S-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

S

s() - Method in class org.drip.specialfunction.incompletegamma.LowerLimitPowerIntegrand: Retrieve s
s() - Method in class org.drip.specialfunction.incompletegamma.LowerSFixedSeries: Retrieve s
s() - Method in class org.drip.specialfunction.incompletegamma.UpperLimitPowerIntegrand: Retrieve s
s_astrDepositTenor - Static variable in class org.drip.feed.transformer.FundingFixFloatMarksReconstitutor: The Standard Deposit Maturity Tenors
s_astrFixFloatTenor - Static variable in class org.drip.feed.transformer.FundingFixFloatMarksReconstitutor: The Standard Fix Float Maturity Tenors
s_astrMaturityTenor - Static variable in class org.drip.feed.transformer.OvernightIndexMarksReconstitutor: The Standard Overnight Swap Maturity Tenors
s_astrOutputBenchmarkTenor - Static variable in class org.drip.feed.transformer.GovvieTreasuryMarksReconstitutor: The Standard Treasury Market Yield Re-constitution Benchmark Tenors
s_dblScaler - Static variable in class org.drip.feed.transformer.FundingFixFloatMarksReconstitutor: The Standard Funding Input Calibration Manifest Measure Scaler
s_dblScaler - Static variable in class org.drip.feed.transformer.GovvieTreasuryMarksReconstitutor: The Standard Treasury Input Calibration Manifest Measure Scaler
s_dblScaler - Static variable in class org.drip.feed.transformer.OvernightIndexMarksReconstitutor: The Standard Overnight Input Calibration Manifest Measure Scaler
S_END - Static variable in class org.drip.service.jsonparser.LexicalProcessor: Processor Finished
S_IN_ARRAY - Static variable in class org.drip.service.jsonparser.LexicalProcessor: Processor Initialized with Array
S_IN_ERROR - Static variable in class org.drip.service.jsonparser.LexicalProcessor: Processor In Error
S_IN_FINISHED_VALUE - Static variable in class org.drip.service.jsonparser.LexicalProcessor: Processor Initialized with Value
S_IN_OBJECT - Static variable in class org.drip.service.jsonparser.LexicalProcessor: Processor Initialized with Object
S_IN_PAIR_VALUE - Static variable in class org.drip.service.jsonparser.LexicalProcessor: Processor Initialized with Value Pair
S_INIT - Static variable in class org.drip.service.jsonparser.LexicalProcessor: Processor Initialized
S_PASSED_PAIR_KEY - Static variable in class org.drip.service.jsonparser.LexicalProcessor: Processor Initialized with Key Pair
s_postBoundBlog - Static variable in class org.drip.function.rdtor1solver.VariateInequalityConstraintMultiplier: Flag Indicating whether the Variate Contents are to be Logged "After" Bounding
s_preBoundBlog - Static variable in class org.drip.function.rdtor1solver.VariateInequalityConstraintMultiplier: Flag Indicating whether the Variate Contents are to be Logged "Before" Bounding
s_strCalibrationMeasure - Static variable in class org.drip.feed.transformer.GovvieTreasuryMarksReconstitutor: The Standard Treasury Input Calibration Manifest Measure
s_verifierIncrementBlog - Static variable in class org.drip.function.rdtor1solver.FixedRdFinder: Flag Indicating whether the Verifier Increment Metrics are to be Traced
SABRLIBORCapVolatility - Class in org.drip.function.r1tor1: SABRLIBORCapVolatility implements the Deterministic, Non-local Cap Volatility Scheme detailed in:

Rebonato, R., K.
SABRLIBORCapVolatility(double, double, double, double, double) - Constructor for class org.drip.function.r1tor1.SABRLIBORCapVolatility: SABRLIBORCapVolatility Constructor
SaddlePointEstimate - Class in org.drip.sample.digamma: SaddlePointEstimate demonstrates the Estimation of the Saddle Point of the Digamma Function.
SaddlePointEstimate() - Constructor for class org.drip.sample.digamma.SaddlePointEstimate
SaddlePoints - Class in org.drip.specialfunction.digamma: SaddlePoints contains the Hermite Based Saddle Point Roots of the Digamma Function.
SaddlePoints() - Constructor for class org.drip.specialfunction.digamma.SaddlePoints
Saharanpur - Class in org.drip.sample.bondsink: Saharanpur generates the Full Suite of Replication Metrics for the Sinker Bond Saharanpur.
Saharanpur() - Constructor for class org.drip.sample.bondsink.Saharanpur
Salem - Class in org.drip.sample.bondsink: Salem generates the Full Suite of Replication Metrics for the Sinker Bond Salem.
Salem() - Constructor for class org.drip.sample.bondsink.Salem
Sambalpur - Class in org.drip.sample.loan: Sambalpur demonstrates the Analytics Calculation/Reconciliation for the Loan Sambalpur.
Sambalpur() - Constructor for class org.drip.sample.loan.Sambalpur
SAME_ISSUER_SENIORITY_NON_RESIDUAL - Static variable in class org.drip.simm.credit.CRQBucketCorrelation20: Correlation between Sensitivities having Same Issuer/Seniority falling under the Same Regular Bucket
SAME_ISSUER_SENIORITY_NON_RESIDUAL - Static variable in class org.drip.simm.credit.CRQBucketCorrelation21: Correlation between Sensitivities having Same Issuer/Seniority falling under the Same Regular Bucket
SAME_ISSUER_SENIORITY_NON_RESIDUAL - Static variable in class org.drip.simm.credit.CRQBucketCorrelation24: Correlation between Sensitivities having Same Issuer/Seniority falling under the Same Regular Bucket
SAME_ISSUER_SENIORITY_RESIDUAL - Static variable in class org.drip.simm.credit.CRQBucketCorrelation20: Correlation between Sensitivities having Same Issuer/Seniority falling under the Same Residual Bucket
SAME_ISSUER_SENIORITY_RESIDUAL - Static variable in class org.drip.simm.credit.CRQBucketCorrelation21: Correlation between Sensitivities having Same Issuer/Seniority falling under the Same Residual Bucket
SAME_ISSUER_SENIORITY_RESIDUAL - Static variable in class org.drip.simm.credit.CRQBucketCorrelation24: Correlation between Sensitivities having Same Issuer/Seniority falling under the Same Residual Bucket
SameSign(double[]) - Static method in class org.drip.numerical.common.NumberUtil: Check if the specified array contains elements all of the same sign
sample() - Method in class org.drip.measure.gamma.R1ParameterEstimator: Retrieve the Samples used for the ML Estimate
sample() - Method in class org.drip.measure.gamma.R1ScaleInvariantScaleParameterEstimator: Retrieve the Samples used for the ML Estimate
Sample - Class in org.drip.validation.evidence: Sample holds the Sample of Realizations.
Sample(double[]) - Constructor for class org.drip.validation.evidence.Sample: Sample Constructor
sampleArray() - Method in class org.drip.validation.evidence.Ensemble: Retrieve the Array of the Statistical Hypothesis Samples
sampleCoefficient() - Method in class org.drip.learning.bound.CoveringNumberLossBound: Retrieve the Sample Coefficient Function
SampleCohort - Interface in org.drip.validation.riskfactorjoint: SampleCohort exposes the Multiple Risk Factor Sample Realizations and its Reduction to a Synthetic Single Risk Factor.
sampleCount() - Method in class org.drip.validation.hypothesis.TTestOutcome: Retrieve the Sample Count
sampleCoveringNumber(GeneralizedValidatedVector, double) - Method in class org.drip.spaces.functionclass.NormedRxToNormedR1Finite: Estimate for the Scale-Sensitive Sample Covering Number for the specified Cover Size
sampleCoveringNumber(GeneralizedValidatedVector, double) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite: Estimate for the Scale-Sensitive Sample Covering Number Array for the specified Cover Size
sampleCoveringNumber(GeneralizedValidatedVector, double) - Method in class org.drip.spaces.rxtor1.NormedRxToNormedR1: Retrieve the Sample Covering Number
sampleCoveringNumber(GeneralizedValidatedVector, double) - Method in class org.drip.spaces.rxtord.NormedRxToNormedRd: Retrieve the Sample Covering Number Array
sampleCoveringNumber(GeneralizedValidatedVector, double[]) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite: Estimate for the Scale-Sensitive Sample Covering Number Array for the specified Cover Size
sampleMetricCoveringBounds(GeneralizedValidatedVector) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRxFinite: Compute the Maurey Covering Number Upper Bounds for Operator Sample Metric Norm
sampleMetricEntropyNorm(GeneralizedValidatedVector, GeneralizedValidatedVector, int, boolean) - Method in class org.drip.spaces.cover.CarlStephaniProductBounds: Compute the Sample Metric Carl-Stephani Entropy Number Upper Bound using either the Metric/Supremum Population Norm
sampleMetricEntropyNumber(GeneralizedValidatedVector, GeneralizedValidatedVector, int, int) - Method in class org.drip.spaces.cover.CarlStephaniProductBounds: Compute the Upper Bound for the Entropy Number of the Operator Sample Metric Covering Number Convolution Product across both the Function Classes
sampleMetricNorm(double) - Method in class org.drip.spaces.metric.R1Combinatorial
sampleMetricNorm(double) - Method in class org.drip.spaces.metric.R1Continuous
sampleMetricNorm(double) - Method in interface org.drip.spaces.metric.R1Normed: Compute the Metric Norm of the Sample
sampleMetricNorm(double[]) - Method in class org.drip.spaces.metric.RdCombinatorialBanach
sampleMetricNorm(double[]) - Method in class org.drip.spaces.metric.RdCombinatorialHilbert
sampleMetricNorm(double[]) - Method in class org.drip.spaces.metric.RdContinuousBanach
sampleMetricNorm(double[]) - Method in class org.drip.spaces.metric.RdContinuousHilbert
sampleMetricNorm(double[]) - Method in interface org.drip.spaces.metric.RdNormed: Compute the Metric Norm of the Sample
sampleMetricNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtor1.NormedR1ToNormedR1
sampleMetricNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtor1.NormedRdToNormedR1
sampleMetricNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtor1.NormedRxToNormedR1: Retrieve the Sample Metric Norm
sampleMetricNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtord.NormedR1ToNormedRd
sampleMetricNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtord.NormedRdToNormedRd
sampleMetricNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtord.NormedRxToNormedRd: Retrieve the Sample Metric Norm Array
sampleProbabilityIntegralTransform() - Method in class org.drip.validation.riskfactorsingle.DiscriminatoryPowerAnalyzer: Retrieve the Sample Probability Integral Transform
sampleRdMetricNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite: Compute the Sample R^d Metric Norm
sampleRdSupremumNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite: Compute the Sample R^d Supremum Norm
sampleSize() - Method in class org.drip.sequence.custom.KernelDensityEstimationL1: Retrieve the Sample Size
sampleSize() - Method in class org.drip.spaces.cover.ScaleSensitiveCoveringBounds: Retrieve the Sample Size
sampleSize() - Method in interface org.drip.spaces.instance.GeneralizedValidatedVector: Retrieve the Sample Size
sampleSize() - Method in class org.drip.spaces.instance.ValidatedR1
sampleSize() - Method in class org.drip.spaces.instance.ValidatedRd
sampleSizeLowerBound(double) - Method in class org.drip.spaces.cover.ScaleSensitiveCoveringBounds: Compute the Minimum Sample Size required to Estimate the Cardinality corresponding to the Specified Cover
sampleSupremumCoveringBounds(GeneralizedValidatedVector) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRxFinite: Compute the Maurey Covering Number Upper Bounds for Operator Sample Supremum Norm
sampleSupremumCoveringNumber(GeneralizedValidatedVector, double) - Method in class org.drip.spaces.functionclass.NormedRxToNormedR1Finite: Estimate for the Scale-Sensitive Sample Supremum Covering Number for the specified Cover Size
sampleSupremumCoveringNumber(GeneralizedValidatedVector, double) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite: Estimate for the Scale-Sensitive Sample Supremum Covering Number for the specified Cover Size
sampleSupremumCoveringNumber(GeneralizedValidatedVector, double) - Method in class org.drip.spaces.rxtor1.NormedRxToNormedR1: Retrieve the Sample Supremum Covering Number
sampleSupremumCoveringNumber(GeneralizedValidatedVector, double) - Method in class org.drip.spaces.rxtord.NormedRxToNormedRd: Retrieve the Sample Supremum Covering Number Array
sampleSupremumCoveringNumber(GeneralizedValidatedVector, double[]) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite: Estimate for the Scale-Sensitive Sample Supremum Covering Number for the specified Cover Size
sampleSupremumEntropyNorm(GeneralizedValidatedVector, GeneralizedValidatedVector, int, boolean) - Method in class org.drip.spaces.cover.CarlStephaniProductBounds: Compute the Sample Supremum Carl-Stephani Entropy Number Upper Bound using either the Metric/Supremum Population Norm
sampleSupremumEntropyNumber(GeneralizedValidatedVector, GeneralizedValidatedVector, int, int) - Method in class org.drip.spaces.cover.CarlStephaniProductBounds: Compute the Upper Bound for the Entropy Number of the Operator Sample Supremum Covering Number Convolution Product across both the Function Classes
sampleSupremumNorm(double[]) - Method in class org.drip.spaces.metric.RdCombinatorialBanach
sampleSupremumNorm(double[]) - Method in class org.drip.spaces.metric.RdContinuousBanach
sampleSupremumNorm(double[]) - Method in interface org.drip.spaces.metric.RdNormed: Compute the Supremum Norm of the Sample
sampleSupremumNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtor1.NormedR1ToNormedR1
sampleSupremumNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtor1.NormedRdToNormedR1
sampleSupremumNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtor1.NormedRxToNormedR1: Retrieve the Sample Supremum Norm
sampleSupremumNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtord.NormedR1ToNormedRd
sampleSupremumNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtord.NormedRdToNormedRd
sampleSupremumNorm(GeneralizedValidatedVector) - Method in class org.drip.spaces.rxtord.NormedRxToNormedRd: Retrieve the Sample Supremum Norm Array
SangliMirajKhupwad - Class in org.drip.sample.bondmetrics: SangliMirajKhupwad demonstrates the Analytics Calculation/Reconciliation for the Bond SangliMirajKhupwad.
SangliMirajKhupwad() - Constructor for class org.drip.sample.bondmetrics.SangliMirajKhupwad
sankaranB() - Method in class org.drip.measure.chisquare.R1NonCentralCumulantInvariant: Retrieve the Sankaran (1963) "B"
SAP - Static variable in class org.drip.capital.definition.Product: SAP Product
SAP_ADMIN - Static variable in class org.drip.capital.definition.Business: SAP Admin Business
SARHoliday - Class in org.drip.analytics.holset: SARHoliday holds the SAR Holidays.
SARHoliday() - Constructor for class org.drip.analytics.holset.SARHoliday: SARHoliday Constructor
Satara - Class in org.drip.sample.loan: Satara demonstrates the Analytics Calculation/Reconciliation for the Loan Satara.
Satara() - Constructor for class org.drip.sample.loan.Satara
SATURDAY - Static variable in class org.drip.analytics.date.DateUtil: Days of the week - Saturday
sba() - Method in class org.drip.simm.margin.RiskMeasureAggregate: Retrieve the SBA Based Margin
sba() - Method in class org.drip.simm.margin.RiskMeasureAggregateCR: Retrieve the SBA Based Margin
sba() - Method in class org.drip.simm.margin.RiskMeasureAggregateIR: Retrieve the Total SBA Margin
scale() - Method in class org.drip.measure.exponential.R1RateDistribution: Retrieve the Scale Parameter
scale() - Method in class org.drip.measure.gamma.ShapeScaleParameters: Retrieve the Scale Parameter
scale(double) - Method in class org.drip.measure.gamma.R1ShapeScaleDistribution: Generate a Scaled Gamma Distribution
scale(double) - Method in class org.drip.numerical.differentiation.WengertJacobian: Scale the partial entries
Scale(CartesianComplexNumber, double) - Static method in class org.drip.function.definition.CartesianComplexNumber: Scale the Complex Number with the factor
Scale1D(double[], double) - Static method in class org.drip.numerical.linearalgebra.Matrix: Scale the Entries of the Input Vector by the Factor
Scale2D(double[][], double) - Static method in class org.drip.numerical.linearalgebra.Matrix: Scale the Entries of the Input Matrix by the Factor
scaleBiasCorrectionFactor() - Method in class org.drip.measure.gamma.R1ConsistentEstimator: Retrieve the Scale Bias Correction Factor
scaledCoveringNumberBounds(DiagonalScalingOperator) - Method in class org.drip.learning.kernel.IntegralOperatorEigenContainer: Generate the Operator Class Covering Number Bounds of the RKHS Feature Space Bounds that result on the Application of the Diagonal Scaling Operator
scaledExponentialEstimator() - Method in class org.drip.measure.exponential.R1ScaledDistribution: Retrieve the Scaled Exponential Estimator
ScaledExponentialEstimator - Class in org.drip.specialfunction.definition: ScaledExponentialEstimator exposes the Estimator for the Scaled (i.e., Stretched/Compressed) Exponential Function.
ScaledExponentialEstimator(double, double) - Constructor for class org.drip.specialfunction.definition.ScaledExponentialEstimator: ScaledExponentialEstimator Constructor
ScaledGamma - Class in org.drip.sample.randomdiscrete: ScaledGamma demonstrates Generation of Scaled Gamma R¹ Random Numbers with different Degrees of Freedom and Scale Parameters.
ScaledGamma() - Constructor for class org.drip.sample.randomdiscrete.ScaledGamma
ScaledGamma(int, int, double) - Static method in class org.drip.measure.discrete.SequenceGenerator: Generate an Array of Scaled Gamma Distributed Random Numbers
scaledNonDimensionalTradeRate() - Method in class org.drip.execution.adaptive.CoordinatedVariationDynamic: Retrieve the Array of the Scaled Non Dimensional Trade Rate
scaledPrincipalEigenvector() - Method in class org.drip.simm.foundation.RiskGroupPrincipalCovariance: Retrieve the Scaled Principal Eigen-vector
scaler() - Method in class org.drip.learning.kernel.DiagonalScalingOperator: Retrieve the Diagonal Scaling Multiplier Array
scaleSensitiveCoveringBounds(GeneralizedValidatedVector, R1ToR1) - Method in class org.drip.spaces.functionclass.NormedRxToNormedRxFinite: Retrieve the Scale-Sensitive Covering Number Upper/Lower Bounds given the Specified Sample for the Function Class
ScaleSensitiveCoveringBounds - Class in org.drip.spaces.cover: ScaleSensitiveCoveringBounds implements the Lower/Upper Bounds for the General Class of Functions in terms of their scale-sensitive dimensions (i.e., the fat shattering coefficients).
ScaleSensitiveCoveringBounds(R1ToR1, int) - Constructor for class org.drip.spaces.cover.ScaleSensitiveCoveringBounds: ScaleSensitiveCoveringBounds Constructor
ScaleSensitiveFunction - Class in org.drip.sample.coveringnumber: ScaleSensitiveFunction demonstrates Computation of the Restricted Covers, Restricted Probability Bounds, the Lower Bounds, and the Upper Bounds for Functions that are absolutely Bounded.
ScaleSensitiveFunction() - Constructor for class org.drip.sample.coveringnumber.ScaleSensitiveFunction
ScaleStandard(double) - Static method in class org.drip.measure.exponential.R1RateDistribution: Construct a Standard Scale Parameterized Instance of R¹ Exponential Distribution
scalingNumeraire(String) - Method in class org.drip.exposure.evolver.DynamicsContainer: Retrieve the Scaling Numeraire
ScalingNumeraire - Class in org.drip.exposure.evolver: ScalingNumeraire holds Parameters that guide the Diffusion of a Scaling Numeraire.
ScalingNumeraire(DiffusionEvolver) - Constructor for class org.drip.exposure.evolver.ScalingNumeraire: ScalingNumeraire Constructor
scalingNumeraireExists(String) - Method in class org.drip.exposure.evolver.DynamicsContainer: Indicate if the Scaling Numeraire Exists
scalingNumeraireMap() - Method in class org.drip.exposure.evolver.DynamicsContainer: Retrieve the Scaling Numeraire Evolver Dynamics Settings Map
scbcContinuousForwardIncrement() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver: Retrieve the Instantaneous Continuously Compounded Forward Rate Increment Segment Custom Builder Control Instance
scbcDiscountFactor() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver: Retrieve the Discount Factor Segment Custom Builder Control Instance
scbcDiscountFactorIncrement() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver: Retrieve the Discount Factor Increment Segment Custom Builder Control Instance
scbcInstantaneousEffectiveForward() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver: Retrieve the Instantaneous Effective Annual Forward Rate Increment Segment Custom Builder Control Instance
scbcInstantaneousNominalForward() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver: Retrieve the Instantaneous Nominal Annual Forward Rate Increment Segment Custom Builder Control Instance
scbcLIBOR() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver: Retrieve the LIBOR Curve Segment Custom Builder Control Instance
scbcLIBORIncrement() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver: Retrieve the LIBOR Increment Segment Custom Builder Control Instance
scbcSpotRateIncrement() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver: Retrieve the Spot Rate Increment Segment Custom Builder Control Instance
sccq() - Method in class org.drip.optimization.constrained.RegularityConditions: Retrieve the SCCQ Constraint Qualifier
scenario() - Method in class org.drip.capital.systemicscenario.CreditSpreadEvent: Retrieve the Credit Spread Event Scenario
SCENARIO_GDP_GROWTH - Static variable in class org.drip.capital.systemicscenario.TypeOfChange: Scenario GDP Growth Q/Q-4 Change Type
ScenarioBasisCurveBuilder - Class in org.drip.state.creator: ScenarioBasisCurveBuilder implements the construction of the scenario basis curve using the input instruments and their quotes.
ScenarioBasisCurveBuilder() - Constructor for class org.drip.state.creator.ScenarioBasisCurveBuilder
ScenarioCreditCurveBuilder - Class in org.drip.state.creator: ScenarioCreditCurveBuilder implements the construction of the custom Scenario based credit curves.
ScenarioCreditCurveBuilder() - Constructor for class org.drip.state.creator.ScenarioCreditCurveBuilder
scenarioCreditCurveMap() - Method in class org.drip.param.definition.ScenarioMarketParams: Retrieve the Map of ScenarioCreditCurve Instances
scenarioCreditCurveMap() - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
ScenarioDeterministicVolatilityBuilder - Class in org.drip.state.creator: ScenarioDeterministicVolatilityBuilder implements the construction of the basis spline deterministic volatility term structure using the input instruments and their quotes.
ScenarioDeterministicVolatilityBuilder() - Constructor for class org.drip.state.creator.ScenarioDeterministicVolatilityBuilder
ScenarioDiscountCurveBuilder - Class in org.drip.state.creator: ScenarioDiscountCurveBuilder implements the the construction of the scenario discount curve using the input discount curve instruments, and a wide variety of custom builds.
ScenarioDiscountCurveBuilder() - Constructor for class org.drip.state.creator.ScenarioDiscountCurveBuilder
scenarioDiscountCurveMap() - Method in class org.drip.param.definition.ScenarioMarketParams: Retrieve the Map of DiscountCurveScenarioContainer Instances
scenarioDiscountCurveMap() - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
ScenarioForwardCurveBuilder - Class in org.drip.state.creator: ScenarioForwardCurveBuilder implements the the construction of the scenario Forward curve using the input discount curve instruments, and a wide variety of custom builds.
ScenarioForwardCurveBuilder() - Constructor for class org.drip.state.creator.ScenarioForwardCurveBuilder
ScenarioFXCurveBuilder - Class in org.drip.state.creator: ScenarioFXCurveBuilder implements the construction of the scenario FX Curve using the input FX Curve instruments.
ScenarioFXCurveBuilder() - Constructor for class org.drip.state.creator.ScenarioFXCurveBuilder
ScenarioGovvieCurveBuilder - Class in org.drip.state.creator: ScenarioGovvieCurveBuilder implements the Construction of the Scenario Govvie Curve using the Input Govvie Curve Instruments.
ScenarioGovvieCurveBuilder() - Constructor for class org.drip.state.creator.ScenarioGovvieCurveBuilder
ScenarioLocalVolatilityBuilder - Class in org.drip.state.creator: ScenarioLocalVolatilityBuilder implements the construction of the Local Volatility surface using the input option instruments, their Call Prices, and a wide variety of custom build schemes.
ScenarioLocalVolatilityBuilder() - Constructor for class org.drip.state.creator.ScenarioLocalVolatilityBuilder
scenarioMarketParams(String) - Method in class org.drip.param.definition.ScenarioMarketParams: Retrieve the Named Scenario Market Parameters
scenarioMarketParams(String) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
scenarioMarketParams(BasketProduct, String) - Method in class org.drip.param.definition.ScenarioMarketParams: Get the Market Parameters for the given basket product and the scenario
scenarioMarketParams(BasketProduct, String) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
scenarioMarketParams(Component, String) - Method in class org.drip.param.definition.ScenarioMarketParams: Get the Market Parameters corresponding to the component and the scenario
scenarioMarketParams(Component, String) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
ScenarioMarketParams - Class in org.drip.param.definition: ScenarioMarketParams is the place holder for the comprehensive suite of the market set of curves for the given date.
ScenarioMarketParams() - Constructor for class org.drip.param.definition.ScenarioMarketParams
ScenarioMarketSurfaceBuilder - Class in org.drip.state.creator: ScenarioMarketSurfaceBuilder implements the construction of the scenario market Node surface using the input option instruments, their quotes, and a wide variety of custom builds.
ScenarioMarketSurfaceBuilder() - Constructor for class org.drip.state.creator.ScenarioMarketSurfaceBuilder
scenarioName() - Method in class org.drip.capital.feed.CapitalUnitCorrelatedScenario: Retrieve the Scenario Name
scenarioName() - Method in class org.drip.capital.feed.CapitalUnitIdiosyncraticScenario: Retrieve the Scenario Name
scenarioPnL() - Method in class org.drip.capital.feed.CapitalUnitCorrelatedScenario: Retrieve the CBSST Scenario PnL
ScenarioRepoCurveBuilder - Class in org.drip.state.creator: ScenarioRepoCurveBuilder implements the Construction of the Scenario Repo Curve using the Input Instruments and their Quotes.
ScenarioRepoCurveBuilder() - Constructor for class org.drip.state.creator.ScenarioRepoCurveBuilder
ScenarioTermStructureBuilder - Class in org.drip.state.creator: ScenarioTermStructureBuilder implements the construction of the basis spline term structure using the input instruments and their quotes.
ScenarioTermStructureBuilder() - Constructor for class org.drip.state.creator.ScenarioTermStructureBuilder
scheme() - Method in class org.drip.execution.latent.OrnsteinUhlenbeckSequence: Retrieve the Ornstein-Uhlenbeck Generator Scheme Parameters
SchopfSupancic2014() - Static method in class org.drip.function.e2erf.HansHeinrichBurmannSeries: Construct the Schopf-Supancic (2014) E₂ erf Hans Heinrich Burmann Version
SchopfSupancic2014() - Static method in class org.drip.function.e2erf.HansHeinrichBurmannTerm: Generate the Schopf-Supancic (2014) Version of E₂ erf Hans-Heinrich-Burmann Series Term
SCHWARZ_TRIANGLE_TILES_COMPLEX_PLANE - Static variable in class org.drip.specialfunction.group.RiemannSphereSpanner: Schwarz Triangle Tiles the Complex Plane
SCHWARZ_TRIANGLE_TILES_NOTHING - Static variable in class org.drip.specialfunction.group.RiemannSphereSpanner: Schwarz Triangle Tiles Nothing
SCHWARZ_TRIANGLE_TILES_RIEMANN_SPHERE - Static variable in class org.drip.specialfunction.group.RiemannSphereSpanner: Schwarz Triangle Tiles the Riemann Sphere
SCHWARZ_TRIANGLE_TILES_UPPER_HALF_PLANE - Static variable in class org.drip.specialfunction.group.RiemannSphereSpanner: Schwarz Triangle Tiles the Upper Half Plane
schwarzChristoffelVertex() - Method in class org.drip.specialfunction.group.SchwarzTriangleMap: Generate the Schwarz-Christoffel Triangle Vertex
SchwarzChristoffelVertex - Class in org.drip.specialfunction.group: SchwarzChristoffelVertex holds the Mobius Form of the s-Function and its Singularity Asymptote.
SchwarzChristoffelVertex(R1ToR1, R1ToR1, double) - Constructor for class org.drip.specialfunction.group.SchwarzChristoffelVertex: SchwarzChristoffelVertex Constructor
SchwarzTriangleMap - Class in org.drip.specialfunction.group: SchwarzTriangleMap contains the Ratio of the Linearly Independent Solution pair corresponding to a given Singularity of the Hyper-geometric 2F1 Function.
SchwarzTriangleMap(double, R1ToR1, R1ToR1, R1ToR1, double) - Constructor for class org.drip.specialfunction.group.SchwarzTriangleMap: SchwarzTriangleMap Constructor
schwarzTriangleMapArray() - Method in class org.drip.specialfunction.group.RiemannSphereSpanner: Retrieve the Schwarz Triangle Map Array
scope() - Method in class org.drip.portfolioconstruction.optimizer.ConstraintTerm: Retrieve the Constraint Scope
Scope - Class in org.drip.portfolioconstruction.optimizer: Scope holds the Applicability "Zone" for a given Constraint Term.
Scope(int) - Constructor for class org.drip.portfolioconstruction.optimizer.Scope: Scope Constructor
scopingDistribution() - Method in class org.drip.measure.bayesian.ScopingProjectionVariateDistribution: Retrieve the Scoping Distribution
scopingLoading() - Method in class org.drip.measure.bayesian.ProjectionDistributionLoading: Retrieve the Matrix of the Scoping Loadings
ScopingProjectionVariateDistribution - Class in org.drip.measure.bayesian: ScopingProjectionVariateDistribution holds the Scoping Variate Distribution, the Projection Variate Distributions, and the Projection Variate Loadings based off of the Scoping Variates.
ScopingProjectionVariateDistribution(R1Multivariate) - Constructor for class org.drip.measure.bayesian.ScopingProjectionVariateDistribution: ScopingProjectionVariateDistribution Constructor
score() - Method in class org.drip.investing.factors.FactorComponentLoading: Retrieve the Factor Score
score() - Method in class org.drip.loan.borrower.OriginationFICO: Retrieve the Borrower's FICO Score at Origination
search(String) - Method in class org.drip.service.common.WordDictionary: Return if the word is in the data structure.
SEARCH_HARD_BRACKETS - Static variable in class org.drip.function.r1tor1solver.InitializationHeuristics: Start search from Pre-specified Hard Search Brackets
SearchRotatedArray(int[], int) - Static method in class org.drip.service.common.ArrayUtil: Search for the Target in a Rotated Array
SearchRotatedArray2(int[], int) - Static method in class org.drip.service.common.ArrayUtil: Search for the Target in a Rotated Array
secondary() - Method in class org.drip.product.params.TreasuryBenchmarks: Return an Array of Secondary Treasury Benchmarks
secondaryCode() - Method in class org.drip.product.credit.BondComponent
secondaryCode() - Method in class org.drip.product.definition.CalibratableComponent: Get the component's secondary codes
secondDate() - Method in class org.drip.historical.attribution.PositionChangeComponents: Retrieve the Second Date
secondDate() - Method in class org.drip.historical.engine.HorizonChangeExplainProcessor: Retrieve the Second Date of the Horizon Change
secondDerivativeCoefficient() - Method in class org.drip.specialfunction.ode.SecondOrder: Retrieve the R² to R¹ Second Derivative Coefficient Function
SecondGesselStantonKoepf() - Static method in class org.drip.specialfunction.property.HypergeometricEqualityLemma: Construct the Second Gessel Stanton Koepf Rational Z Verifier
SecondKind(R1ToR1, R1ToR1, int) - Static method in class org.drip.specialfunction.bessel.SecondNISTSeries: Construct the R² To R¹ Bessel Second Kind NIST Summation Series
secondMarketParameters() - Method in class org.drip.historical.engine.HorizonChangeExplainProcessor: Retrieve the Second Date's Market Parameters
SecondNISTEstimate - Class in org.drip.sample.bessel: SecondNISTEstimate illustrates the Bessel Second NIST Estimation for the Cylindrical Bessel Function of the Second Kind.
SecondNISTEstimate() - Constructor for class org.drip.sample.bessel.SecondNISTEstimate
SecondNISTSeries - Class in org.drip.specialfunction.bessel: SecondNISTSeries implements the Series for the Cylindrical Bessel Function of the Second Kind using the NIST Series.
SecondNISTSeries() - Constructor for class org.drip.specialfunction.bessel.SecondNISTSeries
SecondNISTSeriesEstimator - Class in org.drip.specialfunction.bessel: SecondNISTSeriesEstimator implements the NIST Series Estimator for the Cylindrical Bessel Function of the Second Kind.
SecondNISTSeriesTerm - Class in org.drip.specialfunction.bessel: SecondNISTSeriesTerm implements the Series Term for the Cylindrical Bessel Function of the Second Kind using the NIST Series.
SecondNISTSeriesTerm(R1ToR1, R1ToR1) - Constructor for class org.drip.specialfunction.bessel.SecondNISTSeriesTerm: SecondNISTSeriesTerm Constructor
SecondOrder - Class in org.drip.specialfunction.ode: SecondOrder exposes the Coefficient Terms in the Second-Order ODE.
SecondOrder(R2ToR1, R2ToR1, R2ToR1) - Constructor for class org.drip.specialfunction.ode.SecondOrder: SecondOrder Constructor
SecondOrder2F1 - Class in org.drip.specialfunction.ode: SecondOrder2F1 exposes the Coefficient Terms in the 2F1 Hyper-geometric ODE.
SecondOrder2F1() - Constructor for class org.drip.specialfunction.ode.SecondOrder2F1
SecondOrderBessel - Class in org.drip.specialfunction.ode: SecondOrderBessel exposes the Coefficient Terms in the Bessel ODE.
SecondOrderHelmholtz - Class in org.drip.specialfunction.ode: SecondOrderHelmholtz exposes the Coefficient Terms in the Helmholtz ODE.
SecondOrderModifiedBessel - Class in org.drip.specialfunction.ode: SecondOrderModifiedBessel exposes the Coefficient Terms in the Modified Bessel ODE.
SecondOrderRiccatiBessel - Class in org.drip.specialfunction.ode: SecondOrderRiccatiBessel exposes the Coefficient Terms in the Riccati-Bessel ODE.
secondPrunePassHoldingsAllocation() - Method in class org.drip.portfolioconstruction.cardinality.TadonkiVialHoldingsAllocation: Retrieve the Second Prune Pass Holdings Allocation
SecondWatsonEstimate - Class in org.drip.sample.bessel: SecondWatsonEstimate illustrates the Watson Integral Based Estimation for the Cylindrical Bessel Function of the Second Kind for Integer Orders.
SecondWatsonEstimate() - Constructor for class org.drip.sample.bessel.SecondWatsonEstimate
SecondWatsonIntegralEstimator - Class in org.drip.specialfunction.bessel: SecondWatsonIntegralEstimator implements the Integral Estimator for the Cylindrical Bessel Function of the Second Kind.
SecondWeberEstimator - Class in org.drip.specialfunction.bessel: SecondWeberEstimator implements the Weber Estimation for the Cylindrical Bessel Function of the Second Kind.
SecondWeberEstimator(BesselFirstKindEstimator) - Constructor for class org.drip.specialfunction.bessel.SecondWeberEstimator: SecondWeberEstimator Constructor
sector() - Method in class org.drip.portfolioconstruction.core.Asset: Retrieve the Asset Sector
sectorArray() - Method in class org.drip.simm.credit.CRBucket: Retrieve the SIMM Sector Array
sectorArray() - Method in class org.drip.simm.equity.EQBucket: Retrieve the Bucket Sector Array
SectorSystemics - Class in org.drip.simm.credit: SectorSystemics contains the Systemic Settings that hold Sector-related Information.
SectorSystemics() - Constructor for class org.drip.simm.credit.SectorSystemics
secTreasurySpread(ValuationParams, CurveSurfaceQuoteContainer) - Method in class org.drip.product.credit.BondComponent
secTreasurySpread(ValuationParams, CurveSurfaceQuoteContainer) - Method in class org.drip.product.definition.Bond: Retrieve the array of double for the bond's secondary treasury spreads from the Valuation Parameters and the component market parameters
SECURITIZED_MARKETS - Static variable in class org.drip.capital.definition.Business: Securitized Markets Business
SecuritizedMktsBreakdown - Class in org.drip.sample.betafloatfloat: SecuritizedMktsBreakdown zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
SecuritizedMktsBreakdown() - Constructor for class org.drip.sample.betafloatfloat.SecuritizedMktsBreakdown
SecuritizedMktsDetail - Class in org.drip.sample.betafixedfloat: SecuritizedMktsDetail zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
SecuritizedMktsDetail() - Constructor for class org.drip.sample.betafixedfloat.SecuritizedMktsDetail
SecuritizedMktsExplain - Class in org.drip.sample.allocation: SecuritizedMktsExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.
SecuritizedMktsExplain() - Constructor for class org.drip.sample.allocation.SecuritizedMktsExplain
SegmentBasisEvaluator - Class in org.drip.spline.segment: SegmentBasisEvaluator implements the BasisEvaluator interface for the given set of the Segment Basis Evaluator Functions.
SegmentBasisEvaluator(FunctionSet, ResponseScalingShapeControl) - Constructor for class org.drip.spline.segment.SegmentBasisEvaluator: SegmentBasisEvaluator constructor
SegmentBasisFlexureConstraint - Class in org.drip.spline.params: SegmentBasisFlexureConstraint holds the set of fields needed to characterize a single local linear Constraint, expressed linearly as a combination of the local Predictor Ordinates and their corresponding Response Basis Function Realizations.
SegmentBasisFlexureConstraint(double[], double) - Constructor for class org.drip.spline.params.SegmentBasisFlexureConstraint: SegmentBasisFlexureConstraint constructor
SegmentBasisFunction - Class in org.drip.spline.bspline: SegmentBasisFunction is the abstract class over which the local ordered envelope functions for the B Splines are implemented.
SegmentBasisFunctionGenerator - Class in org.drip.spline.bspline: SegmentBasisFunctionGenerator generates B Spline Functions of different order.
SegmentBasisFunctionGenerator() - Constructor for class org.drip.spline.bspline.SegmentBasisFunctionGenerator
SegmentBasisFunctionSet - Class in org.drip.spline.bspline: SegmentBasisFunctionSet class implements per-segment function set for B Splines and tension splines.
