B-Index

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B

b() - Method in class org.drip.dynamics.hjm.G2PlusPlus: Retrieve B
b() - Method in class org.drip.dynamics.physical.ExponentialAffineZeroCoefficients: Retrieve Exponential Affine "B"
b() - Method in class org.drip.dynamics.sabr.ImpliedBlackVolatility: Retrieve B
b() - Method in class org.drip.function.r1tor1custom.AlmgrenEnhancedEulerUpdate: Retrieve the "B" Parameter
b() - Method in class org.drip.measure.crng.LinearCongruentialGenerator: Retrieve B
b() - Method in class org.drip.numerical.complex.C1CartesianPhiAB: Retrieve the b Parameter
b() - Method in class org.drip.numerical.complex.C1CartesianPhiAlphaBetaTheta: Retrieve the b Parameter
b() - Method in class org.drip.specialfunction.definition.HypergeometricParameters: Retrieve 'b'
B() - Method in class org.drip.function.r1tor1custom.SABRLIBORCapVolatility: Return "B"
BA1Attribution - Class in org.drip.sample.forwardratefuturespnl: BA1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the BA1 Series.
BA1Attribution() - Constructor for class org.drip.sample.forwardratefuturespnl.BA1Attribution
BA1ClosesReconstitutor - Class in org.drip.sample.forwardratefuturesfeed: BA1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formatted BA1 Closes Feed.
BA1ClosesReconstitutor() - Constructor for class org.drip.sample.forwardratefuturesfeed.BA1ClosesReconstitutor
baaSpreadChange() - Method in class org.drip.capital.systemicscenario.CreditSpreadEvent: Retrieve the Baa Spread Change Criterion
BaaSpreadChange(double) - Static method in class org.drip.capital.systemicscenario.Criterion: Construct the Baa Spread Change Criterion
BackgroundParticipationRate - Interface in org.drip.execution.profiletime: BackgroundParticipationRate exposes the Background Profile Adjusted Version of the Participation Rate Transaction Function as described in the "Trading Time" Model.
BackgroundParticipationRateLinear - Interface in org.drip.execution.profiletime: BackgroundParticipationRateLinear exposes the Background Profile Adjusted Version of the Linear Participation Rate Transaction Function as described in the "Trading Time" Model.
backgroundVolume() - Method in class org.drip.execution.parameters.AssetTransactionSettings: Retrieve the Background Volume
backtracking() - Method in class org.drip.graph.astar.MalikAllardCompositeHeuristic: Retrieve the Primary Malik-Allard (1983) Back-tracking Heuristic
backwardDirectedGraph() - Method in class org.drip.graph.bellmanford.EdgePartition: Retrieve the Backward Directed Graph
BackwardEdgeDates(int, int, String, DateAdjustParams, int) - Static method in class org.drip.analytics.support.CompositePeriodBuilder: Generate a list of period edge dates backward from the end.
BackwardEdgeDates(JulianDate, JulianDate, String, DateAdjustParams, int) - Static method in class org.drip.analytics.support.CompositePeriodBuilder: Generate a list of period edge dates backward from the end.
BAKHoliday - Class in org.drip.analytics.holset: BAKHoliday holds the BAK Holidays.
BAKHoliday() - Constructor for class org.drip.analytics.holset.BAKHoliday: BAKHoliday Constructor
BalancedPartition(int[]) - Static method in class org.drip.service.common.ArrayUtil: Given an array containing only positive integers, return if you can pick two integers from the array which cuts the array into three pieces such that the sum of elements in all pieces is equal.
BalanceSheet - Class in org.drip.capital.bcbs: BalanceSheet holds the Quantities used to compute the Capital/Liquidity Ratios in the BCBS Standards.
BalanceSheet(BalanceSheetCapital, BalanceSheetLiquidity, BalanceSheetFunding) - Constructor for class org.drip.capital.bcbs.BalanceSheet: BalanceSheet Constructor
balanceSheetCapital() - Method in class org.drip.capital.bcbs.BalanceSheet: Retrieve the Balance Sheet Capital Composite
BalanceSheetCapital - Class in org.drip.capital.bcbs: BalanceSheetCapital holds the Quantities used to compute the Capital Compliance Ratios in the BCBS Standards.
BalanceSheetCapital(double, double, double, double, double) - Constructor for class org.drip.capital.bcbs.BalanceSheetCapital: BalanceSheetCapital Constructor
BalanceSheetEdge - Class in org.drip.xva.basel: BalanceSheetEdge implements the Balance Sheet Edge Component of the Streamlined Accounting Framework for OTC Derivatives, as described in Albanese and Andersen (2014).
