in the R¹ Non-central Chi-Square Distribution.

R1NonCentralParameters(double, double) - Constructor for class org.drip.measure.chisquare.R1NonCentralParameters

R1NonCentralParameters Constructor

R1NonCentralSankaran - Class in org.drip.measure.chisquare

R1NonCentralSankaran implements the Sankaran (1959, 1963) Wilson-Haferty Approximation for the R¹ Non-central Chi-Square Distribution.

R1NonCentralWilsonHaferty - Class in org.drip.measure.chisquare

R1NonCentralWilsonHaferty implements the Wilson-Haferty Transform for the R¹ Non-central Chi-Square Distribution.

R1Normed - Interface in org.drip.spaces.metric

R1Normed Abstract Class implements the Normed, Bounded/Unbounded Continuous/Combinatorial l_p R^d Spaces.

R1OrderStatisticsJointMoment - Class in org.drip.sample.exponential

R1OrderStatisticsJointMoment demonstrates the Calculation of the Joint First Moment for the Increasing Order Statistics among a pair of R¹ Variates from a Set Following the Exponential Distributions.

R1OrderStatisticsJointMoment() - Constructor for class org.drip.sample.exponential.R1OrderStatisticsJointMoment

R1OrnsteinUhlenbeckStochasticEvolver - Class in org.drip.dynamics.meanreverting

R1OrnsteinUhlenbeckStochasticEvolver implements the R¹ Ornstein-Uhlenbeck Stochastic Evolver.

R1OrnsteinUhlenbeckStochasticEvolver(double, double, R1StochasticDriver) - Constructor for class org.drip.dynamics.meanreverting.R1OrnsteinUhlenbeckStochasticEvolver

R1OrnsteinUhlenbeckStochasticEvolver Constructor

R1ParameterEstimator - Class in org.drip.measure.gamma

R1ParameterEstimator exposes the Parameter Estimator for a Sequence of Observations.

R1ParetoDistribution - Class in org.drip.measure.continuous

R1ParetoDistribution implements the R¹ Pareto Distribution.

R1ParetoDistribution(double, double) - Constructor for class org.drip.measure.continuous.R1ParetoDistribution

R1ParetoDistribution Constructor

R1PDFAndCDF - Class in org.drip.sample.pareto

R1PDFAndCDF illustrates the Density and CDF Metrics Suite generated from R¹ Pareto Distribution.

R1PDFAndCDF() - Constructor for class org.drip.sample.pareto.R1PDFAndCDF

R1PiecewiseDisplaced - Class in org.drip.measure.lebesgue

R1PiecewiseDisplaced implements the Displaced Piecewise Linear R¹ Distributions.

R1PiecewiseDisplaced(double, double, double[], double[], double) - Constructor for class org.drip.measure.lebesgue.R1PiecewiseDisplaced

R1PiecewiseDisplaced Constructor

R1PiecewiseLinear - Class in org.drip.measure.lebesgue

R1PiecewiseLinear implements the Piecewise Linear R¹ Distributions.

R1PiecewiseLinear(double, double, double[], double[]) - Constructor for class org.drip.measure.lebesgue.R1PiecewiseLinear

R1PiecewiseLinear Constructor

R1PowerLawDistribution - Class in org.drip.measure.continuous

R1PowerLawDistribution implements the R¹ Power Law Distribution.

R1PowerLawDistribution() - Constructor for class org.drip.measure.continuous.R1PowerLawDistribution

R1ProbabilityDensityFunction - Class in org.drip.dynamics.process

R1ProbabilityDensityFunction exposes the R¹ Probability Density Function Evaluation Equation.

R1ProbabilityDensityFunction() - Constructor for class org.drip.dynamics.process.R1ProbabilityDensityFunction

R1ProbabilityDensityFunctionCIR - Class in org.drip.dynamics.process

R1ProbabilityDensityFunctionCIR exposes the R¹ Probability Density Function Evaluation Equation for an Underlying CIR Process.

R1ProbabilityDensityFunctionCIR(double, CKLSParameters, ModifiedBesselFirstKindEstimator) - Constructor for class org.drip.dynamics.process.R1ProbabilityDensityFunctionCIR

R1ProbabilityDensityFunctionCIR Constructor

R1PropertyVerification - Class in org.drip.function.definition

R1PropertyVerification evaluates the Specified Pair of R^x To R¹ Functions, and holds the Verification Status.

R1PropertyVerification(double, double, boolean) - Constructor for class org.drip.function.definition.R1PropertyVerification

R1PropertyVerification Constructor

R1Quantiles - Class in org.drip.sample.exponential

R1Quantiles displays the Generation of Quantiles for the R¹ Exponential Distribution.

R1Quantiles() - Constructor for class org.drip.sample.exponential.R1Quantiles

R1QuantileVariates - Class in org.drip.sample.pareto

R1QuantileVariates displays the Generation of Quantiles for the R¹ Pareto Distribution.

R1QuantileVariates() - Constructor for class org.drip.sample.pareto.R1QuantileVariates

R1R1 - Class in org.drip.measure.continuous

R1R1 implements the Base Abstract Class behind Bivariate R¹ Distributions.

R1R1() - Constructor for class org.drip.measure.continuous.R1R1

R1R1ToR1 - Interface in org.drip.measure.stochastic

R1R1ToR1 interface exposes the stubs for the evaluation of the objective function and its derivatives for a R¹ Deterministic + R¹ Random To R¹ Stochastic Function with one Random Component.

R1RateDistribution - Class in org.drip.measure.exponential

R1RateDistribution implements the Rate Parameterization of the R¹ Exponential Distribution.

R1RateDistribution(double) - Constructor for class org.drip.measure.exponential.R1RateDistribution

R1RateDistribution Constructor

r1RateDistributionArray() - Method in class org.drip.measure.exponential.RealizedMinimaR1RateDistribution

Retrieve the R¹ Exponential Distribution Array

R1ScaledDistribution - Class in org.drip.measure.exponential

R1ScaledDistribution implements the Probability Density Function for the Scaled R¹ Exponential Function.

R1ScaledDistribution(ScaledExponentialEstimator, R1ToR1) - Constructor for class org.drip.measure.exponential.R1ScaledDistribution

R1ScaledDistribution Constructor

R1ScaleInvariantScaleParameterEstimator - Class in org.drip.measure.gamma

R1ScaleInvariantScaleParameterEstimator implements the Scale Parameter Estimator using Scale-Invariant Prior for the Scale Parameter under a Sequence of Observations.

R1ScaleInvariantScaleParameterEstimator(Sample) - Constructor for class org.drip.measure.gamma.R1ScaleInvariantScaleParameterEstimator

R1ScaleInvariantScaleParameterEstimator Constructor

R1ShapeScaleComposite - Class in org.drip.measure.gamma

R1ShapeScaleComposite implements the Scale-Scale Composite Measures.

R1ShapeScaleComposite() - Constructor for class org.drip.measure.gamma.R1ShapeScaleComposite

R1ShapeScaleDiscrete - Class in org.drip.measure.gamma

R1ShapeScaleDiscrete generates Discrete Variables that are Derivatives of the R¹ Gamma Distribution.

R1ShapeScaleDiscrete(double, double, R1ToR1, R1ToR1, R2ToR1, int) - Constructor for class org.drip.measure.gamma.R1ShapeScaleDiscrete

R1ShapeScaleDiscrete Constructor

R1ShapeScaleDistribution - Class in org.drip.measure.gamma

R1ShapeScaleDistribution implements the Shape and Scale Parameterization of the R¹ Gamma Distribution.

R1ShapeScaleDistribution(ShapeScaleParameters, R1ToR1, R1ToR1, R2ToR1) - Constructor for class org.drip.measure.gamma.R1ShapeScaleDistribution

R1ShapeScaleDistribution Constructor

R1SignificantStatistics - Class in org.drip.sample.exponential

R1SignificantStatistics illustrates the Generation of Significant Statistics for the R¹ Exponential Distribution.

R1SignificantStatistics() - Constructor for class org.drip.sample.exponential.R1SignificantStatistics

R1Statistics - Class in org.drip.sample.pareto

R1Statistics illustrates the Generation of Significant Statistics for the R¹ Pareto Distribution.

R1Statistics() - Constructor for class org.drip.sample.pareto.R1Statistics

R1StochasticDriver - Class in org.drip.dynamics.ito

R1StochasticDriver exposes the R¹ Random Background Emission Function.

R1StochasticDriver() - Constructor for class org.drip.dynamics.ito.R1StochasticDriver

R1StochasticEvolver - Class in org.drip.dynamics.process

R1StochasticEvolver implements the R¹ Stochastic Evolver.

R1StochasticEvolver(R1ToR1Drift, R1ToR1Volatility, R1StochasticDriver) - Constructor for class org.drip.dynamics.process.R1StochasticEvolver

R1StochasticEvolver Constructor

r1Tor1() - Method in class org.drip.learning.regularization.RegularizationFunction

Retrieve the R^1 To R^1 Regularization Function

r1ToR1() - Method in class org.drip.numerical.integration.GeneralizedMidPointQuadrature

Retrieve the R¹ To R¹ Integrand

R1ToR1 - Class in org.drip.function.definition

R1ToR1 provides the evaluation of the objective function and its derivatives for a specified variate.

R1ToR1Drift - Class in org.drip.dynamics.ito

R1ToR1Drift implements the R¹ to R¹ Drift Function.

R1ToR1Drift() - Constructor for class org.drip.dynamics.ito.R1ToR1Drift

R1ToR1Estimator - Class in org.drip.numerical.estimation

R1ToR1Estimator exposes the Stubs behind R¹ - R¹ Approximate Numerical Estimators.

R1ToR1Estimator(DerivativeControl) - Constructor for class org.drip.numerical.estimation.R1ToR1Estimator

R¹ - R¹ Estimator Constructor

r1ToR1Increasing() - Method in class org.drip.optimization.cuttingplane.StrengthenedBurdetJohnsonCut

Retrieve the R¹ To R¹ Increasing Function

R1ToR1IntegrandEstimator - Class in org.drip.numerical.estimation

R1ToR1IntegrandEstimator exposes the Stubs behind the Integrand Based R¹ - R¹ Approximate Numerical Estimators.

R1ToR1IntegrandEstimator(DerivativeControl, R1ToR1IntegrandGenerator, int, double, R1ToR1Estimator) - Constructor for class org.drip.numerical.estimation.R1ToR1IntegrandEstimator

R1ToR1IntegrandEstimator Constructor

R1ToR1IntegrandGenerator - Interface in org.drip.numerical.estimation

R1ToR1IntegrandGenerator exposes the Integrand Generation behind the R¹ - R¹ Approximate Numerical Estimators.

R1ToR1IntegrandLimitEstimator - Class in org.drip.numerical.estimation

R1ToR1IntegrandLimitEstimator exposes the Stubs behind the Integrand Based R¹ - R¹ Approximate Numerical Estimators with the Limits as the Variate.

R1ToR1Integrator - Class in org.drip.numerical.integration

R1ToR1Integrator implements the following routines for integrating the R¹ To R¹ objective Function.

R1ToR1Integrator() - Constructor for class org.drip.numerical.integration.R1ToR1Integrator

r1ToR1Left() - Method in class org.drip.function.definition.R1ToR1Property

Retrieve the Left R¹ To R¹ Function

r1ToR1LogGamma() - Method in class org.drip.specialfunction.beta.LogGammaEstimator

Retrieve the Log Gamma Function

R1ToR1Property - Class in org.drip.function.definition

R1ToR1Property evaluates the Specified Pair of R¹ To R¹ Functions, and verifies the Properties.

R1ToR1Property(String, R1ToR1, R1ToR1, double) - Constructor for class org.drip.function.definition.R1ToR1Property

R1ToR1Property Constructor

r1ToR1Right() - Method in class org.drip.function.definition.R1ToR1Property

Retrieve the Right R¹ To R¹ Function

R1ToR1Series - Class in org.drip.numerical.estimation

R1ToR1Series holds the R¹ To R¹ Expansion Terms in the Ordered Series of the Numerical Estimate for a Function.

R1ToR1Series(R1ToR1SeriesTerm, boolean, TreeMap<Integer, Double>) - Constructor for class org.drip.numerical.estimation.R1ToR1Series

R1ToR1Series Constructor

r1ToR1SeriesTerm() - Method in class org.drip.numerical.estimation.R1ToR1Series

Retrieve the R¹ To R¹ Series Expansion Term

r1ToR1SeriesTerm() - Method in class org.drip.numerical.estimation.R2ToR1Series

Retrieve the R² To R¹ Series Expansion Term

R1ToR1SeriesTerm - Class in org.drip.numerical.estimation

R1ToR1SeriesTerm exposes the R¹ To R¹ Series Expansion Term in the Ordered Series of the Numerical Estimate for a Function.

R1ToR1Volatility - Class in org.drip.dynamics.ito

R1ToR1Volatility implements the R¹ to R¹ Volatility Function.

R1ToR1Volatility() - Constructor for class org.drip.dynamics.ito.R1ToR1Volatility

R1ToRd - Class in org.drip.function.definition

R1ToRd provides the evaluation of the R¹ To R^d Objective Function and its derivatives for a specified variate.

R1TwoIIDSignificantStatistics - Class in org.drip.sample.exponential

R1TwoIIDSignificantStatistics illustrates the Generation of Significant Statistics for the Sum of Two IID R¹ Exponential Distributions.

R1TwoIIDSignificantStatistics() - Constructor for class org.drip.sample.exponential.R1TwoIIDSignificantStatistics

R1Uniform - Class in org.drip.measure.lebesgue

R1Uniform implements the R¹ Lebesgue (i.e., Bounded Uniform) Distribution, with a Uniform Distribution between a Lower and an Upper Bound.

R1Uniform(double, double) - Constructor for class org.drip.measure.lebesgue.R1Uniform

Construct a R^1 Bounded Uniform Distribution

r1Univariate() - Method in class org.drip.validation.distance.ImportanceWeight

Retrieve the Underlying R¹ Distribution

R1Univariate - Class in org.drip.measure.continuous

R1Univariate exposes the Base Abstract Class behind Univariate R¹ Distributions.

R1Univariate() - Constructor for class org.drip.measure.continuous.R1Univariate

R1UnivariateCIRPDF - Class in org.drip.function.r1tor1

R1UnivariateCIRPDF exposes the R¹ Univariate Cox-Ingersoll-Ross Probability Density Function.

R1UnivariateCIRPDF(double, double, R1ToR1) - Constructor for class org.drip.function.r1tor1.R1UnivariateCIRPDF

R1UnivariateCIRPDF Constructor

R1UnivariateConvolutionEngine - Interface in org.drip.measure.bayesian

R1UnivariateConvolutionEngine implements the Engine that generates the Joint and the Posterior Distributions from the Prior and the Conditional Multivariate R¹ Distributions.

R1UnivariateConvolutionMetrics - Class in org.drip.measure.bayesian

R1UnivariateConvolutionMetrics holds the Inputs and the Results of a Bayesian R¹ Univariate Convolution Execution.

R1UnivariateConvolutionMetrics(R1Univariate, R1Univariate, R1Univariate, R1Univariate, R1Univariate) - Constructor for class org.drip.measure.bayesian.R1UnivariateConvolutionMetrics

R1UnivariateConvolutionMetrics Constructor

r1UnivariateNormal() - Method in class org.drip.measure.chisquare.R1CentralFisherProxy

Retrieve the R^1 Univariate Normal

r1UnivariateNormal() - Method in class org.drip.measure.chisquare.R1WilsonHilferty

Retrieve the R¹ Univariate Normal

R1UnivariateNormal - Class in org.drip.measure.gaussian

R1UnivariateNormal implements the Univariate R¹ Normal Distribution.

R1UnivariateNormal(double, double) - Constructor for class org.drip.measure.gaussian.R1UnivariateNormal

Construct a R1 Normal/Gaussian Distribution

R1UnivariateUniform - Class in org.drip.measure.continuous

R1UnivariateUniform implements the Univariate R¹ Uniform Distribution.

R1UnivariateUniform(double, double) - Constructor for class org.drip.measure.continuous.R1UnivariateUniform

R1UnivariateUniform Constructor

R1VasicekStochasticEvolver - Class in org.drip.dynamics.meanreverting

R1VasicekStochasticEvolver implements the R¹ Vasicek Stochastic Evolver.

R1VasicekStochasticEvolver(double, double, double, R1StochasticDriver) - Constructor for class org.drip.dynamics.meanreverting.R1VasicekStochasticEvolver

R1VasicekStochasticEvolver Constructor

R1WhiteThermalFrictionalNoise - Class in org.drip.dynamics.physical

R1WhiteThermalFrictionalNoise implements the Volatility Function induced by the Background Thermal Noise in a Friction-Elastic System.

R1WhiteThermalFrictionalNoise(double, double) - Constructor for class org.drip.dynamics.physical.R1WhiteThermalFrictionalNoise

R1WhiteThermalFrictionalNoise Constructor

R1WienerDriver - Class in org.drip.dynamics.ito

R1WienerDriver exposes the R¹ Wiener Background Emission Function.

R1WienerDriver(double) - Constructor for class org.drip.dynamics.ito.R1WienerDriver

R1WienerDriver Constructor

R1WilsonHilferty - Class in org.drip.measure.chisquare

R1CentralWilsonHilferty implements the Normal Proxy Version for the R¹ Chi-Square Distribution using the Wilson-Hilferty Transformation.

R2ArrayPathwiseProcessing - Class in org.drip.sample.algo

R2ArrayPathwiseProcessing demonstrates the Functionality that conducts an in-place Path-wise Processing of an Instance of Big R² Array.

R2ArrayPathwiseProcessing() - Constructor for class org.drip.sample.algo.R2ArrayPathwiseProcessing

R2ToR1 - Interface in org.drip.function.definition

R2ToR1 provides the Evaluation of the Objective Function and its derivatives for a specified variate Pair.

R2ToR1Estimator - Class in org.drip.numerical.estimation

R2ToR1Estimator exposes the Stubs behind R² - R¹ Approximate Numerical Estimators.

R2ToR1Estimator() - Constructor for class org.drip.numerical.estimation.R2ToR1Estimator

R² - R¹ Estimator Constructor

r2ToR1Left() - Method in class org.drip.function.definition.R2ToR1Property

Retrieve the Left R² To R¹ Function

R2ToR1Property - Class in org.drip.function.definition

R2ToR1Property evaluates the Specified Pair of R² To R¹ Functions, and verifies the Properties.

R2ToR1Property(String, R2ToR1, R2ToR1, double) - Constructor for class org.drip.function.definition.R2ToR1Property

R2ToR1Property Constructor

r2ToR1Right() - Method in class org.drip.function.definition.R2ToR1Property

Retrieve the Right R² To R¹ Function

R2ToR1Series - Class in org.drip.numerical.estimation

R2ToR1Series holds the R² To R¹ Expansion Terms in the Ordered Series of the Numerical Estimate for a Function.

R2ToR1Series(R2ToR1SeriesTerm, boolean, TreeMap<Integer, Double>) - Constructor for class org.drip.numerical.estimation.R2ToR1Series

R2ToR1Series Constructor

R2ToR1SeriesTerm - Class in org.drip.numerical.estimation

R2ToR1SeriesTerm exposes the R² To R¹ Series Expansion Term in the Ordered Series of the Numerical Estimate for a Function.