SegmentBasisFunctionSet(int, double, R1ToR1[]) - Constructor for class org.drip.spline.bspline.SegmentBasisFunctionSet: SegmentBasisFunctionSet constructor
SegmentBestFitResponse - Class in org.drip.spline.params: SegmentBestFitResponse implements basis per-segment Fitness Penalty Parameter Set.
segmentBuilderControl() - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
segmentBuilderControl() - Method in interface org.drip.spline.stretch.MultiSegmentSequence: Retrieve the Segment Builder Parameters
segmentBuilderControl(String) - Method in class org.drip.state.estimator.SmoothingCurveStretchParams: Retrieve the Segment Builder Parameters
SegmentCustomBuilderControl - Class in org.drip.spline.params: SegmentCustomBuilderControl holds the parameters the guide the creation/behavior of the segment.
SegmentCustomBuilderControl(String, FunctionSetBuilderParams, SegmentInelasticDesignControl, ResponseScalingShapeControl, PreceedingManifestSensitivityControl) - Constructor for class org.drip.spline.params.SegmentCustomBuilderControl: SegmentCustomBuilderControl constructor
segmentCustomBuilderControlArray() - Method in class org.drip.exposure.regression.LocalVolatilityGenerationControl: Retrieve the Custom Segment Builder Control Array
SegmentFlexurePenaltyControl - Class in org.drip.spline.params: SegmentFlexurePenaltyControl implements basis per-segment Flexure Penalty Parameter Set.
SegmentFlexurePenaltyControl(int, double) - Constructor for class org.drip.spline.params.SegmentFlexurePenaltyControl: SegmentFlexurePenaltyControl constructor
SegmentInelasticDesignControl - Class in org.drip.spline.params: SegmentInelasticDesignControl implements basis per-segment inelastic parameter set.
SegmentInelasticDesignControl(int, SegmentFlexurePenaltyControl, SegmentFlexurePenaltyControl) - Constructor for class org.drip.spline.params.SegmentInelasticDesignControl: Constructor for the Segment Inelastic Design Parameters given the desired C^k, the Segment Length and the Roughness Penalty Order
SegmentMonicBasisFunction - Class in org.drip.spline.bspline: SegmentMonicBasisFunction implements the local monic B Spline that envelopes the predictor ordinates, and the corresponding set of ordinates/basis functions.
SegmentMonicBasisFunction(TensionBasisHat, TensionBasisHat) - Constructor for class org.drip.spline.bspline.SegmentMonicBasisFunction: SegmentMonicBasisFunction constructor
SegmentMulticBasisFunction - Class in org.drip.spline.bspline: SegmentMulticBasisFunction implements the local quadratic B Spline that envelopes the predictor ordinates, and the corresponding set of ordinates/basis functions.
SegmentMulticBasisFunction(SegmentBasisFunction, SegmentBasisFunction) - Constructor for class org.drip.spline.bspline.SegmentMulticBasisFunction: SegmentMulticBasisFunction constructor
SegmentPredictorResponseDerivative - Class in org.drip.spline.params: SegmentPredictorResponseDerivative contains the segment local parameters used for the segment calibration.
SegmentPredictorResponseDerivative(double, double[]) - Constructor for class org.drip.spline.params.SegmentPredictorResponseDerivative: SegmentPredictorResponseDerivative constructor
SegmentResponseConstraintSet - Class in org.drip.spline.params: SegmentResponseConstraintSet holds the set of SegmentResponseValueConstraint (Base + One/more Sensitivities) for the given Segment.
SegmentResponseConstraintSet() - Constructor for class org.drip.spline.params.SegmentResponseConstraintSet: Empty SegmentResponseConstraintSet Constructor
SegmentResponseValueConstraint - Class in org.drip.spline.params: SegmentResponseValueConstraint holds the following set of fields that characterize a single global linear constraint between the predictor and the response variables within a single segment, expressed linearly across the constituent nodes.
SegmentResponseValueConstraint(double[], double[], double) - Constructor for class org.drip.spline.params.SegmentResponseValueConstraint: SegmentResponseValueConstraint constructor
segments() - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
segments() - Method in interface org.drip.spline.stretch.MultiSegmentSequence: Retrieve the Stretch Segments
segmentScenarioSpecificationMap() - Method in class org.drip.capital.systemicscenario.PredictorScenarioSpecification: Retrieve the Market Segment Stress Scenario Specification Map
SegmentSequenceBuilder - Interface in org.drip.spline.stretch: SegmentSequenceBuilder is the interface that contains the stubs required for the construction of the segment stretch.
segmentSpec() - Method in class org.drip.state.inference.LatentStateStretchSpec: Retrieve the Array of the Latent State Segment Product/Manifest Measure Sequence
SegmentStateCalibrationInputs - Class in org.drip.spline.params: SegmentStateCalibrationInputs implements basis per-segment Calibration Parameter Input Set.
SegmentStateCalibrationInputs(double[], double[], double[], double[], SegmentBasisFlexureConstraint[], SegmentBestFitResponse) - Constructor for class org.drip.spline.params.SegmentStateCalibrationInputs: SegmentStateCalibrationInputs Constructor
SEK - Class in org.drip.template.irs: SEK contains a Templated Pricing of the OTC Fix-Float SEK IRS Instrument.
SEK() - Constructor for class org.drip.template.irs.SEK
SEK3M6MUSD3M6M - Class in org.drip.sample.dual: SEK3M6MUSD3M6M demonstrates the setup and construction of the USD 3M Forward Curve from SEK3M6MUSD3M6M CCBS, SEK 3M, SEK 6M, and USD 6M Quotes.
SEK3M6MUSD3M6M() - Constructor for class org.drip.sample.dual.SEK3M6MUSD3M6M
SEKHoliday - Class in org.drip.analytics.holset: SEKHoliday holds the SEK Holidays.
SEKHoliday() - Constructor for class org.drip.analytics.holset.SEKHoliday: SEKHoliday Constructor
SEKIRSAttribution - Class in org.drip.sample.fixfloatpnl: SEKIRSAttribution generates the Historical PnL Attribution for SEK IRS.
SEKIRSAttribution() - Constructor for class org.drip.sample.fixfloatpnl.SEKIRSAttribution
SEKOISSmoothReconstitutor - Class in org.drip.sample.overnightfeed: SEKOISSmoothReconstitutor Demonstrates the Cleansing and the Smooth Re-constitution of the SEK Input OIS Marks.
SEKOISSmoothReconstitutor() - Constructor for class org.drip.sample.overnightfeed.SEKOISSmoothReconstitutor
SEKShapePreserving1YForward - Class in org.drip.sample.fundinghistorical: SEKShapePreserving1YForward Generates the Historical SEK Shape Preserving Funding Curve Native 1Y Compounded Forward Rate.
SEKShapePreserving1YForward() - Constructor for class org.drip.sample.fundinghistorical.SEKShapePreserving1YForward
SEKShapePreserving1YStart - Class in org.drip.sample.fundinghistorical: SEKShapePreserving1YStart Generates the Historical SEK Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
SEKShapePreserving1YStart() - Constructor for class org.drip.sample.fundinghistorical.SEKShapePreserving1YStart
SEKShapePreservingReconstitutor - Class in org.drip.sample.fundingfeed: SEKShapePreservingReconstitutor Demonstrates the Cleansing and the Shape Preserving Re-constitution of the SEK Input Marks.
SEKShapePreservingReconstitutor() - Constructor for class org.drip.sample.fundingfeed.SEKShapePreservingReconstitutor
SEKSmooth1MForward - Class in org.drip.sample.overnighthistorical: SEKSmooth1MForward Generates the Historical SEK Smoothened Overnight Curve Native 1M Compounded Forward Rate.
SEKSmooth1MForward() - Constructor for class org.drip.sample.overnighthistorical.SEKSmooth1MForward
SEKSmooth1YForward - Class in org.drip.sample.fundinghistorical: SEKSmooth1YForward Generates the Historical SEK Smoothened Funding Curve Native 1Y Compounded Forward Rate.
SEKSmooth1YForward() - Constructor for class org.drip.sample.fundinghistorical.SEKSmooth1YForward
SEKSmoothReconstitutor - Class in org.drip.sample.fundingfeed: SEKSmoothReconstitutor Demonstrates the Cleansing and the Smooth Re-constitution of the SEK Input Marks.
SEKSmoothReconstitutor() - Constructor for class org.drip.sample.fundingfeed.SEKSmoothReconstitutor
select(int) - Method in class org.drip.graph.selection.HashSelector
select(int) - Method in class org.drip.graph.selection.Introselector
select(int) - Method in class org.drip.graph.selection.OrderStatisticSelector: Perform a Selection for the k^th Order Statistic on the Array
select(int) - Method in class org.drip.graph.selection.PartialSortSelector
select(int) - Method in class org.drip.graph.selection.QuickSelector
select(int, int, int) - Method in class org.drip.graph.selection.QuickSelector: Perform a Selection for the k^th Order Statistic on the Array
selectIndex(int, int, int) - Method in class org.drip.graph.selection.FloydRivestSelector
selectIndex(int, int, int) - Method in class org.drip.graph.selection.QuickSelector: Select the Index corresponding the k^th Order Statistic on the Array
SELECTION - Static variable in class org.drip.portfolioconstruction.optimizer.Scope: Applicable Scope Level - SELECTION
SELF_FUNDING - Static variable in class org.drip.investing.factors.PortfolioFinancingScheme: Self Funding Portfolio Financing Scheme
Sell() - Static method in class org.drip.oms.transaction.Side: Construct "Sell" Side
Sell(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderATC: Create a Standard Instance of Sell At-The-Close (ATC) Limit Order
Sell(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderDTC: Create a Standard Instance of Sell Day-Till-Close (DTC) Stop Order
Sell(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderIOC: Create a Standard Instance of Sell Immediate-Or-Cancel (IOC) Stop Order
Sell(OrderIssuer, String, double, TimeInForce, int, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderAON: Construct a Standard Instance of Sell All-or-None (AON) Stop Order
Sell(OrderIssuer, String, double, TimeInForce, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderFOK: Construct a Standard Instance of Sell Fill-Or-Kill (FOK) Stop Order
Sell(OrderIssuer, String, double, TimeInForce, OrderFillWholeSettings, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrder: Construct an Instance of Sell Stop Order
Sell(OrderIssuer, String, double, TimeInForce, OrderFillWholeSettings, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrder: Construct an Instance of Sell Limit Order
SELL - Static variable in class org.drip.oms.transaction.Side: Sell Side
SemiReplicationBaselProxy - Class in org.drip.sample.xvafixfloat: SemiReplicationBaselProxy simulates for various Latent States and Exposures for an Fix Float Swap and computes the XVA Metrics using the Basel Proxy-Style Exposure Generator using Burgard Kjaer Semi Replication Dual Bond Vertexes.
SemiReplicationBaselProxy() - Constructor for class org.drip.sample.xvafixfloat.SemiReplicationBaselProxy
SemiReplicationCollateralizedFunding - Class in org.drip.sample.burgard2013: SemiReplicationCollateralizedFunding examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
SemiReplicationCollateralizedFunding() - Constructor for class org.drip.sample.burgard2013.SemiReplicationCollateralizedFunding
SemiReplicationCollateralizedFundingStochastic - Class in org.drip.sample.burgard2013: SemiReplicationCollateralizedFundingStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
SemiReplicationCollateralizedFundingStochastic() - Constructor for class org.drip.sample.burgard2013.SemiReplicationCollateralizedFundingStochastic
SemiReplicationDualBond(JulianDate, double, double, double, MarketEdge, CloseOut) - Static method in class org.drip.xva.vertex.BurgardKjaerBuilder: Construct a Standard Instance of BurgardKjaerVertex using semi-replication with no Short-fall at own Default using Two Bonds
SemiReplicationUncollateralizedFunding - Class in org.drip.sample.burgard2013: SemiReplicationUncollateralizedFunding examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
SemiReplicationUncollateralizedFunding() - Constructor for class org.drip.sample.burgard2013.SemiReplicationUncollateralizedFunding
SemiReplicationUncollateralizedFundingStochastic - Class in org.drip.sample.burgard2013: SemiReplicationUncollateralizedFundingStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
SemiReplicationUncollateralizedFundingStochastic() - Constructor for class org.drip.sample.burgard2013.SemiReplicationUncollateralizedFundingStochastic
SemiReplicationZeroThresholdFunding - Class in org.drip.sample.burgard2013: SemiReplicationZeroThresholdFunding examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
SemiReplicationZeroThresholdFunding() - Constructor for class org.drip.sample.burgard2013.SemiReplicationZeroThresholdFunding
SemiReplicationZeroThresholdFundingStochastic - Class in org.drip.sample.burgard2013: SemiReplicationZeroThresholdFundingStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
SemiReplicationZeroThresholdFundingStochastic() - Constructor for class org.drip.sample.burgard2013.SemiReplicationZeroThresholdFundingStochastic
Senior(double, double, double, double, double) - Static method in class org.drip.exposure.universe.MarketVertexEntity: Instance of Senior MarketVertexEntity
Senior(double, double, double, double, double, MarketVertexEntity) - Static method in class org.drip.exposure.universe.MarketVertexEntity: Instance of Senior MarketVertexEntity
Senior(String, String) - Static method in class org.drip.state.identifier.EntityFundingLabel: Make a Standard SENIOR Entity Funding Label from the Reference Entity
Senior(String, String) - Static method in class org.drip.state.identifier.EntityRecoveryLabel: Make a Standard SENIOR Entity Recovery Label from the Reference Entity
seniorFundingReplicator() - Method in class org.drip.exposure.universe.MarketVertexEntity: Retrieve the Realized Entity Senior Funding Replicator Vertex Latent State
seniorFundingSpread() - Method in class org.drip.exposure.universe.MarketVertexEntity: Retrieve the Realized Entity Senior Funding Spread Vertex Latent State
seniority() - Method in class org.drip.state.identifier.EntityCreditLabel: Retrieve the Seniority
SENIORITY_SENIOR - Static variable in class org.drip.state.identifier.EntityCreditLabel: The "SENIOR" Seniority Setting
SENIORITY_SUBORDINATE - Static variable in class org.drip.state.identifier.EntityCreditLabel: The "SUBORDINATE" Seniority Setting
seniorNumeraireHoldings() - Method in class org.drip.xva.derivative.ReplicationPortfolioVertexDealer: Retrieve the Number of Dealer Senior Numeraire Holdings
seniorRecoveryRate() - Method in class org.drip.exposure.universe.MarketVertexEntity: Retrieve the Realized Entity Senior Recovery Rate Vertex Latent State
SeniorSubordinate(double, double, double, double, double, double, double) - Static method in class org.drip.exposure.universe.MarketVertexEntity: Instance of Senior + Subordinate MarketVertexEntity
SeniorSubordinate(double, double, double, double, double, double, double, MarketVertexEntity) - Static method in class org.drip.exposure.universe.MarketVertexEntity: Instance of Senior + Subordinate MarketVertexEntity
sensitivity() - Method in class org.drip.historical.attribution.PositionManifestMeasureSnap: Retrieve the Manifest Measure Sensitivity
sensitivity(String) - Method in class org.drip.simm.product.RiskFactorTenorSensitivity: Retrieve the Sensitivity for the Bucket Tenor
sensitivity(TrajectoryControlNodesGreek, TrajectoryControlNodesGreek) - Method in class org.drip.execution.risk.MeanVarianceObjectiveUtility
sensitivity(TrajectoryControlNodesGreek, TrajectoryControlNodesGreek) - Method in interface org.drip.execution.risk.ObjectiveUtility: Generate the Objective Function Sensitivity given the Expectation and the Variance Control Node Sensitivity
sensitivity(TrajectoryControlNodesGreek, TrajectoryControlNodesGreek) - Method in class org.drip.execution.risk.PowerVarianceObjectiveUtility
sensitivityAggregate() - Method in class org.drip.simm.margin.BucketAggregateCR: Retrieve the CR Sensitivity Aggregate
sensitivityAggregate() - Method in class org.drip.simm.margin.BucketAggregateIR: Retrieve the IR Sensitivity Aggregate
SensitivityAggregateCR - Class in org.drip.simm.margin: SensitivityAggregateCR holds the IM Margin Sensitivity Co-variances within a single Bucket for each of the CR Component Risk Factors.
SensitivityAggregateCR(Map<String, Double>, double) - Constructor for class org.drip.simm.margin.SensitivityAggregateCR: SensitivityAggregateCR Constructor
SensitivityAggregateIR - Class in org.drip.simm.margin: SensitivityAggregateIR holds the IM Margin Sensitivity Co-variances within a single Currency for each of the IR Risk Factors - OIS, LIBOR 1M, LIBOR 3M, LIBOR 6M LIBOR 12M, PRIME, and MUNICIPAL.
SensitivityAggregateIR(double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double) - Constructor for class org.drip.simm.margin.SensitivityAggregateIR: SensitivityAggregateIR Constructor
sensitivityConcentrationRiskFactor(double) - Method in class org.drip.simm.product.BucketSensitivityCR: Compute the Sensitivity Concentration Risk Factor
sensitivityConcentrationRiskFactor(double) - Method in class org.drip.simm.product.BucketSensitivityIR: Compute the Sensitivity Concentration Risk Factor
sensitivityKeys() - Method in class org.drip.state.estimator.PredictorResponseWeightConstraint: Return the Set of Available Sensitivities (if any)
sensitivityMap() - Method in class org.drip.simm.product.RiskFactorTenorSensitivity: Retrieve the Map of Tenor Sensitivities
sensitivityMargin() - Method in class org.drip.simm.margin.RiskFactorAggregate: Retrieve the Bucket Sensitivity Margin
sensitivityMargin(Map<String, Double>) - Method in class org.drip.simm.product.RiskFactorTenorSensitivity: Generate the Tenor Sensitivity Margin Map
sensitivityMarginVariance() - Method in class org.drip.simm.margin.BucketAggregate: Retrieve the Bucket's Sensitivity Margin Variance
sensitivityMarginVariance() - Method in class org.drip.simm.margin.BucketAggregateCR: Retrieve the CR Bucket Sensitivity Margin Variance
sensitivityMarginVariance() - Method in class org.drip.simm.margin.BucketAggregateIR: Retrieve the Bucket's Sensitivity Margin Variance
sensitivityShiftFactor() - Method in class org.drip.xva.definition.PDEEvolutionControl: Retrieve the Factor needed to evaluate Sensitivity Shifts
SeparableMultivariateRandom - Interface in org.drip.sequence.functional: SeparableMultivariateRandom exposes the Variance of the Objective Function dependent on Multivariate Random Variables where the Multivariate Function is a Linear Combination of Bounded Univariate Functions acting on each Random Variate.
separableUnivariateRandom() - Method in class org.drip.sequence.custom.GlivenkoCantelliFunctionSupremum: Retrieve the Supremum Univariate Random Function
separableUnivariateRandom() - Method in class org.drip.sequence.custom.GlivenkoCantelliUniformDeviation: Retrieve the Separable Bounded Idempotent Univariate Random Function
separableVarianceUpperBound() - Method in class org.drip.sequence.functional.EfronSteinMetrics: Compute the Multivariate Variance Upper Bound using the Separable Variance Bound
SEPTEMBER - Static variable in class org.drip.analytics.date.DateUtil: Integer Month - September
sequence() - Method in class org.drip.sequence.metrics.SingleSequenceAgnosticMetrics: Retrieve the Input Sequence
sequence(int) - Method in class org.drip.sequence.random.UnivariateSequenceGenerator: Generate a Random Sequence
sequence(int) - Method in class org.drip.state.sequence.PathRd: Generate the Sequence of Path Realizations
sequence(int, R1Univariate) - Method in class org.drip.sequence.random.Bounded
sequence(int, R1Univariate) - Method in class org.drip.sequence.random.BoundedUniformInteger
sequence(int, R1Univariate) - Method in class org.drip.sequence.random.Poisson
sequence(int, R1Univariate) - Method in class org.drip.sequence.random.UnivariateSequenceGenerator: Generate a Random Sequence along with its Metrics
SequenceGenerator - Class in org.drip.measure.discrete: SequenceGenerator generates the specified Univariate Sequence of the Given Distribution Type.
SequenceGenerator() - Constructor for class org.drip.measure.discrete.SequenceGenerator
SequenceIndexIterator - Class in org.drip.spaces.iterator: SequenceIndexIterator contains the Functionality to iterate through a List of Sequence Indexes.
SequenceIndexIterator(int[], boolean) - Constructor for class org.drip.spaces.iterator.SequenceIndexIterator: SequenceIndexIterator Constructor
sequenceMetrics() - Method in class org.drip.sequence.functional.EfronSteinMetrics: Retrieve the Array of the Single Sequence Agnostic Metrics
sequenceMetrics() - Method in class org.drip.sequence.functional.FunctionSupremumUnivariateRandom: Generate the Function Metrics using the Underlying Variate Distribution
sequenceMetrics() - Method in class org.drip.sequence.functional.IdempotentUnivariateRandom: Generate the Function Metrics using the Underlying Variate Distribution
sequenceMetrics(double[]) - Method in class org.drip.sequence.functional.FunctionSupremumUnivariateRandom: Generate the Function Metrics for the specified Variate Sequence
sequenceMetrics(double[]) - Method in class org.drip.sequence.functional.IdempotentUnivariateRandom: Generate the Function Metrics for the specified Variate Sequence
sequenceMetrics(double[], double[]) - Method in class org.drip.sequence.functional.FunctionSupremumUnivariateRandom: Generate the Function Metrics for the specified Variate Sequence and its corresponding Weight
sequenceMetrics(double[], double[]) - Method in class org.drip.sequence.functional.IdempotentUnivariateRandom: Generate the Function Metrics for the specified Variate Sequence and its corresponding Weight
sequenceSet(String) - Method in class org.drip.service.common.PhoneLetterCombinationGenerator: Generate all the Candidate Sequence Sets, given the Phone Number.
serialCorrelation() - Method in class org.drip.execution.parameters.ArithmeticPriceDynamicsSettings: Retrieve the Asset Serial Correlation
serialCorrelationAdjustment(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.TrajectoryShortfallEstimator: Estimate the Optimal Adjustment Attributable to the Serial Correlation
serialCorrelationAdjustment(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.discrete.Slice: Estimate the Optimal Adjustment Attributable to the Serial Correlation
series() - Method in class org.drip.specialfunction.generator.BesselFirstKindLaurentExpansion: Generate the Default Series
series() - Method in class org.drip.specialfunction.generator.SphericalBesselFirstKindExpansion: Generate the Default Series
series() - Method in class org.drip.specialfunction.hypergeometric.SeriesEstimator: Retrieve the Underlying Cumulative Series
series() - Method in class org.drip.specialfunction.scaledexponential.RelaxationTimeDistributionSeriesEstimator: Retrieve the R¹ to R¹ Relaxation Time Distribution Series
series(int, int) - Method in class org.drip.specialfunction.generator.SeriesExpansion: Generate the Special Function Series
seriesCumulative() - Method in class org.drip.numerical.estimation.R1Estimate: Compute the Series Cumulative
seriesEstimate(double, double, TreeMap<Integer, Double>, R1ToR1Series) - Method in class org.drip.numerical.estimation.R2ToR1Estimator: Compute the Higher Order Series Estimates
seriesEstimate(double, TreeMap<Integer, Double>, R1ToR1Series) - Method in class org.drip.numerical.estimation.R1ToR1Estimator: Compute the Higher Order Series Estimates
seriesEstimateNative(double) - Method in class org.drip.function.e2erf.ErrorFunction
seriesEstimateNative(double) - Method in class org.drip.function.e2erf.ErrorFunctionInverse
seriesEstimateNative(double) - Method in class org.drip.function.e2erfc.ErrorFunctionComplement
seriesEstimateNative(double) - Method in class org.drip.function.enerf.GeneralizedErrorFunction
seriesEstimateNative(double) - Method in class org.drip.numerical.estimation.R1ToR1Estimator: Compute the Built-in Higher Order Series Estimates
seriesEstimateNative(double) - Method in class org.drip.specialfunction.incompletegamma.LowerSFixed
seriesEstimateNative(double) - Method in class org.drip.specialfunction.incompletegamma.UpperSFixed
seriesEstimateNative(double) - Method in class org.drip.specialfunction.lanczos.Estimator
seriesEstimateNative(double) - Method in class org.drip.specialfunction.loggamma.InfiniteSumEstimator
seriesEstimateNative(double, double) - Method in class org.drip.numerical.estimation.R2ToR1Estimator: Compute the Built-in Higher Order Series Estimates
SeriesEstimator - Class in org.drip.specialfunction.hypergeometric: SeriesEstimator estimates the 2F1 Hyper-geometric Function using a Series Expansion.
SeriesExpansion - Class in org.drip.specialfunction.generator: SeriesExpansion implements the Generating Function and the Expansion Terms for the specified Special Function.
SeriesExpansion() - Constructor for class org.drip.specialfunction.generator.SeriesExpansion
SeriesGenerator(int) - Static method in class org.drip.function.e2erfc.AsymptoticExpansion: Construct the Asymptotic Version of Error Function Complement Series Generator
SeriesGenerator(int) - Static method in class org.drip.function.e2erfc.InverseFactorialExpansion: Construct the Inverse Factorial Version of Error Function Complement Series Generator
seriesName() - Method in class org.drip.market.otc.CreditIndexConvention: Retrieve the Series Name
seriesTerm() - Method in class org.drip.specialfunction.generator.BesselFirstKindLaurentExpansion
seriesTerm() - Method in class org.drip.specialfunction.generator.SeriesExpansion: Generate the Special Function Series Expansion Term
seriesTerm() - Method in class org.drip.specialfunction.generator.SphericalBesselFirstKindExpansion
seriesTerm() - Method in class org.drip.specialfunction.generator.SphericalBesselSecondKindExpansion
SeriesTerm() - Static method in class org.drip.function.e2erfc.AsymptoticExpansion: Construct the Asymptotic Version of Error Function Complement Series Term
SeriesTerm() - Static method in class org.drip.function.e2erfc.InverseFactorialExpansion: Construct the Inverse Factorial Version of Error Function Complement Series Term
seriesTermCount() - Method in class org.drip.numerical.integration.GeneralizedMidPointQuadrature: Retrieve the Series Term Count
sessionAverage() - Method in class org.drip.oms.benchmark.VWAP: Retrieve the Session VWAP Average
sessionEnd() - Method in class org.drip.oms.benchmark.VWAP: Retrieve the End of the Session
sessionStart() - Method in class org.drip.oms.benchmark.VWAP: Retrieve the Start of the Session
set(String, double) - Method in class org.drip.product.calib.ProductQuoteSet: Set the named Manifest Measure Quote Value
set(String, String) - Method in class org.drip.regression.core.RegressionRunDetail: Set the Key Value Map Entry
setAccrued(double) - Method in class org.drip.historical.attribution.CDSMarketSnap: Set the Accrued
setAlphaGroup(AlphaGroup) - Method in class org.drip.portfolioconstruction.core.Account: Set the Alpha Group
setAlphaUncertaintyGroup(AlphaUncertaintyGroup) - Method in class org.drip.portfolioconstruction.core.Account: Set the Alpha Uncertainty Group
setAnnounce(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the Bond Announce
setAnnounce(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Announce Date
setAsRightChild(boolean) - Method in class org.drip.graph.heap.BinaryTreeNode: Set the Node as the Right Child of the Parent
setAssetCovariance(AssetCovariance) - Method in class org.drip.portfolioconstruction.core.Account: Set the Asset Co-variance Risk Model
setAssetStatisticalProperties(AssetStatisticalProperties) - Method in class org.drip.portfolioconstruction.params.AssetUniverseStatisticalProperties: Set the AssetStatisticalProperties Instance
setBaseMeasures(CaseInsensitiveTreeMap<Double>) - Method in class org.drip.analytics.output.ComponentMeasures: Set the Base Measures Map
setBaseRate(double) - Method in class org.drip.product.calib.CompositePeriodQuoteSet: Set the Base Rate
setBasis(double) - Method in class org.drip.product.calib.CompositePeriodQuoteSet: Set the Basis
setBasis(double) - Method in class org.drip.product.calib.StreamQuoteSet: Set the Basis
setBBGID(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Bloomberg ID
setBBGParent(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Bloomberg Parent
setBBGTicker(String) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index BBG Ticker
setBBGUniqueID(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Unique Bloomberg ID
setC1(String, String) - Method in class org.drip.historical.attribution.PositionMarketSnap: Set the Custom C^1 Entry corresponding to the Specified Key
setC1(String, String) - Method in class org.drip.historical.sensitivity.TenorDurationNodeMetrics: Set the Custom C^1 Entry corresponding to the Specified Key
setCalcTime(double) - Method in class org.drip.analytics.output.ComponentMeasures: Set the Calculation Time
setCalculationType(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the Bond Calculation Type
setCalculationType(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Calculation Type
setCCIS(CurveConstructionInputSet) - Method in interface org.drip.analytics.definition.Curve: Set the Curve Construction Input Set Parameters
setCCIS(CurveConstructionInputSet) - Method in class org.drip.analytics.definition.MarketSurface
setCCIS(CurveConstructionInputSet) - Method in class org.drip.analytics.definition.NodeStructure
setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.basis.BasisCurve
setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.credit.CreditCurve
setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.curve.DerivedZeroRate
setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.curve.DeterministicCollateralChoiceDiscountCurve
setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.discount.ExplicitBootDiscountCurve
setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.discount.MergedDiscountForwardCurve
setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.forward.ForwardCurve
setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.fx.FXCurve
setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.govvie.ExplicitBootGovvieCurve
setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.govvie.GovvieCurve
setCCIS(CurveConstructionInputSet) - Method in class org.drip.state.repo.RepoCurve
setCDRCountryCode(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the CDR Country Code
setCDRSettleCode(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the CDR Settle Code
setCEntry(PriorityQueueEntry<KEY, ITEM>) - Method in class org.drip.graph.softheap.KaplanZwickBinaryNode: Set the CEntry of the Current Node
setChildren(List<BinomialTree<KEY, ITEM>>) - Method in class org.drip.graph.heap.BinomialTree: Set the Children of the Binomial Tree
setCleanDV01(double) - Method in class org.drip.historical.attribution.CDSMarketSnap: Set the Clean DV01
setCleanExpiryPrice(double) - Method in class org.drip.historical.attribution.TreasuryFuturesMarketSnap: Set the Clean Expiry Price
setCollateralCollateralCorrelation(String, String, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Collateral Currency Pair
setCollateralCredit(double) - Method in class org.drip.analytics.output.ConvexityAdjustment: Set the Collateral/Credit Convexity Adjustment
setCollateralCreditCorrelation(String, EntityCDSLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Collateral and the Credit Latent States
setCollateralCustomCorrelation(String, CustomLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Collateral and the Custom Metric Latent States
setCollateralEquityCorrelation(String, EntityEquityLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Collateral and the Equity Latent States
setCollateralForward(double) - Method in class org.drip.analytics.output.ConvexityAdjustment: Set the Collateral/Forward Convexity Adjustment
setCollateralForwardCorrelation(String, ForwardLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Collateral and the Forward Latent States
setCollateralFunding(double) - Method in class org.drip.analytics.output.ConvexityAdjustment: Set the Collateral/Funding Convexity Adjustment
setCollateralFundingCorrelation(String, FundingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Collateral and the Funding Latent States
setCollateralFX(double) - Method in class org.drip.analytics.output.ConvexityAdjustment: Set the Collateral/FX Convexity Adjustment
setCollateralFXCorrelation(String, FXLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Collateral and FX Latent States
setCollateralGovvieCorrelation(String, GovvieLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Collateral and Govvie Latent State Labels
setCollateralGroupPath(int, CollateralGroupPath) - Method in class org.drip.exposure.holdings.PositionGroupContainer: Set the Specific Position Group's Collateral Group Path
setCollateralGroupPath(CollateralGroupPath) - Method in class org.drip.exposure.holdings.PositionGroup: Set the Collateral Group Path
setCollateralOvernightCorrelation(String, OvernightLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Collateral and the Overnight Latent States
setCollateralPaydownCorrelation(String, PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Collateral and Pay-down Latent State Labels
setCollateralRatingCorrelation(String, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Collateral and Rating Latent State Labels
setCollateralRecoveryCorrelation(String, EntityRecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Collateral and Recovery Latent State Labels
setCollateralRepoCorrelation(String, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Collateral and Repo Latent State Labels
setCollateralType(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Collateral Type
setCollateralVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Volatility Curve for the specified Collateral Label
setComplete(Date) - Method in class org.drip.oms.transaction.Order: Set the Order Completion Time
setComponentCreditDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.BasketMeasures: Set the Component Credit Delta Double Measures Map
setComponentCreditGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.BasketMeasures: Set the Component Credit Gamma Double Measures Map
setComponentCustomMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.BasketMeasures: Set the Component Custom Double Measures Map
setComponentIRDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.BasketMeasures: Set the Component IR Delta Double Measures Map
setComponentIRGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.BasketMeasures: Set the Component IR Gamma Double Measures Map
setComponentRRDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.BasketMeasures: Set the Component RR Delta Double Measures Map
setComponentRRGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.BasketMeasures: Set the Component RR Gamma Double Measures Map
setComponentTenorCreditDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>>) - Method in class org.drip.analytics.output.BasketMeasures: Set the Component/Tenor Credit Delta Triple Measures Map
setComponentTenorCreditGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>>) - Method in class org.drip.analytics.output.BasketMeasures: Set the Component/Tenor Credit Gamma Triple Measures Map
setComponentTenorIRDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>>) - Method in class org.drip.analytics.output.BasketMeasures: Set the Component/Tenor IR Delta Triple Measures Map
setComponentTenorIRGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>>) - Method in class org.drip.analytics.output.BasketMeasures: Set the Component/Tenor IR Gamma Triple Measures Map
setConstructionString() - Method in class org.drip.product.params.CDXRefDataParams: Return the stringified set of parameters in a java call that can be statically used to re-construct the index.