BalanceSheetEdge(BalanceSheetVertex, BalanceSheetVertex) - Constructor for class org.drip.xva.basel.BalanceSheetEdge: BalanceSheetEdge Constructor
balanceSheetFunding() - Method in class org.drip.capital.bcbs.BalanceSheet: Retrieve the Balance Sheet Funding Composite
BalanceSheetFunding - Class in org.drip.capital.bcbs: BalanceSheetFunding holds the Quantities used to compute the Stable FUnding Ratios in the BCBS Standards.
BalanceSheetFunding(double, double, String) - Constructor for class org.drip.capital.bcbs.BalanceSheetFunding: BalanceSheetFunding Constructor
balanceSheetLiquidity() - Method in class org.drip.capital.bcbs.BalanceSheet: Retrieve the Balance Sheet Liquidity Composite
BalanceSheetLiquidity - Class in org.drip.capital.bcbs: BalanceSheetLiquidity holds the Liquidity Related Fields needed for computing the Compliance Ratios.
BalanceSheetLiquidity(HighQualityLiquidAsset, double, String, boolean) - Constructor for class org.drip.capital.bcbs.BalanceSheetLiquidity: BalanceSheetLiquidity Constructor
BalanceSheetVertex - Class in org.drip.xva.basel: BalanceSheetVertex implements the Balance Sheet Vertex Component of the Streamlined Accounting Framework for OTC Derivatives, as described in Albanese and Andersen (2014).
BalanceSheetVertex(double, double, double, double, double, double) - Constructor for class org.drip.xva.basel.BalanceSheetVertex: BalanceSheetVertex Constructor
BalanceString(String) - Static method in class org.drip.service.common.StringUtil: Given a string containing only 4 kinds of characters 'Q', 'W', 'E' and 'R'.
Bally - Class in org.drip.sample.bondmetrics: Bally generates the Full Suite of Replication Metrics for Bond Bally.
Bally() - Constructor for class org.drip.sample.bondmetrics.Bally
BAM - Static variable in class org.drip.capital.definition.Product: BAM Product
bannehekeEkayanakeMedianApproximation() - Method in class org.drip.measure.gamma.R1ShapeScaleDistribution: Compute the Banneheke-Ekayanake Approximation for the Median when k gte 1
BannisterEppsteinPathGenerator - Class in org.drip.graph.bellmanford: BannisterEppsteinPathGenerator generates the Shortest Path for a Directed Graph using the Bellman-Ford Algorithm with the Bannister and Eppstein (2012) Edge Partitioning Scheme applied to improve the Worst-Case Behavior.
BannisterEppsteinPathGenerator(Directed<?>, boolean, FHeuristic) - Constructor for class org.drip.graph.bellmanford.BannisterEppsteinPathGenerator: BannisterEppsteinPathGenerator Constructor
BannisterEppsteinSinglePair - Class in org.drip.sample.shortestpath: BannisterEppsteinSinglePair illustrates the Shortest Path Generation for a Directed Graph using the Bellman-Ford Algorithm for a given Source Destination Pair with the Bannister and Eppstein (2012) Edge Partition Scheme applied.
BannisterEppsteinSinglePair() - Constructor for class org.drip.sample.shortestpath.BannisterEppsteinSinglePair
BannisterEppsteinSingleSource - Class in org.drip.sample.shortestpath: BannisterEppsteinSingleSource illustrates the Shortest Path Generation for a Directed Graph using the Bellman-Ford Algorithm for a given Source with the Bannister and Eppstein (2012) Edge Partition Scheme applied.
BannisterEppsteinSingleSource() - Constructor for class org.drip.sample.shortestpath.BannisterEppsteinSingleSource
Baoding - Class in org.drip.sample.bondeos: Baoding demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Baoding.
Baoding() - Constructor for class org.drip.sample.bondeos.Baoding
Baoji - Class in org.drip.sample.bondeos: Baoji demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Baoji.
Baoji() - Constructor for class org.drip.sample.bondeos.Baoji
Baotou - Class in org.drip.sample.bondeos: Baotou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Baotou.
Baotou() - Constructor for class org.drip.sample.bondeos.Baotou
Bardhaman - Class in org.drip.sample.loan: Bardhaman demonstrates the Analytics Calculation/Reconciliation for the Loan Bardhaman.