R2ToZ1 - Interface in org.drip.function.definition

R2ToZ1 provides the Evaluation of the Complex Objective Function and its Derivatives for a specified Variate Pair.

R3ToR1 - Interface in org.drip.function.definition

R3ToR1 provides the Evaluation of the Objective Function and its derivatives for a specified variate Pair.

r3ToR1Left() - Method in class org.drip.function.definition.R3ToR1Property

Retrieve the Left R³ To R¹ Function

R3ToR1Property - Class in org.drip.function.definition

R3ToR1Property evaluates the Specified Pair of R³ To R¹ Functions, and verifies the Properties.

R3ToR1Property(String, R3ToR1, R3ToR1, double) - Constructor for class org.drip.function.definition.R3ToR1Property

R3ToR1Property Constructor

r3ToR1Right() - Method in class org.drip.function.definition.R3ToR1Property

Retrieve the Right R³ To R¹ Function

R3ToR1SeriesTerm - Class in org.drip.numerical.estimation

R3ToR1SeriesTerm exposes the R³ To R¹ Series Expansion Term in the Ordered Series of the Numerical Estimate for a Function.

RaabeSeriesEstimator - Class in org.drip.specialfunction.loggamma

RaabeSeriesEstimator implements the Raabe Series Version of Log Gamma Function.

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

RaabeSeriesEstimator Constructor

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

Implement the Rain-water Catchment Area given the array of Heights

Raipur - Class in org.drip.sample.bondeos

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

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

Rajahmundry - Class in org.drip.sample.bondmetrics

Rajahmundry generates the Full Suite of Replication Metrics for a Sample Bond.

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

Rajkot - Class in org.drip.sample.bondmetrics

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

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

RajpurSonarpur - Class in org.drip.sample.bondmetrics

Rajpur Sonarpur generates the Full Suite of Replication Metrics for a Sample Bond.

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

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

Compute the Ramanujan-Choi Approximation for the Median

RamanujanGammaEstimate - Class in org.drip.sample.stirling

RamanujanGammaEstimate illustrates the Ramanujan Approximation of the Gamma Function.

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

RamanujanGammaMorticiBounds - Class in org.drip.sample.stirling

RamanujanGammaMorticiBounds illustrates the Mortici Bounds applied to Ramanujan Approximation of the Gamma Function.

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

RamanujanLogFactorialCorrection - Class in org.drip.sample.stirling

RamanujanLogFactorialCorrection illustrates the Correction applied to the Ramanujan's Approximation of the Log Factorial Function.

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

RamanujanSeries - Class in org.drip.specialfunction.gamma

RamanujanSeries implements the Ramanujan Series Version of the Gamma Function Approximation.

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

RamanujanSeries Constructor

RamanujanSeriesEstimator - Class in org.drip.specialfunction.loggamma

RamanujanSeriesEstimator implements the Ramanujan Series Log Gamma Estimation.

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

RamanujanSeriesEstimator Constructor

Rampur - Class in org.drip.sample.loan

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

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

Ranchi - Class in org.drip.sample.bondeos

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

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

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

random() - Method in class org.drip.measure.chisquare.R1CentralCLTProxy

random() - Method in class org.drip.measure.chisquare.R1CentralFisherProxy

random() - Method in class org.drip.measure.chisquare.R1CentralWilsonHilferty

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

Generate a Random Variable corresponding to the Distribution

random() - Method in class org.drip.measure.continuous.R1UnivariateUniform

random() - Method in class org.drip.measure.gamma.R1ShapeScaleDiscrete

random() - Method in class org.drip.measure.gaussian.R1UnivariateNormal

random() - Method in class org.drip.sequence.random.Binary

random() - Method in class org.drip.sequence.random.BoundedGaussian

random() - Method in class org.drip.sequence.random.BoundedUniform

random() - Method in class org.drip.sequence.random.BoundedUniformInteger

random() - Method in class org.drip.sequence.random.BoxMullerGaussian

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

Generate the Set of Multivariate Random Numbers according to the specified rule

random() - Method in class org.drip.sequence.random.Poisson

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

random() - Method in class org.drip.sequence.random.UnivariateSequenceGenerator

Generate a Random Number according to the specified rule

Random() - Static method in class org.drip.measure.gaussian.NormalQuadrature

Generate a Random Univariate Number following a Gaussian Distribution

randomAhrensDieter1982() - Method in class org.drip.measure.gamma.R1ShapeScaleDistribution

Generate a Random Variable using the Ahrens-Dieter (1982) Scheme

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

Retrieve the Array of Generated Random Variables

RandomBeta(R1ShapeScaleDiscrete, R1ShapeScaleDiscrete) - Static method in class org.drip.measure.gamma.R1ShapeScaleComposite

Generate a Random Number that follows the Beta Distribution

RandomBetaPrime(R1ShapeScaleDiscrete, R1ShapeScaleDiscrete) - Static method in class org.drip.measure.gamma.R1ShapeScaleComposite

Generate a Random Number that follows the Beta Prime Distribution

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

Generate the Chi Distributed Random Number

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

Generate CLT Proxy Based Random Number - Proxy to Univariate Normal Distribution

RandomDirichletVector(R1ShapeScaleDiscrete[]) - Static method in class org.drip.measure.gamma.R1ShapeScaleComposite

Generate a Random Vector that follows the Dirichlet Distribution

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

Generate Exponential (0.5) Distributed Random Number

RandomF(R1ShapeScaleDiscrete, R1ShapeScaleDiscrete) - Static method in class org.drip.measure.gamma.R1ShapeScaleComposite

Generate a Random Number that follows the F Distribution

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

Generate Fisher Proxy Random Number - Proxy to Univariate Normal Distribution

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

Generate Gamma Distributed Random Number

randomGeneralizedGamma(double) - Method in class org.drip.measure.gamma.R1ShapeScaleDiscrete

Generate Generalized Gamma Distributed Random Number

randomGenerationScheme() - Method in class org.drip.measure.gamma.R1ShapeScaleDiscrete

Retrieve the Discrete Random Number Generator Scheme

randomInverseGamma() - Method in class org.drip.measure.gamma.R1ShapeScaleDiscrete

Generate Inverse Gamma Distributed Random Number

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

Generate Logarithm Proxy Based Random Number - Proxy to Univariate Normal Distribution

randomMarsaglia1977() - Method in class org.drip.measure.gamma.R1ShapeScaleDistribution

Generate a Random Variable using the Marsaglia (1977) Scheme

randomMaxwell1() - Method in class org.drip.measure.chisquare.R1Central

Generate Maxwell (1) Distributed Random Number

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

Given a m-by-n grid, generate k mines on this grid randomly.

RandomNonCentralF(R1NonCentral, R1NonCentral) - Static method in class org.drip.measure.chisquare.R1NonCentralComposite

Generate a Non-Central F Distribution Based off of R¹ Non-central Chi-Square Distribution Pair

randomNumberGenerator() - Method in class org.drip.graph.mst.CompleteRandomGraph

Retrieve the Random Number Generator

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

Retrieve the Random Number Generator

RandomNumberGenerator - Class in org.drip.measure.crng

RandomNumberGenerator provides the Functionality to generate Random Numbers.

RandomNumberGenerator() - Constructor for class org.drip.measure.crng.RandomNumberGenerator

Empty RandomNumberGenerator Constructor

randomRayleigh1() - Method in class org.drip.measure.chisquare.R1Central

Generate Rayleigh (1) Distributed Random Number

RandomRice(double) - Static method in class org.drip.measure.chisquare.R1NonCentralComposite

Generate a Random Variable following the Rice Distribution

RandomSystemic(Set<String>) - Static method in class org.drip.capital.simulation.StressEventIndicator

Construct the Instance of StressEventIndicator where the Systemic Indicator is Random

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

Generate Wilson-Hilferty Proxy Random Number - Proxy to Univariate Normal Distribution

rank() - Method in class org.drip.graph.softheap.KaplanZwickPriorityQueue

Retrieve the Rank of the Heap

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

Retrieve the Rank of the Tree

rank(Map<String, FactorComponentLoading>) - Method in interface org.drip.investing.factors.FactorPortfolioRanker

Generate the Map of Ranked Factor Components from the Input Factor Component Loading Map

rank(Map<String, FactorComponentLoading>) - Method in class org.drip.investing.factors.TopDownSegmentRanker

Generate the Map of Ranked Factor Components from the Input Factor Component Loading Map

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

Compute the Rank of the Matrix

rankedFactorComponentLoadingMap() - Method in class org.drip.investing.factors.Factor

Generate the Ranked Map of Components in the Factor Portfolio

RankPairingHeapTimeComplexity - Class in org.drip.graph.asymptote

RankPairingHeapTimeComplexity maintains the Asymptotic Behavior Specifications of a Rank-Pairing Heap's Operations.

RankPairingHeapTimeComplexity() - Constructor for class org.drip.graph.asymptote.RankPairingHeapTimeComplexity

RankReducedChiSquare - Class in org.drip.sample.randomdiscrete

RankReducedChiSquare demonstrates Generation of Rank-Reduced Chi-Squared R¹ Random Numbers with different Degrees of Freedom.

RankReducedChiSquare() - Constructor for class org.drip.sample.randomdiscrete.RankReducedChiSquare

RankReducedChiSquare(int, double[][]) - Static method in class org.drip.measure.discrete.SequenceGenerator

Generate a Rank-reduced Chi-Squared Distributed Array

rankScaler() - Method in class org.drip.graph.softheap.KaplanZwickTargetSize

Retrieve the Target Size Rank Scaler

rate() - Method in class org.drip.analytics.output.CompositePeriodCouponMetrics

Retrieve the Composite Rate

rate() - Method in class org.drip.analytics.output.UnitPeriodMetrics

Retrieve the Coupon Rate

rate() - Method in class org.drip.loan.borrower.RevolvingUtilizationRate

Retrieve the Borrower's Revolving Utilization Rate

rate() - Method in class org.drip.loan.characteristics.Coupon

Retrieve the Loan Coupon Rate

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

Retrieve the Rate Parameter

rate() - Method in class org.drip.measure.gamma.ShapeScaleParameters

Retrieve the Rate Parameter

rate() - Method in class org.drip.product.calib.DepositComponentQuoteSet

Retrieve the Rate

rate() - Method in class org.drip.product.calib.FixFloatQuoteSet

Retrieve the Rate

rate() - Method in class org.drip.product.calib.FuturesComponentQuoteSet

Retrieve the Rate

rate(double, InvestorCliffSettings) - Method in class org.drip.portfolioconstruction.alm.ExpectedBasicConsumption

Compute the Expected Consumption Rate

rate(double, InvestorCliffSettings) - Method in class org.drip.portfolioconstruction.alm.ExpectedNonFinancialIncome

Compute the Retirement Age Income Replacement Rate

rate(int) - Method in interface org.drip.state.csa.CashFlowEstimator

Calculate the Cash Flow Rate Effective to the given Date

rate(int) - Method in class org.drip.state.csa.MultilateralBasisCurve

rate(int) - Method in class org.drip.state.csa.MultilateralFlatForwardCurve

rate(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, int, boolean) - Method in class org.drip.state.curve.BasisSplineFXForward

rate(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, int, boolean) - Method in class org.drip.state.fx.FXCurve

Calculate the rate implied by the discount curve inputs to a specified date

rate(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, int, boolean) - Method in class org.drip.state.nonlinear.FlatForwardFXCurve

rate(int, int) - Method in interface org.drip.state.csa.CashFlowEstimator

Calculate the Cash Flow Rate Effective between the Dates

rate(int, int) - Method in class org.drip.state.csa.MultilateralBasisCurve

rate(int, int) - Method in class org.drip.state.csa.MultilateralFlatForwardCurve

rate(String) - Method in interface org.drip.state.csa.CashFlowEstimator

Calculate the Cash Flow Rate Effective to the given Tenor

rate(String) - Method in class org.drip.state.csa.MultilateralBasisCurve

rate(String) - Method in class org.drip.state.csa.MultilateralFlatForwardCurve

rate(String, String) - Method in interface org.drip.state.csa.CashFlowEstimator

Calculate the Cash Flow Rate Effective between the Tenors

rate(String, String) - Method in class org.drip.state.csa.MultilateralBasisCurve

rate(String, String) - Method in class org.drip.state.csa.MultilateralFlatForwardCurve

rate(JulianDate) - Method in interface org.drip.state.csa.CashFlowEstimator

Calculate the Cash Flow Rate Effective to the given date

rate(JulianDate) - Method in class org.drip.state.csa.MultilateralBasisCurve

rate(JulianDate) - Method in class org.drip.state.csa.MultilateralFlatForwardCurve

rate(JulianDate, JulianDate) - Method in interface org.drip.state.csa.CashFlowEstimator

Calculate the Cash Flow Rate Effective between the Dates

rate(JulianDate, JulianDate) - Method in class org.drip.state.csa.MultilateralBasisCurve

rate(JulianDate, JulianDate) - Method in class org.drip.state.csa.MultilateralFlatForwardCurve

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

Retrieve the Rate Increment

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

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

Return the rate index of the bond

RateIndexFromCcyAndCouponFreq(String, int) - Static method in class org.drip.analytics.support.Helper

Calculate the rate index from currency and coupon frequency

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

Rates and Currencies Business

RatesAndCurrenciesBreakdown - Class in org.drip.sample.betafloatfloat

RatesAndCurrenciesBreakdown zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.

RatesAndCurrenciesBreakdown() - Constructor for class org.drip.sample.betafloatfloat.RatesAndCurrenciesBreakdown

RatesAndCurrenciesDetail - Class in org.drip.sample.betafixedfloat

RatesAndCurrenciesDetail zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.

RatesAndCurrenciesDetail() - Constructor for class org.drip.sample.betafixedfloat.RatesAndCurrenciesDetail

RatesAndCurrenciesExplain - Class in org.drip.sample.allocation

RatesAndCurrenciesExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.

RatesAndCurrenciesExplain() - Constructor for class org.drip.sample.allocation.RatesAndCurrenciesExplain

RatesBasket - Class in org.drip.product.rates

RatesBasket contains the implementation of the Basket of Rates Component legs.

RatesBasket(String, Stream[], Stream[]) - Constructor for class org.drip.product.rates.RatesBasket

RatesBasket constructor

RatesClassMargin20 - Class in org.drip.sample.simmir

RatesClassMargin20 illustrates the Computation of the SIMM 2.0 IR Class Margin for a Currency Bucket's IR Exposure Sensitivities.

RatesClassMargin20() - Constructor for class org.drip.sample.simmir.RatesClassMargin20

RatesClassMargin21 - Class in org.drip.sample.simmir

RatesClassMargin21 illustrates the Computation of the SIMM 2.1 IR Class Margin for a Currency Bucket's IR Exposure Sensitivities.

RatesClassMargin21() - Constructor for class org.drip.sample.simmir.RatesClassMargin21

RatesClassMargin24 - Class in org.drip.sample.simmir

RatesClassMargin24 illustrates the Computation of the SIMM 2.4 IR Class Margin for a Currency Bucket's IR Exposure Sensitivities.

RatesClassMargin24() - Constructor for class org.drip.sample.simmir.RatesClassMargin24

RatesCurrencyCurvatureMargin20 - Class in org.drip.sample.simmir

RatesCurrencyCurvatureMargin20 illustrates the Computation of the SIMM 2.0 IR Curvature Margin for a Currency Bucket's IR Exposure Sensitivities.

RatesCurrencyCurvatureMargin20() - Constructor for class org.drip.sample.simmir.RatesCurrencyCurvatureMargin20

RatesCurrencyCurvatureMargin21 - Class in org.drip.sample.simmir

RatesCurrencyCurvatureMargin21 illustrates the Computation of the SIMM 2.1 IR Curvature Margin for a Currency Bucket's IR Exposure Sensitivities.

RatesCurrencyCurvatureMargin21() - Constructor for class org.drip.sample.simmir.RatesCurrencyCurvatureMargin21

RatesCurrencyCurvatureMargin24 - Class in org.drip.sample.simmir

RatesCurrencyCurvatureMargin24 illustrates the Computation of the SIMM 2.4 IR Curvature Margin for a Currency Bucket's IR Exposure Sensitivities.

RatesCurrencyCurvatureMargin24() - Constructor for class org.drip.sample.simmir.RatesCurrencyCurvatureMargin24

RatesCurrencyCurvatureMarginFlow20 - Class in org.drip.sample.simmir

RatesCurrencyCurvatureMarginFlow20 illustrates the Steps in the Computation of the SIMM 2.0 IR Curvature Margin for a Currency Bucket's IR Exposure Sensitivities.

RatesCurrencyCurvatureMarginFlow20() - Constructor for class org.drip.sample.simmir.RatesCurrencyCurvatureMarginFlow20

RatesCurrencyCurvatureMarginFlow21 - Class in org.drip.sample.simmir

RatesCurrencyCurvatureMarginFlow21 illustrates the Steps in the Computation of the SIMM 2.1 IR Curvature Margin for a Currency Bucket's IR Exposure Sensitivities.

RatesCurrencyCurvatureMarginFlow21() - Constructor for class org.drip.sample.simmir.RatesCurrencyCurvatureMarginFlow21

RatesCurrencyCurvatureMarginFlow24 - Class in org.drip.sample.simmir

RatesCurrencyCurvatureMarginFlow24 illustrates the Steps in the Computation of the SIMM 2.4 IR Curvature Margin for a Currency Bucket's IR Exposure Sensitivities.

RatesCurrencyCurvatureMarginFlow24() - Constructor for class org.drip.sample.simmir.RatesCurrencyCurvatureMarginFlow24

RatesCurrencyDeltaMargin20 - Class in org.drip.sample.simmir

RatesCurrencyDeltaMargin20 illustrates the Computation of the SIMM 2.0 IR Delta Margin for a Currency Bucket's IR Exposure Sensitivities.

RatesCurrencyDeltaMargin20() - Constructor for class org.drip.sample.simmir.RatesCurrencyDeltaMargin20

RatesCurrencyDeltaMargin21 - Class in org.drip.sample.simmir

RatesCurrencyDeltaMargin21 illustrates the Computation of the SIMM 2.1 IR Delta Margin for a Currency Bucket's IR Exposure Sensitivities.

RatesCurrencyDeltaMargin21() - Constructor for class org.drip.sample.simmir.RatesCurrencyDeltaMargin21

RatesCurrencyDeltaMargin24 - Class in org.drip.sample.simmir

RatesCurrencyDeltaMargin24 illustrates the Computation of the SIMM 2.4 IR Delta Margin for a Currency Bucket's IR Exposure Sensitivities.

RatesCurrencyDeltaMargin24() - Constructor for class org.drip.sample.simmir.RatesCurrencyDeltaMargin24

RatesCurrencyDeltaMarginFlow20 - Class in org.drip.sample.simmir

RatesCurrencyDeltaMarginFlow20 illustrates the Steps in the Computation of the SIMM 2.0 IR Delta Margin for a Currency Bucket's IR Exposure Sensitivities.

RatesCurrencyDeltaMarginFlow20() - Constructor for class org.drip.sample.simmir.RatesCurrencyDeltaMarginFlow20

RatesCurrencyDeltaMarginFlow21 - Class in org.drip.sample.simmir

RatesCurrencyDeltaMarginFlow21 illustrates the Steps in the Computation of the SIMM 2.1 IR Delta Margin for a Currency Bucket's IR Exposure Sensitivities.