setContainingInelastics(LatentStateInelastic) - Method in interface org.drip.spline.segment.BasisEvaluator: Set the Inelastics that provides the enveloping Context the Basis Evaluation
setContainingInelastics(LatentStateInelastic) - Method in class org.drip.spline.segment.SegmentBasisEvaluator
setContainsCycle() - Method in class org.drip.graph.search.OrderedVertexGroup: Set to Indicate that the Ordered Search contains a Cycle
setConversionFactor(double) - Method in class org.drip.historical.attribution.TreasuryFuturesMarketSnap: Set the CTD Conversion Factor at Expiry
setCorrelation(String, String, double) - Method in class org.drip.portfolioconstruction.params.AssetUniverseStatisticalProperties: Set the Correlation Between the Specified Pair of Assets
setCountryOfDomicile(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Country Of Domicile
setCountryOfGuarantor(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Country Of Guarantor
setCountryOfIncorporation(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Country Of Incorporation
setCoupon(double) - Method in class org.drip.product.calib.FixedStreamQuoteSet: Set the Coupon
setCoupon(double) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Coupon
setCoupon(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the Bond Coupon
setCoupon(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the coupon
setCouponBasis(double) - Method in class org.drip.product.calib.FixedStreamQuoteSet: Set the Coupon Basis
setCouponCurrency(String) - Method in class org.drip.product.creator.BondProductBuilder: Set The Coupon Currency
setCouponCurrency(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Coupon Currency
setCouponFreq(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the Bond Coupon Frequency
setCouponPV(double) - Method in class org.drip.historical.attribution.CDSMarketSnap: Set the Coupon PV
setCouponSetting(CouponSetting) - Method in class org.drip.product.credit.BondComponent
setCouponSetting(CouponSetting) - Method in interface org.drip.product.definition.BondProduct: Set the bond coupon setting
setCouponSpread(double) - Method in class org.drip.product.calib.StreamQuoteSet: Set the Coupon/Spread
setCouponType(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the Bond Coupon Type
setCouponType(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Coupon Type
setCreditCreditCorrelation(EntityCDSLabel, EntityCDSLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Pair of Credit Latent States
setCreditCustomCorrelation(EntityCDSLabel, CustomLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Credit and the Custom Metric Latent States
setCreditEquityCorrelation(EntityCDSLabel, EntityEquityLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Credit and the Equity Latent States
setCreditForward(double) - Method in class org.drip.analytics.output.ConvexityAdjustment: Set the Credit/Forward Convexity Adjustment
setCreditForwardCorrelation(EntityCDSLabel, ForwardLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Credit and the Forward Latent States
setCreditFunding(double) - Method in class org.drip.analytics.output.ConvexityAdjustment: Set the Credit/Funding Convexity Adjustment
setCreditFundingCorrelation(EntityCDSLabel, FundingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Credit and the Funding Latent States
setCreditFX(double) - Method in class org.drip.analytics.output.ConvexityAdjustment: Set the Credit/FX Convexity Adjustment
setCreditFXCorrelation(EntityCDSLabel, FXLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Credit and the FX Latent States
setCreditGovvieCorrelation(EntityCDSLabel, GovvieLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Credit and the Govvie Latent States
setCreditLabel(String) - Method in class org.drip.historical.attribution.CDSMarketSnap: Set the Credit Label
setCreditOvernightCorrelation(EntityCDSLabel, OvernightLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Credit and the Overnight Latent States
setCreditPaydownCorrelation(EntityCDSLabel, PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Credit and the Pay-down Latent States
setCreditRatingCorrelation(EntityCDSLabel, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Credit and the Rating Latent States
setCreditRecoveryCorrelation(EntityCDSLabel, EntityRecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Credit and the Recovery Latent States
setCreditRepoCorrelation(EntityCDSLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Credit and the Repo Latent States
setCreditSetting(CreditSetting) - Method in class org.drip.product.credit.BondComponent
setCreditSetting(CreditSetting) - Method in interface org.drip.product.definition.BondProduct: Set the bond Credit Setting
setCreditState(CreditCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Credit State
setCreditVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Volatility Curve for the Credit Latent State
setCTDName(String) - Method in class org.drip.historical.attribution.TreasuryFuturesMarketSnap: Set the CTD Bond Name
setCumulativeCouponAmount(double) - Method in class org.drip.historical.attribution.CDSMarketSnap: Set the Cumulative Coupon Amount
setCumulativeCouponAmount(double) - Method in class org.drip.historical.attribution.PositionMarketSnap: Set the Cumulative Coupon Amount
setCurrency(String) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Currency
setCurrentCoupon(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the bond's Current Coupon
setCurrentCoupon(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Current Coupon
setCurrentFairPremium(double) - Method in class org.drip.historical.attribution.CDSMarketSnap: Set the Current Fair Premium
setCurveID(String) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Curve ID
setCurveName(String) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Curve Name
setCurvyCurveID(String) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Composite Curve ID
setCUSIP(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the Bond CUSIP
setCUSIP(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the CUSIP
setCustomCustomCorrelation(CustomLabel, CustomLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Custom Metric Latent State Pair
setCustomEquityCorrelation(CustomLabel, EntityEquityLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Custom Metric and the Equity Latent States
setCustomForwardCorrelation(CustomLabel, ForwardLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Custom Metric and the Forward Latent States
setCustomFundingCorrelation(CustomLabel, FundingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Custom Metric and the Funding Latent States
setCustomFXCorrelation(CustomLabel, FXLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Custom Metric and the FX Latent States
setCustomGovvieCorrelation(CustomLabel, GovvieLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Custom Metric and the Govvie Latent States
setCustomMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.ComponentMeasures: Set the Custom Double Measures Map
setCustomOvernightCorrelation(CustomLabel, OvernightLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Custom Metric and the Overnight Latent States
setCustomPaydownCorrelation(CustomLabel, PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Custom Metric and the Pay-down Latent States
setCustomRatingCorrelation(CustomLabel, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Custom Metric and the Rating Latent States
setCustomRecoveryCorrelation(CustomLabel, EntityRecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Custom Metric and the Recovery Latent States
setCustomRepoCorrelation(CustomLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Custom Metric and the Repo Latent States
setCustomVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Custom Metric Volatility Curve
setDate(String, JulianDate) - Method in class org.drip.historical.attribution.PositionMarketSnap: Set the Custom Date Entry corresponding to the Specified Key
setDate(String, JulianDate) - Method in class org.drip.historical.sensitivity.TenorDurationNodeMetrics: Set the Custom Date Entry corresponding to the Specified Key
setDayCount(String) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Day Count
setDayCountCode(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the Bond Day Count Code
setDayCountCode(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Day Count Code
setDBasisCoeffDLocalManifest(double[]) - Method in class org.drip.spline.segment.LatentStateManifestSensitivity: Set the Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure
setDBasisCoeffDPreceedingManifest(double[]) - Method in class org.drip.spline.segment.LatentStateManifestSensitivity: Set the Array containing the Sensitivities of the Basis Coefficients to the Preceding Manifest Measure
setDefaultedComponentCount(int) - Method in class org.drip.product.params.CDXRefDataParams: Set the Number of Defaulted Components in the Index
setDeliveryMonths(int[]) - Method in class org.drip.product.govvie.TreasuryFutures: Set the Delivery Months
setDerivedParBasisSpread(double) - Method in class org.drip.product.calib.FixFloatQuoteSet: Set the Derived Par Basis Spread
setDerivedParBasisSpread(double) - Method in class org.drip.product.calib.FloatFloatQuoteSet: Set the Derived Par Basis Spread
setDescription(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Description
setDirection(int) - Method in class org.drip.numerical.fourier.RotationCountPhaseTracker: Set the Direction on which the rotation count is to be applied
setDResponseDPreceedingManifest(double) - Method in class org.drip.spline.segment.LatentStateManifestSensitivity: Set the Sensitivity of the Segment Response to the Preceding Manifest Measure
setEffectiveDate(JulianDate) - Method in class org.drip.historical.attribution.CDSMarketSnap: Set the Effective Date
setEmbeddedCallSchedule(EmbeddedOptionSchedule) - Method in class org.drip.product.credit.BondComponent
setEmbeddedCallSchedule(EmbeddedOptionSchedule) - Method in interface org.drip.product.definition.BondProduct: Set the bond's embedded call schedule
setEmbeddedPutSchedule(EmbeddedOptionSchedule) - Method in class org.drip.product.credit.BondComponent
setEmbeddedPutSchedule(EmbeddedOptionSchedule) - Method in interface org.drip.product.definition.BondProduct: Set the bond's embedded put schedule
setEquityEquityCorrelation(EntityEquityLabel, EntityEquityLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Pair of Equity Latent States
setEquityForwardCorrelation(EntityEquityLabel, ForwardLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Equity and the Forward Latent States
setEquityFundingCorrelation(EntityEquityLabel, FundingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Equity and the Funding Latent States
setEquityFXCorrelation(EntityEquityLabel, FXLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Equity and the FX Latent States
setEquityGovvieCorrelation(EntityEquityLabel, GovvieLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Equity and the Govvie Latent States
setEquityOvernightCorrelation(EntityEquityLabel, OvernightLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Equity and the Overnight Latent States
setEquityPaydownCorrelation(EntityEquityLabel, PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Equity and the Pay-down Latent States
setEquityRatingCorrelation(EntityEquityLabel, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Equity and the Rating Latent States
setEquityRecoveryCorrelation(EntityEquityLabel, EntityRecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Equity and the Recovery Latent States
setEquityRepoCorrelation(EntityEquityLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Equity and the Repo Latent States
setEquityState(EntityEquityLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Equity State for the specified Equity Latent State Label
setEquityVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Volatility Curve for the Equity Latent State
setErrorType(int) - Method in exception org.drip.service.jsonparser.ParseException: Set the Error Type
setExchangeCode(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Exchange Code
setExpiry(JulianDate) - Method in class org.drip.product.govvie.TreasuryFutures: Set the Futures Expiration Date
setExpiryDate(JulianDate) - Method in class org.drip.historical.attribution.TreasuryFuturesMarketSnap: Set the Expiry Date
setFairPremiumMarketFactor(double, double, double) - Method in class org.drip.historical.attribution.CDSMarketSnap: Set the Fair Premium and Position Sensitivity
setFinalMaturity(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the final maturity of the bond
setFinalMaturity(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Final Maturity
setFirstCoupon(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the Bond First Coupon Date
setFirstCoupon(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the First Coupon
setFirstPrunePassHoldingsAllocation(HoldingsAllocation) - Method in class org.drip.portfolioconstruction.cardinality.TadonkiVialHoldingsAllocation: Set the First Prune Pass Holdings Allocation
setFirstSettle(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the Bond First Settle
setFirstSettle(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the First Settle
setFitch(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Fitch Rating
setFixedCoupon(double) - Method in class org.drip.historical.attribution.CDSMarketSnap: Set the Fixed Coupon
setFixing(int, LatentStateLabel, double) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Set the Fixing corresponding to the Date/Label Pair
setFixing(JulianDate, LatentStateLabel, double) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Set the Fixing corresponding to the Date/Label Pair
setFixings(LatentStateFixingsContainer) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Set the Latent State Fixings Container Instance
setFlatCreditDeltaMeasures(CaseInsensitiveTreeMap<Double>) - Method in class org.drip.analytics.output.ComponentMeasures: Set the Flat Credit Delta Measures Map
setFlatCreditGammaMeasures(CaseInsensitiveTreeMap<Double>) - Method in class org.drip.analytics.output.ComponentMeasures: Set the Flat Credit Gamma Measures Map
setFlatIRDeltaMeasures(CaseInsensitiveTreeMap<Double>) - Method in class org.drip.analytics.output.ComponentMeasures: Set the Flat IR Delta Measures Map
setFlatIRGammaMeasures(CaseInsensitiveTreeMap<Double>) - Method in class org.drip.analytics.output.ComponentMeasures: Set the Flat IR Gamma Measures Map
setFlatRRDeltaMeasures(CaseInsensitiveTreeMap<Double>) - Method in class org.drip.analytics.output.ComponentMeasures: Set the Flat RR Delta Measures Map
setFlatRRGammaMeasures(CaseInsensitiveTreeMap<Double>) - Method in class org.drip.analytics.output.ComponentMeasures: Set the Flat RR Gamma Measures Map
setFlatValue(double) - Method in interface org.drip.analytics.definition.ExplicitBootCurve: Set the flat value across all the nodes
setFlatValue(double) - Method in class org.drip.state.curve.ForeignCollateralizedDiscountCurve
setFlatValue(double) - Method in class org.drip.state.nonlinear.FlatForwardDiscountCurve
setFlatValue(double) - Method in class org.drip.state.nonlinear.FlatForwardFXCurve
setFlatValue(double) - Method in class org.drip.state.nonlinear.FlatForwardGovvieCurve
setFlatValue(double) - Method in class org.drip.state.nonlinear.FlatForwardRepoCurve
setFlatValue(double) - Method in class org.drip.state.nonlinear.FlatForwardVolatilityCurve
setFlatValue(double) - Method in class org.drip.state.nonlinear.FlatYieldGovvieCurve
setFlatValue(double) - Method in class org.drip.state.nonlinear.ForwardHazardCreditCurve
setFloatCouponConvention(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the bond's Float Coupon Convention
setFloatCouponConvention(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Float Coupon Convention
setFloaterSetting(FloaterSetting) - Method in class org.drip.product.credit.BondComponent
setFloaterSetting(FloaterSetting) - Method in interface org.drip.product.definition.BondProduct: Set the bond floater setting
setFloatSpread(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the bond's floating rate spread
setFloatSpread(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Float Spread
setFloatSpread(ScenarioMarketParams) - Method in class org.drip.product.creator.BondProductBuilder: Set the bond's floating rate spread from the MPC
setFloorPassHoldingsAllocation(HoldingsAllocation) - Method in class org.drip.portfolioconstruction.cardinality.TadonkiVialHoldingsAllocation: Set the Floor Pass Holdings Allocation
setForwardForwardCorrelation(ForwardLabel, ForwardLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Pair of Forward Latent States
setForwardFunding(double) - Method in class org.drip.analytics.output.ConvexityAdjustment: Set the Forward/Funding Convexity Adjustment
setForwardFundingCorrelation(ForwardLabel, FundingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Forward and the Funding Latent States
setForwardFX(double) - Method in class org.drip.analytics.output.ConvexityAdjustment: Set the Forward/FX Convexity Adjustment
setForwardFXCorrelation(ForwardLabel, FXLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Forward and the FX Latent State Labels
setForwardGovvieCorrelation(ForwardLabel, GovvieLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Forward and the Govvie Latent States
setForwardOvernightCorrelation(ForwardLabel, OvernightLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Forward and the Overnight Latent States
setForwardPaydownCorrelation(ForwardLabel, PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Forward and the Pay-down Latent States
setForwardRate(double) - Method in class org.drip.product.calib.DepositComponentQuoteSet: Set the Forward Rate
setForwardRate(double) - Method in class org.drip.product.calib.FloatingStreamQuoteSet: Set the Forward Rate
setForwardRatingCorrelation(ForwardLabel, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Forward and the Rating Latent States
setForwardRecoveryCorrelation(ForwardLabel, EntityRecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Forward and the Recovery Latent States
setForwardRepoCorrelation(ForwardLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Forward and the Repo Latent States
setForwardState(ForwardCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Forward State
setForwardVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Volatility Curve for the specified Forward Latent State Label
setFRARate(double) - Method in class org.drip.product.calib.FRAComponentQuoteSet: Set the FRA Rate
setFrequency(int) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Coupon Frequency
setFullFirstStub(boolean) - Method in class org.drip.product.params.CDXRefDataParams: Set the flag indicating whether the Index has a Full First Stub
setFundingFundingCorrelation(FundingLabel, FundingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Pair of Funding Latent States
setFundingFX(double) - Method in class org.drip.analytics.output.ConvexityAdjustment: Set the Funding/FX Convexity Adjustment
setFundingFXCorrelation(FundingLabel, FXLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Funding and the FX Latent States
setFundingGovvieCorrelation(FundingLabel, GovvieLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Funding and the Govvie Latent States
setFundingOvernightCorrelation(FundingLabel, OvernightLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Funding and the Overnight Latent States
setFundingPaydownCorrelation(FundingLabel, PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Funding and the Pay-down Latent States
setFundingRecoveryCorrelation(FundingLabel, EntityRecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Funding and the Recovery Latent States
setFundingRecoveryCorrelation(FundingLabel, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Funding and the Rating Latent States
setFundingRepoCorrelation(FundingLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Funding and the Repo Latent States
setFundingState(MergedDiscountForwardCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Funding State
setFundingVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Volatility Curve for the Funding Latent State Label
setFXFXCorrelation(FXLabel, FXLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified FX Latent State Label Set
setFXGovvieCorrelation(FXLabel, GovvieLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified FX and the Govvie Latent States
setFXOvernightCorrelation(FXLabel, OvernightLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified FX and the Overnight Latent States
setFXPaydownCorrelation(FXLabel, PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified FX and the Pay-down Latent States
setFXRatingCorrelation(FXLabel, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified FX and the Rating Latent States
setFXRecoveryCorrelation(FXLabel, EntityRecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified FX and the Recovery Latent States
setFXRepoCorrelation(FXLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified FX and the Repo Latent States
setFXState(FXCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the FX State for the specified FX Latent State Label
setFXVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Volatility Curve for the specified FX Latent State
setGovvieGovvieCorrelation(GovvieLabel, GovvieLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the Govvie Latent State Pair
setGovvieOvernightCorrelation(GovvieLabel, OvernightLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Govvie and the Overnight Latent States
setGovviePaydownCorrelation(GovvieLabel, PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Govvie and the Pay-down Latent States
setGovvieRatingCorrelation(GovvieLabel, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Govvie and the Rating Latent States
setGovvieRecoveryCorrelation(GovvieLabel, EntityRecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Govvie and the Recovery Latent States
setGovvieRepoCorrelation(GovvieLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Govvie and the Repo Latent States
setGovvieState(GovvieCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Govvie State Curve
setGovvieVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Volatility Curve for the Govvie Latent State
setHasBeenCalled(String) - Method in class org.drip.product.creator.BondProductBuilder: Set whether the bond Has Been Called
setHasBeenCalled(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Flag indicating If bond has been called
setHeader(String[]) - Method in class org.drip.feed.loader.CSVGrid: Set the Column Headers
setIdentifierSet(IdentifierSet) - Method in class org.drip.product.credit.BondComponent
setIdentifierSet(IdentifierSet) - Method in interface org.drip.product.definition.BondProduct: Set the bond identifier set
setIndexClass(String) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Class
setIndexFactor(double) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Factor
setIndexGroupName(String) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Group Name
setIndexLabel(String) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Label
setIndexLifeSpan(int) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Life Span
setIndexName(String) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Name
setIndexSeries(int) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Series
setIndexShortGroupName(String) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Short Group Name
setIndexShortName(String) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Short Name
setIndexVersion(int) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Version
setIndustryGroup(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Industry Group
setIndustrySector(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Industry Sector
setIndustrySubgroup(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Industry Subgroup
setInitialFairPremium(double) - Method in class org.drip.historical.attribution.CDSMarketSnap: Set the Initial Fair Premium
setInstrCalibInputs(ValuationParams, boolean, MergedDiscountForwardCurve, GovvieCurve, CreditPricerParams, CalibratableComponent[], double[], String[], LatentStateFixingsContainer, ValuationCustomizationParams) - Method in class org.drip.state.credit.CreditCurve: Set the calibration inputs for the CreditCurve
setInterestAccrualStart(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the Bond Interest Accrual Start Date
setInterestAccrualStart(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Interest Accrual Start Date
setIsBearer(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Flag indicating Bearer Bond
setIsCallable(String) - Method in class org.drip.product.creator.BondProductBuilder: Set whether the Bond Is Callable
setIsCallable(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set whether is Callable
setIsDefaulted(String) - Method in class org.drip.product.creator.BondProductBuilder: Set whether the bond is defaulted or not
setIsDefaulted(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Defaulted Flag
setIsFloater(String) - Method in class org.drip.product.creator.BondProductBuilder: Set whether the bond is a floater or not
setIsFloater(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Floater Flag
setISIN(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the Bond ISIN
setISIN(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the ISIN
setIsPerpetual(String) - Method in class org.drip.product.creator.BondProductBuilder: Set whether the bond is perpetual or not
setIsPerpetual(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Perpetual Flag
setIsPrivatePlacement(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Private Placement Flag
setIsPutable(String) - Method in class org.drip.product.creator.BondProductBuilder: Set whether the Bond Is Putable
setIsPutable(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set whether is Putable
setIsRegistered(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Flag Registered
setIsReversibleConvertible(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Flag indicating Reverse Convertible
setIsSinkable(String) - Method in class org.drip.product.creator.BondProductBuilder: Set whether the Bond Is Sinkable
setIsSinkable(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set whether is Sinkable
setIsStructuredNote(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Flag indicating Structured Note
setIssue(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the Bond Issue Date
setIssue(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Issue Date
setIssueAmount(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Issue Amount
setIssueCountry(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Issue Country
setIssueCountryCode(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Issue Country Code
setIssueDate(JulianDate) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Issue Date
setIssuePrice(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set Issue Price
setIssuer(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Issuer
setIssuerCategory(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Issuer Category
setIssuerIndustry(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Issuer Industry
setIssuerSPN(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the bond's Issuer SPN
setIssuerSPN(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set Issuer SPN
setIsUnitTraded(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Flag indicating Unit Traded
setItem(ITEM) - Method in class org.drip.graph.heap.PriorityQueueEntry: Set the Item
setKey(KEY) - Method in class org.drip.graph.heap.BinaryTreeNode: Set the Key of the Node
setKey(KEY) - Method in class org.drip.graph.heap.PriorityQueueEntry: Set the Key
setKnockOutOnDefault(boolean) - Method in class org.drip.product.params.CDXRefDataParams: Set if the Index knocks out on Default
setLastTradingDayLag(int) - Method in class org.drip.product.govvie.TreasuryFutures: Set the Last Trading Day Lag
setLDTS(String, LastTradingDateSetting[]) - Method in class org.drip.market.exchange.FuturesOptions: Add a Named Exchange LTDS Array Map Entry
setLeadManager(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Lead Manager
setLeft(BinaryTreeNode<KEY, ITEM>) - Method in class org.drip.graph.heap.BinaryTreeNode: Set the Left Child of the Node
setLeft(KaplanZwickBinaryNode<KEY, ITEM>) - Method in class org.drip.graph.softheap.KaplanZwickBinaryNode: Set the Left Child of the Current Node
setLeftNode(double, double, double, StretchBestFitResponse) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
setLeftNode(double, double, double, StretchBestFitResponse) - Method in interface org.drip.spline.stretch.MultiSegmentSequence: Set the Slope at the left Edge of the Stretch
setLevel(int) - Method in class org.drip.graph.heap.BinaryTreeNode: Set the Level of the Node
setLocation(String) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Location
setLongCompanyName(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Long Company Name
setLossPV(double) - Method in class org.drip.historical.attribution.CDSMarketSnap: Set the Loss PV
setMarketConvention(QuoteConvention) - Method in class org.drip.product.credit.BondComponent
setMarketConvention(QuoteConvention) - Method in interface org.drip.product.definition.BondProduct: Set the Bond's Market Convention
setMarketIssueType(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Market Issue Type
setMarketMeasureName(String) - Method in class org.drip.historical.attribution.PositionMarketSnap: Set the Market Measure Name
setMarketMeasureValue(double) - Method in class org.drip.historical.attribution.PositionMarketSnap: Set the Market Measure Value
setMarketQuote(String, Quote) - Method in class org.drip.param.definition.ProductQuote: Set the market quote for the component
setMarketQuote(String, Quote) - Method in class org.drip.param.quote.ProductMultiMeasure
SetMatrixZeroes(int[][]) - Static method in class org.drip.service.common.ArrayUtil: Given a m x n matrix, if an element is 0, set its entire row and column to 0.
setMaturity(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the Bond Maturity
setMaturity(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the maturity
setMaturityDate(JulianDate) - Method in class org.drip.historical.attribution.CDSMarketSnap: Set the Maturity Date
setMaturityDate(JulianDate) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Maturity Date
setMaturityType(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the Bond Maturity Type
setMaturityType(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Maturity Type
setMaximumMaturity(String) - Method in class org.drip.product.govvie.TreasuryFutures: Retrieve the Deliverable Grade Maximum Maturity
setMinimumIncrement(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Minimum Increment
setMinimumMaturity(String) - Method in class org.drip.product.govvie.TreasuryFutures: Retrieve the Deliverable Grade Minimum Maturity
setMinimumPiece(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Minimum Piece
setMinimumPriceMovement(double) - Method in class org.drip.product.govvie.TreasuryFutures: Retrieve the Minimum Price Movement
setMoody(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Moodys Rating
setName(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Issuer Name
setName(String) - Method in class org.drip.product.credit.CDSComponent: Set Name of the CDS Component
setNext(KaplanZwickTree<KEY, ITEM>) - Method in class org.drip.graph.softheap.KaplanZwickTree: (Re-)set the Next Tree
setNext(ListUtil.ListNode<V>) - Method in class org.drip.service.common.ListUtil.ListNode: Set the Next Node
setNextCouponDate(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Next Coupon Date
setNodeValue(int, double) - Method in interface org.drip.analytics.definition.ExplicitBootCurve: Set the Value/Slope at the Node specified by the Index
setNodeValue(int, double) - Method in class org.drip.state.curve.ForeignCollateralizedDiscountCurve
setNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatForwardDiscountCurve
setNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatForwardFXCurve
setNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatForwardGovvieCurve
setNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatForwardRepoCurve
setNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatForwardVolatilityCurve
setNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatYieldGovvieCurve
setNodeValue(int, double) - Method in class org.drip.state.nonlinear.ForwardHazardCreditCurve
setNotionalSetting(NotionalSetting) - Method in class org.drip.product.credit.BondComponent
setNotionalSetting(NotionalSetting) - Method in interface org.drip.product.definition.BondProduct: Set the bond notional Setting
setNotionalValue(double) - Method in class org.drip.product.govvie.TreasuryFutures: Retrieve the Notional Value
setObjectiveBenchmark(Benchmark) - Method in class org.drip.portfolioconstruction.core.Account: Set the Objective Benchmark Instance
setOF(double) - Method in class org.drip.function.r1tor1solver.IteratedVariate: Set the Objective Function Value
SetOff(JulianDate, double, double, double, MarketEdge) - Static method in class org.drip.xva.vertex.BurgardKjaerBuilder: Construct a Standard Instance of BurgardKjaerVertex using the "Set Off" Legal Agreement Scheme
SetOffBaselProxy - Class in org.drip.sample.xvafixfloat: SetOffBaselProxy simulates for various Latent States and Exposures for an Fix Float Swap and computes the XVA Metrics using the Basel Proxy-Style Exposure Generator using Burgard Kjaer Set Off CSA Vertexes.
SetOffBaselProxy() - Constructor for class org.drip.sample.xvafixfloat.SetOffBaselProxy
SetOffCollateralizedFunding - Class in org.drip.sample.burgard2013: SetOffCollateralizedFunding examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
SetOffCollateralizedFunding() - Constructor for class org.drip.sample.burgard2013.SetOffCollateralizedFunding
SetOffCollateralizedFundingStochastic - Class in org.drip.sample.burgard2013: SetOffCollateralizedFundingStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
SetOffCollateralizedFundingStochastic() - Constructor for class org.drip.sample.burgard2013.SetOffCollateralizedFundingStochastic
SetOffUncollateralizedFunding - Class in org.drip.sample.burgard2013: SetOffUncollateralizedFunding examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
SetOffUncollateralizedFunding() - Constructor for class org.drip.sample.burgard2013.SetOffUncollateralizedFunding
SetOffUncollateralizedFundingStochastic - Class in org.drip.sample.burgard2013: SetOffUncollateralizedFundingStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
SetOffUncollateralizedFundingStochastic() - Constructor for class org.drip.sample.burgard2013.SetOffUncollateralizedFundingStochastic
SetOffZeroThresholdFunding - Class in org.drip.sample.burgard2013: SetOffZeroThresholdFunding examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
SetOffZeroThresholdFunding() - Constructor for class org.drip.sample.burgard2013.SetOffZeroThresholdFunding
SetOffZeroThresholdFundingStochastic - Class in org.drip.sample.burgard2013: SetOffZeroThresholdFundingStohastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
SetOffZeroThresholdFundingStochastic() - Constructor for class org.drip.sample.burgard2013.SetOffZeroThresholdFundingStochastic
setOFLeft(double) - Method in class org.drip.function.r1tor1solver.IteratedBracket: Set the left objective function value
setOFRight(double) - Method in class org.drip.function.r1tor1solver.IteratedBracket: Set the right objective function value
setOptionPV(double) - Method in class org.drip.product.calib.VolatilityProductQuoteSet: Set the PV of an Option on the Product
setOriginalComponentCount(int) - Method in class org.drip.product.params.CDXRefDataParams: Set the Number of Original Components in the Index
setOutright(double) - Method in class org.drip.product.calib.FXForwardQuoteSet: Set the Terminal FX Forward Outright
setOutstandingAmount(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Outstanding Amount
setOvernightOvernightCorrelation(OvernightLabel, OvernightLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Pair of Overnight Latent States
setOvernightPaydownCorrelation(OvernightLabel, PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Overnight and the Pay-down Latent States
setOvernightRatingCorrelation(OvernightLabel, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Overnight and the Rating Latent States
setOvernightRecoveryCorrelation(OvernightLabel, EntityRecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Overnight and the Recovery Latent States
setOvernightRepoCorrelation(OvernightLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Overnight and the Repo Latent States
setOvernightState(MergedDiscountForwardCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Overnight State
setOvernightVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Volatility Curve for the Overnight Latent State Label
setParAmount(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Par Amount
setParent(BinaryTreeNode<KEY, ITEM>) - Method in class org.drip.graph.heap.BinaryTreeNode: Set the Parent of the Node
setParent(BinomialTree<KEY, ITEM>) - Method in class org.drip.graph.heap.BinomialTree: Set the Parent of the Binomial Tree
setParent(KaplanZwickBinaryNode<KEY, ITEM>) - Method in class org.drip.graph.softheap.KaplanZwickBinaryNode: Set the Parent of the Current Node
setParForwardRate(double) - Method in class org.drip.product.calib.FRAComponentQuoteSet: Set the Par Forward Rate
setPayAccrued(boolean) - Method in class org.drip.product.params.CDXRefDataParams: Set if the Index pays accrued on termination
setPayCurrencyCollateralCurrencyCurve(String, String, MergedDiscountForwardCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Set the Discount Curve associated with the Pay Cash-flow Collateralized using a different Collateral Currency Numeraire
setPaydownCurve(PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Pay-down State for the specified Pay-down Latent State Label
setPaydownPaydownCorrelation(PaydownLabel, PaydownLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the Pay-down Latent State Pair
setPaydownRatingCorrelation(PaydownLabel, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Pay-down and the Rating Latent States
setPaydownRecoveryCorrelation(PaydownLabel, EntityRecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Pay-down and the Recovery Latent States
setPaydownRepoCorrelation(PaydownLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Pay-down and the Repo Latent States
setPaydownVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Volatility Curve for the Pay-down Latent State
setPenultimateCouponDate(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Penultimate Coupon Date
setPIP(double) - Method in class org.drip.product.calib.FXForwardQuoteSet: Set the Terminal FX Forward PIP
setPosition(int) - Method in exception org.drip.service.jsonparser.ParseException: Set the Position
setPrecedingEdge(Edge) - Method in class org.drip.graph.shortestpath.AugmentedVertex: Set the Preceding Edge in the Path
setPreceedingManifestSensitivityControl(String, PreceedingManifestSensitivityControl) - Method in class org.drip.spline.segment.LatentStateResponseModel: Set the Preceding Manifest Sensitivity Control Parameters for the specified Manifest Measure
setPrev(KaplanZwickTree<KEY, ITEM>) - Method in class org.drip.graph.softheap.KaplanZwickTree: (Re-)set the Previous Tree
setPrevCouponDate(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Previous Coupon Date
setPreviousPhase(double) - Method in class org.drip.numerical.fourier.RotationCountPhaseTracker: Set the Previous Phase
setPrice(double) - Method in class org.drip.product.calib.FuturesComponentQuoteSet: Set the Price
setPrimaryCode(String) - Method in class org.drip.product.credit.BondComponent
setPrimaryCode(String) - Method in class org.drip.product.credit.CDSComponent
setPrimaryCode(String) - Method in class org.drip.product.definition.CalibratableComponent: Set the component's primary code
setPrimaryCode(String) - Method in class org.drip.product.fx.DomesticCollateralizedForeignForward: Set the Primary Code
setPrimaryCode(String) - Method in class org.drip.product.fx.ForeignCollateralizedDomesticForward: Set the Primary Code
setPrimaryCode(String) - Method in class org.drip.product.fx.FXForwardComponent
setPrimaryCode(String) - Method in class org.drip.product.option.OptionComponent
setPrimaryCode(String) - Method in class org.drip.product.rates.FixFloatComponent
setPrimaryCode(String) - Method in class org.drip.product.rates.FloatFloatComponent
setPrimaryCode(String) - Method in class org.drip.product.rates.RatesBasket
setPrimaryCode(String) - Method in class org.drip.product.rates.SingleStreamComponent
setProcessed(boolean) - Method in class org.drip.graph.shortestpath.AugmentedVertex: Set the Vertex Processing Status
setProductQuote(String, ProductQuote) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Product Quote
setPV(double) - Method in class org.drip.product.calib.DepositComponentQuoteSet: Set the PV
setPV(double) - Method in class org.drip.product.calib.FixedStreamQuoteSet: Set the PV
setPV(double) - Method in class org.drip.product.calib.FixFloatQuoteSet: Set the PV
setPV(double) - Method in class org.drip.product.calib.FloatFloatQuoteSet: Set the PV
setPV(double) - Method in class org.drip.product.calib.FloatingStreamQuoteSet: Set the PV
setPV(double) - Method in class org.drip.product.calib.StreamQuoteSet: Set the PV
setQM(LatentStateLabel, String, double) - Method in class org.drip.dynamics.evolution.LSQMPointRecord: Set the LSQM Value
setQMCurve(String, Curve) - Method in class org.drip.dynamics.evolution.LSQMCurveSnapshot: Set the LSQM Curve
setQMSpan(LatentStateLabel, String, Span) - Method in class org.drip.dynamics.evolution.LSQMCurveIncrement: Set the LSQM Increment Span
setQuoteAsCDS(boolean) - Method in class org.drip.product.params.CDXRefDataParams: Set whether the quote is marked as a CDS
setQuoteMap(CaseInsensitiveTreeMap<ProductQuote>) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Map of Quote
setR1(String, double) - Method in class org.drip.historical.attribution.PositionMarketSnap: Set the Custom R^1 Entry corresponding to the Specified Key
setR1(String, double) - Method in class org.drip.historical.sensitivity.TenorDurationNodeMetrics: Set the Custom R^1 Entry corresponding to the Specified Key
setR1(String, double, boolean) - Method in class org.drip.historical.attribution.PositionMarketSnap: Set the Custom R^1 Entry corresponding to the Specified Key
setRate(double) - Method in class org.drip.product.calib.DepositComponentQuoteSet: Set the Rate
setRate(double) - Method in class org.drip.product.calib.FixFloatQuoteSet: Set the Rate
setRate(double) - Method in class org.drip.product.calib.FuturesComponentQuoteSet: Set the Rate
setRateIndex(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the bond's Rate Index
setRateIndex(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Rate Index
setRatingCurve(RatingLabel, MergedDiscountForwardCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Rating State for the specified Rating Latent State Label
setRatingRatingCorrelation(RatingLabel, RatingLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Pair of Rating Latent States
setRatingRecoveryCorrelation(RatingLabel, EntityRecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Rating and Recovery Latent States
setRatingRepoCorrelation(RatingLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Rating and Repo Latent States
setRatingVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Volatility Curve for the Rating Latent State
setRecovery(double) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Recovery
setRecoveryRate(double) - Method in class org.drip.historical.attribution.CDSMarketSnap: Set the Recovery Rate
setRecoveryRecoveryCorrelation(EntityRecoveryLabel, EntityRecoveryLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the Recovery Latent State Pair
setRecoveryRepoCorrelation(EntityRecoveryLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface for the specified Recovery and the Repo Latent States
setRecoveryState(CreditCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Recovery State for the specified Recovery Latent State Label
setRecoveryVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Volatility Curve for the Recovery Latent State
setRedemptionCurrency(String) - Method in class org.drip.product.creator.BondProductBuilder: Set The redemption Currency
setRedemptionCurrency(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Redemption Currency
setRedemptionValue(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the Bond Redemption Value
setRedemptionValue(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Redemption Value
setRedID(String) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index Red ID
setReferenceCoupon(double) - Method in class org.drip.product.govvie.TreasuryFutures: Set the Reference Coupon Rate
setReferenceParBasisSpread(double) - Method in class org.drip.product.calib.FixFloatQuoteSet: Set the Reference Par Basis Spread
setReferenceParBasisSpread(double) - Method in class org.drip.product.calib.FloatFloatQuoteSet: Set the Reference Par Basis Spread
setRepoRepoCorrelation(RepoLabel, RepoLabel, R1ToR1) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Correlation Surface between the Pair of Repo Latent States
setRepoState(RepoCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Repo State
setRepoVolatility(VolatilityCurve) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: (Re)-set the Volatility Curve for the Repo Latent State Label
setRight(BinaryTreeNode<KEY, ITEM>) - Method in class org.drip.graph.heap.BinaryTreeNode: Set the Right Child of the Node
setRight(KaplanZwickBinaryNode<KEY, ITEM>) - Method in class org.drip.graph.softheap.KaplanZwickBinaryNode: Set the Right Child of the Current Node
setRollDownFairPremium(double) - Method in class org.drip.historical.attribution.CDSMarketSnap: Set the Roll Down Fair Premium
setRoot(double) - Method in class org.drip.function.r1tor1solver.FixedPointFinderOutput: Set the Root
setRoot(KaplanZwickBinaryNode<KEY, ITEM>) - Method in class org.drip.graph.softheap.KaplanZwickTree: (Re-)set the Root
setSecondPrunePassHoldingsAllocation(HoldingsAllocation) - Method in class org.drip.portfolioconstruction.cardinality.TadonkiVialHoldingsAllocation: Set the Second Prune Pass Holdings Allocation
setSecurityType(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Security Type
setSeries(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Issuer Series
setShortName(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Issuer Short Name
setShortName(String) - Method in class org.drip.product.params.CDXRefDataParams: Set the index short name
setSide(String, double, double) - Method in class org.drip.param.definition.Quote: Set the quote for the specified side
setSide(String, double, double) - Method in class org.drip.param.quote.MultiSided
setSnP(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the SnP Rating
setSnrSub(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set Senior or Sub-ordinate
setSoftConstraint(SoftConstraint) - Method in class org.drip.portfolioconstruction.optimizer.ConstraintTerm: Set the Soft Constraint
setSP(String) - Method in class org.drip.service.representation.ItemList: Set the Separator
setSpecificDefault(int) - Method in class org.drip.state.credit.CreditCurve: Set the Specific Default Date
setSPN(String) - Method in class org.drip.product.params.CDXRefDataParams: Set the Index SPN
setSpread(double) - Method in class org.drip.product.calib.FloatingStreamQuoteSet: Set the Spread
setStartingVariate(double) - Method in class org.drip.function.r1tor1solver.ExecutionInitializationOutput: Set the Starting Variate
setState(int) - Method in class org.drip.oms.transaction.Order: Set the Order State
setStream(BondStream) - Method in class org.drip.product.credit.BondComponent
setStream(BondStream) - Method in interface org.drip.product.definition.BondProduct: Set the bond Stream
setStretch(MultiSegmentSequence) - Method in class org.drip.spline.stretch.CkSegmentSequenceBuilder
setStretch(MultiSegmentSequence) - Method in interface org.drip.spline.stretch.SegmentSequenceBuilder: Set the Stretch whose Segments are to be calibrated
setStretch(MultiSegmentSequence) - Method in class org.drip.state.inference.LatentStateSequenceBuilder
setStretchSegmentBuilderControl(String, SegmentCustomBuilderControl) - Method in class org.drip.state.estimator.SmoothingCurveStretchParams: Set the Stretch's Segment Builder Control
setSuffixExtremum(KaplanZwickTree<KEY, ITEM>) - Method in class org.drip.graph.softheap.KaplanZwickTree: (Re-)set the Suffix Extremum Tree
setSwapRate(double) - Method in class org.drip.product.calib.FixFloatQuoteSet: Set the Swap Rate
setTenorCreditDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.ComponentMeasures: Set the Tenor Credit Delta Double Measures Map
setTenorCreditGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.ComponentMeasures: Set the Tenor Credit Gamma Double Measures Map
setTenorIRDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.ComponentMeasures: Set the Tenor IR Delta Double Measures Map
setTenorIRGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.ComponentMeasures: Set the Tenor IR Gamma Double Measures Map
setTenorRRDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.ComponentMeasures: Set the Tenor RR Delta Double Measures Map
setTenorRRGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>) - Method in class org.drip.analytics.output.ComponentMeasures: Set the Tenor RR Gamma Double Measures Map
setTerminationSetting(TerminationSetting) - Method in class org.drip.product.credit.BondComponent
setTerminationSetting(TerminationSetting) - Method in interface org.drip.product.definition.BondProduct: Set the bond termination setting
setTerminationStatus(boolean) - Method in class org.drip.regression.core.RegressionRunOutput: Set the termination status for the regression output
setTicker(String) - Method in class org.drip.product.creator.BondProductBuilder: Set the Bond Ticker
setTicker(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Issuer Ticker
setTickValue(double) - Method in class org.drip.product.govvie.TreasuryFutures: Retrieve the Tick Value
settings() - Method in class org.drip.oms.exchange.Venue: Retrieve the Venue Settings
settle() - Method in class org.drip.market.exchange.TreasuryFuturesConvention: Retrieve the Treasury Futures Settle Settings
SETTLE_TYPE_CASH - Static variable in class org.drip.market.exchange.TreasuryFuturesSettle: Cash Settled Futures
SETTLE_TYPE_PHYSICAL_DELIVERY - Static variable in class org.drip.market.exchange.TreasuryFuturesSettle: Physically Settled Futures
settleDate() - Method in class org.drip.service.scenario.BondReplicator: Retrieve the Settle Date
settleDate(ValuationParams) - Method in class org.drip.product.params.QuoteConvention: Compute the Settlement Date
settleLag() - Method in class org.drip.historical.engine.HorizonChangeExplainProcessor: Retrieve the Component Settle Lag
settleLag() - Method in class org.drip.service.scenario.BondReplicator: Retrieve the Settle Lag
SETTLEMENT_QUOTE_EXACT_CURVE - Static variable in class org.drip.market.otc.SwapOptionSettlement: Swap Option Cash Settlement Quote Method - Exact Curve
SETTLEMENT_QUOTE_IRR - Static variable in class org.drip.market.otc.SwapOptionSettlement: Swap Option Cash Settlement Quote Method - Internal Rate of Return
SETTLEMENT_TYPE_CASH_SETTLED - Static variable in class org.drip.market.otc.SwapOptionSettlement: Swap Option Settlement Type - Cash Settled
SETTLEMENT_TYPE_PHYSICAL_DELIVERY - Static variable in class org.drip.market.otc.SwapOptionSettlement: Swap Option Settlement Type - Physical Delivery
settlementQuote() - Method in class org.drip.market.otc.SwapOptionSettlement: Retrieve the Settlement Quote
settlementType() - Method in class org.drip.market.otc.SwapOptionSettlement: Retrieve the Settlement Type
settleQuoteStyle() - Method in class org.drip.market.exchange.TreasuryFuturesSettle: Retrieve the Settle Quote Style
settleType() - Method in class org.drip.market.exchange.TreasuryFuturesSettle: Retrieve the Settle Type
setTrackingBenchmark(Benchmark) - Method in class org.drip.portfolioconstruction.core.Account: Set the Tracking Benchmark Instance
setTradeCurrency(String) - Method in class org.drip.product.creator.BondProductBuilder: Set The Trade Currency
setTradeCurrency(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set the Trade Currency
setTradeStatus(String) - Method in class org.drip.product.creator.BondRefDataBuilder: Set Trade Status
setTransactionCostGroup(TransactionChargeGroup) - Method in class org.drip.portfolioconstruction.core.Account: Set the Transaction Cost Group
setTransitionProbability(TrinomialTreeNodeMetrics, TrinomialTreeNodeMetrics, double) - Method in class org.drip.dynamics.hullwhite.TrinomialTreeSequenceMetrics: Set the Transition Probability for the specified Pair of Nodes
setTreasuryBenchmark(TreasuryBenchmarks) - Method in class org.drip.product.credit.BondComponent
setTreasuryBenchmark(TreasuryBenchmarks) - Method in interface org.drip.product.definition.BondProduct: Set the bond treasury benchmark Set
setTSYQuotes(CaseInsensitiveTreeMap<ProductQuote>) - Method in class org.drip.param.definition.ScenarioMarketParams: Set the full set of named Treasury Quote Map
setTSYQuotes(CaseInsensitiveTreeMap<ProductQuote>) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
setTurns(TurnListDiscountFactor) - Method in class org.drip.state.discount.MergedDiscountForwardCurve: Set the Discount Curve Turns'
setType(String) - Method in class org.drip.product.govvie.TreasuryFutures: Set the Futures Type
setUnexpectedObject(Object) - Method in exception org.drip.service.jsonparser.ParseException: Set the Unexpected Object
setup(boolean) - Method in class org.drip.service.env.InvocationRecord: Retrieve the Setup Time
setup(double, double[], StretchBestFitResponse, BoundarySettings, int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
setup(double, double[], StretchBestFitResponse, BoundarySettings, int) - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial
setup(double, double[], StretchBestFitResponse, BoundarySettings, int) - Method in interface org.drip.spline.stretch.SingleSegmentSequence: Set up (i.e., calibrate) the individual Segments in the Stretch to the Response Values corresponding to each Segment Predictor right Ordinate.
setup(double, SegmentResponseValueConstraint[], StretchBestFitResponse, BoundarySettings, int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
setup(double, SegmentResponseValueConstraint[], StretchBestFitResponse, BoundarySettings, int) - Method in interface org.drip.spline.stretch.MultiSegmentSequence: Set up (i.e., calibrate) the individual Segments in the Stretch to the Stretch Left Edge Response and the Target Constraints.
setup(SegmentResponseValueConstraint, SegmentResponseValueConstraint[], StretchBestFitResponse, BoundarySettings, int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
setup(SegmentResponseValueConstraint, SegmentResponseValueConstraint[], StretchBestFitResponse, BoundarySettings, int) - Method in interface org.drip.spline.stretch.MultiSegmentSequence: Set up (i.e., calibrate) the individual Segments in the Stretch to the Stretch Left Edge and the Target Constraints.
setup(SegmentSequenceBuilder, int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
setup(SegmentSequenceBuilder, int) - Method in interface org.drip.spline.stretch.MultiSegmentSequence: Set up (i.e., calibrate) the individual Segments in the Stretch to the Stretch Edge, the Target Constraints, and the custom segment sequence builder.