Bardhaman() - Constructor for class org.drip.sample.loan.Bardhaman
Bareilly - Class in org.drip.sample.bondfixed: Bareilly demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Bareilly.
Bareilly() - Constructor for class org.drip.sample.bondfixed.Bareilly
bArray() - Method in class org.drip.optimization.canonical.ILPConstraint: Retrieve "b" Array
bArray() - Method in class org.drip.optimization.canonical.LPConstraint: Retrieve "b" Array
BarrierFixedPointFinder - Class in org.drip.function.rdtor1solver: BarrierFixedPointFinder invokes the Iterative Finders for locating the Fixed Point of R^d To R¹ Convex/Non-Convex Functions Under Inequality Constraints using Barrier Sequences of decaying Strengths.
BarrierFixedPointFinder(RdToR1, RdToR1[], InteriorPointBarrierControl, LineStepEvolutionControl) - Constructor for class org.drip.function.rdtor1solver.BarrierFixedPointFinder: BarrierFixedPointFinder Constructor
barrierStrength() - Method in class org.drip.function.rdtor1solver.InteriorFixedPointFinder: Retrieve the Barrier Strength
BartelsStewartScheme - Class in org.drip.numerical.linearsolver: BartelsStewartScheme implements the solution to Sylvester Equation, which is defined by: A.X + X.B = RHS X is the unknown whose solution is to sought.
BartelsStewartScheme(SylvesterEquation, double[][], boolean) - Constructor for class org.drip.numerical.linearsolver.BartelsStewartScheme: BartelsStewartScheme Constructor
base() - Method in class org.drip.param.market.CreditCurveScenarioContainer: Return the base credit curve
base() - Method in class org.drip.param.market.DiscountCurveScenarioContainer: Return the base Discount Curve
base() - Method in class org.drip.spline.params.ResponseValueSensitivityConstraint: Retrieve the base SegmentResponseValueConstraint Instance
Base - Class in org.drip.analytics.eventday: Base is an abstraction around holiday and description.
Base(String) - Constructor for class org.drip.analytics.eventday.Base: Constructs the Base instance from the description
BASE_CORRELATION_CORRELATION - Static variable in class org.drip.simm.credit.CRQSystemics20: Base Correlation - Correlation across Index Families
BASE_CORRELATION_CORRELATION - Static variable in class org.drip.simm.credit.CRQSystemics21: Base Correlation - Correlation across Index Families
BASE_CORRELATION_CORRELATION - Static variable in class org.drip.simm.credit.CRQSystemics24: Base Correlation - Correlation across Index Families
BASE_CORRELATION_RISK_WEIGHT - Static variable in class org.drip.simm.credit.CRQSystemics20: Base Correlation - Risk Weight
BASE_CORRELATION_RISK_WEIGHT - Static variable in class org.drip.simm.credit.CRQSystemics21: Base Correlation - Risk Weight
BASE_CORRELATION_RISK_WEIGHT - Static variable in class org.drip.simm.credit.CRQSystemics24: Base Correlation - Risk Weight
BASE_DIAGONAL_ENTROPY_ASYMPTOTE_EXPONENT - Static variable in class org.drip.learning.bound.DiagonalOperatorCoveringBound: Asymptote on the Base Diagonal Operator Entropy Number
BaseballScore(String[]) - Static method in class org.drip.service.common.ArrayUtil: Tom plays a game in which he throws a baseball at various blocks marked with a symbol.