RatesCurrencyDeltaMarginFlow21() - Constructor for class org.drip.sample.simmir.RatesCurrencyDeltaMarginFlow21

RatesCurrencyDeltaMarginFlow24 - Class in org.drip.sample.simmir

RatesCurrencyDeltaMarginFlow24 illustrates the Steps in the Computation of the SIMM 2.4 IR Delta Margin for a Currency Bucket's IR Exposure Sensitivities.

RatesCurrencyDeltaMarginFlow24() - Constructor for class org.drip.sample.simmir.RatesCurrencyDeltaMarginFlow24

RatesCurrencyVegaMargin20 - Class in org.drip.sample.simmir

RatesCurrencyVegaMargin20 illustrates the Computation of the SIMM 2.0 IR Vega Margin for a Currency Bucket's IR Exposure Sensitivities.

RatesCurrencyVegaMargin20() - Constructor for class org.drip.sample.simmir.RatesCurrencyVegaMargin20

RatesCurrencyVegaMargin21 - Class in org.drip.sample.simmir

RatesCurrencyVegaMargin21 illustrates the Computation of the SIMM 2.1 IR Vega Margin for a Currency Bucket's IR Exposure Sensitivities.

RatesCurrencyVegaMargin21() - Constructor for class org.drip.sample.simmir.RatesCurrencyVegaMargin21

RatesCurrencyVegaMargin24 - Class in org.drip.sample.simmir

RatesCurrencyVegaMargin24 illustrates the Computation of the SIMM 2.4 IR Vega Margin for a Currency Bucket's IR Exposure Sensitivities.

RatesCurrencyVegaMargin24() - Constructor for class org.drip.sample.simmir.RatesCurrencyVegaMargin24

RatesCurrencyVegaMarginFlow20 - Class in org.drip.sample.simmir

RatesCurrencyVegaMarginFlow20 illustrates the Steps in the Computation of the SIMM 2.0 IR Vega Margin for a Currency Bucket's IR Exposure Sensitivities.

RatesCurrencyVegaMarginFlow20() - Constructor for class org.drip.sample.simmir.RatesCurrencyVegaMarginFlow20

RatesCurrencyVegaMarginFlow21 - Class in org.drip.sample.simmir

RatesCurrencyVegaMarginFlow21 illustrates the Steps in the Computation of the SIMM 2.1 IR Vega Margin for a Currency Bucket's IR Exposure Sensitivities.

RatesCurrencyVegaMarginFlow21() - Constructor for class org.drip.sample.simmir.RatesCurrencyVegaMarginFlow21

RatesCurrencyVegaMarginFlow24 - Class in org.drip.sample.simmir

RatesCurrencyVegaMarginFlow24 illustrates the Steps in the Computation of the SIMM 2.4 IR Vega Margin for a Currency Bucket's IR Exposure Sensitivities.

RatesCurrencyVegaMarginFlow24() - Constructor for class org.drip.sample.simmir.RatesCurrencyVegaMarginFlow24

RatesCurvatureMargin20 - Class in org.drip.sample.simmir

RatesCurvatureMargin20 illustrates the Computation of the SIMM 2.0 IR Curvature Margin for a Bucket of Currency's IR Exposure Sensitivities.

RatesCurvatureMargin20() - Constructor for class org.drip.sample.simmir.RatesCurvatureMargin20

RatesCurvatureMargin21 - Class in org.drip.sample.simmir

RatesCurvatureMargin21 illustrates the Computation of the SIMM 2.1 IR Curvature Margin for a Bucket of Currency's IR Exposure Sensitivities.

RatesCurvatureMargin21() - Constructor for class org.drip.sample.simmir.RatesCurvatureMargin21

RatesCurvatureMargin24 - Class in org.drip.sample.simmir

RatesCurvatureMargin24 illustrates the Computation of the SIMM 2.4 IR Curvature Margin for a Bucket of Currency's IR Exposure Sensitivities.

RatesCurvatureMargin24() - Constructor for class org.drip.sample.simmir.RatesCurvatureMargin24

RatesDeltaMargin20 - Class in org.drip.sample.simmir

RatesDeltaMargin20 illustrates the Computation of the IR SIMM 2.0 Delta Margin for a Bucket of Currency's IR Exposure Sensitivities.

RatesDeltaMargin20() - Constructor for class org.drip.sample.simmir.RatesDeltaMargin20

RatesDeltaMargin21 - Class in org.drip.sample.simmir

RatesDeltaMargin21 illustrates the Computation of the IR SIMM 2.1 Delta Margin for a Bucket of Currency's IR Exposure Sensitivities.

RatesDeltaMargin21() - Constructor for class org.drip.sample.simmir.RatesDeltaMargin21

RatesDeltaMargin24 - Class in org.drip.sample.simmir

RatesDeltaMargin24 illustrates the Computation of the IR SIMM 2.4 Delta Margin for a Bucket of Currency's IR Exposure Sensitivities.

RatesDeltaMargin24() - Constructor for class org.drip.sample.simmir.RatesDeltaMargin24

ratesFXMultiplicativeScale() - Method in class org.drip.simm.estimator.AdditionalInitialMargin

Retrieve the RatesFX Multiplicative Scale

RatesVegaMargin20 - Class in org.drip.sample.simmir

RatesVegaMargin20 illustrates the Computation of the SIMM 2.0 IR Vega Margin for a Bucket of Currency's IR Exposure Sensitivities.

RatesVegaMargin20() - Constructor for class org.drip.sample.simmir.RatesVegaMargin20

RatesVegaMargin21 - Class in org.drip.sample.simmir

RatesVegaMargin21 illustrates the Computation of the SIMM 2.1 IR Vega Margin for a Bucket of Currency's IR Exposure Sensitivities.

RatesVegaMargin21() - Constructor for class org.drip.sample.simmir.RatesVegaMargin21

RatesVegaMargin24 - Class in org.drip.sample.simmir

RatesVegaMargin24 illustrates the Computation of the SIMM 2.4 IR Vega Margin for a Bucket of Currency's IR Exposure Sensitivities.

RatesVegaMargin24() - Constructor for class org.drip.sample.simmir.RatesVegaMargin24

rating() - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Retrieve the Govvie Latent State Node Container

rating(RatingLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer

Retrieve the Rating Latent State

rating(RatingLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Retrieve of Labeled Rating

ratingExists(RatingLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer

Indicate if the Rating Latent State Exists

RatingLabel - Class in org.drip.state.identifier

RatingLabel contains the Identifier Parameters referencing the Label corresponding to the Credit Rating Latent State.

RatingLabel(String, String) - Constructor for class org.drip.state.identifier.RatingLabel

RatingLabel constructor

ratingMap() - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer

Retrieve the Ratings Evolver Map

ratingRatingCorrelation(RatingLabel, RatingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Correlation Surface for the specified Rating and the Rating Latent States

ratingRecoveryCorrelation(RatingLabel, EntityRecoveryLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Correlation Surface for the specified Rating and Recovery Latent States

ratingRepoCorrelation(RatingLabel, RepoLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Correlation Surface for the specified Rating and Repo Latent States

ratingState(RatingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Rating State for the specified Rating Latent State Label

ratingVolaitlity(RatingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Volatility Curve for the specified Rating Latent State

ratio() - Method in class org.drip.loan.borrower.DTIExMortgage

Retrieve the Borrower's Current Debt-to-income Ratio

rationalTension() - Method in class org.drip.spline.basis.ExponentialRationalSetParams

Get the Rational Tension

RAW_TENSION_HYPERBOLIC - Static variable in class org.drip.spline.bspline.BasisHatPairGenerator

Raw Tension Hyperbolic B Spline Basis Hat Phy and Psy

rawRiskWeight() - Method in class org.drip.simm.parameters.BucketVegaSettings

Retrieve the Raw Vega Risk Weight

RayleighQuotient - Class in org.drip.sample.matrix

RayleighQuotient demonstrates the Computation of an Approximate to the Eigenvalue using the Rayleigh Quotient.

RayleighQuotient() - Constructor for class org.drip.sample.matrix.RayleighQuotient

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

Compute the Rayleigh Quotient given the Matrix and one of its Eigenvector

rbcExclusionCheck(String) - Method in class org.drip.capital.shell.RiskTypeContext

Check if the RBC Code is to be excluded

rbcRiskTypeMap() - Method in class org.drip.capital.shell.RiskTypeContext

Retrieve the RBC - Risk Type Map

RBCRiskTypeMapping - Class in org.drip.sample.businessspec

RBCRiskTypeMapping zeds the RBC to the iVAST Risk Type Mapping.

RBCRiskTypeMapping() - Constructor for class org.drip.sample.businessspec.RBCRiskTypeMapping

Rd - Class in org.drip.measure.continuous

Rd implements the Base Abstract Class behind R^d Distributions.

Rd() - Constructor for class org.drip.measure.continuous.Rd

RdAggregate - Class in org.drip.spaces.tensor

RdAggregate exposes the basic Properties of the R^d as a Sectional Super-position of R¹ Vector Spaces.

RdCombinatorialBall - Class in org.drip.spaces.metric

RdCombinatorialBall extends the Combinatorial R^d Banach Space by enforcing the Closed Bounded Metric.

RdCombinatorialBall(R1CombinatorialVector[], Rd, int, double) - Constructor for class org.drip.spaces.metric.RdCombinatorialBall

RdCombinatorialBall Constructor

RdCombinatorialBanach - Class in org.drip.spaces.metric

RdCombinatorialBanach implements the Bounded/Unbounded Combinatorial l_p R^d Spaces.

RdCombinatorialBanach(R1CombinatorialVector[], Rd, int) - Constructor for class org.drip.spaces.metric.RdCombinatorialBanach

RdCombinatorialBanach Space Constructor

RdCombinatorialHilbert - Class in org.drip.spaces.metric

RdCombinatorialHilbert implements the Bounded/Unbounded, Combinatorial l₂ R^d Spaces.

RdCombinatorialHilbert(R1CombinatorialVector[], Rd) - Constructor for class org.drip.spaces.metric.RdCombinatorialHilbert

RdCombinatorialHilbert Space Constructor

RdCombinatorialToR1Continuous(RdToR1, NormedRdCombinatorialToR1Continuous, double) - Static method in class org.drip.learning.regularization.RegularizerBuilder

Construct an Instance of R^d Combinatorial To R^1 Continuous Regularizer

RdCombinatorialVector - Class in org.drip.spaces.tensor

RdCombinatorialVector exposes the Normed/Non-normed Discrete Spaces with R^d Combinatorial Vector Elements.

RdCombinatorialVector(R1CombinatorialVector[]) - Constructor for class org.drip.spaces.tensor.RdCombinatorialVector

RdCombinatorialVector Constructor

RdContinuousBall - Class in org.drip.spaces.metric

RdContinuousBall extends the Continuous R^d Banach Space by enforcing the Closed Bounded Metric.

RdContinuousBall(R1ContinuousVector[], Rd, int, double) - Constructor for class org.drip.spaces.metric.RdContinuousBall

RdContinuousBall Constructor

RdContinuousBanach - Class in org.drip.spaces.metric

RdContinuousBanach implements the Normed, Bounded/Unbounded Continuous l_p R^d Spaces.

RdContinuousBanach(R1ContinuousVector[], Rd, int) - Constructor for class org.drip.spaces.metric.RdContinuousBanach

RdContinuousBanach Space Constructor

RdContinuousHilbert - Class in org.drip.spaces.metric

RdContinuousHilbert implements the Bounded/Unbounded, Continuous l₂ R^d Spaces.

RdContinuousHilbert(R1ContinuousVector[], Rd) - Constructor for class org.drip.spaces.metric.RdContinuousHilbert

RdContinuousHilbert Space Constructor

RdContinuousToR1Continuous(RdToR1, NormedRdContinuousToR1Continuous, double) - Static method in class org.drip.learning.regularization.RegularizerBuilder

Construct an Instance of R^d Continuous To R^1 Continuous Regularizer

RdContinuousVector - Class in org.drip.spaces.tensor

RdContinuousVector implements the Normed/non-normed, Bounded/Unbounded Continuous R^d Vector Spaces.

RdContinuousVector(R1ContinuousVector[]) - Constructor for class org.drip.spaces.tensor.RdContinuousVector

RdContinuousVector Constructor

RdDecisionFunction - Class in org.drip.learning.svm

RdDecisionFunction exposes the R^d Decision-Function Based SVM Functionality for Classification and Regression.

RdDecisionFunction(RdGeneralizedVector, RdNormed, double[], double) - Constructor for class org.drip.learning.svm.RdDecisionFunction

RdDecisionFunction Constructor

RdExhaustiveStateSpaceScan - Class in org.drip.spaces.iterator

RdExhaustiveStateSpaceScan contains the Functionality to iterate exhaustively through the R^d Space.

RdExhaustiveStateSpaceScan(int[], boolean) - Constructor for class org.drip.spaces.iterator.RdExhaustiveStateSpaceScan

RdExhaustiveStateSpaceScan Constructor

RdFokkerPlanck - Class in org.drip.dynamics.kolmogorov

RdFokkerPlanck exposes the R^d Fokker-Planck Probability Density Function Evolution Equation.

RdFokkerPlanck(RdToR1Drift[], DiffusionTensor, RiskenOmegaEstimator) - Constructor for class org.drip.dynamics.kolmogorov.RdFokkerPlanck

RdFokkerPlanck Constructor

RdGeneralizedVector - Interface in org.drip.spaces.tensor

RdGeneralizedVector exposes the basic Properties of the Generalized R^d Vector Space.

RdMultiPath - Class in org.drip.sample.rng

RdMultiPath illustrates the Generation of the Multi-Path Correlated Random Variables without using Quadratic Re-sampling or Antithetic Variables.

RdMultiPath() - Constructor for class org.drip.sample.rng.RdMultiPath

RdMultiPathAntithetic - Class in org.drip.sample.rng

RdMultiPathAntithetic illustrates the Generation of the Multi-Path Correlated Random Variables with Antithetic Variables but without using Quadratic Re-sampling.

RdMultiPathAntithetic() - Constructor for class org.drip.sample.rng.RdMultiPathAntithetic

RdMultiPathQR - Class in org.drip.sample.rng

RdMultiPathQR illustrates the Generation of the Multi-Path Correlated Random Variables using Quadratic Re-sampling but without Antithetic Variables.

RdMultiPathQR() - Constructor for class org.drip.sample.rng.RdMultiPathQR

RdMultiPathQRUnbiased - Class in org.drip.sample.rng

RdMultiPathQRUnbiased illustrates the Generation of the Multi-Path Correlated Random Variables using Quadratic Re-sampling but without Antithetic Variables.

RdMultiPathQRUnbiased() - Constructor for class org.drip.sample.rng.RdMultiPathQRUnbiased

RdNormed - Interface in org.drip.spaces.metric

RdNormed Abstract Class implements the Normed, Bounded/Unbounded Continuous/Combinatorial l_p R^d Spaces.

RdProbabilityDensityFunction - Interface in org.drip.dynamics.process

RdProbabilityDensityFunction exposes the R^d Probability Density Function Evaluation Equation.

RdR1 - Class in org.drip.measure.continuous

RdR1 implements the Base Abstract Class behind R^d X R¹ Distributions.

RdR1() - Constructor for class org.drip.measure.continuous.RdR1

RdReceedingStateSpaceScan - Class in org.drip.spaces.iterator

RdReceedingStateSpaceScan is the Abstract Iterator Class that contains the Functionality to conduct a Receeding Scan through a R^d Space.

RdReceedingStateSpaceScan(int[], boolean) - Constructor for class org.drip.spaces.iterator.RdReceedingStateSpaceScan

RdReceedingStateSpaceScan Constructor

RdSpanningCombinatorialIterator - Class in org.drip.spaces.iterator

RdSpanningCombinatorialIterator contains the Functionality to conduct a Spanning Iteration through an R^d Combinatorial Space.

RdSpanningCombinatorialIterator(R1CombinatorialVector[], int[]) - Constructor for class org.drip.spaces.iterator.RdSpanningCombinatorialIterator

RdSpanningCombinatorialIterator Constructor

RdSpanningStateSpaceScan - Class in org.drip.spaces.iterator

RdSpanningStateSpaceScan is the Abstract Iterator Class that contains the Functionality to perform a Spanning Iterative Scan through an R^d State Space.

RdStochasticDriver - Class in org.drip.dynamics.ito

RdStochasticDriver exposes the R^d Random Background Emission Function.

RdStochasticDriver() - Constructor for class org.drip.dynamics.ito.RdStochasticDriver

RdStochasticEvolver - Class in org.drip.dynamics.process

RdStochasticEvolver implements the R^d Stochastic Evolver.

RdStochasticEvolver(RdToR1Drift[], RdToR1Volatility[][], RdStochasticDriver) - Constructor for class org.drip.dynamics.process.RdStochasticEvolver

RdStochasticEvolver Constructor

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitBudgetTermNet

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitBudgetTermTransactionCharge

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitChargeTermIssuer

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitExposureTermAbsolute

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitExposureTermIssuerLong

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitExposureTermIssuerNet

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitExposureTermIssuerShort

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitExposureTermNet

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitHoldingsTermAbsolute

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitHoldingsTermIssuerLong

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitHoldingsTermIssuerLongShort

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitHoldingsTermIssuerNet

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitHoldingsTermIssuerShort

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitHoldingsTermIssuerWeightedAverage

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitHoldingsTermModelDeviation

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitNamesTermIssuerLong

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitNamesTermIssuerShort

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitNamesTermIssuerTotal

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitRiskTermMarginal

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitRiskTermVariance

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitTaxTermGrossGains

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitTaxTermGrossLoss

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitTaxTermLiability

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitTaxTermLongGains

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitTaxTermNetGains

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitTaxTermNetLoss

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitThresholdTermIssuerLong

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitThresholdTermIssuerNet

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitThresholdTermIssuerShort

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitTradesTermIssuerBuy

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitTradesTermIssuerSell

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitTradesTermIssuerTotal

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitTurnoverTermIssuerBuy

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitTurnoverTermIssuerNet

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitTurnoverTermIssuerSell

rdtoR1() - Method in class org.drip.portfolioconstruction.constraint.LimitTurnoverTermIssuerShort

rdtoR1() - Method in class org.drip.portfolioconstruction.objective.CustomNetTaxGainsTerm

rdtoR1() - Method in class org.drip.portfolioconstruction.objective.ExpectedReturnsTerm

rdtoR1() - Method in class org.drip.portfolioconstruction.objective.FixedChargeBuyTerm

rdtoR1() - Method in class org.drip.portfolioconstruction.objective.FixedChargeSellTerm

rdtoR1() - Method in class org.drip.portfolioconstruction.objective.FixedChargeTerm

rdtoR1() - Method in class org.drip.portfolioconstruction.objective.GoldmanSachsShortfallTerm

rdtoR1() - Method in class org.drip.portfolioconstruction.objective.LinearChargeBuyTerm

rdtoR1() - Method in class org.drip.portfolioconstruction.objective.LinearChargeSellTerm

rdtoR1() - Method in class org.drip.portfolioconstruction.objective.LinearChargeTerm

rdtoR1() - Method in class org.drip.portfolioconstruction.objective.LongTiltTerm

rdtoR1() - Method in class org.drip.portfolioconstruction.objective.MarketImpactChargeTerm

rdtoR1() - Method in class org.drip.portfolioconstruction.objective.NetTaxGainsTerm

rdtoR1() - Method in class org.drip.portfolioconstruction.objective.NetTiltTerm

rdtoR1() - Method in class org.drip.portfolioconstruction.objective.ShortSellChargeTerm

rdtoR1() - Method in class org.drip.portfolioconstruction.objective.ShortTiltTerm

rdtoR1() - Method in class org.drip.portfolioconstruction.objective.StandardDeviationTerm

rdtoR1() - Method in class org.drip.portfolioconstruction.objective.TaxLiabilityTerm

rdtoR1() - Method in class org.drip.portfolioconstruction.objective.TransactionChargeTerm

rdtoR1() - Method in class org.drip.portfolioconstruction.objective.VarianceTerm

rdtoR1() - Method in class org.drip.portfolioconstruction.optimizer.FormulationTerm

The R^d To R¹ Formulation Term

rdTor1() - Method in class org.drip.learning.regularization.RegularizationFunction

Retrieve the R^d To R^1 Regularization Function

RdToR1 - Class in org.drip.function.definition

RdToR1 provides the evaluation of the R^d To R¹ objective function and its derivatives for a specified set of R^d variates.