Setup() - Static method in class org.drip.service.env.InvocationManager: Setup the Invocation Manager
setupHermite(SegmentPredictorResponseDerivative[], SegmentPredictorResponseDerivative[], SegmentResponseValueConstraint[][], StretchBestFitResponse, int) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
setupHermite(SegmentPredictorResponseDerivative[], SegmentPredictorResponseDerivative[], SegmentResponseValueConstraint[][], StretchBestFitResponse, int) - Method in interface org.drip.spline.stretch.MultiSegmentSequence: Set up (i.e., calibrate) the individual Segment in the Stretch to the Target Segment Edge Values and Constraints.
setupRegressors() - Method in interface org.drip.regression.core.RegressorSet: Set up the list of Regressors in the set
setupRegressors() - Method in class org.drip.regression.curve.CreditCurveRegressor
setupRegressors() - Method in class org.drip.regression.curve.DiscountCurveRegressor
setupRegressors() - Method in class org.drip.regression.curve.ZeroCurveRegressor
setupRegressors() - Method in class org.drip.regression.curvejacobian.CashJacobianRegressorSet
setupRegressors() - Method in class org.drip.regression.curvejacobian.DiscountCurveJacobianRegressorSet
setupRegressors() - Method in class org.drip.regression.curvejacobian.EDFJacobianRegressorSet
setupRegressors() - Method in class org.drip.regression.curvejacobian.IRSJacobianRegressorSet
setupRegressors() - Method in class org.drip.regression.fixedpointfinder.BracketingRegressorSet
setupRegressors() - Method in class org.drip.regression.fixedpointfinder.CompoundBracketingRegressorSet
setupRegressors() - Method in class org.drip.regression.fixedpointfinder.OpenRegressorSet
setupRegressors() - Method in class org.drip.regression.spline.BasisSplineRegressorSet
setupSnap() - Method in class org.drip.service.env.InvocationRecord: Retrieve the Setup Snapshot
setupZonedDateTime() - Method in class org.drip.oms.transaction.TimeInForce: Retrieve the Setup Instant
setValue(V) - Method in class org.drip.service.common.ListUtil.ListNode: Set the Node Value
setVariate(double) - Method in class org.drip.function.r1tor1solver.IteratedVariate: Set the variate
setVariateLeft(double) - Method in class org.drip.function.r1tor1solver.IteratedBracket: Set the left variate
setVariateRight(double) - Method in class org.drip.function.r1tor1solver.IteratedBracket: Set the right variate
setVertexProcessed(String) - Method in class org.drip.graph.shortestpath.VertexAugmentor: Set the Augmented Vertex as having been Processed
setWengert(int, double) - Method in class org.drip.numerical.differentiation.WengertJacobian: Set the Value for the Wengert variable
setYield(double) - Method in class org.drip.product.calib.TreasuryBondQuoteSet: Set the Yield
setYieldMarketFactor(double, double, double) - Method in class org.drip.historical.attribution.BondMarketSnap: Set the Yield Level and Position Sensitivity
setYieldMarketFactor(double, double, double) - Method in class org.drip.historical.attribution.TreasuryFuturesMarketSnap: Set the Yield Level and Position Sensitivity
SevenPoint(double, double) - Static method in class org.drip.numerical.integration.GaussLobattoQuadratureGenerator: Generate the Seven Point Gauss Legendre Quadrature over [a, b] onto [-1, +1]
SevenPoint(AbscissaTransform) - Static method in class org.drip.numerical.integration.GaussLobattoQuadratureGenerator: Generate the Seven Point Gauss Lobatto Quadrature over [-1, +1]
sFunction() - Method in class org.drip.specialfunction.group.SchwarzTriangleMap: Generate the s-Function corresponding to the Singularity Solution Pair
sfva() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator: Retrieve the Expected SFVA
sfva() - Method in class org.drip.xva.gross.ExposureAdjustmentDigest: Retrieve the Univariate Thin Statistics for SFVA
SGBBenchmarkAttribution - Class in org.drip.sample.treasurypnl: SGBBenchmarkAttribution demonstrates the Computation of the PnL Time Series Metrics for the SGB Benchmark Bond Series.
SGBBenchmarkAttribution() - Constructor for class org.drip.sample.treasurypnl.SGBBenchmarkAttribution
SGBReconstitutor - Class in org.drip.sample.treasuryfeed: SGBReconstitutor demonstrates the Cleansing and Re-constitution of the SGB Yield Marks obtained from Historical Yield Curve Prints.
SGBReconstitutor() - Constructor for class org.drip.sample.treasuryfeed.SGBReconstitutor
SGD - Class in org.drip.template.irs: SGD contains a Templated Pricing of the OTC Fix-Float SGD IRS Instrument.
SGD() - Constructor for class org.drip.template.irs.SGD
SGDHoliday - Class in org.drip.analytics.holset: SGDHoliday holds the SGD Holidays.
SGDHoliday() - Constructor for class org.drip.analytics.holset.SGDHoliday: SGDHoliday Constructor
SGDIRSAttribution - Class in org.drip.sample.fixfloatpnl: SGDIRSAttribution generates the Historical PnL Attribution for SGD IRS.
SGDIRSAttribution() - Constructor for class org.drip.sample.fixfloatpnl.SGDIRSAttribution
SGDShapePreserving1YStart - Class in org.drip.sample.fundinghistorical: SGDShapePreserving1YStart Generates the Historical SGD Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
SGDShapePreserving1YStart() - Constructor for class org.drip.sample.fundinghistorical.SGDShapePreserving1YStart
SGDShapePreservingReconstitutor - Class in org.drip.sample.fundingfeed: SGDShapePreservingReconstitutor Demonstrates the Cleansing and the Shape Preserving Re-constitution of the SGD Input Marks.
SGDShapePreservingReconstitutor() - Constructor for class org.drip.sample.fundingfeed.SGDShapePreservingReconstitutor
ShadowScopingProjection(ScopingProjectionVariateDistribution, String) - Static method in class org.drip.measure.bayesian.TheilMixedEstimationModel: Compute the Shadow of the Scoping on Projection
ShadowScopingProjectionTranspose(ScopingProjectionVariateDistribution, String) - Static method in class org.drip.measure.bayesian.TheilMixedEstimationModel: Compute the Shadow of the Scoping on Projection Transpose
Shahjahanpur - Class in org.drip.sample.loan: Shahjahanpur demonstrates the Analytics Calculation/Reconciliation for the Loan Shahjahanpur.
Shahjahanpur() - Constructor for class org.drip.sample.loan.Shahjahanpur
Shanghai - Class in org.drip.sample.bondeos: Shanghai demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Shanghai.
Shanghai() - Constructor for class org.drip.sample.bondeos.Shanghai
Shantou - Class in org.drip.sample.bondeos: Shantou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Shantou.
Shantou() - Constructor for class org.drip.sample.bondeos.Shantou
Shaoxing - Class in org.drip.sample.bondeos: Shaoxing demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Shaoxing.
Shaoxing() - Constructor for class org.drip.sample.bondeos.Shaoxing
Shaoyang - Class in org.drip.sample.bondeos: Shaoyang demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Shaoyang.
Shaoyang() - Constructor for class org.drip.sample.bondeos.Shaoyang
shape() - Method in class org.drip.measure.gamma.ShapeScaleParameters: Retrieve the Shape Parameter
SHAPE_CONTROL_RATIONAL_EXPONENTIAL - Static variable in class org.drip.spline.bspline.BasisHatShapeControl: Cubic Polynomial with Rational Exponential Shape Controller
SHAPE_CONTROL_RATIONAL_LINEAR - Static variable in class org.drip.spline.bspline.BasisHatShapeControl: Cubic Polynomial with Rational Linear Shape Controller
SHAPE_CONTROL_RATIONAL_QUADRATIC - Static variable in class org.drip.spline.bspline.BasisHatShapeControl: Cubic Polynomial with Rational Quadratic Shape Controller
SHAPE_PRESERVING - Static variable in class org.drip.service.template.LatentMarketStateBuilder: Shape Preserving Latent State
shapeBiasCorrectionAdjustment(double) - Method in class org.drip.measure.gamma.R1ConsistentEstimator: Compute the Shape Bias Correction Adjustment
shapeControl() - Method in class org.drip.spline.basis.BSplineSequenceParams: Retrieve the Shape Control Type
shapeController() - Method in class org.drip.spline.params.ResponseScalingShapeControl: Retrieve the Shape Control Univariate Function
shapeController() - Method in class org.drip.spline.params.SegmentCustomBuilderControl: Retrieve the Segment Shape Controller
shapeControlType() - Method in class org.drip.spline.bspline.BasisHatShapeControl: Retrieve the Type of the Shape Controller
shapedBasisFunctionDerivative(double, int, int) - Method in interface org.drip.spline.segment.BasisEvaluator: Compute the Ordered Derivative of the Response Value off of the indexed Basis Function at the specified Predictor Ordinate
shapedBasisFunctionDerivative(double, int, int) - Method in class org.drip.spline.segment.SegmentBasisEvaluator
shapedBasisFunctionResponse(double, int) - Method in interface org.drip.spline.segment.BasisEvaluator: Compute the Response Value of the indexed Basis Function at the specified Predictor Ordinate
shapedBasisFunctionResponse(double, int) - Method in class org.drip.spline.segment.SegmentBasisEvaluator
ShapeOvernightZeroLocalSmooth - Class in org.drip.sample.overnight: ShapeOvernightZeroLocalSmooth demonstrates the usage of different local smoothing techniques involved in the Overnight curve creation.
ShapeOvernightZeroLocalSmooth() - Constructor for class org.drip.sample.overnight.ShapeOvernightZeroLocalSmooth
ShapePreservingDFBuild(String, LinearLatentStateCalibrator, LatentStateStretchSpec[], ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder: Build the Shape Preserving Discount Curve using the Custom Parameters
ShapePreservingForwardCurve(String, ForwardLabel, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, String, FunctionSetBuilderParams, CalibratableComponent[], String, double[], double) - Static method in class org.drip.state.creator.ScenarioForwardCurveBuilder: Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
ShapePreservingForwardCurve(JulianDate, ForwardLabel, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, MergedDiscountForwardCurve, ForwardCurve) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Instance of the Shape Preserving Forward Curve off of Exchange/OTC Market Instruments
ShapePreservingForwardCurve(LinearLatentStateCalibrator, LatentStateStretchSpec[], ForwardLabel, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Static method in class org.drip.state.creator.ScenarioForwardCurveBuilder: Build the Shape Preserving Forward Curve using the Custom Parameters
ShapePreservingFundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Shape Preserving Funding Curve Based off of the Input Exchange/OTC Market Instruments
ShapePreservingFXCurve(String, CurrencyPair, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, String, FunctionSetBuilderParams, CalibratableComponent[], String, double[], double) - Static method in class org.drip.state.creator.ScenarioFXCurveBuilder: Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
ShapePreservingFXCurve(String, CurrencyPair, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, CalibratableComponent[], String, double[], double, SegmentCustomBuilderControl) - Static method in class org.drip.state.creator.ScenarioFXCurveBuilder: Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
ShapePreservingFXCurve(JulianDate, CurrencyPair, String[], double[], String, double) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Shape Preserving FX Curve from the FX Forward Instruments
ShapePreservingFXCurve(LinearLatentStateCalibrator, LatentStateStretchSpec[], CurrencyPair, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Static method in class org.drip.state.creator.ScenarioFXCurveBuilder: Build the Shape Preserving FX Curve using the Custom Parameters
ShapePreservingGovvieCurve(String, String, String, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, String, FunctionSetBuilderParams, SegmentInelasticDesignControl, CalibratableComponent[], String, double[]) - Static method in class org.drip.state.creator.ScenarioGovvieCurveBuilder: Construct an Instance of the Shape Preserver of the desired Basis Spline Type, using the specified Basis Spline Set Builder Parameters.
ShapePreservingGovvieCurve(String, JulianDate, JulianDate[], JulianDate[], double[], double[], String) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Shape Preserving Govvie Curve from the Treasury Instruments
ShapePreservingGovvieCurve(LinearLatentStateCalibrator, LatentStateStretchSpec[], String, String, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Static method in class org.drip.state.creator.ScenarioGovvieCurveBuilder: Build the Shape Preserving Govvie Curve using the Custom Parameters
shapePreservingLLSC() - Method in class org.drip.analytics.input.LatentStateShapePreservingCCIS: Retrieve the Shape Preserving Linear Latent State Calibrator
ShapePreservingOvernightCurve(JulianDate, String, String[], double[], String, String[], double[], String, String[], String[], double[], String, String[], double[], String) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Shape Preserving Overnight Curve from Overnight Exchange/OTC Market Instruments
ShapePreservingOvernightZeroSmooth - Class in org.drip.sample.overnight: ShapePreservingOvernightZeroSmooth demonstrates the usage of different shape preserving and smoothing techniques involved in the Overnight curve creation.
ShapePreservingOvernightZeroSmooth() - Constructor for class org.drip.sample.overnight.ShapePreservingOvernightZeroSmooth
ShapePreservingRegularization(String, String) - Static method in class org.drip.feed.transformer.FundingFixFloatMarksReconstitutor: Re-constitute the Horizon Quote Marks Using a Shape Preserving Re-constructor
ShapePreservingRegularization(String, String) - Static method in class org.drip.feed.transformer.OvernightIndexMarksReconstitutor: Re-constitute the Horizon Quote Marks Using a Shape Preserving Re-constructor
ShapePreservingZeroSmooth - Class in org.drip.sample.funding: ShapePreservingZeroSmooth demonstrates the usage of different shape preserving and smoothing techniques involved in the funding curve creation.
ShapePreservingZeroSmooth() - Constructor for class org.drip.sample.funding.ShapePreservingZeroSmooth
ShapeRate(double, double, R1ToR1, R1ToR1, R2ToR1) - Static method in class org.drip.measure.gamma.R1ShapeScaleDistribution: Construct a Gamma Distribution from Shape and Rate Parameters
ShapeScaleCentralMeasureEstimate - Class in org.drip.sample.gammadistribution: ShapeScaleCentralMeasureEstimate demonstrates the Central Measures Estimation of the R¹ Gamma Distribution using the Shape/Scale Parameterization.
ShapeScaleCentralMeasureEstimate() - Constructor for class org.drip.sample.gammadistribution.ShapeScaleCentralMeasureEstimate
ShapeScaleLaplacianEstimate - Class in org.drip.sample.gammadistribution: ShapeScaleLaplacianEstimate demonstrates the Laplacian Estimate of the R¹ Gamma Distribution using the Shape/Scale Parameterization.
ShapeScaleLaplacianEstimate() - Constructor for class org.drip.sample.gammadistribution.ShapeScaleLaplacianEstimate
ShapeScaleMedianEstimate - Class in org.drip.sample.gammadistribution: ShapeScaleMedianEstimate demonstrates the Median Estimation of the R¹ Gamma Distribution using alternate Approaches.
ShapeScaleMedianEstimate() - Constructor for class org.drip.sample.gammadistribution.ShapeScaleMedianEstimate
shapeScaleParameters() - Method in class org.drip.measure.gamma.R1ShapeScaleDistribution: Retrieve the Shape-Scale Parameters
ShapeScaleParameters - Class in org.drip.measure.gamma: ShapeScaleParameters holds the Shape and the Scale Parameters corresponding to a Gamma Distribution.
ShapeScaleParameters(double, double) - Constructor for class org.drip.measure.gamma.ShapeScaleParameters: ShapeScaleParameters Constructor
ShapeScalePDFEstimate - Class in org.drip.sample.gammadistribution: ShapeScalePDFEstimate demonstrates the Construction and Analysis of the R¹ Gamma Distribution using the Shape/Scale Parameterization.
ShapeScalePDFEstimate() - Constructor for class org.drip.sample.gammadistribution.ShapeScalePDFEstimate
ShapeSummation(double[], double, R1ToR1, R1ToR1, R2ToR1) - Static method in class org.drip.measure.gamma.R1ShapeScaleDistribution: Shape Summation Based ShapeScaleDistribution
ShapeZeroLocalSmooth - Class in org.drip.sample.funding: ShapeZeroLocalSmooth demonstrates the usage of different local smoothing techniques involved in the funding curve creation.
ShapeZeroLocalSmooth() - Constructor for class org.drip.sample.funding.ShapeZeroLocalSmooth
sharpeRatio() - Method in class org.drip.portfolioconstruction.asset.PortfolioMetrics: Retrieve the Portfolio Sharpe Ratio
Shenyang - Class in org.drip.sample.bondeos: Shenyang demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Shenyang.
Shenyang() - Constructor for class org.drip.sample.bondeos.Shenyang
Shenzhen - Class in org.drip.sample.bondeos: Shenzhen demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Shenzhen.
Shenzhen() - Constructor for class org.drip.sample.bondeos.Shenzhen
shiftedLIBORForwardIncrement(int, int, int, double, int) - Method in class org.drip.dynamics.hjm.MultiFactorStateEvolver: Compute the Shifted LIBOR Forward Rate Increment given the Spot Date, the View Date, the Target Date, the Current Shifted LIBOR Forward Rate, and the View Time Increment
shiftedLIBORForwardRate() - Method in class org.drip.dynamics.hjm.ShortForwardRateUpdate: Retrieve the Shifted LIBOR Forward Rate
shiftedLIBORForwardRateIncrement() - Method in class org.drip.dynamics.hjm.ShortForwardRateUpdate: Retrieve the Shifted LIBOR Forward Rate Increment
shiftEnd(double) - Method in class org.drip.state.representation.LatentStateMergeSubStretch: Shift/Adjust the End Date
shiftManifestMeasure(int, String, double) - Method in class org.drip.analytics.definition.MarketSurface
shiftManifestMeasure(int, String, double) - Method in class org.drip.analytics.definition.NodeStructure
shiftManifestMeasure(int, String, double) - Method in class org.drip.state.basis.BasisCurve
shiftManifestMeasure(int, String, double) - Method in class org.drip.state.curve.DerivedZeroRate
shiftManifestMeasure(int, String, double) - Method in class org.drip.state.curve.DeterministicCollateralChoiceDiscountCurve
shiftManifestMeasure(int, String, double) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
shiftManifestMeasure(int, String, double) - Method in class org.drip.state.curve.ForeignCollateralizedDiscountCurve
shiftManifestMeasure(int, String, double) - Method in class org.drip.state.curve.ZeroRateDiscountCurve
shiftManifestMeasure(int, String, double) - Method in class org.drip.state.forward.ForwardCurve
shiftManifestMeasure(int, String, double) - Method in class org.drip.state.fx.FXCurve
shiftManifestMeasure(int, String, double) - Method in class org.drip.state.govvie.GovvieCurve
shiftManifestMeasure(int, String, double) - Method in class org.drip.state.nonlinear.FlatForwardDiscountCurve
shiftManifestMeasure(int, String, double) - Method in class org.drip.state.nonlinear.ForwardHazardCreditCurve
shiftManifestMeasure(int, String, double) - Method in class org.drip.state.repo.RepoCurve
shiftManifestMeasure(int, String, double) - Method in interface org.drip.state.representation.LatentState: Create a LatentState Instance from the Shift of the Specified Manifest Measure
ShiftRegisterDouble - Class in org.drip.sample.rng: ShiftRegisterDouble demonstrates the Construction and Invocation of Shift Register Generator based Random Number Double's.
ShiftRegisterDouble() - Constructor for class org.drip.sample.rng.ShiftRegisterDouble
ShiftRegisterGenerator - Class in org.drip.measure.crng: ShiftRegisterGenerator implements a RNG based on the Shift Register Generation Scheme.
ShiftRegisterGenerator(boolean[], boolean[]) - Constructor for class org.drip.measure.crng.ShiftRegisterGenerator: ShiftRegisterGenerator Constructor
ShiftRegisterLong - Class in org.drip.sample.rng: ShiftRegisterLong demonstrates the Construction and Invocation of Shift Register Generator based Random Number Long's.
ShiftRegisterLong() - Constructor for class org.drip.sample.rng.ShiftRegisterLong
shiftStart(double) - Method in class org.drip.state.representation.LatentStateMergeSubStretch: Shift/Adjust the Start Date
ShijiaZhuang - Class in org.drip.sample.bondeos: ShijiaZhuang demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for ShijiaZhuang.
ShijiaZhuang() - Constructor for class org.drip.sample.bondeos.ShijiaZhuang
Shivamogga - Class in org.drip.sample.loan: Shivamogga demonstrates the Analytics Calculation/Reconciliation for the Loan Shivamogga.
Shivamogga() - Constructor for class org.drip.sample.loan.Shivamogga
ShopkeeperSale - Class in org.drip.sample.algo: ShopkeeperSale returns the total cost of all items.
ShopkeeperSale() - Constructor for class org.drip.sample.algo.ShopkeeperSale
SHORT - Static variable in class org.drip.investing.factorspec.TermCategory: The "Short" Term Factor Category
SHORT_STUB - Static variable in class org.drip.analytics.support.CompositePeriodBuilder: Period Set Generation Customization - Short Stub (i.e., No adjustment on either end)
SHORT_TERM - Static variable in class org.drip.capital.definition.Business: Short Term Business
shortestMaturity() - Method in class org.drip.market.definition.IBORIndex: Retrieve the Index Shortest Maturity
shortestPath() - Method in class org.drip.graph.shortestpath.FloydWarshall: Indicate if the Shortest Path is Sought
shortestPath() - Method in class org.drip.graph.shortestpath.OptimalPathGenerator: Indicate if the Shortest Path is Sought
shortestPath() - Method in class org.drip.graph.shortestpath.VertexAugmentor: Indicate if the Shortest Path is Sought
ShortestPathSize(int[][]) - Static method in class org.drip.service.common.RecursionUtil: Calculate the Size of the Shortest Path through the Maze
ShortestSubarrayAtLeastSum(int[], int) - Static method in class org.drip.service.common.ArrayUtil: Given an integer array and an integer, return the length of the shortest non-empty subarray with a sum of at least sum.
ShortestWordTransformationSequence(List<String>, String, String) - Static method in class org.drip.service.common.StringUtil: A transformation sequence from word beginWord to word endWord using a dictionary wordList is a sequence of words beginWord -> s₁ -> s₂ -> ...
shortfallExpectation() - Method in class org.drip.execution.capture.TrajectoryShortfallAggregate: Generate the Expected Short-fall
ShortfallIncrement - Class in org.drip.execution.discrete: ShortfallIncrement generates the Realized Incremental Stochastic Trading/Execution Short-fall and the corresponding Implementation Short-fall corresponding to the Trajectory of a Holdings Block that is to be executed over Time.
ShortfallIncrementDistribution - Class in org.drip.execution.discrete: ShortfallIncrementDistribution holds the Parameters of the R¹ Normal Short fall Increment Distribution.
ShortfallIncrementDistribution(double, double, double, double, double, double) - Constructor for class org.drip.execution.discrete.ShortfallIncrementDistribution: ShortfallIncrementDistribution Constructor
shortfallVariance() - Method in class org.drip.execution.capture.TrajectoryShortfallAggregate: Generate the Short-fall Variance
ShortFixedAggressiveTimeline - Class in org.drip.sample.mporstream: ShortFixedAggressiveTimeline displays the MPoR-related Exposure Metrics Suite for the given Short Fixed Coupon Stream on a Daily Grid using the "Aggressive" CSA Timeline Scheme of Andersen, Pykhtin, and Sokol (2017).
ShortFixedAggressiveTimeline() - Constructor for class org.drip.sample.mporstream.ShortFixedAggressiveTimeline
ShortFixedClassicalMinusTimeline - Class in org.drip.sample.mporstream: ShortFixedClassicalMinusTimeline displays the MPoR-related Exposure Metrics Suite for the given Short Fixed Coupon Stream on a Daily Grid using the "Classical-" CSA Timeline Scheme of Andersen, Pykhtin, and Sokol (2017).
ShortFixedClassicalMinusTimeline() - Constructor for class org.drip.sample.mporstream.ShortFixedClassicalMinusTimeline
ShortFixedClassicalPlusTimeline - Class in org.drip.sample.mporstream: ShortFixedClassicalPlusTimeline displays the MPoR-related Exposure Metrics Suite for the given Short Fixed Coupon Stream on a Daily Grid using the "Classical+" CSA Timeline Scheme of Andersen, Pykhtin, and Sokol (2017).
ShortFixedClassicalPlusTimeline() - Constructor for class org.drip.sample.mporstream.ShortFixedClassicalPlusTimeline
ShortFixedConservativeTimeline - Class in org.drip.sample.mporstream: ShortFixedConservativeTimeline displays the MPoR-related Exposure Metrics Suite for the given Short Fixed Coupon Stream on a Daily Grid using the "Conservative" CSA Timeline Scheme of Andersen, Pykhtin, and Sokol (2017).
ShortFixedConservativeTimeline() - Constructor for class org.drip.sample.mporstream.ShortFixedConservativeTimeline
ShortFloatAggressiveTimeline - Class in org.drip.sample.mporstream: ShortFloatAggressiveTimeline displays the MPoR-related Exposure Metrics Suite for the given Short Float Coupon Stream on a Daily Grid using the "Aggressive" CSA Timeline of Andersen, Pykhtin, and Sokol (2017).
ShortFloatAggressiveTimeline() - Constructor for class org.drip.sample.mporstream.ShortFloatAggressiveTimeline
ShortFloatClassicalMinusTimeline - Class in org.drip.sample.mporstream: ShortFloatClassicalMinusTimeline displays the MPoR-related Exposure Metrics Suite for the given Short Float Coupon Stream on a Daily Grid using the "Classical-" CSA Timeline of Andersen, Pykhtin, and Sokol (2017).
ShortFloatClassicalMinusTimeline() - Constructor for class org.drip.sample.mporstream.ShortFloatClassicalMinusTimeline
ShortFloatClassicalPlusTimeline - Class in org.drip.sample.mporstream: ShortFloatClassicalPlusTimeline displays the MPoR-related Exposure Metrics Suite for the given Short Float Coupon Stream on a Daily Grid using the "Classical+" CSA Timeline of Andersen, Pykhtin, and Sokol (2017).
ShortFloatClassicalPlusTimeline() - Constructor for class org.drip.sample.mporstream.ShortFloatClassicalPlusTimeline
ShortFloatConservativeTimeline - Class in org.drip.sample.mporstream: ShortFloatConservativeTimeline displays the MPoR-related Exposure Metrics Suite for the given Short Float Coupon Stream on a Daily Grid using the "Conservative" CSA Timeline of Andersen, Pykhtin, and Sokol (2017).
ShortFloatConservativeTimeline() - Constructor for class org.drip.sample.mporstream.ShortFloatConservativeTimeline
ShortForwardRateUpdate - Class in org.drip.dynamics.hjm: ShortForwardRateUpdate contains the Instantaneous Snapshot of the Evolving Discount Latent State Quantification Metrics.
shortRate() - Method in class org.drip.dynamics.hjm.ShortForwardRateUpdate: Retrieve the Short Rate
shortRate() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeNodeMetrics: Retrieve the Node's Short Rate
ShortRateDynamics - Class in org.drip.sample.hullwhite: ShortRateDynamics demonstrates the Construction and Usage of the Hull-White 1F Model Dynamics for the Evolution of the Short Rate.
ShortRateDynamics() - Constructor for class org.drip.sample.hullwhite.ShortRateDynamics
shortRateIncrement() - Method in class org.drip.dynamics.hjm.ShortForwardRateUpdate: Retrieve the Short Rate Increment
shortRateIncrement() - Method in class org.drip.dynamics.hullwhite.ShortRateUpdate: Retrieve the Short Rate Increment
shortRateIncrement(int, int, double, int) - Method in class org.drip.dynamics.hullwhite.SingleFactorStateEvolver: Calculate the Short Rate Increment
shortRateIncrement(int, int, int) - Method in class org.drip.dynamics.hjm.MultiFactorStateEvolver: Compute the Short Rate Increment given the Spot Date, the View Date, and the View Time Increment
ShortRateProcess - Class in org.drip.dynamics.lmm: ShortRateProcess implements the Short Rate Process defined in the LIBOR Market Model.
ShortRateProcess(int, R1R1ToR1) - Constructor for class org.drip.dynamics.lmm.ShortRateProcess: ShortRateProcess Constructor
ShortRateUpdate - Class in org.drip.dynamics.hullwhite: ShortRateUpdate records the Metrics associated with the Evolution of the Instantaneous Short Rate from a Starting to the Terminal Date.
ShortSellChargeTerm - Class in org.drip.portfolioconstruction.objective: ShortSellChargeTerm implements the Objective Term that optimizes the Charge incurred by Short Sell Trades in the Target Portfolio from the Starting Allocation.
ShortSellChargeTerm(String, double[], TransactionCharge[]) - Constructor for class org.drip.portfolioconstruction.objective.ShortSellChargeTerm: ShortSellChargeTerm Conastructor
ShortTenorSwap - Class in org.drip.sample.fixfloat: ShortTenorSwap demonstrates the Construction and Valuation of In-Advance and In-Arrears Short Tenor Swap.
ShortTenorSwap() - Constructor for class org.drip.sample.fixfloat.ShortTenorSwap
ShortTermBreakdown - Class in org.drip.sample.betafloatfloat: ShortTermBreakdown zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
ShortTermBreakdown() - Constructor for class org.drip.sample.betafloatfloat.ShortTermBreakdown
shortTermDays() - Method in class org.drip.portfolioconstruction.core.TaxAccountingScheme: Retrieve the Short Term Days
ShortTermDetail - Class in org.drip.sample.betafixedfloat: ShortTermDetail zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
ShortTermDetail() - Constructor for class org.drip.sample.betafixedfloat.ShortTermDetail
ShortTermExplain - Class in org.drip.sample.allocation: ShortTermExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.
ShortTermExplain() - Constructor for class org.drip.sample.allocation.ShortTermExplain
ShortTermFutures - Class in org.drip.market.exchange: ShortTermFutures contains the details of the exchange-traded Short-Term Futures Contracts.
ShortTermFutures(String[], double) - Constructor for class org.drip.market.exchange.ShortTermFutures: ShortTermFutures constructor
ShortTermFuturesContainer - Class in org.drip.market.exchange: ShortTermFuturesContainer holds the short term futures contracts.
ShortTermFuturesContainer() - Constructor for class org.drip.market.exchange.ShortTermFuturesContainer
ShortTermFuturesDefinition - Class in org.drip.sample.forwardratefutures: ShortTermFuturesDefinition illustrates the Construction and Usage of the Short Term Futures Exchange Details.
ShortTermFuturesDefinition() - Constructor for class org.drip.sample.forwardratefutures.ShortTermFuturesDefinition
shortTermTaxRate() - Method in class org.drip.portfolioconstruction.core.TaxAccountingScheme: Retrieve the Short Term Tax Rate
ShortTiltTerm - Class in org.drip.portfolioconstruction.objective: ShortTiltTerm holds the Details of Short Tilt Unit Objective Term.
ShortTiltTerm(String, double[], double[], double[]) - Constructor for class org.drip.portfolioconstruction.objective.ShortTiltTerm: ShortTiltTerm Constructor
Shouguang - Class in org.drip.sample.bondeos: Shouguang demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Shouguang.
Shouguang() - Constructor for class org.drip.sample.bondeos.Shouguang
showPeriods() - Method in class org.drip.product.credit.BondComponent
showPeriods() - Method in class org.drip.product.definition.Bond: Display all the coupon periods onto stdout
shrinkage() - Method in class org.drip.graph.selection.FloydRivestPartitionControl: Retrieve the Shrinkage
side() - Method in class org.drip.oms.benchmark.MarketMakingPegScheme: Retrieve the Side
side() - Method in class org.drip.oms.transaction.Order: Retrieve the Order Side
Side - Class in org.drip.oms.transaction: Side holds the Buy/Sell Side for an Order/Trade.
sift() - Method in class org.drip.graph.softheap.KaplanZwickBinaryNode: Sift the Node
sigma() - Method in class org.drip.dynamics.hjm.G2PlusPlus: Retrieve Sigma
sigma() - Method in class org.drip.dynamics.hullwhite.SingleFactorStateEvolver: Retrieve Sigma
sigma() - Method in class org.drip.measure.gaussian.R1UnivariateNormal: Retrieve the Sigma
sigma() - Method in class org.drip.param.pricer.HestonOptionPricerParams: Retrieve Sigma
Sign(double) - Static method in class org.drip.numerical.common.NumberUtil: Indicate the Sign of z
signalFunction() - Method in class org.drip.numerical.laplacian.LaplaceTransformGaussLegendre: Retrieve the Signal Function
significanceTest() - Method in class org.drip.validation.evidence.Ensemble: Construct the Test Statistic Based Significance Test Hypothesis Array
significanceTest() - Method in class org.drip.validation.hypothesis.StatisticalTestOutcome: Retrieve the Significance Test Outcome
significanceTest(double, SignificanceTestSetting) - Method in class org.drip.validation.hypothesis.ProbabilityIntegralTransformTest: Run the Significance Test for the Realized Test Statistic
SignificanceTestOutcome - Class in org.drip.validation.hypothesis: SignificanceTestOutcome contains the Results of the Significant Test of the Statistical Hypothesis.
SignificanceTestOutcome(double, double, double, boolean) - Constructor for class org.drip.validation.hypothesis.SignificanceTestOutcome: SignificanceTestOutcome Constructor
SignificanceTestSetting - Class in org.drip.validation.hypothesis: SignificanceTestSetting contains the Control Settings that determine the Success/Failure of the specified Statistical Hypothesis p-Test.
SignificanceTestSetting(double, int) - Constructor for class org.drip.validation.hypothesis.SignificanceTestSetting: SignificanceTestSetting Constructor
Siliguri - Class in org.drip.sample.bondmetrics: Siliguri demonstrates the Analytics Calculation/Reconciliation for the Bond Siliguri.
Siliguri() - Constructor for class org.drip.sample.bondmetrics.Siliguri
SimpleBalanceSheet - Class in org.drip.xva.definition: SimpleBalanceSheet implements a Simple Dealer Balance Sheet Model as specified in Burgard and Kjaer (2012).
SimpleBalanceSheet(double, double) - Constructor for class org.drip.xva.definition.SimpleBalanceSheet: SimpleBalanceSheet Constructor
SimplexTableau - Class in org.drip.optimization.lp: SimplexTableau holds the Canonical Simplex Tableau.
SimplexTableau() - Constructor for class org.drip.optimization.lp.SimplexTableau
SimplifyPath(String) - Static method in class org.drip.service.common.StringUtil: Given an absolute path for a file (Unix-style), simplify it.
Simpson(R1ToR1, double, double) - Static method in class org.drip.numerical.integration.R1ToR1Integrator: Compute the function's integral within the specified limits using the Simpson rule.