baseCalculationType() - Method in class org.drip.analytics.daycount.DC1_1
baseCalculationType() - Method in class org.drip.analytics.daycount.DC28_360
baseCalculationType() - Method in class org.drip.analytics.daycount.DC30_360
baseCalculationType() - Method in class org.drip.analytics.daycount.DC30_365
baseCalculationType() - Method in class org.drip.analytics.daycount.DC30_Act
baseCalculationType() - Method in class org.drip.analytics.daycount.DC30E_360_ISDA
baseCalculationType() - Method in class org.drip.analytics.daycount.DC30E_360
baseCalculationType() - Method in class org.drip.analytics.daycount.DC30EPLUS_360_ISDA
baseCalculationType() - Method in class org.drip.analytics.daycount.DCAct_360
baseCalculationType() - Method in class org.drip.analytics.daycount.DCAct_364
baseCalculationType() - Method in class org.drip.analytics.daycount.DCAct_365
baseCalculationType() - Method in class org.drip.analytics.daycount.DCAct_365L
baseCalculationType() - Method in class org.drip.analytics.daycount.DCAct_Act_ISDA
baseCalculationType() - Method in class org.drip.analytics.daycount.DCAct_Act_UST
baseCalculationType() - Method in class org.drip.analytics.daycount.DCAct_Act
baseCalculationType() - Method in interface org.drip.analytics.daycount.DCFCalculator: Retrieves the base calculation type corresponding to the DCF Calculator
baseCalculationType() - Method in class org.drip.analytics.daycount.DCNL_360
baseCalculationType() - Method in class org.drip.analytics.daycount.DCNL_365
baseCalculationType() - Method in class org.drip.analytics.daycount.DCNL_Act
Basel(double) - Static method in class org.drip.xva.settings.StandardizedExposureGeneratorScheme: Construct a Basel Instance of the StandardizedExposureGeneratorScheme
Basel_III(double, double) - Static method in class org.drip.capital.bcbs.BalanceSheetFunding: Construct the Basel III Version of BalanceSheetFunding
Basel_III(HighQualityLiquidAsset, double, boolean) - Static method in class org.drip.capital.bcbs.BalanceSheetLiquidity: Construct the Basel III Standard Version of Balance Sheet Liquidity
Basel_III_2013() - Static method in class org.drip.capital.bcbs.CapitalMetricsStandard: Construct the Basel III 2013 Version of the Capital Metrics Standard
Basel_III_2014() - Static method in class org.drip.capital.bcbs.CapitalMetricsStandard: Construct the Basel III 2014 Version of the Capital Metrics Standard
Basel_III_2015() - Static method in class org.drip.capital.bcbs.CapitalMetricsStandard: Construct the Basel III 2015 Version of the Capital Metrics Standard
Basel_III_2015() - Static method in class org.drip.capital.bcbs.LiquidityMetrics: Construct the Basel III 2015 Version of the Liquidity Metrics Standard
Basel_III_2016() - Static method in class org.drip.capital.bcbs.CapitalMetricsStandard: Construct the Basel III 2016 Version of the Capital Metrics Standard
Basel_III_2016() - Static method in class org.drip.capital.bcbs.LiquidityMetrics: Construct the Basel III 2016 Version of the Liquidity Metrics Standard
Basel_III_2017() - Static method in class org.drip.capital.bcbs.CapitalMetricsStandard: Construct the Basel III 2017 Version of the Capital Metrics Standard
Basel_III_2017() - Static method in class org.drip.capital.bcbs.LiquidityMetrics: Construct the Basel III 2017 Version of the Liquidity Metrics Standard
Basel_III_2018() - Static method in class org.drip.capital.bcbs.CapitalMetricsStandard: Construct the Basel III 2018 Version of the Capital Metrics Standard
Basel_III_2018() - Static method in class org.drip.capital.bcbs.LiquidityMetrics: Construct the Basel III 2018 Version of the Liquidity Metrics Standard
Basel_III_2019() - Static method in class org.drip.capital.bcbs.CapitalMetricsStandard: Construct the Basel III 2019 Version of the Capital Metrics Standard
Basel_III_2019() - Static method in class org.drip.capital.bcbs.LiquidityMetrics: Construct the Basel III 2019 Version of the Liquidity Metrics Standard
BASEL_STANDARD_TIME_INTEGRAND - Static variable in class org.drip.xva.settings.StandardizedExposureGeneratorScheme: Basel Standard Time Integrand
Basel32013Compliance - Class in org.drip.sample.bcbs: Basel32013Compliance illustrates the Basel III 2013 Capital Metrics Compliance Checks along with Liquidity Compliance Checks for several Liquidity Metrics Standards.
Basel32013Compliance() - Constructor for class org.drip.sample.bcbs.Basel32013Compliance
Basel32014Compliance - Class in org.drip.sample.bcbs: Basel32014Compliance illustrates the Basel III 2014 Capital Metrics Compliance Checks along with Liquidity Compliance Checks for several Liquidity Metrics Standards.
Basel32014Compliance() - Constructor for class org.drip.sample.bcbs.Basel32014Compliance
Basel32015Compliance - Class in org.drip.sample.bcbs: Basel32015Compliance illustrates the Basel III 2015 Capital Metrics Compliance Checks along with Liquidity Compliance Checks for several Liquidity Metrics Standards.
Basel32015Compliance() - Constructor for class org.drip.sample.bcbs.Basel32015Compliance
Basel32016Compliance - Class in org.drip.sample.bcbs: Basel32016Compliance illustrates the Basel III 2016 Capital Metrics Compliance Checks along with Liquidity Compliance Checks for several Liquidity Metrics Standards.