RdToR1Drift - Interface in org.drip.dynamics.ito

RdToR1Drift implements the R^d to R¹ Drift Function.

RdToR1Volatility - Interface in org.drip.dynamics.ito

RdToR1Volatility implements the R^d to R¹ Volatility Function.

RdToRd - Class in org.drip.function.definition

RdToRd provides the evaluation of the R^d To R^d objective function and its derivatives for a specified set of R^d variates.

RdUniform - Class in org.drip.measure.lebesgue

RdUniform implements the R^d Lebesgue Measure Distribution that corresponds to a Uniform R^d d-Volume Space.

RdUniform(RdGeneralizedVector) - Constructor for class org.drip.measure.lebesgue.RdUniform

RdUniform Constructor

RdWienerDriver - Class in org.drip.dynamics.ito

RdWienerDriver exposes the R^d Wiener Background Emission Function.

RdWienerDriver(double, Covariance) - Constructor for class org.drip.dynamics.ito.RdWienerDriver

RdWienerDriver Constructor

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

A certain bug's home is on the x-axis at position x.

real() - Method in class org.drip.function.definition.CartesianComplexNumber

Retrieve the Real Part

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

Real Estate Lending Business

RealEstateLendingBreakdown - Class in org.drip.sample.betafloatfloat

RealEstateLendingBreakdown zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.

RealEstateLendingBreakdown() - Constructor for class org.drip.sample.betafloatfloat.RealEstateLendingBreakdown

RealEstateLendingDetail - Class in org.drip.sample.betafixedfloat

RealEstateLendingDetail zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.

RealEstateLendingDetail() - Constructor for class org.drip.sample.betafixedfloat.RealEstateLendingDetail

RealEstateLendingExplain - Class in org.drip.sample.allocation

RealEstateLendingExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.

RealEstateLendingExplain() - Constructor for class org.drip.sample.allocation.RealEstateLendingExplain

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

Retrieve the Realized Non-dimensional Value

realization() - Method in class org.drip.execution.latent.MarketStateCorrelated

Retrieve the Liquidity/Volatility Market State Realizations

realization() - Method in class org.drip.historical.attribution.PositionManifestMeasureSnap

Retrieve the Realized Manifest Measure Value

realization() - Method in class org.drip.oms.indifference.PositionVertex

Retrieve the Realization Vertex

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

Retrieve the Realization Array

RealizationVertex - Class in org.drip.oms.indifference

RealizationVertex holds the Vertex Realization of the Money Market and the Underlier Prices.

RealizationVertex(double, double) - Constructor for class org.drip.oms.indifference.RealizationVertex

RealizationVertex Constructor

realizedDrift(int) - Method in class org.drip.execution.bayesian.PriorDriftDistribution

Generate the given Number of Bayesian Drift Realizations

realizedFinalShortRate() - Method in class org.drip.dynamics.hullwhite.ShortRateUpdate

Retrieve the Realized Final Short Rate

realizedMarketState() - Method in class org.drip.execution.latent.OrnsteinUhlenbeckSequence

Retrieve the Sequence of Market State Realization

RealizedMinimaR1RateDistribution - Class in org.drip.measure.exponential

RealizedMinimaR1RateDistribution implements the Rate Parameterization of the Realized Minimum among the Set of R¹ Exponential Distributions.

realizedQM() - Method in class org.drip.dynamics.lmm.PathwiseQMRealization

Retrieve the Array of the Realized QM

realizedZeroCouponPrice(int) - Method in class org.drip.dynamics.lmm.ContinuouslyCompoundedForwardProcess

Retrieve a Realized Zero-Coupon Bond Price

realizeEvent(double) - Method in class org.drip.capital.stress.EventProbabilityLadder

Realize the Event in accordance with the Indicator

realizeEventSet(Map<String, Double>) - Method in class org.drip.capital.stress.EventProbabilityContainer

Realize the Event Set in accordance with the Random Event Indicator Map

realizeIncidenceEnsemble(double, double) - Method in class org.drip.capital.stress.SystemicEventContainer

Realize a Stress Event Incidence Ensemble

realizeIncidenceEnsemble(double, Map<String, Double>) - Method in class org.drip.capital.stress.IdiosyncraticEventContainer

Realize the Event Set in accordance with the Event Indicator Map

rebalanceCash(EvolutionTrajectoryVertex, MarketEdge) - Method in class org.drip.xva.pde.TrajectoryEvolutionScheme

Re-balance the Cash Account and generate the Derivative Value Update

Rebalancer - Class in org.drip.portfolioconstruction.optimizer

Rebalancer holds the Details of a given Rebalancing Run.

Rebalancer(String, String, String, Account, Strategy) - Constructor for class org.drip.portfolioconstruction.optimizer.Rebalancer

Rebalancer Constructor

RebalancerAnalytics - Class in org.drip.portfolioconstruction.optimizer

RebalancerAnalytics holds the Analytics from a given Rebalancing Run.

RebalancerAnalytics(double, Holdings, CaseInsensitiveHashMap<Double>, CaseInsensitiveHashMap<ConstraintRealization>, PortfolioMetrics, PortfolioBenchmarkMetrics) - Constructor for class org.drip.portfolioconstruction.optimizer.RebalancerAnalytics

RebalancerAnalytics Constructor

ReceedingPermutationScan(String, int) - Static method in class org.drip.spaces.big.SubStringSetExtractor

Locate the String Set of the Target Size using a Receding Permutation Scan

ReciprocalIntegerFloor(double) - Static method in class org.drip.numerical.common.NumberUtil

Retrieve the Reciprocal Integer Floor of z

Reconciler_Call - Class in org.drip.sample.bondmetrics

Reconciler_Call demonstrates the Analytics Calculation/Reconciliation for the Callable Bond KWA6SA.

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

Reconciler_Fixed - Class in org.drip.sample.bondmetrics

Reconciler_Fixed demonstrates the Analytics Calculation/Reconciliation for the the Fixed Coupon Bond MCQGQO.

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

Reconciler_Float - Class in org.drip.sample.bondmetrics

Reconciler_Float demonstrates the Analytics Calculation/Reconciliation for the Floater Bond KWA6SA.

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

Reconciler_Sink - Class in org.drip.sample.bondmetrics

Reconciler_Sink demonstrates the Analytics Calculation/Reconciliation for the the Sinking Fund Bond YSW0U6.

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

recordFinish() - Method in class org.drip.service.env.InvocationRecord

Record the Finish of the Invocation Record

recordPhase(double, double, double, double, double, boolean) - Method in class org.drip.pricer.option.HestonStochasticVolatilityAlgorithm

Record the Details of a Single Phase Adjustment Run

recordSetup() - Method in class org.drip.service.env.InvocationRecord

Record the Setup of the Invocation Record

recovery() - Method in class org.drip.product.params.CreditSetting

Retrieve the Recovery Amount

recovery(int) - Method in class org.drip.state.credit.CreditCurve

Calculate the recovery rate to the given date

recovery(int) - Method in class org.drip.state.nonlinear.ForwardHazardCreditCurve

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

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

recovery(int, int, CreditCurve) - Method in class org.drip.product.definition.CreditComponent

Get the time-weighted recovery of the credit component between the given dates

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

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

recovery(int, CreditCurve) - Method in class org.drip.product.definition.CreditComponent

Get the recovery of the credit component for the given date

recovery(String) - Method in class org.drip.state.credit.CreditCurve

Calculate the recovery rate to the given tenor

recovery(JulianDate) - Method in class org.drip.state.credit.CreditCurve

Calculate the recovery rate to the given date

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

Retrieve the Coupon Period Recovery

recoveryFlatBump(BasketProduct, boolean) - Method in class org.drip.param.definition.ScenarioMarketParams

Get the map of Recovery Flat Bumped Curves for the given Basket Product

recoveryFlatBump(BasketProduct, boolean) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer

recoveryPV() - Method in class org.drip.analytics.output.BondWorkoutMeasures

Retrieve the Recovery PV

recoveryRate() - Method in class org.drip.historical.attribution.CDSMarketSnap

Retrieve the Recovery Rate

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

Retrieve the Recovery Rate

recoveryRate() - Method in class org.drip.service.scenario.BondReplicator

Retrieve the Recovery Rate

recoveryRate(JulianDate) - Method in class org.drip.historical.state.CreditCurveMetrics

Retrieve the Recovery Rate corresponding to the specified Date

recoveryRecoveryCorrelation(EntityRecoveryLabel, EntityRecoveryLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Correlation Surface for the specified Recovery Latent State Pair

recoveryRepoCorrelation(EntityRecoveryLabel, RepoLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Correlation Surface for the specified Recovery and the Repo Latent States

recoveryState(EntityRecoveryLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Recovery Latent State from the Label

recoveryVolatility(EntityRecoveryLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Volatility Curve for the specified Recovery Latent State

RectilinearMSTGenerator - Class in org.drip.graph.treebuilder

RectilinearMSTGenerator exposes the Functionality behind the MST Generation for a Recti-linear Graph.

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

Retrieve the Recurrence Matrix J

RecursionUtil - Class in org.drip.service.common

RecursionUtil implements Recursion Utility Functions.

RecursionUtil() - Constructor for class org.drip.service.common.RecursionUtil

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

Generate the Vertex Set using a Recursive Depth-First Search

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

Retrieve the Recursive Generator Instance

RecursiveGenerator - Interface in org.drip.measure.crng

RecursiveGenerator exposes Sequence Generation using Recursive Schemes.

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

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

Return the bond's redemption currency

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

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

Return the bond's redemption value

redemptionValue() - Method in class org.drip.product.params.QuoteConvention

Retrieve the Redemption Value

reduce(String, String) - Method in class org.drip.validation.riskfactorjoint.NormalSampleCohort

reduce(String, String) - Method in interface org.drip.validation.riskfactorjoint.SampleCohort

Reduce the Joint Realizations for the Pair of State Labels to a Single Risk Factor Sample

reducedWeight(Network, Edge) - Method in class org.drip.graph.astar.FHeuristic

Compute the Reduced Weight of the Edge

reductionFactor() - Method in class org.drip.function.rdtor1descent.LineStepEvolutionControl

Retrieve the Reduction Factor per Step

reductionStepCount() - Method in class org.drip.function.rdtor1descent.LineStepEvolutionControl

Retrieve the Count of Reduction Steps

reference() - Method in class org.drip.measure.process.OrnsteinUhlenbeckPair

Retrieve the Reference R^1 Ornstein-Uhlenbeck Evaluator

REFERENCE_PERIOD_IN_ADVANCE - Static variable in class org.drip.analytics.support.CompositePeriodBuilder

Reference Period Fixing is IN-ADVANCE (i.e., the same as that) of the Coupon Period

REFERENCE_PERIOD_IN_ARREARS - Static variable in class org.drip.analytics.support.CompositePeriodBuilder

Reference Period Fixing is IN-ARREARS (i.e., displaced one period to the right) of the Coupon Period

referenceBurstiness() - Method in class org.drip.measure.dynamics.DiffusionEvaluatorOrnsteinUhlenbeck

referenceBurstiness() - Method in interface org.drip.measure.process.OrnsteinUhlenbeck

Retrieve the Reference Burstiness Scale

referenceBurstiness() - Method in class org.drip.measure.process.OrnsteinUhlenbeckPair

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

Retrieve the Reference Component

referenceConvention() - Method in class org.drip.market.otc.CrossFloatSwapConvention

Retrieve the Reference Convention

ReferenceCoordinatedVariation(CoordinatedVariation) - Static method in class org.drip.execution.dynamics.ArithmeticPriceEvolutionParametersBuilder

Construct a Linear Permanent Evolution Parameters from a Deterministic Coordinated Variation Instance

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

Retrieve the Reference Coupon Rate

referenceEntity() - Method in class org.drip.state.identifier.EntityDesignateLabel

Retrieve the Reference Entity

ReferenceForwardState - Class in org.drip.template.state

ReferenceForwardState sets up the Calibration of the Reference Forward Latent State and examine the Emitted Metrics.

ReferenceForwardState() - Constructor for class org.drip.template.state.ReferenceForwardState

ReferenceForwardStateShifted - Class in org.drip.template.statebump

ReferenceForwardStateShifted demonstrates the Generation of the Shifted Reference Forward Curves.

ReferenceForwardStateShifted() - Constructor for class org.drip.template.statebump.ReferenceForwardStateShifted

referenceIndex() - Method in class org.drip.state.basis.BasisCurve

referenceIndex() - Method in interface org.drip.state.basis.BasisEstimator

Retrieve the Reference Index

referenceIndexPeriod() - Method in class org.drip.analytics.cashflow.ComposableUnitFloatingPeriod

Retrieve the Reference Index Period

ReferenceIndexPeriod - Class in org.drip.analytics.cashflow

ReferenceIndexPeriod contains the Cash Flow Period Details.

ReferenceIndexPeriod(int, int, int, double, FloaterLabel) - Constructor for class org.drip.analytics.cashflow.ReferenceIndexPeriod

The ReferenceIndexPeriod Constructor

referenceLag() - Method in class org.drip.market.definition.OvernightIndex

Retrieve the Index Reference Lag

referenceLiquidity() - Method in class org.drip.execution.tradingtime.CoordinatedVariation

Retrieve the Reference Liquidity

referenceMeanReversionLevel() - Method in class org.drip.measure.dynamics.DiffusionEvaluatorOrnsteinUhlenbeck

referenceMeanReversionLevel() - Method in interface org.drip.measure.process.OrnsteinUhlenbeck

Retrieve the Reference Mean Reversion Level Scale

referenceMeanReversionLevel() - Method in class org.drip.measure.process.OrnsteinUhlenbeckPair

referenceParBasisSpread() - Method in class org.drip.product.calib.FixFloatQuoteSet

Retrieve the Reference Par Basis Spread

referenceParBasisSpread() - Method in class org.drip.product.calib.FloatFloatQuoteSet

Retrieve the Reference Par Basis Spread

ReferencePeriod(int, int, FloaterLabel, int) - Static method in class org.drip.analytics.support.CompositePeriodBuilder

Construct a Reference Index Period using the Start/End Dates, the Floater Label, and the Reference Period Arrears Type

ReferencePeriod(JulianDate, JulianDate, FloaterLabel, int) - Static method in class org.drip.analytics.support.CompositePeriodBuilder

Construct a Reference Period using the Start/End Dates, the Floater Label, and the Reference Period Arrears Type

referencePeriodArrearsType() - Method in class org.drip.param.period.ComposableFloatingUnitSetting

Retrieve the Reference Period Arrears Type

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

Compute the Reference Bond Price from the Quoted Futures Index Level

referencePrice(JulianDate, Bond, double) - Method in class org.drip.market.exchange.TreasuryFuturesConvention

Compute the Reference Bond Price from the Quoted Futures Index Level

referenceRelaxationTime() - Method in class org.drip.measure.dynamics.DiffusionEvaluatorOrnsteinUhlenbeck

referenceRelaxationTime() - Method in interface org.drip.measure.process.OrnsteinUhlenbeck

Retrieve the Reference Relaxation Time Scale

referenceRelaxationTime() - Method in class org.drip.measure.process.OrnsteinUhlenbeckPair

referenceStream() - Method in class org.drip.product.rates.DualStreamComponent

Retrieve the Reference Stream

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

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

referenceTenor() - Method in class org.drip.market.otc.FloatFloatSwapConvention

Retrieve the Reference Tenor

referenceVolatility() - Method in class org.drip.execution.tradingtime.CoordinatedVariation

Retrieve the Reference Volatility

ReflectionFormula() - Static method in class org.drip.specialfunction.property.BigPiEqualityLemma

Construct the Reflection Formula Verifier

ReflectionFormula() - Static method in class org.drip.specialfunction.property.DigammaEqualityLemma

Generate the Digamma (0, 1) Reflection Formula Verifier

ReflectionFormula() - Static method in class org.drip.specialfunction.property.GammaEqualityLemma

Construct the Reflection Formula Verifier

ReflectionProperty - Class in org.drip.sample.digamma

ReflectionProperty demonstrates the Reflection Property Lemma for Digamma Functions in (0, 1).

ReflectionProperty - Class in org.drip.sample.gamma

ReflectionProperty demonstrates the Verification of the Reflection Property of the Gamma Function.

ReflectionProperty() - Constructor for class org.drip.sample.digamma.ReflectionProperty

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

region() - Method in class org.drip.capital.label.RegionRiskTypeCoordinate

Retrieve the iVAST Region

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

Retrieve the Bucket Region

region(String) - Method in class org.drip.capital.shell.RegionDigramContext

Retrieve the Region corresponding to the Digram

Region - Class in org.drip.capital.definition

Region maintains the C¹ Fixings for the Region Categorical Variate.

Region() - Constructor for class org.drip.capital.definition.Region

RegionalBHC(HighQualityLiquidAsset, double) - Static method in class org.drip.capital.bcbs.BalanceSheetLiquidity

Construct the Basel III Standard Version of Balance Sheet Liquidity for Regional BHC's

regionDigramContext() - Method in class org.drip.capital.shell.CapitalEstimationContextContainer

Retrieve the Region Digram Context

RegionDigramContext - Class in org.drip.capital.shell

RegionDigramContext maintains the Loaded Region Digram Mapping.

RegionDigramContext(Map<String, String>) - Constructor for class org.drip.capital.shell.RegionDigramContext

RegionDigramContext Constructor

RegionDigramFactory - Class in org.drip.capital.env

RegionDigramFactory instantiates the Built-in Region Digram Mapping.

RegionDigramFactory() - Constructor for class org.drip.capital.env.RegionDigramFactory

regionDigramMap() - Method in class org.drip.capital.shell.RegionDigramContext

Retrieve the Region Digram Map

RegionMapping - Class in org.drip.sample.businessspec

RegionMapping zeds the Region Digrams to the Full Region Names.