Simpson38(R1ToR1, double, double) - Static method in class org.drip.numerical.integration.R1ToR1Integrator: Compute the function's integral within the specified limits using the Simpson 3/8 rule.
simulate(List<LatentStateLabel>, MarketVertex, CorrelatedPathVertexDimension) - Method in class org.drip.xva.dynamics.PathSimulator: Simulate the Realized State/Entity Values and their Aggregates over the Paths
simulatePrincipalMetric(int, int, int, int, LSQMCurveUpdate, int) - Method in interface org.drip.dynamics.evolution.CurveStateEvolver: Simulate the Principal Metric from the Start to the End Date
simulatePrincipalMetric(int, int, int, int, LSQMCurveUpdate, int) - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver
simulateTerminalLatentState(int, int, int, int, LSQMCurveUpdate, int) - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver: Construct an Array of Forward Curves that Result from the Simulation
SimulationControl - Class in org.drip.capital.setting: SimulationControl holds the Parameters guiding the Monte-Carlo Simulation Settings.
SimulationControl(int, int) - Constructor for class org.drip.capital.setting.SimulationControl: SimulationControl Constructor
SimulationPnLControl - Class in org.drip.capital.setting: SimulationPnLControl holds the Customization Control Parameters for the Simulation PnL.
SimulationPnLControl(HorizonTailFSPnLControl, HorizonTailPnLControl) - Constructor for class org.drip.capital.setting.SimulationPnLControl: SimulationPnLControl Constructor
Sinc - Class in org.drip.function.r1tor1: Sinc computes the Pi Z-Scaled Reciprocal of the Sine Function of Pi times the Argument.
Sinc(DerivativeControl) - Constructor for class org.drip.function.r1tor1.Sinc: Sinc Constructor
SINGLE_CURRENCY_BASIS_SWAP_SPREAD_INFLATION_CORRELATION - Static variable in class org.drip.simm.rates.IRSystemics20: Single Currency Basis Swap Spread Inflation Correlation
SINGLE_CURRENCY_BASIS_SWAP_SPREAD_INFLATION_CORRELATION - Static variable in class org.drip.simm.rates.IRSystemics21: Single Currency Basis Swap Spread Inflation Correlation
SINGLE_CURRENCY_BASIS_SWAP_SPREAD_INFLATION_CORRELATION - Static variable in class org.drip.simm.rates.IRSystemics24: Single Currency Basis Swap Spread Inflation Correlation
SINGLE_CURRENCY_CROSS_CURVE_CORRELATION - Static variable in class org.drip.simm.rates.IRSystemics20: Single Currency Cross-Curve Correlation
SINGLE_CURRENCY_CROSS_CURVE_CORRELATION - Static variable in class org.drip.simm.rates.IRSystemics21: Single Currency Cross-Curve Correlation
SINGLE_CURRENCY_CROSS_CURVE_CORRELATION - Static variable in class org.drip.simm.rates.IRSystemics24: Single Currency Cross-Curve Correlation
SINGLE_CURRENCY_CURVE_BASIS_SWAP_SPREAD_CORRELATION - Static variable in class org.drip.simm.rates.IRSystemics20: Single Currency Curve Basis Swap Spread Correlation
SINGLE_CURRENCY_CURVE_BASIS_SWAP_SPREAD_CORRELATION - Static variable in class org.drip.simm.rates.IRSystemics21: Single Currency Curve Basis Swap Spread Correlation
SINGLE_CURRENCY_CURVE_BASIS_SWAP_SPREAD_CORRELATION - Static variable in class org.drip.simm.rates.IRSystemics24: Single Currency Curve Basis Swap Spread Correlation
SINGLE_CURRENCY_CURVE_BASIS_SWAP_SPREAD_RISK_WEIGHT - Static variable in class org.drip.simm.rates.IRSystemics20: Single Currency Single Curve Basis Swap Spread
SINGLE_CURRENCY_CURVE_BASIS_SWAP_SPREAD_RISK_WEIGHT - Static variable in class org.drip.simm.rates.IRSystemics21: Single Currency Single Curve Basis Swap Spread
SINGLE_CURRENCY_CURVE_BASIS_SWAP_SPREAD_RISK_WEIGHT - Static variable in class org.drip.simm.rates.IRSystemics24: Single Currency Single Curve Basis Swap Spread
SINGLE_CURRENCY_CURVE_INFLATION_CORRELATION - Static variable in class org.drip.simm.rates.IRSystemics20: Single Currency Curve Inflation Correlation
SINGLE_CURRENCY_CURVE_INFLATION_CORRELATION - Static variable in class org.drip.simm.rates.IRSystemics21: Single Currency Curve Inflation Correlation
SINGLE_CURRENCY_CURVE_INFLATION_CORRELATION - Static variable in class org.drip.simm.rates.IRSystemics24: Single Currency Curve Inflation Correlation
SINGLE_CURRENCY_CURVE_INFLATION_RISK_WEIGHT - Static variable in class org.drip.simm.rates.IRSystemics20: Same Currency Curve Inflation Rate Risk Weight
SINGLE_CURRENCY_CURVE_INFLATION_RISK_WEIGHT - Static variable in class org.drip.simm.rates.IRSystemics21: Same Currency Curve Inflation Rate Risk Weight
SINGLE_CURRENCY_CURVE_INFLATION_RISK_WEIGHT - Static variable in class org.drip.simm.rates.IRSystemics24: Same Currency Curve Inflation Rate Risk Weight
SINGLE_CURRENCY_CURVE_VOLATILITY_INFLATION_VOLATILITY_CORRELATION - Static variable in class org.drip.simm.rates.IRSystemics20: Single Currency Curve Volatility Inflation Volatility Correlation
SINGLE_CURRENCY_CURVE_VOLATILITY_INFLATION_VOLATILITY_CORRELATION - Static variable in class org.drip.simm.rates.IRSystemics21: Single Currency Curve Volatility Inflation Volatility Correlation
SINGLE_CURRENCY_CURVE_VOLATILITY_INFLATION_VOLATILITY_CORRELATION - Static variable in class org.drip.simm.rates.IRSystemics24: Single Currency Curve Volatility Inflation Volatility Correlation
SingleCurveTenorCorrelation() - Static method in class org.drip.simm.rates.IRSettingsContainer20: Retrieve the Interest Rate Single Curve Tenor Correlation Instance
SingleCurveTenorCorrelation() - Static method in class org.drip.simm.rates.IRSettingsContainer21: Retrieve the Interest Rate Single Curve Tenor Correlation Instance
SingleCurveTenorCorrelation() - Static method in class org.drip.simm.rates.IRSettingsContainer24: Retrieve the Interest Rate Single Curve Tenor Correlation Instance
SingleFactorStateEvolver - Class in org.drip.dynamics.hullwhite: SingleFactorStateEvolver provides the Hull-White One-Factor Gaussian HJM Short Rate Dynamics Implementation.
SingleFactorStateEvolver(FundingLabel, double, double, R1ToR1, UnivariateSequenceGenerator) - Constructor for class org.drip.dynamics.hullwhite.SingleFactorStateEvolver: SingleFactorStateEvolver Constructor
SingleInterval(OrderSpecification) - Static method in class org.drip.execution.strategy.DiscreteTradingTrajectoryControl: Create a Single Interval DiscreteTradingTrajectoryControl Instance from the Order Specification
SingleJumpEvaluator - Class in org.drip.measure.dynamics: SingleJumpEvaluator implements the Single Point Jump Event Indication Evaluator that guides the One Factor Jump Random Process Variable Evolution.
SingleJumpEvaluator(LocalEvaluator, LocalEvaluator) - Constructor for class org.drip.measure.dynamics.SingleJumpEvaluator: SingleJumpEvaluator Constructor
singleNodeCalib() - Method in class org.drip.param.definition.CreditManifestMeasureTweak: Single Node Calibration Flag
SingleOutcome(double) - Static method in class org.drip.capital.stress.PnLSeries: Construct a Single Outcome Event PnL
SingleOutcome(double, double, double, double, double, double) - Static method in class org.drip.capital.shell.SystemicScenarioPnLSeries: Construct the SystemicScenarioPnLSeries with Single Outcome
singlePair(String, String) - Method in class org.drip.graph.shortestpath.OptimalPathGenerator: Generate the Shortest Path from the Source to the Destination
SinglePeriodStreamDecompose(Stream, int) - Static method in class org.drip.analytics.support.ForwardDecompositionUtil: Decompose the Stream into an Array of Single Forward Period Floating Streams
SingleRandomSequenceBound - Class in org.drip.sample.sequence: SingleRandomSequenceBound demonstrates the Computation of the Probabilistic Bounds for a Sample Random Sequence.
SingleRandomSequenceBound() - Constructor for class org.drip.sample.sequence.SingleRandomSequenceBound
SingleSegmentLagrangePolynomial - Class in org.drip.spline.stretch: SingleSegmentLagrangePolynomial implements the SingleSegmentSequence Stretch interface using the Lagrange Polynomial Estimator.
SingleSegmentLagrangePolynomial(double[]) - Constructor for class org.drip.spline.stretch.SingleSegmentLagrangePolynomial: SingleSegmentLagrangePolynomial constructor
SingleSegmentSequence - Interface in org.drip.spline.stretch: SingleSegmentSequence is the interface that exposes functionality that spans multiple segments.
SingleSequenceAgnosticMetrics - Class in org.drip.sequence.metrics: SingleSequenceAgnosticMetrics contains the Sample Distribution Metrics and Agnostic Bounds related to the specified Sequence.
SingleSequenceAgnosticMetrics(double[], R1Univariate) - Constructor for class org.drip.sequence.metrics.SingleSequenceAgnosticMetrics: Build out the Sequence and their Metrics
singleSource(String) - Method in class org.drip.graph.shortestpath.OptimalPathGenerator: Generate the List of the Shortest Path from the Source to all Destinations
SingleStreamComponent - Class in org.drip.product.rates: SingleStreamComponent implements fixed income component that is based off of a single stream.
SingleStreamComponent(String, Stream, CashSettleParams) - Constructor for class org.drip.product.rates.SingleStreamComponent: SingleStreamComponent constructor
SingleStreamComponentBuilder - Class in org.drip.product.creator: SingleStreamComponentBuilder contains the suite of helper functions for creating the Futures product and product pack from the parameters/codes/byte array streams.
SingleStreamComponentBuilder() - Constructor for class org.drip.product.creator.SingleStreamComponentBuilder
SingleStreamOptionBuilder - Class in org.drip.product.creator: SingleStreamOptionBuilder contains the suite of helper functions for creating the Options Product Instance off of a single stream underlying.
SingleStreamOptionBuilder() - Constructor for class org.drip.product.creator.SingleStreamOptionBuilder
SingleStretchCurveBuilder - Class in org.drip.sample.overnight: SingleStretchCurveBuilder contains a sample of the construction and usage of the Overnight Curve built using the Overnight Indexed Swap Product Instruments inside a single stretch.
SingleStretchCurveBuilder() - Constructor for class org.drip.sample.overnight.SingleStretchCurveBuilder
SingleStretchFundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String, int) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Single Stretch Funding Curve Based off of the Input Exchange/OTC Market Instruments
SingleStretchFundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String, SegmentCustomBuilderControl) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Single Stretch Funding Curve Based off of the Input Exchange/OTC Market Instruments Using the specified Spline
SingleStretchShapePreservingFundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Shape Preserving Single Stretch Funding Curve Based off of the Input Exchange/OTC Market Instruments
SingleStretchSmoothFundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Smooth Single Stretch Funding Curve Based off of the Input Exchange/OTC Market Instruments
singleTrajectory(MarketVertex, LatentStateWeiner) - Method in class org.drip.xva.dynamics.PathSimulator: Generate a Single Trajectory from the Specified Initial Market Vertex and the Evolver Sequence
SingleZeroOutcome() - Static method in class org.drip.capital.stress.PnLSeries: Construct a Single Zero Outcome Event PnL
singularity() - Method in class org.drip.specialfunction.group.SchwarzTriangleMap: Retrieve the Singularity
singularityAsymptote() - Method in class org.drip.specialfunction.group.SchwarzChristoffelVertex: Retrieve the Singularity Asymptote of the s-Function
singularityAsymptoteOrderTerm() - Method in class org.drip.specialfunction.group.SchwarzTriangleMap: Retrieve the Singularity Asymptote Order Term
singularitySolution0() - Method in class org.drip.specialfunction.group.SchwarzTriangleMap: Retrieve the Singularity Solution 0
singularitySolution1() - Method in class org.drip.specialfunction.group.SchwarzTriangleMap: Retrieve the Singularity Solution 1
SINH - Static variable in class org.drip.function.r1tor1.HyperbolicTension: Hyperbolic Tension Function Type - sinh
sinkable() - Method in class org.drip.product.credit.BondComponent
sinkable() - Method in class org.drip.product.definition.Bond: Indicate if the bond is sinkable
SITHoliday - Class in org.drip.analytics.holset: SITHoliday holds the SIT Holidays.
SITHoliday() - Constructor for class org.drip.analytics.holset.SITHoliday: SITHoliday Constructor
SixPoint(double, double) - Static method in class org.drip.numerical.integration.GaussLobattoQuadratureGenerator: Generate the Six Point Gauss Legendre Quadrature over [a, b] onto [-1, +1]
SixPoint(AbscissaTransform) - Static method in class org.drip.numerical.integration.GaussLobattoQuadratureGenerator: Generate the Six Point Gauss Lobatto Quadrature over [-1, +1]
size() - Method in class org.drip.execution.strategy.OrderSpecification: Retrieve the Order Size
size() - Method in class org.drip.feed.loader.CSVGrid: Retrieve the Size of the Sample Set
size() - Method in class org.drip.numerical.linearalgebra.MatrixComplementTransform: Retrieve the Dimension Length
size() - Method in class org.drip.numerical.quadrature.OrthogonalPolynomialSuite: Retrieve the Size of the Orthogonal Polynomial Suite
size() - Method in class org.drip.oms.indifference.ClaimsPositionPricer: Retrieve the Claims Size
size() - Method in class org.drip.oms.transaction.Order: Retrieve the Order Size
size() - Method in class org.drip.oms.transaction.OrderBlock: Retrieve the Size
size() - Method in class org.drip.portfolioconstruction.constraint.LimitHoldingsTerm: Retrieve the Size of the Holdings
size() - Method in class org.drip.service.representation.ItemList: Retrieve the Number of Items
size() - Method in class org.drip.simm.equity.EQBucket: Retrieve the Bucket Size
size() - Method in class org.drip.spaces.iterator.SequenceIndexIterator: Retrieve the Size of the Iterator
size(String) - Method in class org.drip.param.definition.Quote: Get the quote size for the given side
size(String) - Method in class org.drip.param.quote.MultiSided
SizedVector - Class in org.drip.function.definition: SizedVector holds the R^d Unit Direction Vector along with its Magnitude.
SizedVector(UnitVector, double) - Constructor for class org.drip.function.definition.SizedVector: SizedVector Constructor
sizeToSegment(LatentStateInelastic) - Method in class org.drip.spline.params.StretchBestFitResponse: Generate the Segment Local Best Fit Weighted Response contained within the specified Segment
skewness() - Method in class org.drip.measure.chisquare.R1Central
skewness() - Method in class org.drip.measure.chisquare.R1CentralCLTProxy
skewness() - Method in class org.drip.measure.chisquare.R1CentralFisherProxy
skewness() - Method in class org.drip.measure.chisquare.R1NonCentral
skewness() - Method in class org.drip.measure.chisquare.R1WilsonHilferty
skewness() - Method in class org.drip.measure.continuous.R1Univariate: Retrieve the Skewness of the Distribution
skewness() - Method in class org.drip.measure.exponential.R1RateDistribution
skewness() - Method in class org.drip.measure.gamma.R1ShapeScaleDistribution
SkipAhead(int, int) - Static method in class org.drip.measure.crng.MultiStreamGenerator: Generate Multiple Independent Streams using the Skip Ahead Technique from the Default Random Number Generator
SkipAhead(RandomNumberGenerator, int, int) - Static method in class org.drip.measure.crng.MultiStreamGenerator: Generate Multiple Independent Streams using the Skip Ahead Technique
SKKHoliday - Class in org.drip.analytics.holset: SKKHoliday holds the SKK Holidays.
SKKHoliday() - Constructor for class org.drip.analytics.holset.SKKHoliday: SKKHoliday Constructor
SLACK - Static variable in class org.drip.optimization.lp.SyntheticVariableType: "SLACK" Variable
sleepTime() - Method in class org.drip.graph.concurrency.InterruptibleDaemon: Retrieve the Sleep Time
Slice - Class in org.drip.execution.discrete: Slice implements the Arithmetic Dynamics of the Price/Cost Movements exhibited by an Asset owing to the Volatility and the Market Impact Factors on a Trajectory Slice.
Slice(double, double, double) - Constructor for class org.drip.execution.discrete.Slice: Slice Constructor
sliceGreeks() - Method in class org.drip.execution.sensitivity.TrajectoryControlNodesGreek: Retrieve the List of the Slice Control Nodes Greek
SliceOverlappingRanges(List<int[]>) - Static method in class org.drip.service.common.ArrayUtil: Generate a Counter Map of the Overlapping Slice Ranges
SlidingWindowMaximum(int[], int) - Static method in class org.drip.service.common.ArrayUtil: Build the Array of Maximum Sliding Window of Size k
slope() - Method in class org.drip.execution.athl.PermanentImpactNoArbitrage
slope() - Method in class org.drip.execution.impact.ParticipationRateLinear: Retrieve the Linear Market Impact Slope Parameter
slope() - Method in class org.drip.execution.impact.TransactionFunctionLinear: Retrieve the Slope Market Impact Parameter
SlopeOnly(double) - Static method in class org.drip.execution.impact.ParticipationRateLinear: Construct a Vanilla Slope-Only ParticipationRateLinear Instance
SMALL - Static variable in class org.drip.investing.factorspec.CapitalizationCategory: The "Small" Capitalization Factor Category
SMALL - Static variable in class org.drip.simm.equity.MarketCapitalizationSystemics: The "Small" Market Capitalization
SMALL_O - Static variable in class org.drip.graph.asymptote.BigOAsymptoteType: The Algorithm is Dominated asymptotically
smallerChild() - Method in class org.drip.graph.heap.BinaryTreeNode: Retrieve the Child Node with the Smaller Value
smallerR1RateDistribution() - Method in class org.drip.measure.exponential.TwoIIDSum: Retrieve the Smaller Exponential Distribution
SmallestPerfectSquareSet(int) - Static method in class org.drip.service.common.RecursionUtil: Generate the List of Smallest Perfect Squares that add to the given Number
smallestSpanningForestList() - Method in class org.drip.graph.treebuilder.KOptimalSpanningForestsGenerator: Generate the List of the Smallest Spanning Forests
smallH1(double, double) - Method in class org.drip.specialfunction.definition.SphericalHankelFirstKindEstimator: Evaluate Spherical Hankel Function First Kind h1 given Alpha and z
smallH1(double, double) - Method in class org.drip.specialfunction.hankel.SmallH1
SmallH1 - Class in org.drip.specialfunction.hankel: SmallH1 implements the Estimator for the Spherical Hankel Function of the First Kind.
SmallH1(SphericalBesselFirstKindEstimator, SphericalBesselSecondKindEstimator) - Constructor for class org.drip.specialfunction.hankel.SmallH1: SmallH1 Constructor
smallH2(double, double) - Method in class org.drip.specialfunction.definition.SphericalHankelSecondKindEstimator: Evaluate Spherical Hankel Function Second Kind h2 given Alpha and z
smallH2(double, double) - Method in class org.drip.specialfunction.hankel.SmallH2
SmallH2 - Class in org.drip.specialfunction.hankel: SmallH2 implements the Estimator for the Spherical Hankel Function of the Second Kind.
SmallH2(SphericalBesselFirstKindEstimator, SphericalBesselSecondKindEstimator) - Constructor for class org.drip.specialfunction.hankel.SmallH2: SmallH2 Constructor
smallJ(double, double) - Method in class org.drip.specialfunction.bessel.SphericalFirstEstimator
smallJ(double, double) - Method in class org.drip.specialfunction.definition.SphericalBesselFirstKindEstimator: Evaluate Spherical Bessel Function First Kind j given Alpha and z
smallLambda() - Method in class org.drip.graph.astar.VertexContextWeightHeuristic: Retrieve the Small Lambda
smallOSpec() - Method in class org.drip.graph.asymptote.OperationTimeComplexity: Retrieve the Small O Specification
smallY(double, double) - Method in class org.drip.specialfunction.bessel.SphericalSecondEstimator
smallY(double, double) - Method in class org.drip.specialfunction.definition.SphericalBesselSecondKindEstimator: Evaluate Spherical Bessel Function Second Kind y given Alpha and z
SMITH_BARNEY_BAM - Static variable in class org.drip.capital.definition.Business: Smith_Barney_BAM Business
SMOOTH - Static variable in class org.drip.service.template.LatentMarketStateBuilder: Smoothened Latent State
smootheningQuantificationMetric() - Method in class org.drip.state.estimator.SmoothingCurveStretchParams: Retrieve the Curve Smoothening Quantification Metric
SmoothForwardCurve(JulianDate, ForwardLabel, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, MergedDiscountForwardCurve, ForwardCurve) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Instance of Smooth Forward Curve off of Exchange/OTC Market Instruments
SmoothFundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Smooth Funding Curve Based off of the Input Exchange/OTC Market Instruments
SmoothFXCurve(JulianDate, CurrencyPair, String[], double[], String, double) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Smooth FX Curve from the FX Forward Instruments
SmoothGovvieCurve(String, JulianDate, JulianDate[], JulianDate[], double[], double[], String) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Smooth Govvie Curve from the Treasury Instruments
SmoothingCurveStretchParams - Class in org.drip.state.estimator: SmoothingCurveStretchParams contains the Parameters needed to hold the Stretch.
SmoothingCurveStretchParams(String, SegmentCustomBuilderControl, int, StretchBestFitResponse, StretchBestFitResponse) - Constructor for class org.drip.state.estimator.SmoothingCurveStretchParams: SmoothingCurveStretchParams constructor
SmoothingGlobalControlBuild(MergedDiscountForwardCurve, LinearLatentStateCalibrator, GlobalControlCurveParams, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder: Build a Globally Smoothed Instance of the Discount Curve using the Custom Parameters
SmoothingLocalControlBuild(MergedDiscountForwardCurve, LinearLatentStateCalibrator, LocalControlCurveParams, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder: Build a Locally Smoothed Instance of the Discount Curve using the Custom Parameters
smoothingParameter() - Method in class org.drip.sequence.custom.KernelDensityEstimationL1: Retrieve the Smoothing Parameter
SmoothOvernightCurve(JulianDate, String, String[], double[], String, String[], double[], String, String[], String[], double[], String, String[], double[], String) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Smooth Overnight Curve from Overnight Exchange/OTC Market Instruments
SmoothRegularization(String, String) - Static method in class org.drip.feed.transformer.FundingFixFloatMarksReconstitutor: Re-constitute the Horizon Quote Marks Using a Smooth Re-constructor
SmoothRegularization(String, String) - Static method in class org.drip.feed.transformer.OvernightIndexMarksReconstitutor: Re-constitute the Horizon Quote Marks Using a Smooth Re-constructor
SNAC_CDS - Static variable in class org.drip.param.quoting.QuotedSpreadInterpreter: SNAC CDS Contract
snapDate() - Method in class org.drip.historical.attribution.PositionMarketSnap: Retrieve the Date of the Snap
snapFirstMarketValue() - Method in class org.drip.historical.engine.FixFloatExplainProcessor
snapFirstMarketValue() - Method in class org.drip.historical.engine.HorizonChangeExplainProcessor: Generate and Snap Relevant Fields from the First Market Valuation Parameters
snapFirstMarketValue() - Method in class org.drip.historical.engine.TreasuryBondExplainProcessor
snapSecondMarketValue() - Method in class org.drip.historical.engine.FixFloatExplainProcessor
snapSecondMarketValue() - Method in class org.drip.historical.engine.HorizonChangeExplainProcessor: Generate and Snap Relevant Fields from the Second Market Valuation Parameters
snapSecondMarketValue() - Method in class org.drip.historical.engine.TreasuryBondExplainProcessor
snapshot() - Method in class org.drip.dynamics.evolution.LSQMCurveUpdate: Retrieve the LSQM Curve Snapshot
snapshot() - Method in class org.drip.dynamics.evolution.LSQMPointUpdate: Retrieve the LSQM Point Snapshot
SnP500AnnualReturn(double) - Static method in class org.drip.capital.systemicscenario.Criterion: Construct the SnP 500 Annual Return Criterion
snp500Return() - Method in class org.drip.capital.systemicscenario.CreditSpreadEvent: Retrieve the SnP 500 Return Criterion
snpGSCI() - Method in class org.drip.capital.systemicscenario.CreditSpreadEvent: Retrieve the SnP GSCI Criterion
SnPGSCINonEnergyCommodityIndex(double) - Static method in class org.drip.capital.systemicscenario.Criterion: Construct the SnP GSCI Non-energy Commodity Index Criterion
SoftConstraint - Class in org.drip.portfolioconstruction.optimizer: SoftConstraint holds the Details of a Soft Constraint.
SoftConstraint(String, double, double) - Constructor for class org.drip.portfolioconstruction.optimizer.SoftConstraint: SoftConstraint Constructor
softContraint() - Method in class org.drip.portfolioconstruction.optimizer.ConstraintTerm: Retrieve the Soft Constraint
softTimeout() - Method in class org.drip.graph.concurrency.InterruptibleDaemonMaster: Retrieve the Soft Timeout
Solapur - Class in org.drip.sample.bondeos: Solapur demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Solapur.
Solapur() - Constructor for class org.drip.sample.bondeos.Solapur
Solo(PositionGroup) - Static method in class org.drip.exposure.holdings.PositionGroupContainer: Generate a PositionGroupContainer Instance with a Solo Group
solution(int[]) - Static method in class org.drip.service.common.StringUtil: Compute the Sum of the Integers
solutionFunctionList() - Method in class org.drip.specialfunction.ode.IndependentLinearSolutionList: Retrieve the Solution Function List
solve(double[]) - Method in class org.drip.function.rdtor1solver.BarrierFixedPointFinder: Solve for the Optimal Variate-Inequality Constraint Multiplier Tuple using the Barrier Iteration Parameters provided by the IPBC Instance
SolveUsingGaussianElimination(double[][], double[]) - Static method in class org.drip.numerical.linearalgebra.LinearSystemSolver: Solve the Linear System using Gaussian Elimination from the Set of Values in the Array
SolveUsingGaussSeidel(double[][], double[]) - Static method in class org.drip.numerical.linearalgebra.LinearSystemSolver: Solve the Linear System using the Gauss-Seidel algorithm from the Set of Values in the Array
SolveUsingMatrixInversion(double[][], double[]) - Static method in class org.drip.numerical.linearalgebra.LinearSystemSolver: Solve the Linear System using Matrix Inversion from the Set of Values in the Array
Soontornkit2010 - Class in org.drip.sample.blacklitterman: Soontornkit2010 reconciles the Outputs of the Black-Litterman Model Process.
Soontornkit2010() - Constructor for class org.drip.sample.blacklitterman.Soontornkit2010
sort() - Method in class org.drip.graph.selection.OrderStatisticSelector: Retrieve the Sorted List of the Elements
SortColor(int[]) - Static method in class org.drip.service.common.ArrayUtil: Given an array with n objects colored red, white or blue, sort them in-place so that objects of the same color are adjacent, with the colors in the order red, white and blue.
sortedEntryList() - Method in class org.drip.graph.heap.PriorityQueue: Generate the Sorted Entry List
sortedItemList() - Method in class org.drip.graph.heap.PriorityQueue: Generate the Sorted Item List
sortedKeyList() - Method in class org.drip.graph.heap.PriorityQueue: Generate the Sorted Key List
SortedMatrixKthElement(int[][], int) - Static method in class org.drip.service.common.ArrayUtil: Given a n x n matrix where each of the rows and columns are sorted in ascending order, find the k^th smallest element in the matrix.
sosc() - Method in class org.drip.optimization.constrained.NecessarySufficientConditions: Retrieve the Second Order Sufficiency Condition
source() - Method in class org.drip.param.quote.ProductTick: Retrieve the Quote Source
sourcePowerCoefficient() - Method in class org.drip.specialfunction.derived.PowerSourceExponentialDecay: Retrieve the Source Power Coefficient
sourceTargetTransitionProbability() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeSequenceMetrics: Retrieve the FULL Source-Target Transition Probability Map
sourceTargetTransitionProbability(TrinomialTreeNodeMetrics, TrinomialTreeNodeMetrics) - Method in class org.drip.dynamics.hullwhite.TrinomialTreeSequenceMetrics: Retrieve the Source-To-Target Transition Probability
sourceVertexName() - Method in class org.drip.graph.core.Edge: Retrieve the Source Vertex Name
sourceVertexName() - Method in class org.drip.graph.core.Path: Retrieve the Source Vertex Name
sourceVertexName() - Method in class org.drip.graph.shortestpath.VertexAugmentor: Retrieve the Source Vertex Name
SovereignFixedBullet - Class in org.drip.sample.sovereign: SovereignFixedBullet demonstrates Non-EOS Fixed Coupon Sovereign Bond Pricing and Relative Value Measure Generation Functionality.
SovereignFixedBullet() - Constructor for class org.drip.sample.sovereign.SovereignFixedBullet
SOVEREIGNS - Static variable in class org.drip.simm.credit.SectorSystemics: The Sovereigns Sector
SpacedPointConvex(double) - Static method in class org.drip.specialfunction.property.GammaInequalityLemma: Generate the Spaced Point Convex Inequality Verifier
SpacedPointConvexProperty - Class in org.drip.sample.gamma: SpacedPointConvexProperty demonstrates the Verification of the Spaced Point Convex Property of the Gamma Function.
SpacedPointConvexProperty() - Constructor for class org.drip.sample.gamma.SpacedPointConvexProperty
span(LatentStateLabel, String) - Method in class org.drip.dynamics.evolution.LSQMCurveIncrement: Retrieve the specified Latent State Quantification Metric Span Increment
Span - Interface in org.drip.spline.grid: Span is the interface that exposes the functionality behind the collection of Stretches that may be overlapping or non-overlapping.
spanningTreeCount() - Method in class org.drip.graph.core.CompleteBipartite
spanningTreeCount() - Method in class org.drip.graph.core.DirectedGraph: Retrieve the Count of the Spanning Trees
spanningTreeCount() - Method in class org.drip.graph.core.NDimensionalHypercube
spanTenor() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver: Retrieve the Number of Forward Tenors comprising the Span Tenor
sparseDateArray() - Method in class org.drip.exposure.regression.AndersenPykhtinSokolStretch: Retrieve the Sparse Exposure Date Array
sparseExposureArray() - Method in class org.drip.exposure.regression.AndersenPykhtinSokolStretch: Retrieve the Sparse Exposure Array
sparseExposureDateArray() - Method in class org.drip.exposure.regressiontrade.AndersenPykhtinSokolEnsemble: Retrieve the Array of Sparse Exposure Dates
sparseExposureDateCount() - Method in class org.drip.exposure.regressiontrade.AndersenPykhtinSokolEnsemble: Retrieve the Number of Sparse Exposure Dates
sparseLocalVolatilityArray() - Method in class org.drip.exposure.regression.AndersenPykhtinSokolStretch: Retrieve the Sparse Local Volatility R1 To R1 Array
SparseMatrixDotProduct(int[][]) - Static method in class org.drip.service.common.ArrayUtil: Compute the Dot Product of the Sparse Matrix
SparseMatrixRepresentation(int[][]) - Static method in class org.drip.service.common.ArrayUtil: Construct a Sparse Matrix Representation
sparseVertexExposureTrajectory() - Method in class org.drip.exposure.regression.PykhtinBrownianBridgeStretch: Retrieve the Path Sparse Vertex Exposure Trajectory
SpecialValues - Class in org.drip.specialfunction.digamma: SpecialValues holds a specific Collection of Special Values of the Digamma Function.
SpecialValues() - Constructor for class org.drip.specialfunction.digamma.SpecialValues
specification() - Method in class org.drip.capital.stress.Event: Retrieve the Stress Event Specification
specificDayInMonth() - Method in class org.drip.analytics.eventday.DateInMonth: Retrieve the Specific Day in Month
specificMarketRealizationChange(String) - Method in class org.drip.historical.attribution.PositionChangeComponents: Retrieve the Specific Manifest Measure Market Realization Position Change
specificMarketRollDownChange(String) - Method in class org.drip.historical.attribution.PositionChangeComponents: Retrieve the Specific Manifest Measure Market Roll-down Position Change
specificMarketSensitivityChange(String) - Method in class org.drip.historical.attribution.PositionChangeComponents: Retrieve the Specific Manifest Measure Market Sensitivity Position Change
specificRisk() - Method in class org.drip.portfolioconstruction.risk.AttributeJointFactor: Retrieve the Asset Specific Attribute
speed() - Method in class org.drip.pricer.option.Greeks: The Option Speed
SPGB(JulianDate, JulianDate, double) - Static method in class org.drip.service.template.TreasuryBuilder: Construct an Instance of the Spanish Treasury EUR SPGB Bond
sphericalBesselFirstKindEstimator() - Method in class org.drip.specialfunction.generator.SphericalBesselFirstKindExpansion: Retrieve the First Kind Spherical Bessel Function Estimator
sphericalBesselFirstKindEstimator() - Method in class org.drip.specialfunction.hankel.SmallH1: Retrieve the Estimator of the Spherical Bessel Function of the First Kind
sphericalBesselFirstKindEstimator() - Method in class org.drip.specialfunction.hankel.SmallH2: Retrieve the Estimator of the Spherical Bessel Function of the First Kind
SphericalBesselFirstKindEstimator - Class in org.drip.specialfunction.definition: SphericalBesselFirstKindEstimator exposes the Estimator for the Spherical Bessel Function of the First Kind.
SphericalBesselFirstKindEstimator() - Constructor for class org.drip.specialfunction.definition.SphericalBesselFirstKindEstimator
SphericalBesselFirstKindExpansion - Class in org.drip.specialfunction.generator: SphericalBesselFirstKindExpansion implements the Generating Function and the Expansion Terms for the Spherical Bessel Function of the First Kind.
SphericalBesselFirstKindExpansion(SphericalBesselFirstKindEstimator, R1ToR1) - Constructor for class org.drip.specialfunction.generator.SphericalBesselFirstKindExpansion: SphericalBesselFirstKindExpansion Constructor
sphericalBesselSecondKindEstimator() - Method in class org.drip.specialfunction.generator.SphericalBesselSecondKindExpansion: Retrieve the Second Kind Spherical Bessel Function Estimator
sphericalBesselSecondKindEstimator() - Method in class org.drip.specialfunction.hankel.SmallH1: Retrieve the Estimator of the Spherical Bessel Function of the Second Kind
sphericalBesselSecondKindEstimator() - Method in class org.drip.specialfunction.hankel.SmallH2: Retrieve the Estimator of the Spherical Bessel Function of the Second Kind
SphericalBesselSecondKindEstimator - Class in org.drip.specialfunction.definition: SphericalBesselSecondKindEstimator exposes the Estimator for the Spherical Bessel Function of the Second Kind.
SphericalBesselSecondKindEstimator() - Constructor for class org.drip.specialfunction.definition.SphericalBesselSecondKindEstimator
SphericalBesselSecondKindExpansion - Class in org.drip.specialfunction.generator: SphericalBesselSecondKindExpansion implements the Generating Function and the Expansion Terms for the Spherical Bessel Function of the Second Kind.
SphericalBesselSecondKindExpansion(SphericalBesselSecondKindEstimator, R1ToR1) - Constructor for class org.drip.specialfunction.generator.SphericalBesselSecondKindExpansion: SphericalBesselSecondKindExpansion Constructor
SphericalFirstEstimate - Class in org.drip.sample.bessel: SphericalFirstEstimate illustrates the Estimation for the Spherical Bessel Function of the First Kind.
SphericalFirstEstimate() - Constructor for class org.drip.sample.bessel.SphericalFirstEstimate
SphericalFirstEstimator - Class in org.drip.specialfunction.bessel: SphericalFirstEstimator implements the Integral Estimator for the Spherical Bessel Function of the First Kind.
SphericalFirstEstimator(BesselFirstKindEstimator) - Constructor for class org.drip.specialfunction.bessel.SphericalFirstEstimator: SphericalFirstEstimator Constructor
SphericalFirstOrderMinusFour - Class in org.drip.sample.bessel: SphericalFirstOrderMinusFour implements the Estimator for the -4 Order Spherical Bessel Function of the First Kind.
SphericalFirstOrderMinusFour() - Constructor for class org.drip.sample.bessel.SphericalFirstOrderMinusFour
SphericalFirstOrderMinusOne - Class in org.drip.sample.bessel: SphericalFirstOrderMinusOne implements the Estimator for the -1 Order Spherical Bessel Function of the First Kind.
SphericalFirstOrderMinusOne() - Constructor for class org.drip.sample.bessel.SphericalFirstOrderMinusOne
SphericalFirstOrderMinusThree - Class in org.drip.sample.bessel: SphericalFirstOrderMinusThree implements the Estimator for the -3 Order Spherical Bessel Function of the First Kind.
SphericalFirstOrderMinusThree() - Constructor for class org.drip.sample.bessel.SphericalFirstOrderMinusThree
SphericalFirstOrderMinusTwo - Class in org.drip.sample.bessel: SphericalFirstOrderMinusTwo implements the Estimator for the -2 Order Spherical Bessel Function of the First Kind.
SphericalFirstOrderMinusTwo() - Constructor for class org.drip.sample.bessel.SphericalFirstOrderMinusTwo
SphericalFirstOrderPlusOne - Class in org.drip.sample.bessel: SphericalFirstOrderPlusOne implements the Estimator for the +1 Order Spherical Bessel Function of the First Kind.
SphericalFirstOrderPlusOne() - Constructor for class org.drip.sample.bessel.SphericalFirstOrderPlusOne
SphericalFirstOrderPlusThree - Class in org.drip.sample.bessel: SphericalFirstOrderPlusThree implements the Estimator for the +3 Order Spherical Bessel Function of the First Kind.
SphericalFirstOrderPlusThree() - Constructor for class org.drip.sample.bessel.SphericalFirstOrderPlusThree
SphericalFirstOrderPlusTwo - Class in org.drip.sample.bessel: SphericalFirstOrderPlusTwo implements the Estimator for the +2 Order Spherical Bessel Function of the First Kind.
SphericalFirstOrderPlusTwo() - Constructor for class org.drip.sample.bessel.SphericalFirstOrderPlusTwo
SphericalFirstOrderZero - Class in org.drip.sample.bessel: SphericalFirstOrderZero implements the Estimator for the Zero Order Spherical Bessel Function of the First Kind.