Basel32016Compliance() - Constructor for class org.drip.sample.bcbs.Basel32016Compliance
Basel32017Compliance - Class in org.drip.sample.bcbs: Basel32017Compliance illustrates the Basel III 2017 Capital Metrics Compliance Checks along with Liquidity Compliance Checks for several Liquidity Metrics Standards.
Basel32017Compliance() - Constructor for class org.drip.sample.bcbs.Basel32017Compliance
Basel32018Compliance - Class in org.drip.sample.bcbs: Basel32018Compliance illustrates the Basel III 2018 Capital Metrics Compliance Checks along with Liquidity Compliance Checks for several Liquidity Metrics Standards.
Basel32018Compliance() - Constructor for class org.drip.sample.bcbs.Basel32018Compliance
Basel32019Compliance - Class in org.drip.sample.bcbs: Basel32019Compliance illustrates the Basel III 2019 Capital Metrics Compliance Checks along with Liquidity Compliance Checks for several Liquidity Metrics Standards.
Basel32019Compliance() - Constructor for class org.drip.sample.bcbs.Basel32019Compliance
baselExposureDigest(StandardizedExposureGeneratorScheme) - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator: Generate the Basel Exposure Digest
BaselExposureDigest - Class in org.drip.xva.gross: BaselExposureDigest holds the Conservative Exposure Measures generated using the Standardized Basel Approach.
BaselExposureDigest(double, double, double, double, double) - Constructor for class org.drip.xva.gross.BaselExposureDigest: BaselExposureDigest Constructor
baseline() - Method in class org.drip.numerical.estimation.R1Estimate: Retrieve the Base Line Numerical Estimate
baseline() - Method in class org.drip.numerical.integration.QuadratureEstimate: Retrieve the Baseline Quadrature Estimate
BASELINE_1974 - Static variable in class org.drip.capital.definition.SystemicScenarioDefinition: 1974 Baseline SYSTEMIC Scenario
BASELINE_2008 - Static variable in class org.drip.capital.definition.SystemicScenarioDefinition: 2008 Baseline SYSTEMIC Scenario
baseline1974() - Method in class org.drip.capital.shell.SystemicScenarioPnLSeries: Retrieve the 1974 Baseline PnL Series
baseline1974DecompositionMap() - Method in class org.drip.capital.shell.SystemicScenarioPnLSeriesPAA: Retrieve the 1974 Baseline PAA Category PnL Decomposition Map
baseline2008() - Method in class org.drip.capital.shell.SystemicScenarioPnLSeries: Retrieve the 2008 Baseline PnL Series
baseline2008DecompositionMap() - Method in class org.drip.capital.shell.SystemicScenarioPnLSeriesPAA: Retrieve the 2008 Baseline PAA Category PnL Decomposition Map
BaselineOnly(double) - Static method in class org.drip.numerical.estimation.R1Estimate: Construct a Base Line Version without Bounds
baselineSwapRate() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the Baseline Swap Rate
BaselPhaseInArrangements - Class in org.drip.sample.bcbs: BaselPhaseInArrangements illustrates the Basel III Capital/Liquidity Phase-in Arrangement Schedule.