RegionMapping() - Constructor for class org.drip.sample.businessspec.RegionMapping

regionRiskTypeCoordinate() - Method in class org.drip.capital.label.BusinessRegionRiskTypeCoordinate

Retrieve the Region-Risk Type Node Identifier

RegionRiskTypeCoordinate - Class in org.drip.capital.label

RegionRiskTypeCoordinate implements the Region + Risk Type Coordinate Node Identifier.

RegionRiskTypeCoordinate(String, String) - Constructor for class org.drip.capital.label.RegionRiskTypeCoordinate

RegionRiskTypeCoordinate Constructor

RegionSystemics - Class in org.drip.simm.equity

RegionSystemics contains the Systemic Settings that contain the Region Details.

RegionSystemics() - Constructor for class org.drip.simm.equity.RegionSystemics

regress() - Method in class org.drip.regression.core.UnitRegressionExecutor

regress() - Method in interface org.drip.regression.core.UnitRegressor

This method performs the feature by feature regression for the given object.

regress(double[]) - Method in class org.drip.learning.svm.RdDecisionFunction

Regress on the Specified Multi-dimensional Point

REGRESSION_DETAIL_MODULE_AGGREGATED - Static variable in class org.drip.regression.core.RegressionEngine

Regression outputs rolled up to Modules

REGRESSION_DETAIL_MODULE_UNIT_AGGREGATED - Static variable in class org.drip.regression.core.RegressionEngine

Regression outputs rolled up to Module Units

REGRESSION_DETAIL_MODULE_UNIT_DECOMPOSED - Static variable in class org.drip.regression.core.RegressionEngine

Regression outputs decomposed at individual Module Units

REGRESSION_DETAIL_STATS - Static variable in class org.drip.regression.core.RegressionEngine

Regression Output: Statistics

RegressionEngine - Class in org.drip.regression.core

RegressionEngine provides the control and frame-work functionality for the General Purpose Regression Suite.

RegressionLearning(R1ToR1, double) - Static method in class org.drip.learning.bound.CoveringNumberBoundBuilder

Construct the Regression Learning CoveringNumberProbabilityBound Instance

RegressionRunDetail - Class in org.drip.regression.core

RegressionRunDetail contains named field level detailed output of the regression activity.

RegressionRunDetail() - Constructor for class org.drip.regression.core.RegressionRunDetail

Empty constructor: Regression detail fields will be initialized

RegressionRunOutput - Class in org.drip.regression.core

RegressionRunOutput contains the output of a single regression activity.

RegressionRunOutput(String) - Constructor for class org.drip.regression.core.RegressionRunOutput

Regression Run Output Constructor

RegressionSplineCashCurve - Class in org.drip.sample.bond

RegressionSplineCashCurve demonstrates the Functionality behind the Regression Spline based OLS best-fit Construction of a Cash Bond Discount Curve Based on Input Price/Yield.

RegressionSplineCashCurve() - Constructor for class org.drip.sample.bond.RegressionSplineCashCurve

regressorCoveringProbabilityBound(int, double, boolean) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

Compute the Upper Bound of the Probability of the Absolute Deviation between the Empirical and the Population Means using the Function Class Supremum Covering Number for Regression Learning

regressorCoveringProbabilityBound(GeneralizedValidatedVector, int, double, boolean) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

Compute the Sample/Data Dependent Upper Bound of the Probability of the Absolute Deviation between the Empirical and the Population Means using the Function Class Supremum Covering Number for Regression Learning

regressorCoveringSampleSize(double, double, boolean) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

Compute the Minimum Possible Sample Size needed to generate the required Upper Probability Bound for the Specified Empirical Deviation using the Covering Number Convergence Bounds for Regression Learning.

regressorCoveringSampleSize(GeneralizedValidatedVector, double, double, boolean) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

Compute the Minimum Possible Sample Size needed to generate the required Upper Probability Bound for the Specified Empirical Deviation using the Covering Number Convergence Bounds for Regression Learning.

RegressorSet - Interface in org.drip.regression.core

RegressorSet interface provides the Regression set stubs.

REGULAR_HIGH_DELTA_RISK_WEIGHT - Static variable in class org.drip.simm.fx.FXSystemics24

FX Risk Class Delta Risk Weight for Regular Given and High Calculation Currency Pair

REGULAR_HIGH_HIGH_CORRELATION - Static variable in class org.drip.simm.fx.FXSystemics24

FX Pair Correlation: Calculation Currency - Regular; High/High FX Pair

REGULAR_HIGH_REGULAR_CORRELATION - Static variable in class org.drip.simm.fx.FXSystemics24

FX Pair Correlation: Calculation Currency - Regular; High/Regular FX Pair

REGULAR_REGULAR_DELTA_RISK_WEIGHT - Static variable in class org.drip.simm.fx.FXSystemics24

FX Risk Class Delta Risk Weight for Regular Given and Regular Calculation Currency Pair

REGULAR_REGULAR_HIGH_CORRELATION - Static variable in class org.drip.simm.fx.FXSystemics24

FX Pair Correlation: Calculation Currency - Regular; Regular/High FX Pair

REGULAR_REGULAR_REGULAR_CORRELATION - Static variable in class org.drip.simm.fx.FXSystemics24

FX Pair Correlation: Calculation Currency - Regular; Regular/Regular FX Pair

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

Construct the Regular Collateral Transfer Initiation CSA Event Date

RegularEdgeDates(int, int, String, DateAdjustParams) - Static method in class org.drip.analytics.support.CompositePeriodBuilder

Generate a list of regular period edge dates forward from the start.

RegularEdgeDates(int, String, String, DateAdjustParams) - Static method in class org.drip.analytics.support.CompositePeriodBuilder

Generate a list of regular period edge dates forward from the start.

RegularEdgeDates(JulianDate, String, String, DateAdjustParams) - Static method in class org.drip.analytics.support.CompositePeriodBuilder

Generate a list of regular period edge dates forward from the start.

regularHypergeometric(double) - Method in class org.drip.specialfunction.definition.RegularHypergeometricEstimator

Evaluate Regular Hyper-geometric Function

regularHypergeometric(double) - Method in class org.drip.specialfunction.hypergeometric.EulerQuadratureEstimator

regularHypergeometricEstimator() - Method in class org.drip.specialfunction.derived.EllipticEIntegral

Retrieve the 2F1 Hyper-geometric Function Estimator

regularHypergeometricEstimator() - Method in class org.drip.specialfunction.derived.EllipticKIntegral

Retrieve the 2F1 Hyper-geometric Function Estimator

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

Retrieve the 2F1 Hyper-geometric Function Estimator

regularHypergeometricEstimator() - Method in class org.drip.specialfunction.derived.Kummer

Retrieve the 2F1 Hyper-geometric Function Estimator

regularHypergeometricEstimator() - Method in class org.drip.specialfunction.derived.Legendre

Retrieve the 2F1 Hyper-geometric Function Estimator

RegularHypergeometricEstimator - Class in org.drip.specialfunction.definition

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

RegulariseRow(double[][], double[], int, int) - Static method in class org.drip.numerical.linearalgebra.LinearSystemSolver

Regularize (i.e., convert the diagonal entries of the given cell to non-zero using suitable linear transformations)

RegularityConditions - Class in org.drip.optimization.constrained

RegularityConditions holds the Results of the Verification of the Regularity Conditions/Constraint Qualifications at the specified (possibly) Optimal Variate and the corresponding Fritz John Multipliers.

RegularityConditions(double[], FritzJohnMultipliers, ConstraintQualifierLCQ, ConstraintQualifierLICQ, ConstraintQualifierMFCQ, ConstraintQualifierCRCQ, ConstraintQualifierCPLDCQ, ConstraintQualifierQNCQ, ConstraintQualifierSCCQ) - Constructor for class org.drip.optimization.constrained.RegularityConditions

RegularityConditions Constructor

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

Generate the Battery of Regularity Constraint Qualification Tests

RegularizationFunction - Class in org.drip.learning.regularization

RegularizerFunction the R¹ To R¹ and the R^d To R¹ Regularization Functions.

RegularizationFunction(R1ToR1, RdToR1, double) - Constructor for class org.drip.learning.regularization.RegularizationFunction

RegularizationFunction Constructor

regularize(double) - Method in class org.drip.execution.athl.PermanentImpactNoArbitrage

regularize(double) - Method in class org.drip.execution.athl.PermanentImpactQuasiArbitrage

regularize(double) - Method in class org.drip.execution.athl.TemporaryImpact

regularize(double) - Method in class org.drip.execution.impact.ParticipationRateLinear

regularize(double) - Method in class org.drip.execution.impact.ParticipationRatePower

regularize(double) - Method in class org.drip.execution.impact.TransactionFunction

Regularize the Input Function using the specified Trade Inputs

RegularizeBenchmarkMarks(String, String) - Static method in class org.drip.feed.transformer.GovvieTreasuryMarksReconstitutor

Re-constitute the Horizon Benchmark Marks

RegularizeBenchmarkMarks(String, Map<JulianDate, Map<Double, Double>>) - Static method in class org.drip.feed.transformer.GovvieTreasuryMarksReconstitutor

Re-constitute the Horizon Benchmark Marks

RegularizeBenchmarkMarks(String, Map<JulianDate, Map<Double, Double>>, String, String[]) - Static method in class org.drip.feed.transformer.GovvieTreasuryMarksReconstitutor

Re-constitute the Horizon Benchmark Marks

RegularizeCloses(String, int, int, int) - Static method in class org.drip.feed.transformer.FundingFuturesClosesReconstitutor

Regularize the Funding Futures Feed Closes

RegularizeCloses(String, int, int, int, int, int, int, int) - Static method in class org.drip.feed.transformer.TreasuryFuturesClosesReconstitutor

Regularize the Treasury Feed Closes

RegularizeCloses(String, String, String, int, int) - Static method in class org.drip.feed.transformer.CreditCDSIndexMarksReconstitutor

Regularize the Credit Index Feed Marks

RegularizedIncompleteEstimate - Class in org.drip.sample.beta

RegularizedIncompleteEstimate illustrates the Estimation of the Regularized Incomplete Beta Function.

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

regularizedLoss(R1ToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Compute the Regularized Sample Loss (Empirical + Structural)

regularizedLoss(R1ToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

regularizedLoss(RdToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Compute the Regularized Sample Loss (Empirical + Structural)

regularizedLoss(RdToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

regularizedRisk(R1R1, R1ToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Compute the Regularized Sample Risk (Empirical + Structural)

regularizedRisk(R1R1, R1ToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

regularizedRisk(RdR1, RdToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Compute the Regularized Sample Risk (Empirical + Structural)

regularizedRisk(RdR1, RdToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

RegularizeMarks(String, Map<JulianDate, InstrumentSetTenorQuote>, int) - Static method in class org.drip.feed.transformer.FundingFixFloatMarksReconstitutor

Dump the Regularized Marks of the ISTQ Map

RegularizeMarks(String, Map<JulianDate, InstrumentSetTenorQuote>, int) - Static method in class org.drip.feed.transformer.OvernightIndexMarksReconstitutor

Dump the Regularized Marks of the ISTQ Map

RegularizerBuilder - Class in org.drip.learning.regularization

RegularizerBuilder constructs Custom Regularizers for the different Normed Learner Function Types.

RegularizerBuilder() - Constructor for class org.drip.learning.regularization.RegularizerBuilder

regularizerFunction() - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Retrieve the Regularizer Function

regularizerFunction() - Method in class org.drip.learning.rxtor1.GeneralizedLearner

RegularizerR1CombinatorialToR1Continuous - Class in org.drip.learning.regularization

RegularizerR1CombinatorialToR1Continuous computes the Structural Loss and Risk for the specified Normed R¹ Combinatorial To Normed R¹ Continuous Learning Function.

RegularizerR1CombinatorialToR1Continuous(R1ToR1, R1Combinatorial, R1Continuous, double) - Constructor for class org.drip.learning.regularization.RegularizerR1CombinatorialToR1Continuous

RegularizerR1CombinatorialToR1Continuous Function Space Constructor

RegularizerR1ContinuousToR1Continuous - Class in org.drip.learning.regularization

RegularizerR1ContinuousToR1Continuous computes the Structural Loss and Risk for the specified Normed R¹ Continuous To Normed R¹ Continuous Learning Function.

RegularizerR1ContinuousToR1Continuous(R1ToR1, R1Continuous, R1Continuous, double) - Constructor for class org.drip.learning.regularization.RegularizerR1ContinuousToR1Continuous

RegularizerR1ContinuousToR1Continuous Function Space Constructor

RegularizerR1ToR1 - Interface in org.drip.learning.regularization

RegularizerR1ToR1 exposes the Structural Loss and Risk for the specified Normed R¹ To Normed R¹ Learning Function.

RegularizerRdCombinatorialToR1Continuous - Class in org.drip.learning.regularization

RegularizerRdCombinatorialToR1Continuous computes the Structural Loss and Risk for the specified Normed R^d Combinatorial To Normed R¹ Continuous Learning Function.

RegularizerRdCombinatorialToR1Continuous(RdToR1, RdCombinatorialBanach, R1Continuous, double) - Constructor for class org.drip.learning.regularization.RegularizerRdCombinatorialToR1Continuous

RegularizerRdCombinatorialToR1Continuous Function Space Constructor

RegularizerRdContinuousToR1Continuous - Class in org.drip.learning.regularization

RegularizerRdContinuousToR1Continuous computes the Structural Loss and Risk for the specified Normed R^d Continuous To Normed R¹ Continuous Learning Function.

RegularizerRdContinuousToR1Continuous(RdToR1, RdContinuousBanach, R1Continuous, double) - Constructor for class org.drip.learning.regularization.RegularizerRdContinuousToR1Continuous

RegularizerRdContinuousToR1Continuous Function Space Constructor

RegularizerRdToR1 - Interface in org.drip.learning.regularization

RegularizerRdToR1 exposes the Structural Loss and Risk for the specified Normed R^d To Normed R¹ Learning Function.

RegularizeUsingRowAddition(MatrixComplementTransform) - Static method in class org.drip.numerical.linearalgebra.Matrix

Regularize the specified diagonal entry of the input matrix using Row Addition

RegularizeUsingRowSwap(MatrixComplementTransform) - Static method in class org.drip.numerical.linearalgebra.Matrix

Regularize the specified diagonal entry of the input matrix using Row Swapping

RegularSingularityIndependentSolution - Class in org.drip.specialfunction.ode

RegularSingularityIndependentSolution holds the Array of Linearly Independent Solutions at the specified Regular Singularity.

RegularSingularityIndependentSolution() - Constructor for class org.drip.specialfunction.ode.RegularSingularityIndependentSolution

Empty RegularSingularityIndependentSolution Constructor

RegularSingularityIndependentSolution2F1 - Class in org.drip.specialfunction.ode

RegularSingularityIndependentSolution2F1 holds the Array of Linearly Independent Solutions to the 2F1 Hyper-geometric Equation at the Singularities {0, 1, and INF}.

RegularSingularityIndependentSolution2F1() - Constructor for class org.drip.specialfunction.ode.RegularSingularityIndependentSolution2F1

RegularVolatilityCurrencySet() - Static method in class org.drip.simm.rates.IRSettingsContainer20

Retrieve the Regular Volatility Currency Set

RegularVolatilityCurrencySet() - Static method in class org.drip.simm.rates.IRSettingsContainer21

Retrieve the Regular Volatility Currency Set

RegularVolatilityCurrencySet() - Static method in class org.drip.simm.rates.IRSettingsContainer24

Retrieve the Regular Volatility Currency Set

ReimannZetaEqualityLemma - Class in org.drip.specialfunction.property

ReimannZetaEqualityLemma verifies the Specified Property Lemmas of the Riemann Zeta Function.

ReimannZetaEqualityLemma() - Constructor for class org.drip.specialfunction.property.ReimannZetaEqualityLemma

RelationIdentity2(double, double, double) - Static method in class org.drip.specialfunction.property.GaussContiguousEqualityLemma

Construct the Hyper-geometric Gauss Contiguous Identity #2 Verifier

RelationIdentity3(double, double, double) - Static method in class org.drip.specialfunction.property.GaussContiguousEqualityLemma

Construct the Hyper-geometric Gauss Contiguous Identity #3 Verifier

RelationIdentity4(double, double, double) - Static method in class org.drip.specialfunction.property.GaussContiguousEqualityLemma

Construct the Hyper-geometric Gauss Contiguous Identity #4 Verifier

RelationIdentity5(double, double, double) - Static method in class org.drip.specialfunction.property.GaussContiguousEqualityLemma

Construct the Hyper-geometric Gauss Contiguous Identity #5 Verifier

RelationIdentity6(double, double, double) - Static method in class org.drip.specialfunction.property.GaussContiguousEqualityLemma

Construct the Hyper-geometric Gauss Contiguous Identity #6 Verifier

RelationIdentity7(double, double, double) - Static method in class org.drip.specialfunction.property.GaussContiguousEqualityLemma

Construct the Hyper-geometric Gauss Contiguous Identity #7 Verifier

relativeTolerance() - Method in class org.drip.function.rdtor1solver.ConvergenceControl

Retrieve the Relative Tolerance

RelativeValueMeasuresGeneration - Class in org.drip.sample.bond

RelativeValueMeasuresGeneration is a Bond RV Measures Generation Sample demonstrating the invocation and usage of Bond RV Measures functionality.

RelativeValueMeasuresGeneration() - Constructor for class org.drip.sample.bond.RelativeValueMeasuresGeneration

RelativeValueMetrics(String, int, int, double, int, String, String, int, String[], double[], String, double[], String, String[], double[], String, String, int[], int[], double[], double[], String, String, String[], double[], double[], String, double) - Static method in class org.drip.service.product.FixedBondAPI

Generate the Relative Value Metrics for the Specified Bond

relaxAndUpdateVertexes(Map<String, AugmentedVertex>) - Method in class org.drip.graph.bellmanford.VertexRelaxationControl

Relax and Update the Vertexes

relaxationTime() - Method in class org.drip.measure.dynamics.DiffusionEvaluatorOrnsteinUhlenbeck

Retrieve the Relaxation Time

relaxationTimeDensity(double) - Method in class org.drip.specialfunction.definition.RelaxationTimeDistributionEstimator

Compute the Relaxation Time Density

relaxationTimeDensity(double) - Method in class org.drip.specialfunction.scaledexponential.RelaxationTimeDistributionSeriesEstimator

RelaxationTimeDistributionEstimate - Class in org.drip.sample.scaledexponential

RelaxationTimeDistributionEstimate illustrates the Series-based Estimate for the Relaxation Time Distribution Function.

RelaxationTimeDistributionEstimate() - Constructor for class org.drip.sample.scaledexponential.RelaxationTimeDistributionEstimate

RelaxationTimeDistributionEstimator - Class in org.drip.specialfunction.definition

RelaxationTimeDistributionEstimator exposes the Estimator for the Relaxation Time Distribution Function.

RelaxationTimeDistributionSeries - Class in org.drip.specialfunction.scaledexponential

RelaxationTimeDistributionSeries implements the Series Expansion of the Relaxation Time Distribution Function.

RelaxationTimeDistributionSeries() - Constructor for class org.drip.specialfunction.scaledexponential.RelaxationTimeDistributionSeries

RelaxationTimeDistributionSeriesEstimator - Class in org.drip.specialfunction.scaledexponential

RelaxationTimeDistributionSeriesEstimator exposes the Series-based Estimator for the Relaxation Time Distribution Function.