SphericalFirstOrderZero() - Constructor for class org.drip.sample.bessel.SphericalFirstOrderZero
sphericalHankelFirstKindEstimator() - Method in class org.drip.specialfunction.hankel.XeeFromSmallH1: Retrieve the Spherical Hankel First Kind Estimator
SphericalHankelFirstKindEstimator - Class in org.drip.specialfunction.definition: SphericalHankelFirstKindEstimator exposes the Estimator for the Spherical Hankel Function of the First Kind.
SphericalHankelFirstKindEstimator() - Constructor for class org.drip.specialfunction.definition.SphericalHankelFirstKindEstimator
sphericalHankelSecondKindEstimator() - Method in class org.drip.specialfunction.hankel.ZitaFromSmallH2: Retrieve the Spherical Hankel Second Kind Estimator
SphericalHankelSecondKindEstimator - Class in org.drip.specialfunction.definition: SphericalHankelSecondKindEstimator exposes the Estimator for the Spherical Hankel Function of the Second Kind.
SphericalHankelSecondKindEstimator() - Constructor for class org.drip.specialfunction.definition.SphericalHankelSecondKindEstimator
SphericalSecondEstimate - Class in org.drip.sample.bessel: SphericalSecondEstimate illustrates the Estimation for the Spherical Bessel Function of the Second Kind.
SphericalSecondEstimate() - Constructor for class org.drip.sample.bessel.SphericalSecondEstimate
SphericalSecondEstimator - Class in org.drip.specialfunction.bessel: SphericalSecondEstimator implements the Integral Estimator for the Spherical Bessel Function of the Second Kind.
SphericalSecondEstimator(BesselSecondKindEstimator) - Constructor for class org.drip.specialfunction.bessel.SphericalSecondEstimator: SphericalSecondEstimator Constructor
SphericalSecondOrderPlusOne - Class in org.drip.sample.bessel: SphericalSecondOrderPlusOne implements the Estimator for the +1 Order Spherical Bessel Function of the Second Kind.
SphericalSecondOrderPlusOne() - Constructor for class org.drip.sample.bessel.SphericalSecondOrderPlusOne
SphericalSecondOrderPlusThree - Class in org.drip.sample.bessel: SphericalSecondOrderPlusThree implements the Estimator for the +3 Order Spherical Bessel Function of the Second Kind.
SphericalSecondOrderPlusThree() - Constructor for class org.drip.sample.bessel.SphericalSecondOrderPlusThree
SphericalSecondOrderPlusTwo - Class in org.drip.sample.bessel: SphericalSecondOrderPlusTwo implements the Estimator for the +2 Order Spherical Bessel Function of the Second Kind.
SphericalSecondOrderPlusTwo() - Constructor for class org.drip.sample.bessel.SphericalSecondOrderPlusTwo
SphericalSecondOrderZero - Class in org.drip.sample.bessel: SphericalSecondOrderZero implements the Estimator for the Zero Order Spherical Bessel Function of the Second Kind.
SphericalSecondOrderZero() - Constructor for class org.drip.sample.bessel.SphericalSecondOrderZero
spin() - Method in class org.drip.service.engine.ComputeServer: Spin on the Listener Loop
SpiralMatrixOrder(int[][]) - Static method in class org.drip.service.common.ArrayUtil: Given a matrix of m x n elements (m rows, n columns), return all elements of the matrix in spiral order.
SplineGovvieCurve - Class in org.drip.sample.govvie: SplineGovvieCurve demonstrates the Construction and Usage of the Spline-based Govvie Curve.
SplineGovvieCurve() - Constructor for class org.drip.sample.govvie.SplineGovvieCurve
split(String, String, List) - Method in class org.drip.service.representation.ItemList: Split the String using the Separator
split(String, String, List, boolean) - Method in class org.drip.service.representation.ItemList: Split the String using the Separator
Split(String, String) - Static method in class org.drip.service.common.StringUtil: Parse and Split the Input Phrase into a String Array using the specified Delimiter
SplitIntoSameAverage(double[]) - Static method in class org.drip.service.common.ArrayUtil: Check if the Array can be split so that the Two Sides add to the same
SplitIntoUniquePrimes(String) - Static method in class org.drip.service.common.StringUtil: A company's operations team needs an algorithm that can break out a list of products for a given order.
SPLITS_CONSTRAINT - Static variable in class org.drip.spline.params.SegmentResponseValueConstraint: Indicator specifying that the knot splits the constraint ordinates
spot() - Method in class org.drip.exposure.csatimeline.LastFlowDates: Retrieve the Spot Date
spot() - Method in class org.drip.state.sequence.GovvieBuilderSettings: Retrieve the Spot Date
Spot(int) - Static method in class org.drip.param.valuation.ValuationParams: Create the spot valuation parameters for the given valuation date (uses the T+0 settle)
Spot(JulianDate, int, String, int) - Static method in class org.drip.param.valuation.ValuationParams: Create the valuation parameters object instance from the valuation date, the cash settle lag, and the settle calendar.
spotDate() - Method in class org.drip.dynamics.lmm.ContinuouslyCompoundedForwardProcess: Retrieve the Spot Date
spotDate() - Method in class org.drip.dynamics.lmm.LognormalLIBORVolatility: Retrieve the Spot Date
spotDate() - Method in class org.drip.dynamics.lmm.ShortRateProcess: Retrieve the Spot Date
spotDate() - Method in class org.drip.exposure.universe.MarketVertexGenerator: Retrieve the Spot Date
spotDate() - Method in class org.drip.service.api.FixFloatFundingInstrument: Retrieve the Spot Date
SpotDateArray(JulianDate, int) - Static method in class org.drip.analytics.support.Helper: Generate an Array of Repeated Spot Dates
SpotDatePeriodTenor(int, String, int) - Static method in class org.drip.analytics.support.VertexDateBuilder: Construct an Array of Vertex Dates from the Spot Date, Tenor Spacing Width, and the Vertex Count
SpotDateVertexTenor(int, String[]) - Static method in class org.drip.analytics.support.VertexDateBuilder: Construct an Array of Dates from the Spot Date and the Vertex Tenor Array
spotHoldings() - Method in class org.drip.execution.cost.LinearTemporaryImpact: Retrieve the Spot Holdings
spotLag() - Method in class org.drip.market.definition.FloaterIndex: Retrieve the Index Spot Lag
spotLag() - Method in class org.drip.market.definition.IBORIndex
spotLag() - Method in class org.drip.market.definition.OvernightIndex
spotLag() - Method in class org.drip.market.otc.CrossFloatSwapConvention: Retrieve the Spot Lag
spotLag() - Method in class org.drip.market.otc.FixedFloatSwapConvention: Retrieve the Spot Lag
spotLag() - Method in class org.drip.market.otc.FloatFloatSwapConvention: Retrieve the Spot Lag
spotLagDAPBackward() - Method in class org.drip.market.definition.FloaterIndex: Retrieve the Spot Lag DAP with Date Roll Previous
spotLagDAPForward() - Method in class org.drip.market.definition.FloaterIndex: Retrieve the Spot Lag DAP with Date Roll Following
spotRate() - Method in class org.drip.dynamics.lmm.BGMPointUpdate: Retrieve the Spot Rate
spotRate() - Method in class org.drip.dynamics.lmm.ContinuousForwardRateUpdate: Retrieve the Spot Rate
spotRateIncrement() - Method in class org.drip.dynamics.lmm.BGMCurveUpdate: Retrieve the Spot Rate Discount Curve Increment
spotRateIncrement() - Method in class org.drip.dynamics.lmm.BGMForwardTenorSnap: Retrieve the Spot Rate Increment
spotRateIncrement() - Method in class org.drip.dynamics.lmm.BGMPointUpdate: Retrieve the Spot Rate Increment
spotRateIncrement() - Method in class org.drip.dynamics.lmm.ContinuousForwardRateUpdate: Retrieve the Spot Rate Increment
spotRateIncrements() - Method in class org.drip.dynamics.lmm.BGMTenorNodeSequence: Retrieve the Array of Tenor Spot Rate Increments
SpotStandard(JulianDate, AndersenPykhtinSokolLag, String) - Static method in class org.drip.exposure.csatimeline.LastFlowDates: Generate a LastFlowDates Instance from the Spot Date and the AndersenPykhtinSokolLag
spotTime() - Method in class org.drip.execution.cost.LinearTemporaryImpact: Retrieve the Spot Time
spread() - Method in class org.drip.analytics.definition.Turn: Retrieve the Spread
spread() - Method in class org.drip.param.period.ComposableFloatingUnitSetting: Retrieve the Floating Unit Spread
spread() - Method in class org.drip.product.calib.FloatingStreamQuoteSet: Retrieve the Spread
spread() - Method in class org.drip.product.params.FloaterSetting: Retrieve the Floating Spread
SpreadCalibOP(double, CreditCurve) - Constructor for class org.drip.product.credit.CDSComponent.SpreadCalibOP: SpreadCalibOP Constructor
SpreadCalibrator(CreditDefaultSwap, int) - Constructor for class org.drip.product.credit.CDSComponent.SpreadCalibrator: Constructor: Construct the SpreadCalibrator from the CDS parent, and whether the calibration is off of a single node
spreadDurationMultiplier() - Method in class org.drip.service.scenario.BondReplicator: Retrieve the Spread Duration Multiplier
spreadQuoted() - Method in class org.drip.param.valuation.ValuationCustomizationParams: Indicate if spread Quoted
Square - Class in org.drip.function.matrix: Square implements a Square Matrix.
Square(double[][]) - Constructor for class org.drip.function.matrix.Square: Square Constructor
Square(CartesianComplexNumber) - Static method in class org.drip.function.definition.CartesianComplexNumber: Square the Complex Number
SQUARE_ROOT_OF_TIME - Static variable in class org.drip.xva.settings.BrokenDateScheme: Square Root of Time Based Broken Date Interpolation Scheme
SquareRoot(CartesianComplexNumber) - Static method in class org.drip.function.definition.CartesianComplexNumber: Compute the Square Root of the Complex Number
SquareSubMatrixList(double[][], int, int) - Static method in class org.drip.spaces.big.SubMatrixSetExtractor: Generate the List of all the sub-matrices contained within a specified Square Matrix starting from the given Row and Column
Srinagar - Class in org.drip.sample.bondeos: Srinagar demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Srinagar.
Srinagar() - Constructor for class org.drip.sample.bondeos.Srinagar
stableFundingAmount() - Method in class org.drip.capital.bcbs.BalanceSheetFunding: Retrieve the Stable Funding Amount
STANDALONE - Static variable in class org.drip.capital.allocation.EntityComponentProRataCategory: Set the STANDALONE PRO-RATA Category
STANDALONE_TO_WORST - Static variable in class org.drip.capital.allocation.EntityComponentProRataCategory: Set the STANDALONE TO WORST PRO-RATA Category
standalonePnLAttribution(double) - Method in class org.drip.capital.simulation.CapitalSegmentPathEnsemble: Construct the Capital Segment Stand-alone PnL Attribution given the Confidence Level by Percentage
standalonePnLAttribution(int) - Method in class org.drip.capital.simulation.CapitalSegmentPathEnsemble: Construct the Capital Segment Stand-alone PnL Attribution given the Confidence Level by Count
standalonePnLAttributionMap() - Method in class org.drip.capital.explain.CapitalSegmentStandaloneMarginal: Retrieve the Capital Unit Stand-alone PnL Attribution Map
Standard() - Static method in class org.drip.capital.setting.HorizonTailFSPnLControl: Construct the Standard Instance of HorizonTailFSPnLControl
Standard() - Static method in class org.drip.capital.setting.SimulationControl: Construct the Standard Instance of the SimulationControl
Standard() - Static method in class org.drip.capital.setting.SimulationPnLControl: Construct the Standard Instance of SimulationPnLControl
Standard() - Static method in class org.drip.exposure.mpor.MarginPeriodOfRisk: Construct a Standard Instance of MarginPeriodOfRisk
Standard() - Static method in class org.drip.function.r1tor1.ISDABucketCurvatureTenorScaler: Construct the Standard ISDA Bucket Curvature Tenor Scaler
Standard() - Static method in class org.drip.function.rdtor1solver.ConvergenceControl: Construct a Standard ConvergenceControl Instance
Standard() - Static method in class org.drip.function.rdtor1solver.InteriorPointBarrierControl: Construct a Standard InteriorPointBarrierControl Instance
Standard() - Static method in class org.drip.graph.asymptote.BinaryHeapTimeComplexity: Build the Algorithm Time Complexity for a Binary Heap
Standard() - Static method in class org.drip.graph.asymptote.BinomialHeapTimeComplexity: Build the Algorithm Time Complexity for a Binomial Heap
Standard() - Static method in class org.drip.graph.asymptote.BrodalHeapTimeComplexity: Build the Algorithm Time Complexity for a Brodal Heap
Standard() - Static method in class org.drip.graph.asymptote.FibonacciHeapTimeComplexity: Build the Algorithm Time Complexity for a Fibonacci Heap
Standard() - Static method in class org.drip.graph.asymptote.LeftistHeapTimeComplexity: Build the Algorithm Time Complexity for a Leftist Heap
Standard() - Static method in class org.drip.graph.asymptote.PairingHeapTimeComplexity: Build the Algorithm Time Complexity for a Pairing Heap
Standard() - Static method in class org.drip.graph.asymptote.RankPairingHeapTimeComplexity: Build the Algorithm Time Complexity for a Rank-Pairing Heap
Standard() - Static method in class org.drip.graph.asymptote.StrictFibonacciHeapTimeComplexity: Build the Algorithm Time Complexity for a Strict Fibonacci Heap
Standard() - Static method in class org.drip.graph.asymptote.TwoThreeHeapTimeComplexity: Build the Algorithm Time Complexity for a 2-3 Heap
Standard() - Static method in class org.drip.measure.continuous.R1UnivariateUniform: Construct a Standard (0, 1) R¹ Univariate Uniform Distribution
Standard() - Static method in class org.drip.measure.gaussian.R1UnivariateNormal: Generate a N (0, 1) distribution
Standard() - Method in class org.drip.oms.benchmark.VWAP: Construct a Standard Instance of VWAP
Standard() - Static method in class org.drip.param.definition.CalibrationParams: Create a standard calibration parameter instance around the price measure and base type
Standard() - Static method in class org.drip.param.pricer.CreditPricerParams: Create the standard Credit pricer parameters object instance
Standard() - Static method in class org.drip.service.common.PhoneLetterCombinationGenerator: Generate the Standard PhoneLetterCombinationGenerator
Standard() - Static method in class org.drip.service.engine.ComputeClient: Construct Standard LocalHost-based Instance of the ComputeClient
Standard() - Static method in class org.drip.service.engine.ComputeServer: Create a Standard Instance of the ComputeServer
Standard() - Static method in class org.drip.simm.foundation.CurvatureEstimatorFRTB: Construct the Standard CurvatureEstimatorFRTB Instance
Standard() - Static method in class org.drip.simm.foundation.CurvatureEstimatorISDADelta: Construct the Standard CurvatureEstimatorISDADelta Instance
Standard() - Static method in class org.drip.simm.foundation.CurvatureResponseCornishFischer: Construct the Standard Instance of CurvatureResponseCornishFischer
Standard() - Static method in class org.drip.spaces.tensor.BinaryBooleanVector: Construct the Standard Binary Boolean Vector Space
Standard() - Static method in class org.drip.spaces.tensor.R1ContinuousVector: Create the Standard R^1 Continuous Vector Space
Standard(double) - Static method in class org.drip.capital.simulation.FSPnLDecomposition: Construct a Standard Instance of FSPnLDecomposition
Standard(double) - Static method in class org.drip.exposure.mpor.TradePayment: Construct a "Standard" TradePayment Instance
Standard(double) - Static method in class org.drip.specialfunction.ode.SecondOrderBessel: Construct the Standard Second Order Bessel ODE
Standard(double) - Static method in class org.drip.specialfunction.ode.SecondOrderHelmholtz: Construct the Standard Second Order Helmholtz ODE
Standard(double) - Static method in class org.drip.specialfunction.ode.SecondOrderModifiedBessel: Construct the Standard Second Order Modified Bessel ODE
Standard(double) - Static method in class org.drip.specialfunction.ode.SecondOrderRiccatiBessel: Construct the Standard Second Order Riccati-Bessel ODE
Standard(double) - Static method in class org.drip.xva.derivative.ReplicationPortfolioVertexDealer: Construct a ReplicationPortfolioVertexDealer Instance from the Senior Dealer Numeraire alone
Standard(double[]) - Static method in class org.drip.exposure.regression.PykhtinPillarDynamics: Construct an Instance of PykhtinPillarDynamics from the Exposure Array
Standard(double[]) - Static method in class org.drip.function.definition.SizedVector: Construct an Instance of the Sized Vector from the Input Array
Standard(double[]) - Static method in class org.drip.function.definition.UnitVector: Construct an Instance of the Unit Vector from the Input Vector
Standard(double[]) - Static method in class org.drip.measure.exponential.RealizedMinimaR1RateDistribution: Standard Instance of RealizedMinimaR1RateDistribution
Standard(double[][], double) - Static method in class org.drip.simm.foundation.RiskGroupPrincipalCovariance: Construct the Standard RiskGroupPrincipalCovariance Instance from the Bucket Correlation Matrix and the Cross Correlation Entry
Standard(double[], double[]) - Static method in class org.drip.execution.strategy.DiscreteTradingTrajectory: Construct a Standard DiscreteTradingTrajectory Instance
Standard(double[], double[]) - Static method in class org.drip.measure.discrete.R1Distribution: Generate an Standard Instance of Discrete R1Distribution
Standard(double[], double[], ArithmeticPriceEvolutionParameters) - Static method in class org.drip.execution.optimum.EfficientTradingTrajectoryDiscrete: Construct a Standard EfficientTradingTrajectoryDiscrete Instance
Standard(double[], FritzJohnMultipliers, boolean, boolean, boolean, boolean, boolean, boolean) - Static method in class org.drip.optimization.constrained.NecessarySufficientConditions: Create a Standard Instance of NecessarySufficientConditions
Standard(double[], FritzJohnMultipliers, boolean, boolean, boolean, boolean, boolean, boolean, boolean) - Static method in class org.drip.optimization.constrained.RegularityConditions: Construct a Standard Instance of RegularityConditions
Standard(double, double) - Static method in class org.drip.measure.dynamics.DiffusionEvaluatorLinear: Generate a Standard Instance of DiffusionEvaluatorLinear
Standard(double, double) - Static method in class org.drip.measure.dynamics.DiffusionEvaluatorLogarithmic: Generate a Standard Instance of DiffusionEvaluatorLogarithmic
Standard(double, double) - Static method in class org.drip.measure.dynamics.HazardJumpEvaluator: Generate a Standard Instance of HazardJumpEvaluator
Standard(double, double, double) - Static method in class org.drip.measure.dynamics.DiffusionEvaluatorMeanReversion: Generate a Standard Instance of DiffusionEvaluatorMeanReversion
Standard(double, double, double) - Static method in class org.drip.measure.dynamics.DiffusionEvaluatorOrnsteinUhlenbeck: Construct a Standard Instance of DiffusionEvaluatorOrnsteinUhlenbeck
Standard(double, double, double) - Static method in class org.drip.specialfunction.ode.HilleQForm2F1: Construct the Hille Q-Form of 2F1 ODE
Standard(double, double, double[], double[]) - Static method in class org.drip.measure.lebesgue.R1PiecewiseLinear: Calibrate an R1PiecewiseLinear Lebesgue Instance
Standard(double, double, double[], double[], double) - Static method in class org.drip.measure.lebesgue.R1PiecewiseDisplaced: Calibrate an R1PiecewiseDisplaced Lebesgue Instance
Standard(double, double, double, boolean, double, double, double, double, double, double) - Static method in class org.drip.measure.realization.JumpDiffusionEdge: Construct the Standard JumpDiffusionEdge Instance
Standard(double, double, double, double) - Static method in class org.drip.xva.derivative.ReplicationPortfolioVertex: Construct a ReplicationPortfolioVertex Instance without the Zero Recovery Dealer Numeraire
Standard(double, double, double, double, double, double, double, R1ToR1, R1ToR1, R1ToR1) - Static method in class org.drip.execution.optimum.PowerImpactContinuous: Construct the Standard PowerImpactContinuous Instance
Standard(double, double, double, double, int) - Static method in class org.drip.execution.strategy.MinimumImpactTradingTrajectory: Create a MinimumImpactTradingTrajectory Instance from Equal Intervals
Standard(double, double, double, PriorConditionalCombiner, double, TransactionFunctionLinear) - Static method in class org.drip.execution.cost.ConstrainedLinearTemporaryImpact: Generate a ConstrainedLinearTemporaryImpact Instance
Standard(double, double, double, StochasticEdgeJump, JumpDiffusionEdgeUnit) - Static method in class org.drip.measure.realization.JumpDiffusionEdge: Construct the Standard JumpDiffusionEdge Instance
Standard(double, double, int, ArithmeticPriceEvolutionParameters, double) - Static method in class org.drip.execution.nonadaptive.DiscreteLinearTradingEnhanced: Create the Standard DiscreteLinearTradingEnhanced Instance
Standard(double, double, int, LinearPermanentExpectationParameters, double) - Static method in class org.drip.execution.nonadaptive.DiscreteAlmgrenChriss: Create the Standard DiscreteAlmgrenChriss Instance
Standard(double, double, int, LinearPermanentExpectationParameters, double) - Static method in class org.drip.execution.nonadaptive.DiscreteAlmgrenChrissDrift: Create the Standard DiscreteAlmgrenChrissDrift Instance
Standard(double, double, ArithmeticPriceEvolutionParameters, double) - Static method in class org.drip.execution.nonadaptive.ContinuousConstantTradingEnhanced: Create the Standard ContinuousConstantTradingEnhanced Instance
Standard(double, double, ArithmeticPriceEvolutionParameters, double) - Static method in class org.drip.execution.nonadaptive.ContinuousCoordinatedVariationDeterministic: Create the Standard ContinuousCoordinatedVariationDeterministic Instance
Standard(double, double, ArithmeticPriceEvolutionParameters, double) - Static method in class org.drip.execution.nonadaptive.ContinuousCoordinatedVariationStochastic: Create the Standard ContinuousCoordinatedVariationStochastic Instance
Standard(double, double, LinearPermanentExpectationParameters, double) - Static method in class org.drip.execution.nonadaptive.ContinuousAlmgrenChriss: Create the Standard ContinuousAlmgrenChriss Instance
Standard(double, double, LinearPermanentExpectationParameters, double) - Static method in class org.drip.execution.nonadaptive.ContinuousHighUrgencyAsymptote: Create the Standard ContinuousHighUrgencyAsymptote Instance
Standard(double, double, LinearPermanentExpectationParameters, double) - Static method in class org.drip.execution.nonadaptive.ContinuousLowUrgencyAsymptote: Create the Standard ContinuousLowUrgencyAsymptote Instance
Standard(double, double, LinearPermanentExpectationParameters, double) - Static method in class org.drip.execution.nonadaptive.ContinuousPowerImpact: Create the Standard ContinuousPowerImpact Instance
Standard(double, double, R1ToR1, R1ToR1, R2ToR1) - Static method in class org.drip.measure.gamma.R1ShapeScaleDistribution: Construct the Standard R1ShapeScaleDistribution Instance
Standard(double, double, R1ToR1, R1ToR1, R2ToR1, ModifiedBesselFirstKindEstimator) - Static method in class org.drip.measure.chisquare.R1NonCentral: Construct the Standard Instance of R1NonCentral
Standard(double, double, R1Univariate, int) - Static method in class org.drip.spaces.metric.R1Continuous: Construct the Standard l^p R^1 Continuous Space Instance
Standard(double, int) - Static method in class org.drip.capital.simulation.FSPnLDecompositionContainer: Generate a Standard Instance of FSPnLDecompositionContainer
Standard(double, Map<String, Double>) - Static method in class org.drip.simm.estimator.AdditionalInitialMargin: Construct a Standard Instance of AdditionalInitialMargin
Standard(double, R1ToR1, int) - Static method in class org.drip.specialfunction.scaledexponential.RelaxationTimeDistributionSeriesEstimator: Construct a Standard Instance of RelaxationTimeDistributionSeriesEstimator
Standard(double, R1ToR1, R1ToR1, R1ToR1) - Static method in class org.drip.execution.strategy.ContinuousTradingTrajectory: Construct a Standard Instance of ContinuousTradingTrajectory
Standard(int) - Static method in class org.drip.exposure.regression.LocalVolatilityGenerationControl: Construct a Standard Instance of LocalVolatilityGenerationControl
Standard(int) - Static method in class org.drip.measure.chisquare.R1CentralWilsonHilferty: Construct a Standard Instance of R1CentralWilsonHilferty
Standard(int) - Static method in class org.drip.measure.crng.ShiftRegisterGenerator: Construct a Standard Instance of ShiftRegisterGenerator from the Specified Period Power
Standard(int) - Static method in class org.drip.spaces.tensor.RdContinuousVector: Construct the RdContinuousVector Instance
Standard(int) - Static method in class org.drip.specialfunction.bessel.ModifiedFirstHankelAsymptoteEstimator: Construct a Standard Instance of Bessel ModifiedFirstHankelAsymptoteEstimator
Standard(int) - Static method in class org.drip.specialfunction.bessel.ModifiedFirstIntegralEstimator: Construct the Modified Bessel First Kind Estimator from the Integral Form
Standard(int) - Static method in class org.drip.specialfunction.bessel.ModifiedSecondHankelAsymptoteEstimator: Construct a Standard Instance of Bessel ModifiedSecondHankelAsymptoteEstimator
Standard(int) - Static method in class org.drip.specialfunction.bessel.ModifiedSecondIntegralEstimator: Construct the Modified Bessel Second Kind Estimator from the Integral Form
Standard(int) - Static method in class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic: Construct the Standard Version of the PlottingPositionGeneratorHeuristic
Standard(int[], String, VariationMarginTradePaymentVertex, MarketPath, AndersenPykhtinSokolLag) - Static method in class org.drip.exposure.mpor.PathVariationMarginTrajectoryEstimator: Generate a Standard Instance of PathVariationMarginTrajectoryEstimator
Standard(int, double) - Static method in class org.drip.measure.chisquare.R1NonCentralAbdelAty: Construct a Standard Instance of R1NonCentralAbdelAty
Standard(int, double) - Static method in class org.drip.measure.chisquare.R1NonCentralCLTProxy: Construct a Standard Instance of R1NonCentralCLTProxy
Standard(int, double) - Static method in class org.drip.measure.chisquare.R1NonCentralSankaran: Construct a Standard Instance of R1NonCentralSankaran
Standard(int, int) - Static method in class org.drip.graph.softheap.KaplanZwickTargetSize: Compute the Standard Kaplan-Zwick Target Size Metrics Using the Standard Rank Scaler
Standard(int, int) - Static method in class org.drip.spaces.iterator.SequenceIndexIterator: Create a Standard Sequence/Index Iterator
Standard(int, int) - Static method in class org.drip.specialfunction.lanczos.ASeriesGenerator: Construct the Standard ASeriesGenerator Instance
Standard(int, int) - Static method in class org.drip.specialfunction.lanczos.PSeriesGenerator: Construct a Standard Instance of the Lanczos P Series Generator
Standard(int, int, double) - Static method in class org.drip.graph.softheap.KaplanZwickTargetSize: Compute the Standard Kaplan-Zwick Target Size Metrics
Standard(int, int, FloaterLabel) - Static method in class org.drip.analytics.cashflow.ReferenceIndexPeriod: Standard Instance of ReferenceIndexPeriod
Standard(String) - Static method in class org.drip.capital.label.BusinessRegionRiskTypeCoordinate: Construct a Standard Instance of BusinessRegionRiskTypeCoordinate from the FQN
Standard(String) - Static method in class org.drip.capital.label.CapitalUnitCoordinate: Construct a Standard Instance of CapitalUnitCoordinate from the FQN
Standard(String) - Static method in class org.drip.capital.label.RegionRiskTypeCoordinate: Construct a Standard Instance of RegionRiskTypeCoordinate from the FQN
Standard(String) - Static method in class org.drip.portfolioconstruction.core.Block: Construct a Standard Instance of a Block
Standard(String) - Static method in class org.drip.state.identifier.CollateralLabel: Make a Standard Collateral Label from the Collateral Currency
Standard(String) - Static method in class org.drip.state.identifier.CustomLabel: Make a Standard Custom Metric Label Instance
Standard(String) - Static method in class org.drip.state.identifier.ForwardLabel: Construct a ForwardLabel from the corresponding Fully Qualified Name
Standard(String) - Static method in class org.drip.state.identifier.FundingLabel: Make a Standard Funding Label from the Funding Currency
Standard(String) - Static method in class org.drip.state.identifier.FXLabel: Make a Standard FX Label from the Currency Pair Code
Standard(String) - Static method in class org.drip.state.identifier.GovvieLabel: Make a Standard Govvie Label from the Treasury Code
Standard(String) - Static method in class org.drip.state.identifier.OTCFixFloatLabel: Construct a OTCFixFloatLabel from the corresponding Fully Qualified Name
Standard(String) - Static method in class org.drip.state.identifier.PaydownLabel: Make a Standard Pay-down Label from the Reference Entity Name
Standard(String) - Static method in class org.drip.state.identifier.RepoLabel: Make a Standard Repo Label from the Product Code
Standard(String[], double[]) - Static method in class org.drip.portfolioconstruction.asset.Portfolio: Construct a Portfolio Instance from the Array of Asset ID's and their Amounts
Standard(String[], double[][]) - Static method in class org.drip.measure.statistics.MultivariateMoments: Generate the MultivariateMetrics Instance from the Series Realizations provided
Standard(String[], double[], double[][]) - Static method in class org.drip.measure.gaussian.R1MultivariateNormal: Construct a Standard R1MultivariateNormal Instance
Standard(String[], double[], double[][]) - Static method in class org.drip.measure.statistics.MultivariateMoments: Generate the MultivariateMetrics Instance from the Specified Mean and Co-variance Inputs
Standard(String, double[]) - Static method in class org.drip.measure.statistics.UnivariateMoments: Construct a UnivariateMoments Instance for the specified Series
Standard(String, double[], int[]) - Static method in class org.drip.measure.statistics.UnivariateMoments: Construct a UnivariateMoments Instance for the specified Series
Standard(String, double, double, double, double, double, double, double, SystemicStressShockIndicator) - Static method in class org.drip.capital.systemicscenario.CreditSpreadEvent: Construct a Standard CreditSpreadEvent Instance
Standard(String, String) - Static method in class org.drip.state.identifier.EntityCDSLabel: Make a Standard SENIOR Entity Credit Label from the Reference Entity
Standard(String, String) - Static method in class org.drip.state.identifier.EntityEquityLabel: Make a Standard Equity Entity Label from the Reference Entity Name
Standard(String, String) - Static method in class org.drip.state.identifier.EntityHazardLabel: Make a Standard Entity Hazard Label from the Reference Entity Name
Standard(String, String) - Static method in class org.drip.state.identifier.RatingLabel: Make a Standard Rating Label from the Rating Agency and the Rated Code.
Standard(String, String, String, String[], String[], double[][], double[][], double[]) - Static method in class org.drip.portfolioconstruction.risk.AttributeJointFactor: Generate a Standard Instance of AttributeJointFactor
Standard(String, String, String, Holdings) - Static method in class org.drip.portfolioconstruction.composite.Benchmark: Construct a Standard Benchmark Instance Without Cash
Standard(String, String, EntityHazardLabel, EntityHazardLabel, EntityRecoveryLabel, EntityRecoveryLabel, EntityRecoveryLabel) - Static method in class org.drip.xva.proto.CreditDebtGroupSpecification: Generate a Standard Instance of CreditDebtGroupSpecification
Standard(String, JulianDate, String, int, String, int, double, double, double, double) - Static method in class org.drip.product.creator.ConstantPaymentBondBuilder: Construct an Instance of the Constant Payment Bond
Standard(String, ValuationParams, CalibratableComponent[], double[], String[], double, boolean, MergedDiscountForwardCurve, GovvieCurve, LatentStateFixingsContainer, ValuationCustomizationParams, CalibrationParams) - Static method in class org.drip.state.boot.CreditCurveScenario: Calibrate a Credit Curve
Standard(String, ValuationParams, LatentStateLabel, FRAStandardCapFloor[], double[], String[], boolean, MergedDiscountForwardCurve, ForwardCurve, LatentStateFixingsContainer, ValuationCustomizationParams) - Static method in class org.drip.state.boot.VolatilityCurveScenario: Calibrate a Volatility Curve
Standard(String, Scope, Unit, double, double, double[], TransactionCharge[]) - Static method in class org.drip.portfolioconstruction.constraint.LimitChargeTermIssuer: Construct a Static Instance of LimitChargeTermIssuer
Standard(List<Double>, R1Univariate, int) - Static method in class org.drip.spaces.metric.R1Combinatorial: Construct the Standard l^p R^1 Combinatorial Space Instance
Standard(Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>) - Static method in class org.drip.simm.product.BucketSensitivityIR: Generate a Standard Instance of BucketSensitivityIR from the Tenor Sensitivity Maps
Standard(JulianDate) - Static method in class org.drip.loan.characteristics.Vintage: Construct a Vintage Instance from the Origination Date
Standard(JulianDate, String) - Static method in class org.drip.param.valuation.ValuationParams: Create the standard T+2B settle parameters for the given valuation date and calendar
Standard(CapitalSegmentCoordinate, CapitalUnit[]) - Static method in class org.drip.capital.entity.ManagedSegmentLn: Construct a Standard Instance of ManagedSegmentLn
Standard(CKLSParameters) - Static method in class org.drip.function.r1tor1.R1UnivariateCIRPDF: Construct a Standard Instance of R1UnivariateCIRPDF
Standard(PriceIncrement, double, double) - Static method in class org.drip.execution.discrete.ShortfallIncrement: Generate a Standard ShortfallIncrement Instance
Standard(MarketImpactComponent, MarketImpactComponent) - Static method in class org.drip.execution.evolution.MarketImpactComposite: Construct a Standard Instance of MarketImpactComposite
Standard(DiscreteTradingTrajectory, ArithmeticPriceEvolutionParameters, double, double) - Static method in class org.drip.execution.optimum.TradingEnhancedDiscrete: Construct a Standard TradingEnhancedDiscrete Instance
Standard(R1ToR1, int) - Static method in class org.drip.specialfunction.bessel.FirstFrobeniusSeriesEstimator: Construct a Standard Instance of Bessel FirstFrobeniusSeriesEstimator
Standard(R1ToR1, int) - Static method in class org.drip.specialfunction.bessel.ModifiedFirstFrobeniusSeriesEstimator: Construct a Standard Instance of Bessel ModifiedFirstFrobeniusSeriesEstimator
Standard(R1ToR1, R1ToR1, BesselFirstKindEstimator, int) - Static method in class org.drip.specialfunction.bessel.SecondNISTSeriesEstimator: Construct a Standard Instance of SecondNISTSeriesEstimator
Standard(MarketFactor) - Static method in class org.drip.investing.model.CapitalAssetPricing1F: Construct a Standard Instance of the 1F CAPM using the Market Factor Instance
Standard(MarketFactor, CapitalizationFactor, MramorPahorFactor) - Static method in class org.drip.investing.model.MramorPahorFoye3F: Construct a Standard Instance of the 3F Mramor-Pahor-Foye Model using the Factor Instances
Standard(MarketFactor, CapitalizationFactor, ValueFactor) - Static method in class org.drip.investing.model.FamaFrench3F: Construct a Standard Instance of the 3F Fama-French Model using the Factor Instances
Standard(MarketFactor, CapitalizationFactor, ValueFactor, MomentumFactor) - Static method in class org.drip.investing.model.Carhart4F: Construct a Standard Instance of the 4F Carhart Model using the Factor Instances
Standard(MarketFactor, CapitalizationFactor, ValueFactor, ProfitabilityFactor, InvestmentFactor) - Static method in class org.drip.investing.model.FamaFrench5F: Construct a Standard Instance of the 5F Fama-French Model using the Factor Instances
Standard(MultivariateMeta, double[], double[][]) - Static method in class org.drip.measure.gaussian.R1MultivariateNormal: Construct a Standard R1MultivariateNormal Instance
Standard(CorrelatedPathVertexDimension, DiffusionEvolver) - Static method in class org.drip.state.sequence.PathVertexRd: Generate a Standard Instance of PathVertexRd
Standard(OrnsteinUhlenbeck) - Static method in class org.drip.execution.hjb.NonDimensionalCostEvolverSystemic: Construct a Standard NonDimensionalCostEvolverSystemic Instance
Standard(OrderIssuer, String, Side, double, int, OrderFillWholeSettings, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderGTC: Create a Standard Instance of Good-Till-Close (GTC) Market Order
Standard(OrderIssuer, String, Side, double, int, OrderFillWholeSettings, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderGTC: Create a Standard Instance of Good-Till-Close (GTC) Stop Order
Standard(OrderIssuer, String, Side, double, int, OrderFillWholeSettings, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderGTC: Create a Standard Instance of Good-Till-Close (GTC) Limit Order
Standard(OrderIssuer, String, Side, double, OrderFillWholeSettings, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderATC: Create a Standard Instance of At-The-Close (ATC) Market Order
Standard(OrderIssuer, String, Side, double, OrderFillWholeSettings, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderATO: Create a Standard Instance of At-The-Open (ATO) Market Order
Standard(OrderIssuer, String, Side, double, OrderFillWholeSettings, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderDAY: Create a Standard Instance of DAY Market Order
Standard(OrderIssuer, String, Side, double, OrderFillWholeSettings, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderDTC: Create a Standard Instance of Day-Till-Close (DTC) Market Order
Standard(OrderIssuer, String, Side, double, OrderFillWholeSettings, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderIOC: Create a Standard Instance of Immediate-Or-Cancel (IOC) Market Order
Standard(OrderIssuer, String, Side, double, OrderFillWholeSettings, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderATC: Create a Standard Instance of At-The-Close (ATC) Stop Order
Standard(OrderIssuer, String, Side, double, OrderFillWholeSettings, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderATO: Create a Standard Instance of At-The-Open (ATO) Stop Order
Standard(OrderIssuer, String, Side, double, OrderFillWholeSettings, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderDAY: Create a Standard Instance of DAY Limit Order
Standard(OrderIssuer, String, Side, double, OrderFillWholeSettings, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderDTC: Create a Standard Instance of Day-Till-Close (DTC) Stop Order
Standard(OrderIssuer, String, Side, double, OrderFillWholeSettings, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderIOC: Create a Standard Instance of Immediate-Or-Cancel (IOC) Stop Order
Standard(OrderIssuer, String, Side, double, OrderFillWholeSettings, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderATC: Create a Standard Instance of At-The-Close (ATC) Limit Order
Standard(OrderIssuer, String, Side, double, OrderFillWholeSettings, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderATO: Create a Standard Instance of At-The-Open (ATO) Limit Order
Standard(OrderIssuer, String, Side, double, OrderFillWholeSettings, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderDAY: Create a Standard Instance of DAY Limit Order
Standard(OrderIssuer, String, Side, double, OrderFillWholeSettings, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderDTC: Create a Standard Instance of Day-Till-Close (DTC) Limit Order
Standard(OrderIssuer, String, Side, double, OrderFillWholeSettings, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderIOC: Create a Standard Instance of Immediate-Or-Cancel (IOC) Limit Order
Standard(OrderIssuer, String, Side, double, TimeInForce, int, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderAON: Construct a Standard Instance of Buy All-or-None (AON) Market Order
Standard(OrderIssuer, String, Side, double, TimeInForce, int, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderAON: Construct a Standard Instance of All-or-None (AON) Stop Order
Standard(OrderIssuer, String, Side, double, TimeInForce, int, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderAON: Construct a Standard Instance of All-or-None (AON) Limit Order
Standard(OrderIssuer, String, Side, double, TimeInForce, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderFOK: Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Market Order
Standard(OrderIssuer, String, Side, double, TimeInForce, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderFOK: Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Stop Order
Standard(OrderIssuer, String, Side, double, TimeInForce, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderFOK: Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Limit Order
Standard(OrderIssuer, String, Side, double, TimeInForce, OrderFillWholeSettings, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrder: Construct a Standard Instance of Market Order
Standard(OrderIssuer, String, Side, double, TimeInForce, OrderFillWholeSettings, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrder: Construct a Standard Instance of Stop Order
Standard(OrderIssuer, String, Side, double, TimeInForce, OrderFillWholeSettings, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrder: Construct a Standard Instance of Limit Order
Standard(ValuationParams, CalibratableComponent[], double[], String[], double, GovvieCurve, LatentStateFixingsContainer, ValuationCustomizationParams) - Static method in class org.drip.state.boot.DiscountCurveScenario: Calibrate a discount curve
Standard(HoldingsAllocation) - Static method in class org.drip.portfolioconstruction.cardinality.TadonkiVialHoldingsAllocation: Generate a Standard Instance of the Tadonki Vial Holdings Allocation
Standard(Portfolio, double, double[][], double[]) - Static method in class org.drip.portfolioconstruction.allocator.ForwardReverseHoldingsAllocation: Construct a Standard Instance of ForwardReverseHoldingsAllocation
Standard(BondComponent, ValuationParams, CurveSurfaceQuoteContainer, GovvieBuilderSettings, double, double) - Static method in class org.drip.service.scenario.EOSMetricsReplicator: Standard Static EOSMetricsReplicator Creator
Standard(CurrencyPair) - Static method in class org.drip.state.identifier.FXLabel: Make a Standard FX Label from the Currency Pair Instance
Standard(R1CombinatorialVector[]) - Static method in class org.drip.spaces.iterator.RdSpanningCombinatorialIterator: Retrieve the RdSpanningCombinatorialIterator Instance associated with the Underlying Vector Space
Standard(RegularHypergeometricEstimator) - Static method in class org.drip.specialfunction.group.Kummer24: Construct the Kummer24 Isomorphic Array Version of the Fuchsian Equation
Standard(EntityEquityLabel, Side, boolean) - Static method in class org.drip.oms.benchmark.AggressiveMarketMakingPegScheme: Construct a Standard Instance of AggressiveMarketMakingPegScheme
Standard(LatentStateLabel) - Static method in class org.drip.state.identifier.VolatilityLabel: Make a Standard Volatility Latent State Label from the Underlying Latent State Label
Standard(GovvieBuilderSettings, CorrelatedPathVertexDimension, DiffusionEvolver) - Static method in class org.drip.state.sequence.PathVertexGovvie: Generate a Standard Instance of PathVertexGovvie
Standard(CloseOut, double, double) - Static method in class org.drip.xva.hypothecation.CollateralGroupVertexCloseOut: Construct a Static Instance of CollateralGroupVertexCloseOut
STANDARD_RANK_SCALER - Static variable in class org.drip.graph.softheap.KaplanZwickTargetSize: Retrieve the Rank Scaler used in Kaplan and Zwick (2009)
StandardBanach(int, Rd, int) - Static method in class org.drip.spaces.metric.RdContinuousBanach: Construct the Standard l^p R^d Continuous Banach Space Instance
StandardBuy(OrderIssuer, String, double, int, OrderFillWholeSettings, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderGTC: Create a Standard Instance of Buy Good-Till-Close (GTC) Market Order
StandardBuy(OrderIssuer, String, double, int, OrderFillWholeSettings, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderGTC: Create a Standard Instance of Buy Good-Till-Close (GTC) Limit Order
StandardBuy(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderATC: Create a Standard Instance of Buy At-The-Close (ATC) Market Order
StandardBuy(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderATO: Create a Standard Instance of Buy At-The-Open (ATO) Market Order
StandardBuy(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderDAY: Create a Standard Instance of Buy DAY Market Order
StandardBuy(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderDTC: Create a Standard Instance of Buy Day-Till-Close (DTC) Market Order
StandardBuy(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderIOC: Create a Standard Instance of Buy Immediate-Or-Cancel (IOC) Market Order
StandardBuy(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderATO: Create a Standard Instance of Buy At-The-Open (ATO) Stop Order
StandardBuy(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderDAY: Create a Standard Instance of Buy DAY Limit Order
StandardBuy(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderATC: Create a Standard Instance of Buy At-The-Close (ATC) Limit Order
StandardBuy(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderATO: Create a Standard Instance of Buy At-The-Open (ATO) Limit Order
StandardBuy(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderDAY: Create a Standard Instance of Buy DAY Limit Order
StandardBuy(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderDTC: Create a Standard Instance of Buy Day-Till-Close (DTC) Limit Order
StandardBuy(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderIOC: Create a Standard Instance of Buy Immediate-Or-Cancel (IOC) Limit Order
StandardBuy(OrderIssuer, String, double, TimeInForce, int, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderAON: Construct a Standard Instance of Buy All-or-None (AON) Market Order
StandardBuy(OrderIssuer, String, double, TimeInForce, int, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderAON: Construct a Standard Instance of Buy All-or-None (AON) Limit Order
StandardBuy(OrderIssuer, String, double, TimeInForce, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderFOK: Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Market Order
StandardBuy(OrderIssuer, String, double, TimeInForce, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderFOK: Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Limit Order
StandardBuy(OrderIssuer, String, double, TimeInForce, OrderFillWholeSettings, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrder: Construct a Standard Instance of Buy Market Order
StandardCDXManager - Class in org.drip.service.env: StandardCDXManager implements the creation and the static details of the all the NA, EU, SovX, EMEA, and ASIA standardized CDS indices.