RelaxationTimeDistributionSeriesTerm - Class in org.drip.specialfunction.scaledexponential

RelaxationTimeDistributionSeriesTerm implements the Series Term in the Expansion of the Relaxation Time Distribution Function.

RelaxationTimeDistributionSeriesTerm(double, R1ToR1) - Constructor for class org.drip.specialfunction.scaledexponential.RelaxationTimeDistributionSeriesTerm

RelaxationTimeDistributionSeriesTerm Constructor

relief() - Method in class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic

Retrieve the Leading Relief

RELIEF_BERNARD_BOS_LEVENBACH_1953 - Static variable in class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic

Bernard and Bos-Levenbach (1953) Heuristic

RELIEF_BLOM_1958 - Static variable in class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic

Blom (1958) Heuristic

RELIEF_BMDP_2018 - Static variable in class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic

BMDP (2018) Heuristic

RELIEF_CUNNANE_1978 - Static variable in class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic

Cunnane (1978) Heuristic

RELIEF_FILLIBEN_1975 - Static variable in class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic

Filliben (1975) Heuristic

RELIEF_GRINGORTEN_1963 - Static variable in class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic

Gringorten (1963) Heuristic

RELIEF_HAZEN_1913 - Static variable in class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic

Hazen (1913) Heuristic

RELIEF_LARSEN_CURRANT_HUNT_1980 - Static variable in class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic

Larsen, Currant, and Hunt (1980) Heuristic

RELIEF_NIST_2013 - Static variable in class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic

NIST (2013) Heuristic

RELIEF_STANDARD - Static variable in class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic

Standard Heuristic

RELIEF_YU_HUANG_2001 - Static variable in class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic

Yu and Huang (2001) Heuristic

remove(int, LatentStateLabel) - Method in class org.drip.param.market.LatentStateFixingsContainer

Remove the Latent State Fixing corresponding to the Date/Label Pair it if exists

remove(Object) - Method in class org.drip.analytics.support.CaseInsensitiveHashMap

remove(Object) - Method in class org.drip.analytics.support.CaseInsensitiveTreeMap

remove(JulianDate, LatentStateLabel) - Method in class org.drip.param.market.LatentStateFixingsContainer

Remove the Latent State Fixing corresponding to the Date/Label Pair it if exists

removeComponentQuote(String) - Method in class org.drip.param.definition.ScenarioMarketParams

Remove the component quote

removeComponentQuote(String) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer

removeEdge(String) - Method in class org.drip.graph.core.Network

Remove an Edge from the Network

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

Remove the Edge from the Edge Map

removeFixing(int, LatentStateLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Remove the Fixing corresponding to the Date/Label Pair it if exists

removeFixing(JulianDate, LatentStateLabel) - Method in class org.drip.param.definition.ScenarioMarketParams

Remove the fixing corresponding to the given date and the Latent State Label

removeFixing(JulianDate, LatentStateLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Remove the Fixing corresponding to the Date/Label Pair it if exists

removeFixing(JulianDate, LatentStateLabel) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer

removeMarketQuote() - Method in class org.drip.param.definition.ProductQuote

Remove the market quote

removeMarketQuote() - Method in class org.drip.param.quote.ProductMultiMeasure

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

Trim out the Minimal Valid Parenthesis

removeQuote(String) - Method in class org.drip.param.definition.ProductQuote

Remove the named Quote

removeQuote(String) - Method in class org.drip.param.quote.ProductMultiMeasure

removeScenarioCreditCurve(String) - Method in class org.drip.param.definition.ScenarioMarketParams

Removes the named scenario CC

removeScenarioCreditCurve(String) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer

removeScenarioDiscountCurve(String) - Method in class org.drip.param.definition.ScenarioMarketParams

Remove the named scenario DC

removeScenarioDiscountCurve(String) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer

removeTopEntry() - Method in class org.drip.graph.softheap.KaplanZwickBinaryNode

Remove the Top Entry

removeTSYQuote(String) - Method in class org.drip.param.definition.ScenarioMarketParams

Remove the named Treasury Quote

removeTSYQuote(String) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer

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

Reorganize the given String

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

Clone/Replicate the current Basis Evaluator Instance

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

replicationPortfolioVertex() - Method in class org.drip.xva.derivative.EvolutionTrajectoryVertex

Retrieve the Replication Portfolio Vertex

ReplicationPortfolioVertex - Class in org.drip.xva.derivative

ReplicationPortfolioVertex contains the Dynamic Replicating Portfolio of the Pay-out using the Assets in the Economy, from the Dealer's View Point.

ReplicationPortfolioVertex(double, double, double, double, double) - Constructor for class org.drip.xva.derivative.ReplicationPortfolioVertex

ReplicationPortfolioVertex Constructor

ReplicationPortfolioVertexDealer - Class in org.drip.xva.derivative

ReplicationPortfolioVertexDealer holds the Dealer Senor/Subordinate Replication Portfolio.

ReplicationPortfolioVertexDealer(double, double) - Constructor for class org.drip.xva.derivative.ReplicationPortfolioVertexDealer

ReplicationPortfolioVertexDealer Constructor

repo() - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Retrieve the Repo Latent State Node Container

repo(int) - Method in class org.drip.state.curve.BasisSplineRepoCurve

repo(int) - Method in class org.drip.state.nonlinear.FlatForwardRepoCurve

repo(int) - Method in interface org.drip.state.repo.RepoEstimator

Calculate the Repo Rate to the given Date

repo(String) - Method in class org.drip.state.repo.RepoCurve

repo(String) - Method in interface org.drip.state.repo.RepoEstimator

Calculate the Repo Rate to the given Tenor

repo(JulianDate) - Method in class org.drip.state.repo.RepoCurve

repo(JulianDate) - Method in interface org.drip.state.repo.RepoEstimator

Calculate the Repo Rate to the given Date

repo(RepoLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer

Retrieve the Repo Latent State

repo(RepoLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Retrieve of Labeled Repo

Repo - Class in org.drip.sample.securitysuite

Repo generates the Full Suite of Replication Metrics for a Sample Repo Instrument.

Repo() - Constructor for class org.drip.sample.securitysuite.Repo

RepoCurve - Class in org.drip.state.repo

RepoCurve is the Stub for the Re-purchase Rate between applicable to the Specified Entity.

RepoEstimator - Interface in org.drip.state.repo

RepoEstimator is the interface that exposes the calculation of the Repo Rate for a specified Entity.

repoExists(RepoLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer

Indicate if the Repo Latent State Exists

RepoLabel - Class in org.drip.state.identifier

RepoLabel contains the Identifier Parameters referencing the Latent State of the named Repo Curve.

RepoLabel(String) - Constructor for class org.drip.state.identifier.RepoLabel

RepoLabel constructor

repoMap() - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer

Retrieve the Repo Evolver Map

repoRate() - Method in class org.drip.exposure.evolver.PrimarySecurity

Retrieve the Repo Rate

repoRepoCorrelation(RepoLabel, RepoLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Correlation Surface between the Pair of Repo Latent States

repoState(RepoLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Repo Latent State Corresponding to the Label

repoVolatility(RepoLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Volatility Curve for the Repo Latent State Label

RequestResponseDecorator - Class in org.drip.service.engine

RequestResponseDecorator contains the Functionality behind the DROP API Compute Service Engine Request and Response Header Fields Affixing/Decoration.

RequestResponseDecorator() - Constructor for class org.drip.service.engine.RequestResponseDecorator

ReservationPricer - Class in org.drip.oms.indifference

ReservationPricer implements the Expectation of the Utility Function using the Endowment and at Payoff on the Underlying Asset.

ReservationPricer() - Constructor for class org.drip.oms.indifference.ReservationPricer

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

Run a Reservation Pricing Flow

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

Run a Reservation Pricing Flow

ReservationPricingRun - Class in org.drip.oms.indifference

ReservationPricingRun holds the Results of a Bid/Ask Reservation Pricing Run.

ReservationPricingRun(double, double, double) - Constructor for class org.drip.oms.indifference.ReservationPricingRun

ReservationPricingRun Constructor

reservationValue() - Method in class org.drip.oms.indifference.ClaimsUtilityExpectationInferenceRun

Retrieve the Claims Reservation Value

reset() - Method in class org.drip.service.jsonparser.LexicalProcessor

Reset the parser to the initial state without resetting the underlying reader.

reset() - Method in class org.drip.service.representation.ItemList

Reset the List

reset(Reader) - Method in class org.drip.service.jsonparser.LexicalProcessor

Reset the parser to the initial state with a new character reader.

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

Reset the CDS's coupon

resetCoupon(double) - Method in class org.drip.product.definition.CreditDefaultSwap

Reset the CDS's coupon

resetDate() - Method in class org.drip.analytics.output.CompositePeriodAccrualMetrics

Retrieve the Reset Date

resetDate() - Method in class org.drip.service.scenario.BondReplicator

Retrieve the Reset Date

resetLastUpdateTime() - Method in class org.drip.oms.transaction.OrderBlock

Reset the Last Update Time

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

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

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

Reset the Predictor Ordinate Node Index with the given Response

resetNode(int, SegmentResponseValueConstraint) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence

resetNode(int, SegmentResponseValueConstraint) - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial

resetNode(int, SegmentResponseValueConstraint) - Method in interface org.drip.spline.stretch.SingleSegmentSequence

Reset the Predictor Ordinate Node Index with the given Segment Constraint

resetRate() - Method in class org.drip.service.scenario.BondReplicator

Retrieve the Reset Rate

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

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

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

Reset and retrieve the State Index Cursor

RESIDUAL - Static variable in class org.drip.simm.credit.SectorSystemics

The "Residual" Sector

RESIDUAL_BUCKET_CORRELATION - Static variable in class org.drip.simm.equity.EQSystemics20

Residual Bucket Correlation

RESIDUAL_BUCKET_CORRELATION - Static variable in class org.drip.simm.equity.EQSystemics21

Residual Bucket Correlation

RESIDUAL_BUCKET_CORRELATION - Static variable in class org.drip.simm.equity.EQSystemics24

Residual Bucket Correlation

RESIDUAL_BUCKET_RISK_WEIGHT - Static variable in class org.drip.simm.credit.CRQSystemics20

Residual Bucket - Risk Weight

RESIDUAL_BUCKET_RISK_WEIGHT - Static variable in class org.drip.simm.credit.CRQSystemics21

Residual Bucket - Risk Weight

RESIDUAL_BUCKET_RISK_WEIGHT - Static variable in class org.drip.simm.credit.CRQSystemics24

Residual Bucket - Risk Weight

residualHolding() - Method in class org.drip.execution.optimum.AlmgrenChrissDriftDiscrete

Retrieve the Residual Holdings induced by the Drift

residualReturn() - Method in class org.drip.portfolioconstruction.asset.PortfolioBenchmarkMetrics

Retrieve the Portfolio-to-Benchmark Residual Return

residualRisk() - Method in class org.drip.portfolioconstruction.asset.PortfolioBenchmarkMetrics

Retrieve the Portfolio-to-Benchmark Residual Risk

residualSBAVariance() - Method in class org.drip.simm.margin.RiskMeasureAggregate

Retrieve the Residual SBA Variance

residualSBAVariance() - Method in class org.drip.simm.margin.RiskMeasureAggregateCR

Retrieve the Residual SBA Variance

residualSBAVariance() - Method in class org.drip.simm.margin.RiskMeasureAggregateIR

Retrieve the Residual SBA Variance

residue() - Method in class org.drip.function.definition.PoleResidue

Retrieve the Residue

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

Retrieve the Array of Responses

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

Retrieve the Array of Responses

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

Retrieve the Indexed Response Element

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

Retrieve the Indexed Response Element

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

Retrieve the Array of Response Basis Coefficients

responseBasisCoeffWeights() - Method in class org.drip.spline.params.SegmentBasisFlexureConstraint

Retrieve the Array of the Response Basis Coefficient Weights

responseFunction() - Method in class org.drip.sequence.custom.KernelDensityEstimationL1

Retrieve the Response Function

responseIndexedBasisConstraint(BasisEvaluator, LatentStateInelastic) - Method in class org.drip.spline.params.SegmentResponseValueConstraint

Convert the Segment Constraint onto Local Predictor Ordinates, the corresponding Response Basis Function, and the Shape Controller Realizations

ResponseScalingShapeControl - Class in org.drip.spline.params

ResponseScalingShapeControl implements the segment level basis functions proportional adjustment to achieve the desired shape behavior of the response.

ResponseScalingShapeControl(boolean, R1ToR1) - Constructor for class org.drip.spline.params.ResponseScalingShapeControl

ResponseScalingShapeControl constructor

responseValue() - Method in class org.drip.spline.params.SegmentPredictorResponseDerivative

Retrieve the Response Value

responseValue(double) - Method in class org.drip.spline.pchip.MinimalQuadraticHaganWest

Calculate the Response Value given the Predictor Ordinate

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

Calculate the Response Value at the given Predictor Ordinate

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

responseValue(double) - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial

responseValue(double) - Method in interface org.drip.spline.stretch.SingleSegmentSequence

Calculate the Response Value at the given Predictor Ordinate

responseValue(double[], double) - Method in interface org.drip.spline.segment.BasisEvaluator

Compute the Response Value at the specified Predictor Ordinate

responseValue(double[], double) - Method in class org.drip.spline.segment.SegmentBasisEvaluator

responseValue(double, double) - Method in class org.drip.spline.multidimensional.WireSurfacePiecewiseConstant

Compute the Bivariate Surface Response Value

responseValue(double, double) - Method in class org.drip.spline.multidimensional.WireSurfaceStretch

Compute the Bivariate Surface Response Value

responseValueDerivative(double[], double, int) - Method in interface org.drip.spline.segment.BasisEvaluator

Compute the Response Value Derivative at the specified Predictor Ordinate

responseValueDerivative(double[], double, int) - Method in class org.drip.spline.segment.SegmentBasisEvaluator

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

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

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

Calculate the Response Value Derivative at the given Predictor Ordinate for the specified order

responseValues() - Method in class org.drip.spline.params.SegmentStateCalibrationInputs

Retrieve the Array of the Calibration Response Values

responseValues() - Method in class org.drip.spline.pchip.MonotoneConvexHaganWest

Retrieve the Array of Response Values

ResponseValueSensitivityConstraint - Class in org.drip.spline.params

ResponseValueSensitivityConstraint holds the SegmentResponseValueConstraint instances for the Base Calibration and one for each Manifest Measure Sensitivity.

ResponseValueSensitivityConstraint(SegmentResponseValueConstraint) - Constructor for class org.drip.spline.params.ResponseValueSensitivityConstraint

ResponseValueSensitivityConstraint constructor

responseWeights() - Method in class org.drip.spline.params.SegmentResponseValueConstraint

Retrieve the Array of Response Weights at each Predictor Ordinate

restLength() - Method in class org.drip.dynamics.physical.LangevinEvolver

Retrieve the Rest Length

RestoreIPAddresses(String) - Static method in class org.drip.service.common.RecursionUtil

Restore the IP Address in the String

restrictedSubsetCardinality(double) - Method in class org.drip.spaces.cover.ScaleSensitiveCoveringBounds

Compute the Cardinality for the Subset T (|x) that possesses the Specified Cover for the Restriction of the Input Function Class Family F (|x).

restrictedVariableSet() - Method in class org.drip.optimization.lp.LinearProgramFormulator

Retrieve the Restricted Variable Set

restrictedVariableSet(Set<String>) - Method in class org.drip.optimization.lp.LinearProgramFormulator

Set the Set of Restricted Variables

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

Retail Auto Lending Business

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

Retail Banking Business

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

Retail Partner Cards Business

RetailBankingBreakdown - Class in org.drip.sample.betafloatfloat

RetailBankingBreakdown zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.

RetailBankingBreakdown() - Constructor for class org.drip.sample.betafloatfloat.RetailBankingBreakdown

RetailBankingExplain - Class in org.drip.sample.allocation

RetailBankingExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.

RetailBankingExplain() - Constructor for class org.drip.sample.allocation.RetailBankingExplain

retainedEarnings() - Method in class org.drip.xva.basel.BalanceSheetVertex

Retrieve the Retained Earnings Account

retirementAge() - Method in class org.drip.portfolioconstruction.alm.InvestorCliffSettings

Retrieve the Investor Retirement Age

retirementAgeConsumptionRate() - Method in class org.drip.portfolioconstruction.alm.ExpectedBasicConsumption

Retrieve the Retirement Age Consumption Rate

retirementIndicator(double) - Method in class org.drip.portfolioconstruction.alm.InvestorCliffSettings

Retrieve the Investor Retirement Indicator Flag corresponding to the specified Age

retrieveTickerMontageL1Manager(String) - Method in class org.drip.oms.exchange.CrossVenueMontageDigest

Retrieve the L1 Montage Manager Map for specified Ticker

returns() - Method in class org.drip.investing.factors.FactorComponentLoading

Retrieve the Factor Returns

returns() - Method in class org.drip.investing.factors.FactorPortfolioComponentAttribute

Retrieve the Returns Attribute

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

RETURNS_CONSTRAINT - The Mandatory Returns Constraint

ReturnsConstrained(double) - Static method in class org.drip.portfolioconstruction.allocator.EqualityConstraintSettings

Construct a Returns Constrained Instance of EqualityConstraintSettings

ReturnsConstrainedAllocationClient - Class in org.drip.sample.service

ReturnsConstrainedAllocationClient demonstrates the Invocation and Examination of the JSON-based Weight Normalized/Returns Constrained Portfolio Allocation Service Client.

ReturnsConstrainedAllocationClient() - Constructor for class org.drip.sample.service.ReturnsConstrainedAllocationClient

ReturnsConstrainedAllocator(JSONObject) - Static method in class org.drip.service.assetallocation.PortfolioConstructionProcessor

JSON Based in/out Returns Constrained Mean Variance Allocation Thunker

ReturnsConstrainedVarianceMinimizer - Class in org.drip.sample.assetallocation

ReturnsConstrainedVarianceMinimizer demonstrates the Construction of an Optimal Portfolio using the Variance Minimizing Allocator with Weight Normalization Constraints and Design Returns Constraints.

ReturnsConstrainedVarianceMinimizer() - Constructor for class org.drip.sample.assetallocation.ReturnsConstrainedVarianceMinimizer

returnsConstraint() - Method in class org.drip.portfolioconstruction.allocator.EqualityConstraintSettings

Retrieve the Returns Constraint

returnsConstraint(AssetUniverseStatisticalProperties) - Method in class org.drip.portfolioconstruction.allocator.HoldingsAllocationControl

Retrieve the Mandatory Returns Constraint

returnsHorizonTenor() - Method in class org.drip.investing.riskindex.MomentumFactorMeta

Retrieve the Returns Horizon Tenor

ReturnsTerm - Class in org.drip.portfolioconstruction.objective

ReturnsTerm holds the Details of the Portfolio Returns Based Objective Terms.