StandardCDXManager() - Constructor for class org.drip.service.env.StandardCDXManager
StandardCDXParams - Class in org.drip.product.params: StandardCDXParams implements the parameters used to create the standard CDX - the coupon, the number of components, and the currency.
StandardCDXParams(int, String, double) - Constructor for class org.drip.product.params.StandardCDXParams: Create the Standard CDX Parameters object using the components, the currency, and the coupon
standardDeviation() - Method in class org.drip.measure.statistics.MultivariateDiscrete: Retrieve the Multivariate Standard Deviation
StandardDeviationTerm - Class in org.drip.portfolioconstruction.objective: StandardDeviationTerm holds the Details of the Portfolio Risk (Standard Deviation) Objective Term.
StandardDeviationTerm(String, double[], double[][], double[]) - Constructor for class org.drip.portfolioconstruction.objective.StandardDeviationTerm: StandardDeviationTerm Constructor
standardErrorOffset(double) - Method in class org.drip.measure.statistics.UnivariateMoments: Estimate the Offset in Terms of the NUmber of Standard Errors
StandardExponentialPIT - Class in org.drip.sample.samplestatistics: StandardExponentialPIT illustrates the Probability Integral Transform and the p-Value for an Empirical Standard Exponential Distribution.
StandardExponentialPIT() - Constructor for class org.drip.sample.samplestatistics.StandardExponentialPIT
StandardExponentialSignificanceTest - Class in org.drip.sample.hypothesistest: StandardExponentialSignificanceTest illustrates Significance Test for a Standard Exponential Ensemble.
StandardExponentialSignificanceTest() - Constructor for class org.drip.sample.hypothesistest.StandardExponentialSignificanceTest
StandardExponentialTStatistic - Class in org.drip.sample.samplestatistics: StandardExponentialTStatistic illustrates the Computation of the t-statistic, z-score, and other related Metrics of the Sample/Population Mean for an Empirical Standard Exponential Distribution.
StandardExponentialTStatistic() - Constructor for class org.drip.sample.samplestatistics.StandardExponentialTStatistic
StandardExponentialTTest - Class in org.drip.sample.hypothesistest: StandardExponentialTTest illustrates t-Test for a Standard Exponential Ensemble.
StandardExponentialTTest() - Constructor for class org.drip.sample.hypothesistest.StandardExponentialTTest
StandardHestonPricingMeasures - Class in org.drip.sample.stochasticvolatility: StandardHestonPricingMeasures contains an illustration of the Stochastic Volatility based Pricing Algorithm of an European Call Using the Heston Algorithm.
StandardHestonPricingMeasures() - Constructor for class org.drip.sample.stochasticvolatility.StandardHestonPricingMeasures
StandardHilbert(int, Rd) - Static method in class org.drip.spaces.metric.RdContinuousHilbert: Construct the Standard l^2 R^d Hilbert Space Instance
StandardizedExposureGeneratorScheme - Class in org.drip.xva.settings: StandardizedExposureGeneratorScheme holds the Fields for the Generation of the Conservative Exposure Measures generated using the Standardized Basel Scheme.
StandardizedExposureGeneratorScheme(double, int, SegmentCustomBuilderControl, SegmentCustomBuilderControl) - Constructor for class org.drip.xva.settings.StandardizedExposureGeneratorScheme: StandardizedExposureGeneratorScheme Constructor
standardMeasures(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, WorkoutInfo, double) - Method in class org.drip.product.credit.BondComponent
standardMeasures(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, WorkoutInfo, double) - Method in class org.drip.product.definition.Bond: Calculate the full set of Bond RV Measures from the Price Input
standardNetTaxGainUS(double[], double[]) - Method in interface org.drip.portfolioconstruction.objective.TaxationScheme: Compute the Standard Net US Tax Gain
StandardNormalPIT - Class in org.drip.sample.samplestatistics: StandardNormalPIT illustrates the Probability Integral Transform and the p-Value for an Empirical Standard Normal Distribution.
StandardNormalPIT() - Constructor for class org.drip.sample.samplestatistics.StandardNormalPIT
StandardNormalSignificanceTest - Class in org.drip.sample.hypothesistest: StandardNormalSignificanceTest illustrates Significance Test for a Standard Normal Ensemble.
StandardNormalSignificanceTest() - Constructor for class org.drip.sample.hypothesistest.StandardNormalSignificanceTest
StandardNormalTStatistic - Class in org.drip.sample.samplestatistics: StandardNormalTStatistic illustrates the Computation of the t-statistic, z-score, and other related Metrics of the Sample/Population Mean for an Empirical Standard Normal Distribution.
StandardNormalTStatistic() - Constructor for class org.drip.sample.samplestatistics.StandardNormalTStatistic
StandardNormalTTest - Class in org.drip.sample.hypothesistest: StandardNormalTTest illustrates t-Test for a Standard Normal Ensemble.
StandardNormalTTest() - Constructor for class org.drip.sample.hypothesistest.StandardNormalTTest
StandardSell(OrderIssuer, String, double, int, OrderFillWholeSettings, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderGTC: Create a Standard Instance of Sell Good-Till-Close (GTC) Market Order
StandardSell(OrderIssuer, String, double, int, OrderFillWholeSettings, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderGTC: Create a Standard Instance of Sell Good-Till-Close (GTC) Stop Order
StandardSell(OrderIssuer, String, double, int, OrderFillWholeSettings, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderGTC: Create a Standard Instance of Sell Good-Till-Close (GTC) Limit Order
StandardSell(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderATC: Create a Standard Instance of Sell At-The-Close (ATC) Market Order
StandardSell(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderATO: Create a Standard Instance of Sell At-The-Open (ATO) Market Order
StandardSell(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderDAY: Create a Standard Instance of Sell DAY Market Order
StandardSell(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderDTC: Create a Standard Instance of Sell Day-Till-Close (DTC) Market Order
StandardSell(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderIOC: Create a Standard Instance of Sell Immediate-Or-Cancel (IOC) Market Order
StandardSell(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderATO: Create a Standard Instance of Sell At-The-Open (ATO) Stop Order
StandardSell(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderDAY: Create a Standard Instance of Sell DAY Limit Order
StandardSell(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderATC: Create a Standard Instance of Sell At-The-Close (ATC) Limit Order
StandardSell(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderATO: Create a Standard Instance of Sell At-The-Open (ATO) Limit Order
StandardSell(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderDAY: Create a Standard Instance of Sell DAY Limit Order
StandardSell(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderDTC: Create a Standard Instance of Sell Day-Till-Close (DTC) Limit Order
StandardSell(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderIOC: Create a Standard Instance of Sell Immediate-Or-Cancel (IOC) Limit Order
StandardSell(OrderIssuer, String, double, TimeInForce, int, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderAON: Construct a Standard Instance of Sell All-or-None (AON) Market Order
StandardSell(OrderIssuer, String, double, TimeInForce, int, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderAON: Construct a Standard Instance of Sell All-or-None (AON) Limit Order
StandardSell(OrderIssuer, String, double, TimeInForce, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrderFOK: Construct a Standard Instance of Sell Fill-Or-Kill (FOK) Market Order
StandardSell(OrderIssuer, String, double, TimeInForce, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrderFOK: Construct a Standard Instance of Sell Fill-Or-Kill (FOK) Limit Order
StandardSell(OrderIssuer, String, double, TimeInForce, OrderFillWholeSettings, DisplaySettings) - Static method in class org.drip.oms.unthresholded.MarketOrder: Construct a Standard Instance of Sell Market Order
StandardStress() - Static method in class org.drip.capital.setting.HorizonTailPnLControl: Construct the Standard Stress Instance of HorizonTailPnLControl
StandardUniformPIT - Class in org.drip.sample.samplestatistics: StandardUniformPIT illustrates the Probability Integral Transform and the p-Value for an Empirical Standard Uniform Distribution.
StandardUniformPIT() - Constructor for class org.drip.sample.samplestatistics.StandardUniformPIT
StandardUniformSignificanceTest - Class in org.drip.sample.hypothesistest: StandardUniformSignificanceTest illustrates Significance Test for a Standard Uniform Ensemble.
StandardUniformSignificanceTest() - Constructor for class org.drip.sample.hypothesistest.StandardUniformSignificanceTest
StandardUniformTStatistic - Class in org.drip.sample.samplestatistics: StandardUniformTStatistic illustrates the Computation of the t-statistic, z-score, and other related Metrics of the Sample/Population Mean for an Empirical Standard Uniform Distribution.
StandardUniformTStatistic() - Constructor for class org.drip.sample.samplestatistics.StandardUniformTStatistic
StandardUniformTTest - Class in org.drip.sample.hypothesistest: StandardUniformTTest illustrates t-Test for a Standard Uniform Ensemble.
StandardUniformTTest() - Constructor for class org.drip.sample.hypothesistest.StandardUniformTTest
StandardWeekend() - Static method in class org.drip.analytics.eventday.Weekend: Create a Weekend Instance with SATURDAY and SUNDAY
start() - Method in class org.drip.exposure.universe.MarketEdge: Retrieve the Market State Vertex Start
start() - Method in class org.drip.measure.discrete.BoundedUniformIntegerDistribution: Retrieve the Start
start() - Method in class org.drip.measure.realization.JumpDiffusionEdge: Retrieve the Start Realization
start() - Method in class org.drip.sequence.random.BoundedUniformInteger: Retrieve the Start
start() - Method in class org.drip.state.representation.LatentStateMergeSubStretch: Retrieve the Merge Stretch Start Date
startArray() - Method in interface org.drip.service.jsonparser.ContentHandler: Receive notification of the beginning of a JSON array.
startDate() - Method in class org.drip.analytics.cashflow.ComposableUnitPeriod: Retrieve the Accrual Start Date
startDate() - Method in class org.drip.analytics.cashflow.CompositePeriod: Retrieve the Period Start Date
startDate() - Method in class org.drip.analytics.cashflow.LossQuadratureMetrics: Period Start Date
startDate() - Method in class org.drip.analytics.cashflow.ReferenceIndexPeriod: Reference Period Start Date
startDate() - Method in class org.drip.analytics.definition.Turn: Retrieve the Start Date
startDate() - Method in class org.drip.analytics.output.UnitPeriodConvexityMetrics: Retrieve the Start Date
startHoldings() - Method in class org.drip.execution.strategy.DiscreteTradingTrajectoryControl: Retrieve the Initial Holdings, i.e., the Starting Number of Units to the Executed
startJSON() - Method in interface org.drip.service.jsonparser.ContentHandler: Receive notification of the beginning of JSON processing.
startObject() - Method in interface org.drip.service.jsonparser.ContentHandler: Receive notification of the beginning of a JSON object.
startObjectEntry(String) - Method in interface org.drip.service.jsonparser.ContentHandler: Receive notification of the beginning of a JSON object entry.
startSnap() - Method in class org.drip.service.env.InvocationRecord: Retrieve the Begin Snapshot
startSurvival() - Method in class org.drip.analytics.cashflow.LossQuadratureMetrics: Survival Probability at the Period Beginning
state() - Method in class org.drip.oms.transaction.Order: Retrieve the Order State
stateCount() - Method in class org.drip.exposure.universe.LatentStateWeiner: Retrieve the Count of the Latent States Available
stateIndexCursor() - Method in class org.drip.spaces.iterator.RdSpanningStateSpaceScan: Retrieve the State Index Cursor
Static - Class in org.drip.analytics.eventday: Static implements a complete date as a specific holiday.
Static(JulianDate, String) - Constructor for class org.drip.analytics.eventday.Static: Construct a static holiday from the date and the description
StaticContinuousOptimalTrajectory - Class in org.drip.sample.almgren2009: StaticContinuousOptimalTrajectory demonstrates the Generation and Usage of Continuous Version of the Discrete Trading Trajectory generated by the Almgren and Chriss (2000) Scheme under the Criterion of No-Drift.
StaticContinuousOptimalTrajectory() - Constructor for class org.drip.sample.almgren2009.StaticContinuousOptimalTrajectory
staticDate() - Method in class org.drip.param.period.FixingSetting: Retrieve the Static Fixing Date
StaticOptimalScheme - Class in org.drip.execution.nonadaptive: StaticOptimalScheme generates the Trade/Holdings List of Static Optimal Execution Schedule based on the Discrete/Continuous Trade Trajectory Control, the Price Walk Parameters, and the Objective Utility Function.
StaticOptimalSchemeContinuous - Class in org.drip.execution.nonadaptive: StaticOptimalSchemeContinuous generates the Trade/Holdings List of Static Optimal Execution Schedule based on the Continuous Trade Trajectory Control, the Price Walk Parameters, and the Objective Utility Function.
StaticOptimalSchemeContinuous(OrderSpecification, ArithmeticPriceEvolutionParameters, ObjectiveUtility) - Constructor for class org.drip.execution.nonadaptive.StaticOptimalSchemeContinuous: StaticOptimalSchemeContinuous Constructor
StaticOptimalSchemeDiscrete - Class in org.drip.execution.nonadaptive: StaticOptimalSchemeDiscrete generates the Trade/Holdings List of Static Optimal Execution Schedule based on the Discrete Trade Trajectory Control, the Price Walk Parameters, and the Objective Utility Function.
StaticOptimalSchemeDiscrete(DiscreteTradingTrajectoryControl, ArithmeticPriceEvolutionParameters, ObjectiveUtility) - Constructor for class org.drip.execution.nonadaptive.StaticOptimalSchemeDiscrete: StaticOptimalSchemeDiscrete Constructor
StaticOptimalTrajectoryHoldings - Class in org.drip.sample.almgren2012: StaticOptimalTrajectoryHoldings simulates the Outstanding Holdings from the Sample Realization of the Static Cost Strategy extracted using the Mean Market State that follows the Zero Mean Ornstein-Uhlenbeck Evolution Dynamics.
StaticOptimalTrajectoryHoldings() - Constructor for class org.drip.sample.almgren2012.StaticOptimalTrajectoryHoldings
StaticOptimalTrajectoryTradeRate - Class in org.drip.sample.almgren2012: StaticOptimalTrajectoryTradeRate simulates the Trade Rate from the Sample Realization of the Static Cost Strategy extracted using the Mean Market State that follows the Zero Mean Ornstein-Uhlenbeck Evolution Dynamics.
StaticOptimalTrajectoryTradeRate() - Constructor for class org.drip.sample.almgren2012.StaticOptimalTrajectoryTradeRate
staticTransactionCost() - Method in class org.drip.execution.cost.LinearTemporaryImpact: Estimate of the Static Transaction Cost
StaticWeightFHeuristic - Class in org.drip.graph.astar: StaticWeightFHeuristic implements the Statically Weighted A^* F-Heuristic Value at a Vertex.
StaticWeightFHeuristic(VertexFunction, VertexFunction, double) - Constructor for class org.drip.graph.astar.StaticWeightFHeuristic: StaticWeightFHeuristic Constructor
statisticalTest(double, SignificanceTestSetting) - Method in class org.drip.validation.evidence.Ensemble: Compute the Array of Statistical Test Outcomes
StatisticalTestOutcome - Class in org.drip.validation.hypothesis: StatisticalTestOutcome contains the Results of the Significant Test and t-Test of the given Statistical Hypothesis.
StatisticalTestOutcome(SignificanceTestOutcome, TTestOutcome) - Constructor for class org.drip.validation.hypothesis.StatisticalTestOutcome: StatisticalTestOutcome Constructor
stayNodeMetrics() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics: Retrieve the "Stay" Node Metrics
stdDev() - Method in class org.drip.measure.statistics.UnivariateMoments: Retrieve the Series Standard Deviation
stdError() - Method in class org.drip.measure.statistics.UnivariateMoments: Retrieve the Series Standard Error
steadyStatePDF() - Method in class org.drip.dynamics.kolmogorov.R1FokkerPlanck: Compute the Steady-State Probability Distribution Function, if any
steadyStatePDF() - Method in class org.drip.dynamics.kolmogorov.R1FokkerPlanckCIR
steadyStatePDF() - Method in class org.drip.dynamics.kolmogorov.R1FokkerPlanckOrnsteinUhlenbeck
steadyStatePDF() - Method in class org.drip.dynamics.kolmogorov.RdFokkerPlanck: Compute the Steady-State Probability Distribution Function, if any
steadyStatePopulationCentralMeasures(double) - Method in class org.drip.dynamics.meanreverting.R1BrownianStochasticEvolver
steadyStatePopulationCentralMeasures(double) - Method in class org.drip.dynamics.meanreverting.R1CIRStochasticEvolver
steadyStatePopulationCentralMeasures(double) - Method in class org.drip.dynamics.meanreverting.R1VasicekStochasticEvolver
steadyStatePopulationCentralMeasures(double) - Method in class org.drip.dynamics.process.R1StochasticEvolver: Generate the Steady State Population Central Measures
SteeleCompleteUniformRandomEntry - Class in org.drip.graph.mst: SteeleCompleteUniformRandomEntry holds a single Entry from the Expected MST Length Computation for Fully Connected Graphs with a small Number of Vertexes and Edge Weights that are i.i.d from U [0, 1].
SteeleCompleteUniformRandomEntry(long, long) - Constructor for class org.drip.graph.mst.SteeleCompleteUniformRandomEntry: SteeleCompleteUniformRandomEntry Constructor
SteeleCompleteUniformRandomMST - Class in org.drip.graph.mst: SteeleCompleteUniformRandomMST holds the Expected Length of the MST computed by Steele (2002) for Graphs with small Number of Vertexes.
SteeleCompleteUniformRandomMST() - Constructor for class org.drip.graph.mst.SteeleCompleteUniformRandomMST
SteinerTreeGenerator - Class in org.drip.graph.treebuilder: SteinerTreeGenerator exposes the Functionality behind the Steiner-Tree Generation for a given Graph and a Vertex Set.
STEM_CDS - Static variable in class org.drip.param.quoting.QuotedSpreadInterpreter: STEM CDS Contract
stepLength() - Method in class org.drip.function.rdtor1descent.LineEvolutionVerifierMetrics: Retrieve the Step Length
stepMap() - Method in class org.drip.capital.stress.EventProbabilityLadder: Retrieve the Probability Event Step Map
StepUpStepDown - Class in org.drip.sample.fixfloat: StepUpStepDown demonstrates the construction and Valuation of in-advance step-up and step-down swaps.
StepUpStepDown() - Constructor for class org.drip.sample.fixfloat.StepUpStepDown
stepValue() - Method in class org.drip.oms.benchmark.AggressiveMarketMakingPegScheme: Retrieve the Step Value
Stirling() - Static method in class org.drip.specialfunction.beta.AsymptoticLogEstimator: Construct the Stirling Asymptote Estimate for the Log Beta Function
StirlingSeries - Class in org.drip.specialfunction.gamma: StirlingSeries implements the Stirling's Series Approximation of the Gamma Functions.
StirlingSeries(DerivativeControl) - Constructor for class org.drip.specialfunction.gamma.StirlingSeries: StirlingSeries Constructor
StirlingSeriesEstimator - Class in org.drip.specialfunction.loggamma: StirlingSeriesEstimator implements the Stirling's Series Approximation of the Gamma Function.
StirlingSeriesEstimator(DerivativeControl) - Constructor for class org.drip.specialfunction.loggamma.StirlingSeriesEstimator: StirlingSeriesEstimator Constructor
stochastic() - Method in class org.drip.execution.evolution.MarketImpactComposite: Retrieve the Stochastic Impact Component Instance
stochasticDiffusionEdge() - Method in class org.drip.measure.realization.JumpDiffusionEdge: Retrieve the Stochastic Diffusion Edge Instance
stochasticDriver() - Method in class org.drip.dynamics.process.R1StochasticEvolver: Retrieve the Stochastic Driver
stochasticDriver() - Method in class org.drip.dynamics.process.RdStochasticEvolver: Retrieve the Stochastic Driver
StochasticEdgeDiffusion - Class in org.drip.measure.realization: StochasticEdgeDiffusion holds the Edge of the Diffusion Stochastic Evaluator Outcome.
StochasticEdgeDiffusion(double) - Constructor for class org.drip.measure.realization.StochasticEdgeDiffusion: StochasticEdgeDiffusion Constructor
StochasticEdgeJump - Class in org.drip.measure.realization: StochasticEdgeJump holds the Edge of the Jump Stochastic Evaluator Outcome.
StochasticEdgeJump(boolean, double, double, double) - Constructor for class org.drip.measure.realization.StochasticEdgeJump: StochasticEdgeJump Constructor
stochasticForwardRateFunction() - Method in class org.drip.dynamics.lmm.ContinuouslyCompoundedForwardProcess: Retrieve the Stochastic Forward Rate Function
stochasticJumpEdge() - Method in class org.drip.measure.realization.JumpDiffusionEdge: Retrieve the Stochastic Jump Edge Instance
stochasticShortRateFunction() - Method in class org.drip.dynamics.lmm.ShortRateProcess: Retrieve the Stochastic Short Rate Function
StochasticVolatilityStateEvolver - Class in org.drip.dynamics.sabr: StochasticVolatilityStateEvolver provides the SABR Stochastic Volatility Evolution Dynamics.
StochasticVolatilityStateEvolver(ForwardLabel, double, double, double, UnivariateSequenceGenerator, UnivariateSequenceGenerator) - Constructor for class org.drip.dynamics.sabr.StochasticVolatilityStateEvolver: StochasticVolatilityStateEvolver Constructor
STOCK - Static variable in class org.drip.investing.engine.AssetType: Asset Type STOCK
STOCK_FUND - Static variable in class org.drip.investing.engine.AssetType: Asset Type STOCK FUND
STOCK_FUND_OF_FUNDS - Static variable in class org.drip.investing.engine.AssetType: Asset Type STOCK FUND OF FUNDS
STOCK_INDEX - Static variable in class org.drip.investing.engine.AssetType: Asset Type STOCK INDEX
stokesEinsteinEffectiveDiffusionCoefficient() - Method in class org.drip.dynamics.physical.LangevinEvolver: Retrieve the Stokes-Einstein Effective Diffusion Coefficient
STOP - Static variable in class org.drip.oms.transaction.OrderType: Stop Order
StopOrder - Class in org.drip.oms.switchable: StopOrder holds the Details of a Stop Order.
StopOrder(OrderIssuer, String, String, Date, Side, double, TimeInForce, OrderFillWholeSettings, DisplaySettings, double) - Constructor for class org.drip.oms.switchable.StopOrder: Stop Order Constructor
StopOrderAON - Class in org.drip.oms.switchable: StopOrderAON holds the Details of a All-or-None (AON) Stop Order.
StopOrderAON(OrderIssuer, String, String, Date, Side, double, TimeInForce, int, DisplaySettings, double) - Constructor for class org.drip.oms.switchable.StopOrderAON: All-or-None (AON) Stop Order Constructor
StopOrderATC - Class in org.drip.oms.switchable: StopOrderATC holds the Details of an At-The-Close (ATC) Stop Order.
StopOrderATC(OrderIssuer, String, String, Date, Side, double, OrderFillWholeSettings, DisplaySettings, double) - Constructor for class org.drip.oms.switchable.StopOrderATC: At-The-Close (ATC) Stop Order Constructor
StopOrderATO - Class in org.drip.oms.switchable: StopOrderATO holds the Details of a At-The-Open (ATO) Stop Order.
StopOrderATO(OrderIssuer, String, String, Date, Side, double, OrderFillWholeSettings, DisplaySettings, double) - Constructor for class org.drip.oms.switchable.StopOrderATO: At-The-Open (ATO) Stop Order Constructor
StopOrderDAY - Class in org.drip.oms.switchable: StopOrderDAY holds the Details of a DAY Stop Order.
StopOrderDAY(OrderIssuer, String, String, Date, Side, double, OrderFillWholeSettings, DisplaySettings, double) - Constructor for class org.drip.oms.switchable.StopOrderDAY: DAY Stop Order Constructor
StopOrderDTC - Class in org.drip.oms.switchable: StopOrderDTC holds the Details of a Day-Till-Close (DTC) Stop Order.
StopOrderDTC(OrderIssuer, String, String, Date, Side, double, OrderFillWholeSettings, DisplaySettings, double) - Constructor for class org.drip.oms.switchable.StopOrderDTC: Day-Till-Close (DTC) Stop Order Constructor
StopOrderFOK - Class in org.drip.oms.switchable: StopOrderFOK holds the Details of a Fill-Or-Kill (FOK) Stop Order.
StopOrderFOK(OrderIssuer, String, String, Date, Side, double, TimeInForce, DisplaySettings, double) - Constructor for class org.drip.oms.switchable.StopOrderFOK: Fill-Or-Kill (FOK) Stop Order Constructor
StopOrderGTC - Class in org.drip.oms.switchable: StopOrderGTC holds the Details of a Good-Till-Close (GTC) Stop Order.
StopOrderGTC(OrderIssuer, String, String, Date, Side, double, int, OrderFillWholeSettings, DisplaySettings, double) - Constructor for class org.drip.oms.switchable.StopOrderGTC: Good-Till-Close (GTC) Limit Order Constructor
StopOrderIOC - Class in org.drip.oms.switchable: StopOrderIOC holds the Details of a Immediate-Or-Cancel (IOC) Stop Order.
StopOrderIOC(OrderIssuer, String, String, Date, Side, double, OrderFillWholeSettings, DisplaySettings, double) - Constructor for class org.drip.oms.switchable.StopOrderIOC: Immediate-Or-Cancel (IOC) Stop Order Constructor
straightMultiPathVertexRd() - Method in class org.drip.measure.discrete.CorrelatedPathVertexDimension: Generate Straight Multi-Path R^d Vertex Realizations Array
straightPathVertexRd() - Method in class org.drip.measure.discrete.CorrelatedPathVertexDimension: Generate a Single Straight Path R^d Vertex Realization
straightVertexRealization() - Method in class org.drip.measure.discrete.CorrelatedPathVertexDimension: Generate a Straight Single R^d Vertex Realization
StrategicBalloonBurstSum(int[]) - Static method in class org.drip.service.common.ArrayUtil: Given an array of balloons, each balloon is painted with a number on it represented by array.
strategy() - Method in class org.drip.portfolioconstruction.optimizer.Rebalancer: Retrieve the Strategy Instance
Strategy - Class in org.drip.portfolioconstruction.optimizer: Strategy holds the Details of a given Strategy.
Strategy(String, String, String, ObjectiveFunction, ConstraintHierarchy, boolean, boolean, boolean) - Constructor for class org.drip.portfolioconstruction.optimizer.Strategy: Strategy Constructor
stream() - Method in class org.drip.exposure.generator.StreamMPoR: Retrieve the Underlying Stream Instance
stream() - Method in class org.drip.product.credit.BondComponent
stream() - Method in interface org.drip.product.definition.BondProduct: Retrieve the Bond Stream
stream() - Method in class org.drip.product.fra.FRAStandardCapFloor: Retrieve the Stream Instance Underlying the Cap
stream() - Method in class org.drip.product.rates.SingleStreamComponent: Retrieve the Stream Instance
Stream - Class in org.drip.product.rates: Stream implements the fixed and the floating streams.
Stream(List<CompositePeriod>) - Constructor for class org.drip.product.rates.Stream: Stream constructor
StreamBuilder - Class in org.drip.product.creator: StreamBuilder contains Utility Functions to construct Fixed, Floating, and Mixed Streams.
StreamBuilder() - Constructor for class org.drip.product.creator.StreamBuilder
StreamMPoR - Class in org.drip.exposure.generator: StreamMPoR estimates the MPoR Variation Margin and the Trade Payments for the generic Stream off of the Realized Market Path.
StreamQuoteSet - Class in org.drip.product.calib: StreamQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the Universal Stream.
StreamQuoteSet() - Constructor for class org.drip.product.calib.StreamQuoteSet: Empty StreamQuoteSet Constructor
strengthenedBurdetJohnsonCut(double[], R1ToR1) - Method in class org.drip.optimization.canonical.ILPConstraint: Generate a Strengthened Burdet-Johnson Cut
StrengthenedBurdetJohnsonCut - Class in org.drip.optimization.cuttingplane: StrengthenedBurdetJohnsonCut implements the Strengthened Burdet-Johnson Cut for ILP.
StrengthenedBurdetJohnsonCut(int[][], int[], double[], R1ToR1) - Constructor for class org.drip.optimization.cuttingplane.StrengthenedBurdetJohnsonCut: StrengthenedBurdetJohnsonCut Constructor
strengthenedChvatalGomoryCut(double[], int) - Method in class org.drip.optimization.canonical.ILPConstraint: Generate a Strengthened Chvatal-Gomory Cut
StrengthenedChvatalGomoryCut - Class in org.drip.optimization.cuttingplane: StrengthenedChvatalGomoryCut implements the Strengthened Chvatal Gomory Cut for ILP.
StrengthenedChvatalGomoryCut(int[][], int[], double[], int) - Constructor for class org.drip.optimization.cuttingplane.StrengthenedChvatalGomoryCut: StrengthenedChvatalGomoryCut Constructor
strengthOrder() - Method in class org.drip.optimization.constrained.RegularityConditions: Retrieve the Array of Strength Orders as specified in Eustaquio, Karas, and Ribeiro (2008)
stress() - Method in class org.drip.capital.setting.SimulationPnLControl: Retrieve the Stress Horizon Tail Adjustment Control
stressEventContainer() - Method in class org.drip.capital.entity.CapitalUnit: Retrieve the Capital Unit Stress Event Container
StressEventIncidence - Class in org.drip.capital.simulation: StressEventIncidence holds the Name, the Type, and the PnL induced by a Stress Event Occurrence.
StressEventIncidence(String, String, double, Map<String, Double>) - Constructor for class org.drip.capital.simulation.StressEventIncidence: StressEventIncidence Constructor
StressEventIncidenceEnsemble - Class in org.drip.capital.simulation: StressEventIncidenceEnsemble holds the Ensemble of Stress Event Occurrences.
StressEventIncidenceEnsemble() - Constructor for class org.drip.capital.simulation.StressEventIncidenceEnsemble: StressEventIncidenceEnsemble Constructor
stressEventIncidenceList() - Method in class org.drip.capital.simulation.StressEventIncidenceEnsemble: Retrieve the List of Stress Event Incidences
StressEventIndicator - Class in org.drip.capital.simulation: StressEventIndicator holds the Systemic and the Idiosyncratic Stress Event Indicators corresponding to the specified Entity.
StressEventIndicator(double, Map<String, Double>) - Constructor for class org.drip.capital.simulation.StressEventIndicator: StressEventIndicator Constructor
stressPeriod() - Method in class org.drip.capital.bcbs.BalanceSheetFunding: Retrieve the Stress Period
StressScenarioDefinition - Class in org.drip.sample.systemicstress: StressScenarioDefinition zeds the Built-in Stress Scenario Definitions used for GSST Scenario Design.
StressScenarioDefinition() - Constructor for class org.drip.sample.systemicstress.StressScenarioDefinition
stressScenarioQuantification() - Method in class org.drip.capital.systemicscenario.StressScenarioSpecification: Retrieve the Stress Scenario Quantification
StressScenarioQuantification - Class in org.drip.capital.systemicscenario: StressScenarioQuantification specifies the Unit and the Type of Change for the given Market Factor/Applicability Combination.
StressScenarioQuantification(String, int) - Constructor for class org.drip.capital.systemicscenario.StressScenarioQuantification: StressScenarioQuantification Constructor
stressScenarioSpecification(String) - Method in class org.drip.capital.systemicscenario.PredictorScenarioSpecification: Retrieve the Stress Scenario Specification given the Market Segment
StressScenarioSpecification - Class in org.drip.capital.systemicscenario: StressScenarioSpecification specifies the Full Stress Scenario Specification for the given Market Factor/Applicability Combination.
StressScenarioSpecification(StressScenarioQuantification, HypotheticalScenarioDefinition, HistoricalScenarioDefinition, CapitalBaselineDefinition) - Constructor for class org.drip.capital.systemicscenario.StressScenarioSpecification: StressScenarioSpecification Constructor
StressScenarioType - Class in org.drip.capital.definition: StressScenarioType contains the Stress Scenario Types - Systemic, Correlated, and Idiosyncratic.
StressScenarioType() - Constructor for class org.drip.capital.definition.StressScenarioType
StretchBestFitResponse - Class in org.drip.spline.params: StretchBestFitResponse implements basis per-Stretch Fitness Penalty Parameter Set.