Reverse(Portfolio, double[][], double) - Static method in class org.drip.portfolioconstruction.allocator.ForwardReverseHoldingsAllocation

Construct an Instance of ForwardReverseHoldingsAllocation from a Standard Reverse Optimize Operation

ReverseDelete(CompleteRandomGraph) - Static method in class org.drip.graph.mst.CompleteRandomGraphEnsemble

Construct the Reverse-Delete based CompleteRandomGraphEnsemble

ReverseDeleteGenerator - Class in org.drip.graph.mstgreedy

ReverseDeleteGenerator implements the Reverse-Delete Algorithm for generating a Minimum Spanning Tree.

ReverseDeleteGenerator(DirectedGraph, boolean) - Constructor for class org.drip.graph.mstgreedy.ReverseDeleteGenerator

ReverseDeleteGenerator Constructor

ReverseDeleteMaximumForestGenerator - Class in org.drip.sample.mst

ReverseDeleteMaximumForestGenerator illustrates the Execution of the Reverse-Delete Algorithm for Maximum Spanning Tree.

ReverseDeleteMaximumForestGenerator() - Constructor for class org.drip.sample.mst.ReverseDeleteMaximumForestGenerator

ReverseDeleteMinimumForestGenerator - Class in org.drip.sample.mst

ReverseDeleteMinimumForestGenerator illustrates the Execution of the Reverse-Delete Algorithm for Minimum Spanning Tree.

ReverseDeleteMinimumForestGenerator() - Constructor for class org.drip.sample.mst.ReverseDeleteMinimumForestGenerator

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

Given a signed 32-bit integer number, return number with its digits reversed.

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

Check if Reverse match is Possible

reversePostOrder() - Method in class org.drip.graph.search.OrderedVertexGroup

Retrieve the Set of Reverse Post-ordered Vertexes

reversePreOrder() - Method in class org.drip.graph.search.OrderedVertexGroup

Retrieve the Set of Reverse Pre-ordered Vertexes

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

Given an input string, reverse the string word by word.

RevolvingUtilizationRate - Class in org.drip.loan.borrower

RevolvingUtilizationRate contains the Borrower's Net Revolving Utilization Rate.

RevolvingUtilizationRate(double) - Constructor for class org.drip.loan.borrower.RevolvingUtilizationRate

RevolvingUtilizationRate Constructor

rho() - Method in class org.drip.dynamics.hjm.G2PlusPlus

Retrieve Rho

rho() - Method in class org.drip.dynamics.sabr.StochasticVolatilityStateEvolver

Retrieve SABR Rho

rho() - Method in class org.drip.param.pricer.HestonOptionPricerParams

Retrieve Rho

rho() - Method in class org.drip.pricer.option.Greeks

The Option Rho

rhs() - Method in class org.drip.optimization.lp.LinearEquality

Retrieve the RHS

rhs() - Method in class org.drip.optimization.lp.LinearRelation

Retrieve the RHS

riccatiBesselCEstimator() - Method in class org.drip.specialfunction.hankel.XeeFromSC

Retrieve the Riccati-Bessel C Estimator

riccatiBesselCEstimator() - Method in class org.drip.specialfunction.hankel.ZitaFromSC

Retrieve the Riccati-Bessel C Estimator

RiccatiBesselCEstimator - Class in org.drip.specialfunction.definition

RiccatiBesselCEstimator exposes the Estimator for the Riccati-Bessel C Function.

RiccatiBesselCEstimator() - Constructor for class org.drip.specialfunction.definition.RiccatiBesselCEstimator

riccatiBesselSEstimator() - Method in class org.drip.specialfunction.hankel.XeeFromSC

Retrieve the Riccati-Bessel S Estimator

riccatiBesselSEstimator() - Method in class org.drip.specialfunction.hankel.ZitaFromSC

Retrieve the Riccati-Bessel S Estimator

RiccatiBesselSEstimator - Class in org.drip.specialfunction.definition

RiccatiBesselSEstimator exposes the Estimator for the Riccati-Bessel S Function.

RiccatiBesselSEstimator() - Constructor for class org.drip.specialfunction.definition.RiccatiBesselSEstimator

RiccatiBesselXeeEstimator - Class in org.drip.specialfunction.definition

RiccatiBesselXeeEstimator exposes the Estimator for the Riccati-Bessel Xee Function.

RiccatiBesselXeeEstimator() - Constructor for class org.drip.specialfunction.definition.RiccatiBesselXeeEstimator

RiccatiBesselZitaEstimator - Class in org.drip.specialfunction.definition

RiccatiBesselZitaEstimator exposes the Estimator for the Riccati-Bessel Zita Function.

RiccatiBesselZitaEstimator() - Constructor for class org.drip.specialfunction.definition.RiccatiBesselZitaEstimator

RiccatiCEstimate - Class in org.drip.sample.bessel

RiccatiCEstimate illustrates the Estimation of the Bessel-Riccati Function of the Second Kind.

RiccatiCEstimate() - Constructor for class org.drip.sample.bessel.RiccatiCEstimate

RiccatiCEstimator - Class in org.drip.specialfunction.bessel

RiccatiCEstimator implements the Riccati-Bessel C Function Estimator using the Cylindrical Bessel Function of the First Kind.

RiccatiCEstimator(BesselSecondKindEstimator) - Constructor for class org.drip.specialfunction.bessel.RiccatiCEstimator

RiccatiCEstimator Constructor

RiccatiSEstimate - Class in org.drip.sample.bessel

RiccatiSEstimate illustrates the Estimation of the Bessel-Riccati Function of the First Kind.

RiccatiSEstimate() - Constructor for class org.drip.sample.bessel.RiccatiSEstimate

RiccatiSEstimator - Class in org.drip.specialfunction.bessel

RiccatiSEstimator implements the Riccati-Bessel S Function Estimator using the Cylindrical Bessel Function of the First Kind.

RiccatiSEstimator(BesselFirstKindEstimator) - Constructor for class org.drip.specialfunction.bessel.RiccatiSEstimator

RiccatiSEstimator Constructor

Ridder(double, double, double, double, double, double) - Static method in class org.drip.function.r1tor1solver.VariateIteratorPrimitive

Iterate for the next variate using Ridder's method

RIDDER - Static variable in class org.drip.function.r1tor1solver.VariateIteratorPrimitive

Ridder's Method

RiemannSphereSpanner - Class in org.drip.specialfunction.group

RiemannSphereSpanner determines the Conformality and Tile Scheme of the Schwarz Singular Triangle Maps over the Riemann Sphere.

RiemannSphereSpanner(SchwarzTriangleMap[]) - Constructor for class org.drip.specialfunction.group.RiemannSphereSpanner

RiemannSphereSpanner Constructor

RiemannSphereSpanner2F1 - Class in org.drip.specialfunction.group

RiemannSphereSpanner determines the Conformality and Tile Scheme of the Schwarz Singular Triangle Maps over the Riemann Sphere composed of the 2F1 Solutions.

RiemannSphereSpanner2F1() - Constructor for class org.drip.specialfunction.group.RiemannSphereSpanner2F1

RiemannZeta - Class in org.drip.specialfunction.derived

RiemannZeta implements the Riemann Zeta Function.

RiemannZeta(DerivativeControl, R1ToR1) - Constructor for class org.drip.specialfunction.derived.RiemannZeta

RiemannZeta Constructor

RiemannZetaAnalyticContinuity - Class in org.drip.sample.gamma

RiemannZetaAnalyticContinuity demonstrates the Analytic Continuity Property of the Riemann Zeta Function.

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

RiemannZetaEstimate - Class in org.drip.sample.gamma

RiemannZetaEstimate demonstrates the Quadrature Estimate of the Riemann Zeta Function Based.

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

right() - Method in class org.drip.graph.heap.BinaryTreeNode

Retrieve the Right Child

right() - Method in class org.drip.graph.softheap.KaplanZwickBinaryNode

Retrieve the Right Tree

right() - Method in class org.drip.service.common.TreeUtil.TreeNode

Retrieve the Right Tree Node

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

Retrieve the Right Predictor Ordinate

right() - Method in class org.drip.spline.grid.AggregatedSpan

right() - Method in class org.drip.spline.grid.OverlappingStretchSpan

right() - Method in interface org.drip.spline.grid.Span

Retrieve the Right Span Edge

right() - Method in class org.drip.spline.segment.LatentStateInelastic

Retrieve the Segment Right Predictor Ordinate

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

RIGHT_INCLUDE includes the end date in the Feb29 check

RIGHT_NODE_VALUE_PARAMETER_INDEX - Static variable in class org.drip.spline.segment.LatentStateResponseModel

RIGHT NODE VALUE PARAMETER INDEX

RIGHT_OF_CONSTRAINT - Static variable in class org.drip.spline.params.SegmentResponseValueConstraint

Indicator specifying that the knot is to the right of the constraint ordinates

RIGHT_TAIL_CHECK - Static variable in class org.drip.validation.hypothesis.SignificanceTestSetting

Right Tail Significance Test

RightAsymptote() - Static method in class org.drip.specialfunction.property.DigammaInequalityLemma

Generate the Digamma Asymptotic Right Inequality Verifier

rightDerivOrder() - Method in class org.drip.spline.stretch.BoundarySettings

Retrieve the Order of the Right Derivative

rightDimensionEdge() - Method in class org.drip.spaces.tensor.RdCombinatorialVector

rightDimensionEdge() - Method in class org.drip.spaces.tensor.RdContinuousVector

rightDimensionEdge() - Method in interface org.drip.spaces.tensor.RdGeneralizedVector

Retrieve the Array of the Variate Right Edges

rightEdge() - Method in class org.drip.measure.continuous.R1Multivariate

Retrieve the Right Edge Bounding Multivariate

rightEdge() - Method in class org.drip.measure.lebesgue.R1Uniform

Retrieve the Right Predictor Ordinate Edge

rightEdge() - Method in interface org.drip.spaces.tensor.GeneralizedVector

Retrieve the Right Edge

rightEdge() - Method in class org.drip.spaces.tensor.R1CombinatorialVector

rightEdge() - Method in class org.drip.spaces.tensor.R1ContinuousVector

rightEdge() - Method in class org.drip.spaces.tensor.RdCombinatorialVector

rightEdge() - Method in class org.drip.spaces.tensor.RdContinuousVector

rightEdgeDeriv() - Method in class org.drip.spline.params.SegmentStateCalibrationInputs

Retrieve the Array of the Right Edge Derivatives

RightHatShapeControl - Class in org.drip.spline.bspline

RightHatShapeControl implements the BasisHatShapeControl interface for the right hat basis set as laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.

RightHatShapeControl(double, double, String, double) - Constructor for class org.drip.spline.bspline.RightHatShapeControl

RightHatShapeControl constructor

rightHoldings() - Method in class org.drip.execution.discrete.Slice

Retrieve the Right Holdings

rightHoldingsDerivative(double, double, int) - Method in class org.drip.execution.impact.TransactionFunction

Compute the Sensitivity to the Right Holdings

RightInfinite(R1ToR1, double) - Static method in class org.drip.numerical.integration.R1ToR1Integrator

Integrate the specified Function Numerically from the specified Left Limit to +infinity

rightPillar() - Method in class org.drip.exposure.regression.AndersenPykhtinSokolSegment

Retrieve the Right Pillar Vertex

rightPillar() - Method in class org.drip.exposure.regression.PykhtinBrownianBridgeSegment

Retrieve the Right Pillar Vertex

rightPillarLocalVolatility() - Method in class org.drip.exposure.regression.AndersenPykhtinSokolSegment

Retrieve the Right Pillar Local Volatility

rightPillarLocalVolatility() - Method in class org.drip.exposure.regression.PykhtinBrownianBridgeSegment

Retrieve the Right Pillar Local Volatility

RightSideView(TreeUtil.TreeNode) - Static method in class org.drip.service.common.TreeUtil

Retrieve the Right-side View of the Tree

rightSupport() - Method in class org.drip.measure.continuous.R1UnivariateUniform

Retrieve the Right Support

rightTailPValue() - Method in class org.drip.validation.hypothesis.SignificanceTestOutcome

Retrieve the Right Tail p-Value

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

Compute the Rising Pochhammer Symbol for the Specified s and k

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

Risk Treasury Business

riskAversion() - Method in class org.drip.execution.risk.MeanVarianceObjectiveUtility

Retrieve the Risk Aversion Parameter

riskAversion() - Method in class org.drip.execution.risk.PowerVarianceObjectiveUtility

Retrieve the Risk Aversion Parameter

riskAversion() - Method in class org.drip.function.rdtor1.RiskObjectiveUtilityMultivariate

Retrieve the Risk Aversion Factor

riskAversion() - Method in class org.drip.portfolioconstruction.allocator.CustomRiskUtilitySettings

Retrieve the Risk Aversion Factor

riskAversion() - Method in class org.drip.portfolioconstruction.allocator.ForwardReverseHoldingsAllocation

Retrieve the Risk Aversion Coefficient

RiskAversion(double) - Static method in class org.drip.portfolioconstruction.allocator.CustomRiskUtilitySettings

The Risk Aversion Variance Minimizer CustomRiskUtilitySettings Instance

RiskClassAggregate - Class in org.drip.simm.margin

RiskClassAggregate holds the Bucket Aggregate and the Computed SIMM Margin for a single Risk Class.

RiskClassAggregate(RiskMeasureAggregate, RiskMeasureAggregate, RiskMeasureAggregate) - Constructor for class org.drip.simm.margin.RiskClassAggregate

RiskClassAggregate Constructor

RiskClassAggregateCR - Class in org.drip.simm.margin

RiskClassAggregateCR holds the CR Bucket Aggregate and the Computed SIMM Margin for a single Risk Class.

RiskClassAggregateCR(RiskMeasureAggregateCR, RiskMeasureAggregateCR, RiskMeasureAggregateCR) - Constructor for class org.drip.simm.margin.RiskClassAggregateCR

RiskClassAggregateCR Constructor

RiskClassAggregateIR - Class in org.drip.simm.margin

RiskClassAggregateIR holds the Bucket Aggregate and the Computed SIMM Margin for the IR Risk Class.

RiskClassAggregateIR(RiskMeasureAggregateIR, RiskMeasureAggregateIR, RiskMeasureAggregateIR) - Constructor for class org.drip.simm.margin.RiskClassAggregateIR

RiskClassAggregateIR Constructor

RiskClassSensitivity - Class in org.drip.simm.product

RiskClassSensitivity holds the Risk Class Bucket Sensitivities for a single Risk Class.

RiskClassSensitivity(RiskMeasureSensitivity, RiskMeasureSensitivity, RiskMeasureSensitivity) - Constructor for class org.drip.simm.product.RiskClassSensitivity

RiskClassSensitivity Constructor

RiskClassSensitivityCR - Class in org.drip.simm.product

RiskClassSensitivityCR holds the Risk Class Bucket Sensitivities for a single CR Class.

RiskClassSensitivityCR(RiskMeasureSensitivityCR, RiskMeasureSensitivityCR, RiskMeasureSensitivityCR) - Constructor for class org.drip.simm.product.RiskClassSensitivityCR

RiskClassSensitivityCR Constructor

RiskClassSensitivityIR - Class in org.drip.simm.product

RiskClassSensitivityIR holds the Risk Class Bucket Sensitivities for a single IR Class.

RiskClassSensitivityIR(RiskMeasureSensitivityIR, RiskMeasureSensitivityIR, RiskMeasureSensitivityIR) - Constructor for class org.drip.simm.product.RiskClassSensitivityIR

RiskClassSensitivityIR Constructor

RiskClassSensitivitySettings - Class in org.drip.simm.parameters

RiskClassSensitivitySettings holds the Settings that govern the Generation of the ISDA SIMM Bucket Sensitivities across Individual Risk Class Buckets.

RiskClassSensitivitySettings(RiskMeasureSensitivitySettings, RiskMeasureSensitivitySettings, RiskMeasureSensitivitySettings) - Constructor for class org.drip.simm.parameters.RiskClassSensitivitySettings

RiskClassSensitivitySettings Constructor

RiskClassSensitivitySettingsCR - Class in org.drip.simm.parameters

RiskClassSensitivitySettingsCR holds the Settings that govern the Generation of the ISDA SIMM Bucket Sensitivities across Individual CR Risk Class Buckets.

RiskClassSensitivitySettingsCR(RiskMeasureSensitivitySettingsCR, RiskMeasureSensitivitySettingsCR, RiskMeasureSensitivitySettingsCR) - Constructor for class org.drip.simm.parameters.RiskClassSensitivitySettingsCR

RiskClassSensitivitySettingsCR Constructor

RiskClassSensitivitySettingsIR - Class in org.drip.simm.parameters

RiskClassSensitivitySettingsIR holds the Settings that govern the Generation of the ISDA SIMM Bucket Sensitivities across Individual IR Risk Class Buckets.

RiskClassSensitivitySettingsIR(RiskMeasureSensitivitySettingsIR, RiskMeasureSensitivitySettingsIR, RiskMeasureSensitivitySettingsIR) - Constructor for class org.drip.simm.parameters.RiskClassSensitivitySettingsIR

RiskClassSensitivitySettingsIR Constructor

riskenOmegaEstimator() - Method in class org.drip.dynamics.kolmogorov.RdFokkerPlanck

Retrieve the Risken Omega Estimator

RiskenOmegaEstimator - Interface in org.drip.dynamics.kolmogorov

RiskenOmegaEstimator exposes the Omega Estimation using the Risken Algorithm.

riskFactorAggregate() - Method in class org.drip.simm.margin.BucketAggregateCR

Retrieve the CR Risk Factor Aggregate

riskFactorAggregate() - Method in class org.drip.simm.margin.BucketAggregateIR

Retrieve the IR Risk Factor Aggregate

RiskFactorAggregate - Class in org.drip.simm.margin

RiskFactorAggregate holds the Weighted and Normalized Bucket Risk Factor Sensitivity along with the Normalization Factors.

RiskFactorAggregate(double, double) - Constructor for class org.drip.simm.margin.RiskFactorAggregate

RiskFactorAggregate Constructor

RiskFactorAggregateCR - Class in org.drip.simm.margin

RiskFactorAggregateCR holds the Sensitivity Margin Aggregates for each of the CR Risk Factors - both Qualifying and Non-qualifying.

RiskFactorAggregateCR(Map<String, Map<String, Double>>, double) - Constructor for class org.drip.simm.margin.RiskFactorAggregateCR

RiskFactorAggregateCR Constructor

RiskFactorAggregateIR - Class in org.drip.simm.margin

RiskFactorAggregateIR holds the Sensitivity Margin Aggregates for each of the IR Risk Factors - OIS, LIBOR 1M, LIBOR 3M, LIBOR 6M LIBOR 12M, PRIME, and MUNICIPAL.

RiskFactorAggregateIR(Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, double) - Constructor for class org.drip.simm.margin.RiskFactorAggregateIR

RiskFactorAggregateIR Constructor

riskFactorAggregateMap() - Method in class org.drip.simm.margin.BucketAggregate

Retrieve the Risk Factor Aggregate Map

RiskFactorLossTest(GapLossWeightFunction) - Static method in class org.drip.validation.distance.GapTestSetting

Construct the Anfuso Karyampas Nawroth (2017) Risk Factor Loss Test Variant of the Gap Test Setting

riskFactorSensitivityMap() - Method in class org.drip.simm.product.BucketSensitivity

Retrieve the Map of Risk Factor Sensitivities

RiskFactorTenorSensitivity - Class in org.drip.simm.product

RiskFactorTenorSensitivity holds the ISDA SIMM 2.0 Risk Factor Tenor Bucket Sensitivities.