StretchedExponentialMoment - Class in org.drip.specialfunction.derived: StretchedExponentialMoment estimates the specified Moment Stretched Exponential Integral Function.
StretchedExponentialMoment(DerivativeControl, double, double) - Constructor for class org.drip.specialfunction.derived.StretchedExponentialMoment: StretchedExponentialMoment Constructor
StretchedExponentialMomentEstimate - Class in org.drip.sample.gamma: StretchedExponentialMomentEstimate demonstrates the Estimation of the Moments of the Stretched Exponential Function.
StretchedExponentialMomentEstimate() - Constructor for class org.drip.sample.gamma.StretchedExponentialMomentEstimate
stretchSpec() - Method in class org.drip.analytics.input.LatentStateShapePreservingCCIS: Retrieve the Array of Latent State Stretch Representation Specifications
StrictFibonacciHeapTimeComplexity - Class in org.drip.graph.asymptote: StrictFibonacciHeapTimeComplexity maintains the Asymptotic Behavior Specifications of a Strict-Fibonacci Heap's Operations.
StrictFibonacciHeapTimeComplexity() - Constructor for class org.drip.graph.asymptote.StrictFibonacciHeapTimeComplexity
strike() - Method in class org.drip.dynamics.sabr.ImpliedBlackVolatility: Retrieve the Strike
strike() - Method in class org.drip.product.fra.FRAStandardComponent: Retrieve the FRA Strike
strike() - Method in class org.drip.product.option.EuropeanCallPut: Retrieve the Option Strike
strike() - Method in class org.drip.product.option.OptionComponent: Retrieve the Strike
STRING_BEGIN - Static variable in class org.drip.service.jsonparser.Yylex: Lexical State - BEGIN
stringArrayAtColumn(int) - Method in class org.drip.feed.loader.CSVGrid: Retrieve the Array of String Values corresponding to the specified Column Index
StringArrayEntry(JSONObject, String) - Static method in class org.drip.service.jsonparser.Converter: Convert the JSON Entry to a String Array
StringArrayToString(String[], String, String) - Static method in class org.drip.service.common.StringUtil: Convert the String Array to a Record Delimited String
StringEntry(JSONObject, String) - Static method in class org.drip.service.jsonparser.Converter: Convert the JSON Entry to a String
StringGrid(String, boolean) - Static method in class org.drip.feed.loader.CSVParser: Parse the Contents of the CSV File into a List of String Arrays
StringMatch(String, String) - Static method in class org.drip.service.common.StringUtil: Indicate it the pair of Strings Match each other in Value
StringUtil - Class in org.drip.service.common: StringUtil implements string utility functions.
StringUtil() - Constructor for class org.drip.service.common.StringUtil
stringValue(String) - Method in class org.drip.feed.loader.PropertiesParser: Extract the Named Value as a String
stripIntegral(double) - Method in class org.drip.specialfunction.loggamma.RaabeSeriesEstimator: Compute the Raabe's Strip Integral between (a, a + 1) for the Log Gamma Function
stripPiecewiseForwardVolatility(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double, Map<JulianDate, Double>) - Method in class org.drip.product.fra.FRAStandardCapFloor: Strip the Piece-wise Constant Forward Rate Volatility of the Unmarked Segment of the Volatility Term Structure
strongCurvatureCriterion() - Method in class org.drip.function.rdtor1descent.CurvatureEvolutionVerifier: Retrieve Whether of not the "Strong" Curvature Criterion needs to be met
strongCurvatureCriterion() - Method in class org.drip.function.rdtor1descent.CurvatureEvolutionVerifierMetrics: Retrieve Whether of not the "Strong" Curvature Criterion needs to be met
strongCurvatureCriterion() - Method in class org.drip.function.rdtor1descent.WolfeEvolutionVerifier: Retrieve Whether of not the "Strong" Curvature Criterion needs to be met
strongCurvatureCriterion() - Method in class org.drip.function.rdtor1descent.WolfeEvolutionVerifierMetrics: Retrieve Whether of not the "Strong" Curvature Criterion needs to be met
StrongCurvatureEvolutionMetrics - Class in org.drip.sample.descentverifier: StrongCurvatureEvolutionMetrics demonstrates the Impact of applying the Strong Curvature Criterion on the Evolution of the R^d Fixed Point of a Constrained Minimization Search.
StrongCurvatureEvolutionMetrics() - Constructor for class org.drip.sample.descentverifier.StrongCurvatureEvolutionMetrics
StrongWolfeEvolutionMetrics - Class in org.drip.sample.descentverifier: StrongWolfeEvolutionMetrics demonstrates the Impact of applying the Strong Wolfe Criterion on the Evolution of the R^d Fixed Point of a Constrained Minimization Search.
StrongWolfeEvolutionMetrics() - Constructor for class org.drip.sample.descentverifier.StrongWolfeEvolutionMetrics
structuralLoss(R1ToR1, double[]) - Method in class org.drip.learning.regularization.RegularizerR1CombinatorialToR1Continuous
structuralLoss(R1ToR1, double[]) - Method in class org.drip.learning.regularization.RegularizerR1ContinuousToR1Continuous
structuralLoss(R1ToR1, double[]) - Method in interface org.drip.learning.regularization.RegularizerR1ToR1: Compute the Regularization Sample Structural Loss
structuralLoss(R1ToR1, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator: Compute the Structural Sample Loss
structuralLoss(R1ToR1, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner
structuralLoss(RdToR1, double[][]) - Method in class org.drip.learning.regularization.RegularizerRdCombinatorialToR1Continuous
structuralLoss(RdToR1, double[][]) - Method in class org.drip.learning.regularization.RegularizerRdContinuousToR1Continuous
structuralLoss(RdToR1, double[][]) - Method in interface org.drip.learning.regularization.RegularizerRdToR1: Compute the Regularization Sample Structural Loss
structuralLoss(RdToR1, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator: Compute the Structural Sample Loss
structuralLoss(RdToR1, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner
structuralRisk(R1R1, R1ToR1, double[], double[]) - Method in class org.drip.learning.regularization.RegularizerR1CombinatorialToR1Continuous
structuralRisk(R1R1, R1ToR1, double[], double[]) - Method in class org.drip.learning.regularization.RegularizerR1ContinuousToR1Continuous
structuralRisk(R1R1, R1ToR1, double[], double[]) - Method in interface org.drip.learning.regularization.RegularizerR1ToR1: Compute the Regularization Sample Structural Loss
structuralRisk(R1R1, R1ToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator: Compute the Structural Sample Risk
structuralRisk(R1R1, R1ToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner
structuralRisk(RdR1, RdToR1, double[][], double[]) - Method in class org.drip.learning.regularization.RegularizerRdCombinatorialToR1Continuous
structuralRisk(RdR1, RdToR1, double[][], double[]) - Method in class org.drip.learning.regularization.RegularizerRdContinuousToR1Continuous
structuralRisk(RdR1, RdToR1, double[][], double[]) - Method in interface org.drip.learning.regularization.RegularizerRdToR1: Compute the Regularization Sample Structural Loss
structuralRisk(RdR1, RdToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator: Compute the Structural Sample Risk
structuralRisk(RdR1, RdToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner
STUDENT_LOANS - Static variable in class org.drip.capital.definition.Business: Student Loans Business
SUB_CURVE_LIBOR_12M - Static variable in class org.drip.simm.rates.IRSystemics: Sub Curve - LIBOR-12M
SUB_CURVE_LIBOR_1M - Static variable in class org.drip.simm.rates.IRSystemics: Sub Curve LIBOR-1M
SUB_CURVE_LIBOR_3M - Static variable in class org.drip.simm.rates.IRSystemics: Sub Curve LIBOR-3M
SUB_CURVE_LIBOR_6M - Static variable in class org.drip.simm.rates.IRSystemics: Sub Curve LIBOR-6M
SUB_CURVE_MUNICIPAL - Static variable in class org.drip.simm.rates.IRSystemics: Sub Curve - MUNICIPAL
SUB_CURVE_OIS - Static variable in class org.drip.simm.rates.IRSystemics: Sub Curve OIS
SUB_CURVE_PRIME - Static variable in class org.drip.simm.rates.IRSystemics: Sub Curve - PRIME
SubarrayMinimum(int[]) - Static method in class org.drip.service.common.ArrayUtil: Given an array of integers, find the sum of min(B), where B ranges over every (contiguous) sub-array.
SubCurveSupported(String, String) - Static method in class org.drip.simm.rates.IRSettingsContainer20: Indicate if the Sub-Curve is supported for the specified Currency
SubCurveSupported(String, String) - Static method in class org.drip.simm.rates.IRSettingsContainer21: Indicate if the Sub-Curve is supported for the specified Currency
SubCurveSupported(String, String) - Static method in class org.drip.simm.rates.IRSettingsContainer24: Indicate if the Sub-Curve is supported for the specified Currency
SubFactorial(int) - Static method in class org.drip.numerical.common.NumberUtil: This function implements Sub-factorial N.
SubMatrixSetExtraction - Class in org.drip.sample.algo: SubMatrixSetStringExtraction demonstrates the Extraction and Usage of the Inner Sub-matrices of a given Master Matrix.
SubMatrixSetExtraction() - Constructor for class org.drip.sample.algo.SubMatrixSetExtraction
SubMatrixSetExtractor - Class in org.drip.spaces.big: SubMatrixSetExtractor contains the Functionality to extract the Set of the Sub-matrices contained inside of the given Matrix.
SubMatrixSetExtractor() - Constructor for class org.drip.spaces.big.SubMatrixSetExtractor
Subordinate(String, String) - Static method in class org.drip.state.identifier.EntityFundingLabel: Make a Standard SUBORDINATE Entity Funding Label from the Reference Entity
Subordinate(String, String) - Static method in class org.drip.state.identifier.EntityRecoveryLabel: Make a Standard SUBORDINATE Entity Recovery Label from the Reference Entity
subordinateFundingReplicator() - Method in class org.drip.exposure.universe.MarketVertexEntity: Retrieve the Realized Entity Subordinate Funding Replicator Vertex Latent State
subordinateFundingSpread() - Method in class org.drip.exposure.universe.MarketVertexEntity: Retrieve the Realized Entity Subordinate Funding Spread Vertex Latent State
subordinateNumeraireHoldings() - Method in class org.drip.xva.derivative.ReplicationPortfolioVertexDealer: Retrieve the Number of Dealer Subordinate Numeraire Holdings
subordinateRecoveryRate() - Method in class org.drip.exposure.universe.MarketVertexEntity: Retrieve the Realized Entity Subordinate Recovery Rate Vertex Latent State
subPartitionCumulativeFactor() - Method in class org.drip.graph.selection.IntroselectControl: Retrieve the Sub-partition Cumulative Factor
subPartitionCumulativeSize() - Method in class org.drip.graph.selection.IntroselectControl: Retrieve the Cumulative Sub-partition Size
subPartitionReductionLimit() - Method in class org.drip.graph.selection.IntroselectControl: Retrieve the Sub-partition Reduction Limit
SubSequenceList(String) - Static method in class org.drip.service.common.RecursionUtil: Generate the Set of Sub-sequence Strings
subset(GeneralizedVector) - Method in interface org.drip.spaces.tensor.GeneralizedVector: Indicate if the "Other" Generalized Vector Space is a Subset of "this"
subset(GeneralizedVector) - Method in class org.drip.spaces.tensor.R1CombinatorialVector
subset(GeneralizedVector) - Method in class org.drip.spaces.tensor.R1ContinuousVector
subset(GeneralizedVector) - Method in class org.drip.spaces.tensor.RdAggregate
SubsetSum - Class in org.drip.graph.subarray: SubsetSum finds out is there is a non-empty Subset in the specified Array that adds up to the Specified Target.
SubStringSetExtraction - Class in org.drip.sample.algo: SubStringSetExtraction demonstrates the Extraction of Permuted and Contiguous Sub-string Sets.
SubStringSetExtraction() - Constructor for class org.drip.sample.algo.SubStringSetExtraction
SubStringSetExtractor - Class in org.drip.spaces.big: SubStringSetExtractor contains the Functionality to extract the Full Suite of the Sub-strings contained inside of the given String.
SubStringSetExtractor() - Constructor for class org.drip.spaces.big.SubStringSetExtractor
subTenor(List<String>) - Method in class org.drip.measure.stochastic.LabelCorrelation: Generate the InterestRateTenorCorrelation Instance that corresponds to the Tenor sub-space
Subtract(CartesianComplexNumber, CartesianComplexNumber) - Static method in class org.drip.function.definition.CartesianComplexNumber: Subtract the Second Complex Number from the First
Subtract(VariateInequalityConstraintMultiplier, VariateInequalityConstraintMultiplier, double, BoundMultivariate[]) - Static method in class org.drip.function.rdtor1solver.VariateInequalityConstraintMultiplier: Subtract the Second VariateInequalityConstraintMultiplier Instance from the First
Subtract(VariateInequalityConstraintMultiplier, VariateInequalityConstraintMultiplier, BoundMultivariate[]) - Static method in class org.drip.function.rdtor1solver.VariateInequalityConstraintMultiplier: Subtract the Second VariateInequalityConstraintMultiplier Instance from the First
subtractBusDays(int, String) - Method in class org.drip.analytics.date.JulianDate: Subtract the given Number of Business Days and return a new JulianDate Instance
subtractDays(int) - Method in class org.drip.analytics.date.JulianDate: Subtract the given Number of Days and return the JulianDate Instance
subtractTenor(String) - Method in class org.drip.analytics.date.JulianDate: Subtract the tenor to the JulianDate to create a new date
subtractTenorAndAdjust(String, String) - Method in class org.drip.analytics.date.JulianDate: Subtract the tenor to the JulianDate to create a new business date
suffixExtremum() - Method in class org.drip.graph.softheap.KaplanZwickTree: Retrieve the Extremum ckey Tree among those following this in the List
Suihua - Class in org.drip.sample.bondeos: Suihua demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Suihua.
Suihua() - Constructor for class org.drip.sample.bondeos.Suihua
Sum(double[]) - Static method in class org.drip.numerical.linearalgebra.Matrix: Compute the Sum of the Input Vector
Summation(boolean, int) - Static method in class org.drip.specialfunction.bessel.HankelAsymptoteSeries: Construct the R² To R¹ Modified Bessel Hankel Asymptote Summation Series
Summation(double, R1ToR1, int) - Static method in class org.drip.specialfunction.scaledexponential.RelaxationTimeDistributionSeries: Construct the R¹ To R¹ Bessel First Kind Frobenius Summation Series
Summation(R1ToR1, int) - Static method in class org.drip.specialfunction.bessel.FirstFrobeniusSeries: Construct the R² To R¹ Bessel First Kind Frobenius Summation Series
Summation(R1ToR1, int) - Static method in class org.drip.specialfunction.bessel.ModifiedFirstFrobeniusSeries: Construct the R² To R¹ Modified Bessel First Kind Frobenius Summation Series
SummationIdentity1() - Static method in class org.drip.specialfunction.property.DigammaEqualityLemma: Generate the Gaussian Finite Summation Identity Verifier #1
SummationIdentity10() - Static method in class org.drip.specialfunction.property.DigammaEqualityLemma: Generate the Blagouchine Finite Summation Identity Verifier #10
SummationIdentity2(int) - Static method in class org.drip.specialfunction.property.DigammaEqualityLemma: Generate the Gaussian Finite Summation Identity Verifier #2
SummationIdentity3(int) - Static method in class org.drip.specialfunction.property.DigammaEqualityLemma: Generate the Gaussian Finite Summation Identity Verifier #3
SummationIdentity4(int) - Static method in class org.drip.specialfunction.property.DigammaEqualityLemma: Generate the Blagouchine Finite Summation Identity Verifier #4
SummationIdentity5(int) - Static method in class org.drip.specialfunction.property.DigammaEqualityLemma: Generate the Blagouchine Finite Summation Identity Verifier #5
SummationIdentity6() - Static method in class org.drip.specialfunction.property.DigammaEqualityLemma: Generate the Blagouchine Finite Summation Identity Verifier #6
SummationIdentity7() - Static method in class org.drip.specialfunction.property.DigammaEqualityLemma: Generate the Blagouchine Finite Summation Identity Verifier #7
SummationIdentity8(double) - Static method in class org.drip.specialfunction.property.DigammaEqualityLemma: Generate the Blagouchine Finite Summation Identity Verifier #8
SummationIdentity9(double) - Static method in class org.drip.specialfunction.property.DigammaEqualityLemma: Generate the Blagouchine Finite Summation Identity Verifier #9
summationSeries() - Method in class org.drip.specialfunction.beta.SummationSeriesEstimator: Retrieve the Underlying Summation Series
SummationSeries - Class in org.drip.specialfunction.beta: SummationSeries implements the Summation Series for Beta Estimation.
SummationSeries() - Constructor for class org.drip.specialfunction.beta.SummationSeries
SummationSeriesEstimator - Class in org.drip.specialfunction.beta: SummationSeriesEstimator implements the Summation Series Based Beta Estimation.
SummationSeriesTerm - Class in org.drip.specialfunction.beta: SummationSeriesTerm implements a Single Term in the Log Beta Function Series.
SummationSeriesTerm() - Constructor for class org.drip.specialfunction.beta.SummationSeriesTerm
SUNDAY - Static variable in class org.drip.analytics.date.DateUtil: Days of the week - Sunday
support() - Method in class org.drip.measure.chisquare.R1Central
support() - Method in class org.drip.measure.chisquare.R1CentralCLTProxy
support() - Method in class org.drip.measure.chisquare.R1CentralFisherProxy
support() - Method in class org.drip.measure.chisquare.R1NonCentral
support() - Method in class org.drip.measure.chisquare.R1WilsonHilferty
support() - Method in class org.drip.measure.continuous.R1ParetoDistribution
support() - Method in class org.drip.measure.continuous.R1Univariate: Lay out the Support of the PDF Range
support() - Method in class org.drip.measure.continuous.R1UnivariateUniform
support() - Method in class org.drip.measure.discrete.BoundedUniformIntegerDistribution
support() - Method in class org.drip.measure.discrete.PoissonDistribution
support() - Method in class org.drip.measure.exponential.R1RateDistribution
support() - Method in class org.drip.measure.exponential.R1ScaledDistribution
support() - Method in class org.drip.measure.exponential.TwoIIDSum
support() - Method in class org.drip.measure.gamma.R1ShapeScaleDistribution
support() - Method in class org.drip.measure.gaussian.R1UnivariateNormal
support() - Method in class org.drip.measure.lebesgue.R1Uniform
support() - Method in class org.drip.sequence.metrics.BoundedSequenceAgnosticMetrics: Retrieve the Random Sequence Support
support() - Method in class org.drip.spaces.cover.L1R1CoveringBounds: Retrieve the Ordinate Support
supported(double) - Method in class org.drip.measure.continuous.R1Univariate: Indicate if x is inside the Supported Range
supported(double) - Method in class org.drip.measure.continuous.R1UnivariateUniform: Indicate if the specified x Value stays inside the Support
supremum(GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator: Compute the Empirical Penalty Supremum for the specified R^1/R^d Input Space
Supremum(double, double, R1Univariate) - Static method in class org.drip.spaces.metric.R1Continuous: Construct the Supremum (i.e., l^Infinity) R^1 Continuous Space Instance
Supremum(List<Double>, R1Univariate) - Static method in class org.drip.spaces.metric.R1Combinatorial: Construct the Supremum (i.e., l^Infinity) R^1 Combinatorial Space Instance
SUPREMUM_PENALTY_EMPIRICAL_LOSS - Static variable in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator: Supremum Penalty computed off of Empirical Loss
SUPREMUM_PENALTY_EMPIRICAL_RISK - Static variable in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator: Supremum Penalty computed off of Empirical Risk
SUPREMUM_PENALTY_REGULARIZED_LOSS - Static variable in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator: Supremum Penalty computed off of Regularized Loss
SUPREMUM_PENALTY_REGULARIZED_RISK - Static variable in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator: Supremum Penalty computed off of Regularized Risk
SUPREMUM_PENALTY_STRUCTURAL_LOSS - Static variable in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator: Supremum Penalty computed off of Structural Loss
SUPREMUM_PENALTY_STRUCTURAL_RISK - Static variable in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator: Supremum Penalty computed off of Structural Risk
SupremumBanach(int, Rd) - Static method in class org.drip.spaces.metric.RdContinuousBanach: Construct the Supremum (i.e., l^Infinity) R^d Continuous Banach Space Instance
supremumDimension() - Method in class org.drip.spaces.cover.MaureyOperatorCoveringBounds: Retrieve the Supremum Dimension
supremumEmpiricalLoss(GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator: Compute the Supremum Empirical Sample Loss
supremumEmpiricalLoss(GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner
supremumEmpiricalRisk(R1R1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator: Compute the Supremum Empirical Sample Risk
supremumEmpiricalRisk(R1R1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner
supremumEmpiricalRisk(RdR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator: Compute the Supremum Empirical Sample Risk
supremumEmpiricalRisk(RdR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner
supremumFunction(double) - Method in class org.drip.function.r1tor1.FunctionClassSupremum: Retrieve the Supremum Function corresponding to the specified Variate
supremumPenaltyLossMode() - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator: The Supremum Penalty Loss Mode Flag
supremumR1(GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator: Compute the Empirical Penalty Supremum for the specified R^1 Input Space
supremumR1ToR1(double[]) - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator: Retrieve the Supremum R^1 To R^1 Function Instance for the specified Variate Sequence
supremumRd(GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator: Compute the Empirical Penalty Supremum for the specified R^d Input Space
supremumRdToR1(double[][]) - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator: Retrieve the Supremum R^d To R^1 Function Instance for the specified Variate Sequence
supremumRegularizedLoss(GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator: Compute the Supremum Regularized Sample Loss
supremumRegularizedLoss(GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner
supremumRegularizedRisk(R1R1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator: Compute the Supremum Regularized Sample Risk
supremumRegularizedRisk(R1R1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner
supremumRegularizedRisk(RdR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator: Compute the Supremum Regularized Sample Risk
supremumRegularizedRisk(RdR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner
supremumStructuralLoss(GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator: Compute the Supremum Structural Sample Loss
supremumStructuralLoss(GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner
supremumStructuralRisk(R1R1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator: Compute the Supremum Structural Sample Risk
supremumStructuralRisk(R1R1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner
supremumStructuralRisk(RdR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator: Compute the Supremum Structural Sample Risk
supremumStructuralRisk(RdR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.GeneralizedLearner
supremumUpperBound() - Method in class org.drip.learning.bound.LipschitzCoveringNumberBound: Retrieve the Supremum-based Covering Number Upper Bound
Surat - Class in org.drip.sample.bondeos: Surat demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Surat.
Surat() - Constructor for class org.drip.sample.bondeos.Surat
survival() - Method in class org.drip.analytics.output.BulletMetrics: Retrieve the Terminal Survival Probability
survival(int) - Method in class org.drip.state.credit.CreditCurve: Calculate the survival to the given date
survival(int) - Method in class org.drip.state.nonlinear.ForwardHazardCreditCurve
survival(String) - Method in class org.drip.state.credit.CreditCurve: Calculate the survival to the given tenor
survival(JulianDate) - Method in class org.drip.state.credit.CreditCurve: Calculate the survival to the given date
survival(CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.CompositePeriod: Coupon Period Survival Probability
Survival(int, String, String, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioCreditCurveBuilder: Create a CreditCurve Instance from the Input Array of Survival Probabilities
Survival(int, String, String, String[], double[], double) - Static method in class org.drip.state.creator.ScenarioCreditCurveBuilder: Create a CreditCurve Instance from the Input Array of Survival Probabilities
survivalProbability() - Method in class org.drip.exposure.universe.MarketVertexEntity: Retrieve the Realized Entity Survival Probability
survivalProbability(JulianDate) - Method in class org.drip.historical.state.CreditCurveMetrics: Retrieve the Survival Probability corresponding to the specified Date
survivalProbabilityCreditLoading(EntityCDSLabel) - Method in class org.drip.analytics.output.BulletMetrics: Retrieve the Terminal Survival Probability Loading Coefficient for the specified Credit Latent State
SurvivalRecoveryState - Class in org.drip.template.state: SurvivalRecoveryState sets up the Calibration and the Construction of the Survival and the Recovery Latent States and examine the Emitted Metrics.
SurvivalRecoveryState() - Constructor for class org.drip.template.state.SurvivalRecoveryState
SurvivalRecoveryStateShifted - Class in org.drip.template.statebump: SurvivalRecoveryStateShifted demonstrates the Generation of the Tenor Bumped Credit Curves.
SurvivalRecoveryStateShifted() - Constructor for class org.drip.template.statebump.SurvivalRecoveryStateShifted
survivalToPayDate() - Method in class org.drip.param.pricer.CreditPricerParams: Retrieve the flag indicating whether the Survival is to be computed to the Pay Date (TRUE) or not
Suzhou - Class in org.drip.sample.bondeos: Suzhou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Suzhou.
Suzhou() - Constructor for class org.drip.sample.bondeos.Suzhou
SVCHoliday - Class in org.drip.analytics.holset: SVCHoliday holds the SVC Holidays.
SVCHoliday() - Constructor for class org.drip.analytics.holset.SVCHoliday: SVCHoliday Constructor
SwapOptionSettlement - Class in org.drip.market.otc: SwapOptionSettlement contains the details of the OTC Swap Option Settlements.
SwapOptionSettlement(int, int) - Constructor for class org.drip.market.otc.SwapOptionSettlement: SwapOptionSettlement Constructor
SwapOptionSettlementContainer - Class in org.drip.market.otc: SwapOptionSettlementContainer holds the Settlement Settings of the standard Option on an OTC Fix- Float Swap Contract.
SwapOptionSettlementContainer() - Constructor for class org.drip.market.otc.SwapOptionSettlementContainer
swapQuote() - Method in class org.drip.service.api.DiscountCurveInputInstrument: Retrieve the Array of Swap Quotes
swapRate() - Method in class org.drip.product.calib.FixFloatQuoteSet: Retrieve the Swap Rate
swapTenor() - Method in class org.drip.service.api.DiscountCurveInputInstrument: Retrieve the Array of Swap Tenors
sweepAskBlock(String, OrderBlock, boolean) - Method in class org.drip.oms.exchange.Venue: Sweep a Block to the Venue Ask Book for the Ticker
sweepBidBlock(String, OrderBlock, boolean) - Method in class org.drip.oms.exchange.Venue: Sweep a Block to the Venue Bid Book for the Ticker
sweepFee(String, double, double) - Method in class org.drip.oms.exchange.Venue: Estimate Liquidity Sweeping Fee for the specified Ticker at the Venue at the Price/Size.
SwitchIRCurve(String) - Static method in class org.drip.analytics.support.Helper: Switch the given IR curve if necessary
switchPrice() - Method in class org.drip.oms.switchable.StopOrder: Retrieve the Switch-to-Market Price
switchToMarket(CrossVenueMontageDigest) - Method in class org.drip.oms.switchable.StopOrder: Switch to Market Order based on the side and the L1 Montage
SWPM - Class in org.drip.sample.bloomberg: SWPM contains the sample demonstrating the replication of Bloomberg's SWPM functionality.
SWPM() - Constructor for class org.drip.sample.bloomberg.SWPM
SWPM_NEW - Class in org.drip.sample.bloomberg: SWPM_NEW contains the sample demonstrating the replication of Bloomberg's Latest SWPM Functionality.
SWPM_NEW() - Constructor for class org.drip.sample.bloomberg.SWPM_NEW
SWPMOIS - Class in org.drip.sample.bloomberg: SWPMOIS contains the sample demonstrating the replication of Bloomberg's SWPM OIS functionality.
SWPMOIS() - Constructor for class org.drip.sample.bloomberg.SWPMOIS
SylvesterInterpolantReconciler - Class in org.drip.sample.matrix: SylvesterInterpolantReconciler demonstrates the Construction and Usage of the Sylvester Matrix Interpolant.
SylvesterInterpolantReconciler() - Constructor for class org.drip.sample.matrix.SylvesterInterpolantReconciler
symmetricFundingValueAdjustment() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment
symmetricFundingValueAdjustment() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment
symmetricFundingValueAdjustment() - Method in interface org.drip.xva.gross.PathExposureAdjustment: Compute Path Symmetric Funding Value Adjustment
symmetricFundingValueAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Path Symmetric Funding Value Adjustment
symmetricFundingValueSpread01() - Method in class org.drip.xva.netting.CreditDebtGroupPath: Compute Path Symmetric Funding Value Spread 01
symmetricFundingValueSpread01() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Path Symmetric Funding Value Spread 01
SymmetricRdToNormedR1Kernel - Class in org.drip.learning.kernel: SymmetricRdToNormedR1Kernel exposes the Functionality behind the Kernel that is Normed R^d X Normed R^d To Supremum R¹, that is, a Kernel that symmetric in the Input Metric Vector Space in terms of both the Metric and the Dimensionality.
SymmetricRdToNormedR1Kernel(RdNormed, R1Normed) - Constructor for class org.drip.learning.kernel.SymmetricRdToNormedR1Kernel: SymmetricRdToNormedR1Kernel Constructor
SymmetricRdToNormedRdKernel - Class in org.drip.learning.kernel: SymmetricRdToNormedRdKernel exposes the Functionality behind the Kernel that is Normed R^d X Normed R^d To Normed R^d, that is, a Kernel that symmetric in the Input Metric Vector Space in terms of both the Metric and the Dimensionality.
SymmetricRdToNormedRdKernel(RdNormed, RdNormed) - Constructor for class org.drip.learning.kernel.SymmetricRdToNormedRdKernel: SymmetricRdToNormedRdKernel Constructor
symmetricTridiagonal() - Method in class org.drip.numerical.quadrature.GolubWelsch: Generate the Symmetric Tri-diagonal Matrix from the Recurrence J Matrix
symmetrizedDifferenceSequenceMetrics(SingleSequenceAgnosticMetrics[]) - Method in class org.drip.sequence.functional.EfronSteinMetrics: Compute the Function Sequence Agnostic Metrics associated with each Variate using the specified Ghost Symmetric Variable Copy
synthesize() - Method in class org.drip.optimization.lp.LinearProgramFormulator: Generate the Linear Equality List from the Relation List
syntheticCoefficientMap() - Method in class org.drip.optimization.lp.LinearProgramFormulator: Retrieve the Map of the Synthetic Coefficients
syntheticVariable() - Method in class org.drip.optimization.lp.LinearEquality: Retrieve the Synthetic Variable
SyntheticVariable - Class in org.drip.optimization.lp: SyntheticVariable holds the Specifications of a Synthetic Variable.
SyntheticVariable(String, double, int) - Constructor for class org.drip.optimization.lp.SyntheticVariable: SyntheticVariable Constructor
SyntheticVariableType - Class in org.drip.optimization.lp: SyntheticVariableType holds the Types of Synthetic Variables.
SyntheticVariableType() - Constructor for class org.drip.optimization.lp.SyntheticVariableType
systemic() - Method in class org.drip.capital.allocation.EntityComponentCapital: Retrieve the Entity Systemic Capital
systemic() - Method in class org.drip.capital.allocation.EntityComponentCapitalAssignment: Retrieve the Total Systemic Entity Capital
systemic() - Method in class org.drip.capital.allocation.EntityElasticityAttribution: Retrieve the Systemic Elasticity Attribution
systemic() - Method in class org.drip.capital.simulation.PathPnLRealization: Retrieve the Systemic Stress Event Incidence Ensemble
systemic() - Method in class org.drip.capital.simulation.StressEventIndicator: Retrieve the Systemic Random Event Indicator
Systemic(DiffusionEvaluatorOrnsteinUhlenbeck, double, double, int) - Static method in class org.drip.execution.latent.OrnsteinUhlenbeckSequence: Construct a Standard Systemic Instance of OrnsteinUhlenbeckSequence
SYSTEMIC - Static variable in class org.drip.capital.definition.StressScenarioType: Stress Scenario Type - SYSTEMIC
SYSTEMIC_STRESS_INCIDENCE_RANDOM_SAMPLING - Static variable in class org.drip.capital.setting.SimulationControl: Systemic Stress Incidence Sampling - Random
SYSTEMIC_STRESS_INCIDENCE_STRATIFIED_SAMPLING - Static variable in class org.drip.capital.setting.SimulationControl: Systemic Stress Incidence Sampling - Stratified
Systemic1974Baseline() - Static method in class org.drip.capital.stress.EventSpecification: Construct the 1974 Baseline Version of the Systemic Stress Event Specification
Systemic2008Baseline() - Static method in class org.drip.capital.stress.EventSpecification: Construct the 2008 Baseline Version of the Systemic Stress Event Specification
systemicAllocationCategory() - Method in class org.drip.capital.allocation.EntityCapitalAssignmentSetting: Retrieve the Systemic Allocation Category of the Capital Entity
systemicAllocationScheme() - Method in class org.drip.capital.allocation.EntityCapitalAssignmentSetting: Retrieve the Allocation Scheme for the Systemic Capital Component
SystemicDeepDownturn() - Static method in class org.drip.capital.stress.EventSpecification: Construct the Deep Down-turn Version of the Systemic Stress Event Specification
SystemicDollarDecline() - Static method in class org.drip.capital.stress.EventSpecification: Construct the Dollar Decline Version of the Systemic Stress Event Specification
systemicEvent(String) - Method in class org.drip.capital.entity.CapitalUnitEventContainer: Retrieve the Systemic Event by Name
systemicEventContainer() - Method in class org.drip.capital.entity.CapitalUnitEventContainer: Retrieve the Systemic Event Container
SystemicEventContainer - Class in org.drip.capital.stress: SystemicEventContainer contains the Scenario Stress Events' Specifications of the Systemic Stress Scenario Event Type that belong inside of a single Coordinate.
SystemicEventContainer() - Constructor for class org.drip.capital.stress.SystemicEventContainer: Empty SystemicEventContainer Constructor
systemicEventIncidenceCount(String) - Method in class org.drip.capital.simulation.CapitalUnitPathEnsemble
systemicEventIncidenceCount(String) - Method in interface org.drip.capital.simulation.PathEnsemble: Retrieve the Occurrence Count for the specified Systemic Event
systemicEventIncidenceCountMap() - Method in class org.drip.capital.simulation.CapitalUnitPathEnsemble
systemicEventIncidenceCountMap() - Method in interface org.drip.capital.simulation.PathEnsemble: Retrieve the Systemic Event Incidence Count Map
systemicGrossPnL() - Method in class org.drip.capital.explain.AllocatedPnLAttribution
systemicGrossPnL() - Method in class org.drip.capital.explain.PnLAttribution: Retrieve the Systemic Gross PnL
systemicGrossPnLExplainMap() - Method in class org.drip.capital.explain.AllocatedPnLAttribution
systemicGrossPnLExplainMap() - Method in class org.drip.capital.explain.PnLAttribution: Retrieve the Systemic Gross PnL Explain Map
systemicInstanceCountMap() - Method in class org.drip.capital.explain.AllocatedPnLAttribution
systemicInstanceCountMap() - Method in class org.drip.capital.explain.PnLAttribution: Retrieve the Systemic Instance Count Map
SystemicInterestRateShock() - Static method in class org.drip.capital.stress.EventSpecification: Construct the Interest Rate Shock Version of the Systemic Stress Event Specification
SystemicLostDecade() - Static method in class org.drip.capital.stress.EventSpecification: Construct the Lost Decade Version of the Systemic Stress Event Specification
systemicPnL() - Method in class org.drip.capital.explain.AllocatedPnLAttribution
systemicPnL() - Method in class org.drip.capital.explain.PnLAttribution: Retrieve the Systemic PnL
systemicPnLExplainMap() - Method in class org.drip.capital.explain.AllocatedPnLAttribution
systemicPnLExplainMap() - Method in class org.drip.capital.explain.PnLAttribution: Retrieve the Systemic PnL Explain Map
systemicProRata() - Method in class org.drip.capital.allocation.EntityElasticityAttribution: Retrieve the Pro-Rata Systemic Capital
SystemicScenarioDefinition - Class in org.drip.capital.definition: SystemicScenarioDefinition holds the various SYSTEMIC Definitions.
SystemicScenarioDefinition() - Constructor for class org.drip.capital.definition.SystemicScenarioDefinition
SystemicScenarioDefinitionContextManager - Class in org.drip.capital.env: SystemicScenarioDefinitionContextManager sets up the Predictor Scenario Specification Container.
SystemicScenarioDefinitionContextManager() - Constructor for class org.drip.capital.env.SystemicScenarioDefinitionContextManager
SystemicScenarioDesignContextManager - Class in org.drip.capital.env: SystemicScenarioDesignContextManager sets up the Credit Spread Event Container.
SystemicScenarioDesignContextManager() - Constructor for class org.drip.capital.env.SystemicScenarioDesignContextManager
SystemicScenarioPnLSeries - Class in org.drip.capital.shell: SystemicScenarioPnLSeries contains the PnL Series of a Systemic Stress Scenario.
SystemicScenarioPnLSeries(PnLSeries, PnLSeries, PnLSeries, PnLSeries, PnLSeries, PnLSeries) - Constructor for class org.drip.capital.shell.SystemicScenarioPnLSeries: SystemicScenarioPnLSeries Constructor
SystemicScenarioPnLSeriesPAA - Class in org.drip.capital.shell: SystemicScenarioPnLSeriesPAA contains the PAA Category Decomposition of the PnL Series of a Systemic Stress Scenario.
SystemicScenarioPnLSeriesPAA() - Constructor for class org.drip.capital.shell.SystemicScenarioPnLSeriesPAA: Empty SystemicScenarioPnLSeriesPAA Constructor
systemicStandaloneMultiplier() - Method in class org.drip.capital.allocation.EntityComponentCapital: Retrieve the Systemic Stand-alone Multiplier
systemicStressIncidenceSampling() - Method in class org.drip.capital.setting.SimulationControl: Retrieve the Systemic Stress Incidence Sampling Indicator
systemicStressShockIndicator() - Method in class org.drip.capital.systemicscenario.CreditSpreadEvent: Retrieve the Systemic Stress Shock Indicator
SystemicStressShockIndicator - Class in org.drip.capital.systemicscenario: SystemicStressShockIndicator holds the Directional Indicator Settings for a given Systemic Stress Shock Event.
SystemicStressShockIndicator(int, int, int, int, int) - Constructor for class org.drip.capital.systemicscenario.SystemicStressShockIndicator: SystemicStressShockIndicator Constructor
systemicTotal() - Method in class org.drip.capital.allocation.EntityElasticityAttribution: Retrieve the Total Systemic Component Capital

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