RiskFactorTenorSensitivity(Map<String, Double>) - Constructor for class org.drip.simm.product.RiskFactorTenorSensitivity

RiskFactorTenorSensitivity Constructor

RiskFactorTest() - Static method in class org.drip.validation.distance.GapLossFunction

Construct the Anfuso Karyampas Nawroth (2017) Risk Factor Test Version of the Gap Loss Function

RiskFactorThresholdContainer - Class in org.drip.simm.common

RiskFactorThresholdContainer holds the ISDA SIMM 2.0 Risk Factor Thresholds - the Concentration Limits for Interest Rate, Credit Spread, Equity, Commodity, and FX Risk Factors.

RiskFactorThresholdContainer() - Constructor for class org.drip.simm.common.RiskFactorThresholdContainer

riskFreeRate() - Method in class org.drip.function.rdtor1.RiskObjectiveUtilityMultivariate

Retrieve the Risk Free Rate

riskFreeRate() - Method in class org.drip.portfolioconstruction.bayesian.PriorControlSpecification

Retrieve the Risk Free Rate

riskFreeRate() - Method in class org.drip.portfolioconstruction.mpt.CapitalAllocationLine

Retrieve the Risk-Free Rate

riskFreeRate() - Method in class org.drip.portfolioconstruction.params.AssetUniverseStatisticalProperties

Retrieve the Risk Free Rate

RiskGroupPrincipalCovariance - Class in org.drip.simm.foundation

RiskGroupPrincipalCovariance contains the Cross Risk-Group Principal Component Based Co-variance.

RiskGroupPrincipalCovariance(EigenComponent, double) - Constructor for class org.drip.simm.foundation.RiskGroupPrincipalCovariance

RiskGroupPrincipalCovariance Constructor

RiskMeasureAggregate - Class in org.drip.simm.margin

RiskMeasureAggregate holds the Bucket Aggregate and the Computed SIMM Margin for a single Risk Measure.

RiskMeasureAggregate(Map<String, BucketAggregate>, double, double) - Constructor for class org.drip.simm.margin.RiskMeasureAggregate

RiskMeasureAggregate Constructor

RiskMeasureAggregateCR - Class in org.drip.simm.margin

RiskMeasureAggregateCR holds the CR Bucket Aggregate and the Computed SIMM Margin for a single Risk Measure.

RiskMeasureAggregateCR(Map<String, BucketAggregateCR>, double, double) - Constructor for class org.drip.simm.margin.RiskMeasureAggregateCR

RiskMeasureAggregateCR Constructor

RiskMeasureAggregateIR - Class in org.drip.simm.margin

RiskMeasureAggregateIR holds the Bucket Aggregate and the Computed SIMM Margin for the IR Risk Measure.

RiskMeasureAggregateIR(Map<String, BucketAggregateIR>, double, double) - Constructor for class org.drip.simm.margin.RiskMeasureAggregateIR

RiskMeasureAggregateIR Constructor

RiskMeasureSensitivity - Class in org.drip.simm.product

RiskMeasureSensitivity holds the Risk Class Bucket Sensitivities for a single Risk Measure.

RiskMeasureSensitivity(Map<String, BucketSensitivity>) - Constructor for class org.drip.simm.product.RiskMeasureSensitivity

RiskMeasureSensitivity Constructor

RiskMeasureSensitivityCR - Class in org.drip.simm.product

RiskMeasureSensitivityCR holds the Risk Class Bucket Sensitivities for the CR Risk Measure.

RiskMeasureSensitivityCR(Map<String, BucketSensitivityCR>) - Constructor for class org.drip.simm.product.RiskMeasureSensitivityCR

RiskMeasureSensitivityCR Constructor

RiskMeasureSensitivityIR - Class in org.drip.simm.product

RiskMeasureSensitivityIR holds the Risk Class Bucket Sensitivities for the IR Risk Measure.

RiskMeasureSensitivityIR(Map<String, BucketSensitivityIR>) - Constructor for class org.drip.simm.product.RiskMeasureSensitivityIR

RiskMeasureSensitivityIR Constructor

RiskMeasureSensitivitySettings - Class in org.drip.simm.parameters

RiskMeasureSensitivitySettings holds the Settings that govern the Generation of the ISDA SIMM Bucket Sensitivities across Individual Risk Measure Buckets.

RiskMeasureSensitivitySettings(Map<String, BucketSensitivitySettings>, LabelCorrelation) - Constructor for class org.drip.simm.parameters.RiskMeasureSensitivitySettings

RiskMeasureSensitivitySettings Constructor

RiskMeasureSensitivitySettingsCR - Class in org.drip.simm.parameters

RiskMeasureSensitivitySettingsCR holds the Settings that govern the Generation of the ISDA SIMM Bucket Sensitivities across Individual CR Class Risk Measure Buckets.

RiskMeasureSensitivitySettingsCR(Map<String, BucketSensitivitySettingsCR>, LabelCorrelation) - Constructor for class org.drip.simm.parameters.RiskMeasureSensitivitySettingsCR

RiskMeasureSensitivitySettingsCR Constructor

RiskMeasureSensitivitySettingsIR - Class in org.drip.simm.parameters

RiskMeasureSensitivitySettingsIR holds the Settings that govern the Generation of the ISDA SIMM Bucket Sensitivities across Individual IR Class Risk Measure Buckets.

RiskMeasureSensitivitySettingsIR(Map<String, BucketSensitivitySettingsIR>, LabelCorrelation) - Constructor for class org.drip.simm.parameters.RiskMeasureSensitivitySettingsIR

RiskMeasureSensitivitySettingsIR Constructor

riskObjectiveUtility(String[], AssetUniverseStatisticalProperties) - Method in class org.drip.portfolioconstruction.allocator.CustomRiskUtilitySettings

Retrieve the Custom Risk Objective Utility Multivariate

RiskObjectiveUtilityMultivariate - Class in org.drip.function.rdtor1

RiskObjectiveUtilityMultivariate implements the Risk Objective R^d To R¹ Multivariate Function used in Portfolio Allocation.

RiskObjectiveUtilityMultivariate(double[][], double[], double, double, double) - Constructor for class org.drip.function.rdtor1.RiskObjectiveUtilityMultivariate

RiskObjectiveUtilityMultivariate Constructor

riskPremiumCategory() - Method in class org.drip.investing.factors.FactorComponentLoading

Retrieve the Risk Premium Category

RiskPremiumCategory - Class in org.drip.investing.factors

RiskPremiumCategory maintains the Category corresponding to the Risk Premium.

RiskPremiumCategory() - Constructor for class org.drip.investing.factors.RiskPremiumCategory

RiskTerm - Class in org.drip.portfolioconstruction.objective

RiskTerm holds the Details of the Portfolio Risk Objective Term.

riskTolerance() - Method in class org.drip.function.rdtor1.RiskObjectiveUtilityMultivariate

Retrieve the Risk Tolerance Factor

riskTolerance() - Method in class org.drip.portfolioconstruction.allocator.CustomRiskUtilitySettings

Retrieve the Risk Tolerance Factor

RiskTolerant(double) - Static method in class org.drip.portfolioconstruction.allocator.CustomRiskUtilitySettings

The Risk Tolerant Variance Minimizer CustomRiskUtilitySettings Instance

RiskTolerantVarianceMinimizer - Class in org.drip.sample.assetallocation

RiskTolerantVarianceMinimizer demonstrates the Construction of an Optimal Portfolio using the Variance Minimization with a Fully Invested Constraint on a Risk Tolerance Objective Function.

RiskTolerantVarianceMinimizer() - Constructor for class org.drip.sample.assetallocation.RiskTolerantVarianceMinimizer

RiskTreasuryBreakdown - Class in org.drip.sample.betafloatfloat

RiskTreasuryBreakdown zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.

RiskTreasuryBreakdown() - Constructor for class org.drip.sample.betafloatfloat.RiskTreasuryBreakdown

RiskTreasuryDetail - Class in org.drip.sample.betafixedfloat

RiskTreasuryDetail zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.

RiskTreasuryDetail() - Constructor for class org.drip.sample.betafixedfloat.RiskTreasuryDetail

RiskTreasuryExplain - Class in org.drip.sample.allocation

RiskTreasuryExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.

RiskTreasuryExplain() - Constructor for class org.drip.sample.allocation.RiskTreasuryExplain

riskType() - Method in class org.drip.capital.label.CapitalUnitCoordinate

Retrieve the Capital Unit Risk Type

riskType(String) - Method in class org.drip.capital.shell.RiskTypeContext

Retrieve the Risk Type given the RBC Code

RiskType - Class in org.drip.capital.definition

RiskType maintains the C¹ Fixings for the Risk Type Categorical Variate.

RiskType() - Constructor for class org.drip.capital.definition.RiskType

riskTypeContext() - Method in class org.drip.capital.shell.CapitalEstimationContextContainer

Retrieve the Risk Type Context

RiskTypeContext - Class in org.drip.capital.shell

RiskTypeContext maintains the Loaded Mapping between Risk Code and Risk Type.

RiskTypeContext(Map<String, String>) - Constructor for class org.drip.capital.shell.RiskTypeContext

RiskTypeContext Constructor

RiskTypeFactory - Class in org.drip.capital.env

RiskTypeFactory instantiates the Built-in Mapping between Risk Code and Risk Type.

RiskTypeFactory() - Constructor for class org.drip.capital.env.RiskTypeFactory

RiskUtilitySettingsEstimator - Class in org.drip.portfolioconstruction.allocator

RiskUtilitySettingsEstimator contains Utility Functions that help estimate the CustomRiskUtilitySettings Inputs Parameters.

RiskUtilitySettingsEstimator() - Constructor for class org.drip.portfolioconstruction.allocator.RiskUtilitySettingsEstimator

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

Retrieve the Risk Weight

riskWeight() - Method in class org.drip.simm.parameters.BucketCurvatureSettings

riskWeight() - Method in class org.drip.simm.parameters.BucketSensitivitySettings

Retrieve the Bucket Risk Factor Weight

riskWeight() - Method in class org.drip.simm.parameters.BucketVegaSettings

RiskWeight() - Static method in class org.drip.simm.rates.IRSettingsContainer20

Retrieve the Interest Rate Risk Weight Term Structure based on the Volatility Type

RiskWeight() - Static method in class org.drip.simm.rates.IRSettingsContainer21

Retrieve the Interest Rate Risk Weight Term Structure based on the Volatility Type

RiskWeight() - Static method in class org.drip.simm.rates.IRSettingsContainer24

Retrieve the Interest Rate Risk Weight Term Structure based on the Volatility Type

RiskWeight(String) - Static method in class org.drip.simm.rates.IRSettingsContainer20

Retrieve the IR Risk Weight for the specified Currency

RiskWeight(String) - Static method in class org.drip.simm.rates.IRSettingsContainer21

Retrieve the IR Risk Weight for the specified Currency

RiskWeight(String) - Static method in class org.drip.simm.rates.IRSettingsContainer24

Retrieve the IR Risk Weight for the specified Currency

RiskWeight(String, String) - Static method in class org.drip.simm.fx.FXVolatilityGroupContainer24

Get the Risk Weight for the Currency Pair

RiskWeight(String, String) - Static method in class org.drip.simm.rates.IRSettingsContainer20

Retrieve the IR Risk Weight for the specified Currency

RiskWeight(String, String) - Static method in class org.drip.simm.rates.IRSettingsContainer21

Retrieve the IR Risk Weight for the specified Currency

RiskWeight(String, String) - Static method in class org.drip.simm.rates.IRSettingsContainer24

Retrieve the IR Risk Weight for the specified Currency

riskWeightedAssets() - Method in class org.drip.capital.bcbs.BalanceSheetCapital

Retrieve the Risk Weighted Assets

Rizhao - Class in org.drip.sample.bondeos

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

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

rkhsFeatureMap() - Method in class org.drip.learning.kernel.IntegralOperatorEigenComponent

Retrieve the Feature Map Space represented via the Reproducing Kernel Hilbert Space

rkhsFeatureParallelepipedLength() - Method in class org.drip.learning.kernel.IntegralOperatorEigenComponent

Retrieve the RKHS Feature Map Parallelepiped Agnostic Upper Bound Length

RMBS_CMBS - Static variable in class org.drip.simm.credit.SectorSystemics

The RMBS/CMBS Sector

RobbinsExtension - Class in org.drip.specialfunction.gamma

RobbinsExtension implements the Robbins (1955) Extension of the Stirling's Approximation of the Gamma Function.

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

RobbinsExtension Constructor

ROBUST - Static variable in class org.drip.investing.factorspec.ProfitabilityCategory

The "Robust" Profitability Factor Category

RobustErrorTerm - Class in org.drip.portfolioconstruction.objective

RobustErrorTerm optimizes the Error in the Target Expected Absolute Return of the Portfolio on the Absence of Benchmark, and the Error in the Benchmark-Adjusted Returns Otherwise.

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

RobustErrorTerm Constructor

Rohtak - Class in org.drip.sample.securitysuite

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

Rohtak() - Constructor for class org.drip.sample.securitysuite.Rohtak

roll(int) - Method in class org.drip.analytics.daycount.DateAdjustParams

Roll the given Date

RollDate(int, int, String, int) - Static method in class org.drip.analytics.daycount.Convention

Roll the given Date in accordance with the Roll Mode and the Calendar Set

rollDown() - Method in class org.drip.historical.attribution.PositionManifestMeasureSnap

Retrieve the Manifest Measure Roll Down

rollDownFairPremium() - Method in class org.drip.historical.attribution.CDSMarketSnap

Retrieve the Roll Down Fair Premium

rollDownMarketParameters() - Method in class org.drip.historical.engine.HorizonChangeExplainProcessor

Retrieve the Map of the Roll Down Market Parameters

rollDownMeasureMap() - Method in class org.drip.historical.engine.HorizonChangeExplainProcessor

Generate the Map of the Roll Down Market Quote Metrics

rollDownMeasureMap() - Method in class org.drip.historical.engine.TreasuryBondExplainProcessor

RollerCoasterSwap - Class in org.drip.sample.fixfloat

RollerCoasterSwap demonstrates the construction and Valuation of In-Advance Roller-Coaster Swap.

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

rollHoliday(int, boolean, Weekend) - Static method in class org.drip.analytics.eventday.Base

Roll the date to a non-holiday according to the rule specified

rollingHorizon(MarketState[]) - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryGenerator

Generate the Continuous Coordinated Variation Rolling Horizon Trajectory

RollingHorizonOptimalHoldings - Class in org.drip.sample.almgren2012

RollingHorizonOptimalHoldings simulates the Holdings from the Sample Realization of the Adaptive Cost Strategy using the Market State Trajectory the follows the Zero Mean Ornstein-Uhlenbeck Evolution Dynamics.

RollingHorizonOptimalHoldings() - Constructor for class org.drip.sample.almgren2012.RollingHorizonOptimalHoldings

RollingHorizonOptimalTradeRate - Class in org.drip.sample.almgren2012

RollingHorizonOptimalTradeRate simulates the Trade Rate from the Sample Realization of the Adaptive Cost Strategy using the Market State Trajectory the follows the Zero Mean Ornstein-Uhlenbeck Evolution Dynamics.

RollingHorizonOptimalTradeRate() - Constructor for class org.drip.sample.almgren2012.RollingHorizonOptimalTradeRate

RollingWindowCorrelation8 - Class in org.drip.sample.anfuso2017

RollingWindowCorrelation8 demonstrates computing the Correlation on a Rolling Window Basis between Two Correlated Series as illustrated in Table 8 of Anfuso, Karyampas, and Nawroth (2017).

RollingWindowCorrelation8() - Constructor for class org.drip.sample.anfuso2017.RollingWindowCorrelation8

rollMode() - Method in class org.drip.analytics.daycount.DateAdjustParams

Retrieve the Roll Mode

Rollout(int) - Static method in class org.drip.specialfunction.lanczos.ChebyshevCoefficientMatrix

Generate a n X n Chebyshev Coefficient Polynomial Matrix

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

Retrieve the Root of the Tree

rootArray() - Method in class org.drip.function.r1tor1.MonicPolynomial

Retrieve the Array of Roots

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

Generate a Stand-alone Tree with the Root Node alone in its List

Rotate(ListUtil.ListNode<V>, int) - Static method in class org.drip.service.common.ListUtil

Given a linked list, rotate the list to the right by k places, where k is non-negative.

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

One simple way to encrypt a string is to "rotate" every alphanumeric character by a certain amount.

RotationCountPhaseTracker - Class in org.drip.numerical.fourier

RotationCountPhaseTracker implements the standard technique to preserve the trajectory along the principal branch in multi-valued complex operations.

RotationCountPhaseTracker() - Constructor for class org.drip.numerical.fourier.RotationCountPhaseTracker

Empty RotationCountPhaseTracker constructor - Initialize to "NO ROTATION COUNT"

Rourkela - Class in org.drip.sample.bondmetrics

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

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

rowCount() - Method in class org.drip.spaces.big.ZombieMatrix

Retrieve the Row Count

rsg() - Method in class org.drip.dynamics.hjm.G2PlusPlus

Retrieve the Random Sequence Generator Array

rsg() - Method in class org.drip.dynamics.hullwhite.SingleFactorStateEvolver

Retrieve the Random Sequence Generator

RUBHoliday - Class in org.drip.analytics.holset

RUBHoliday holds the RUB Holidays.

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

RUBHoliday Constructor

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

Rubicon - India Business

Rugao - Class in org.drip.sample.bondeos

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

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

run() - Method in class org.drip.graph.concurrency.InterruptibleDaemon

RURHoliday - Class in org.drip.analytics.holset

RURHoliday holds the RUR Holidays.

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

RURHoliday Constructor

rValue() - Method in class org.drip.function.definition.R1PropertyVerification

Retrieve the RHS Value

RX1 - Class in org.drip.sample.treasuryfuturesapi

RX1 demonstrates the Invocation and Examination of the RX1 10Y DBR BUND Treasury Futures.

RX1() - Constructor for class org.drip.sample.treasuryfuturesapi.RX1

RX1Attribution - Class in org.drip.sample.treasuryfuturespnl

RX1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the RX1 Series.

RX1Attribution() - Constructor for class org.drip.sample.treasuryfuturespnl.RX1Attribution

RX1ClosesReconstitutor - Class in org.drip.sample.treasuryfuturesfeed

RX1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formated RX1 Closes Feed.

RX1ClosesReconstitutor() - Constructor for class org.drip.sample.treasuryfuturesfeed.RX1ClosesReconstitutor

RX1KeyRateDuration - Class in org.drip.sample.treasuryfuturesrisk

RX1KeyRateDuration demonstrates the Computation of the Key Rate Duration for the RX1 Treasury Futures.

RX1KeyRateDuration() - Constructor for class org.drip.sample.treasuryfuturesrisk.RX1KeyRateDuration

RxToR1Property - Class in org.drip.function.definition

RxToR1Property evaluates the Specified Pair of R^x To R¹ Functions, and verifies the Properties.

RxToR1Series - Class in org.drip.numerical.estimation

RxToR1Series contains the R^x To R¹ Expansion Terms in the Ordered Series of the Numerical Estimate for a Function.

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