BaselPhaseInArrangements() - Constructor for class org.drip.sample.bcbs.BaselPhaseInArrangements
baseMeasures() - Method in class org.drip.analytics.output.ComponentMeasures: Retrieve the Base Measure Map
baseNotional() - Method in class org.drip.analytics.cashflow.Bullet: Get the Base Notional
baseNotional() - Method in class org.drip.analytics.cashflow.CompositePeriod: Get the Period Base Notional
baseNotional() - Method in class org.drip.param.period.CompositePeriodSetting: Retrieve the Base Notional
baseRate() - Method in class org.drip.product.calib.CompositePeriodQuoteSet: Get the Period Base Coupon Rate
baseRate(CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.ComposableUnitFixedPeriod
baseRate(CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.ComposableUnitFloatingPeriod: Retrieve the Reference Rate for the Floating Period
baseRate(CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.ComposableUnitPeriod: Get the Period Base Coupon Rate
BaseTsyBmk(int, int) - Static method in class org.drip.analytics.support.Helper: Return the standard on-the-run benchmark treasury string from the valuation and the maturity dates
BASIC_MATERIALS - Static variable in class org.drip.simm.credit.SectorSystemics: The Basic Materials Sector
basicConsumption() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityCashFlow: Retrieve the Investor Basic Consumption
basicConsumption() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityStream: Retrieve the Investor's Basic Consumption Settings
basicConsumptionDF() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityCashFlow: Retrieve the Investor Basic Consumption Discount Factor
basicConsumptionDF(double) - Method in class org.drip.portfolioconstruction.alm.DiscountRate: Retrieve the Basic Consumption Discount Factor
basicConsumptionPV() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityMetrics: Retrieve the PV of the Basic Consumption
basicConsumptionRate() - Method in class org.drip.portfolioconstruction.alm.DiscountRate: Retrieve the Basic Consumption Discount Rate
basicConsumptionSpread() - Method in class org.drip.portfolioconstruction.alm.DiscountRate: Retrieve the Basic Consumption Spread
basis() - Method in class org.drip.analytics.cashflow.ComposableUnitFixedPeriod
basis() - Method in class org.drip.analytics.cashflow.ComposableUnitFloatingPeriod
basis() - Method in class org.drip.analytics.cashflow.ComposableUnitPeriod: Get the Period Coupon Basis
basis() - Method in class org.drip.analytics.cashflow.CompositePeriod: Retrieve the Period Basis
basis() - Method in class org.drip.param.period.ComposableFixedUnitSetting: Retrieve the Fixed Coupon Basis
basis() - Method in class org.drip.product.calib.CompositePeriodQuoteSet: Get the Period Coupon Basis
basis() - Method in class org.drip.product.calib.StreamQuoteSet: Retrieve the Basis
basis() - Method in class org.drip.product.rates.Stream: Retrieve the Stream Coupon Basis
basis() - Method in class org.drip.state.csa.MultilateralBasisCurve: Retrieve the Basis to the Overnight Curve
basis(int) - Method in interface org.drip.state.basis.BasisEstimator: Calculate the Basis to the given Date
basis(int) - Method in class org.drip.state.curve.BasisSplineBasisCurve
basis(String) - Method in class org.drip.state.basis.BasisCurve
basis(String) - Method in interface org.drip.state.basis.BasisEstimator: Calculate the Basis to the given Tenor
basis(JulianDate) - Method in class org.drip.state.basis.BasisCurve
basis(JulianDate) - Method in interface org.drip.state.basis.BasisEstimator: Calculate the Basis to the given Date
BASIS_POINT - Static variable in class org.drip.capital.systemicscenario.CriterionUnit: The BASIS POINT Criterion Unit
BASIS_SPLINE_BERNSTEIN_POLYNOMIAL - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder: Bernstein Polynomial Spline
BASIS_SPLINE_EXPONENTIAL_MIXTURE - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder: Exponential Mixture Basis Spline
BASIS_SPLINE_EXPONENTIAL_RATIONAL - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder: Exponential Rational Basis Spline
BASIS_SPLINE_EXPONENTIAL_TENSION - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder: Exponential Tension Spline
BASIS_SPLINE_HYPERBOLIC_TENSION - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder: Hyperbolic Tension Spline
BASIS_SPLINE_KAKLIS_PANDELIS - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder: Kaklis Pandelis Spline
BASIS_SPLINE_KLK_EXPONENTIAL_TENSION - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder: Koch-Lyche-Kvasov Exponential Tension Spline
BASIS_SPLINE_KLK_HYPERBOLIC_TENSION - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder: Koch-Lyche-Kvasov Hyperbolic Tension Spline
BASIS_SPLINE_KLK_RATIONAL_LINEAR_TENSION - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder: Koch-Lyche-Kvasov Rational Linear Tension Spline
BASIS_SPLINE_KLK_RATIONAL_QUADRATIC_TENSION - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder: Koch-Lyche-Kvasov Rational Quadratic Tension Spline
BASIS_SPLINE_POLYNOMIAL - Static variable in class org.drip.spline.stretch.MultiSegmentSequenceBuilder: Polynomial Spline
basisBestFitPenalty(int, int) - Method in class org.drip.spline.segment.BestFitFlexurePenalizer: Compute the Best Fit Cross-Product Penalty for the given Basis Pair
BasisBSplineSet - Class in org.drip.sample.spline: BasisBSplineSet implements Samples for the Construction and the usage of various basis spline functions.
BasisBSplineSet() - Constructor for class org.drip.sample.spline.BasisBSplineSet
BasisCurve - Class in org.drip.state.basis: BasisCurve is the Stub for the Basis between a Pair of Forward Curves.
BasisEstimator - Interface in org.drip.state.basis: BasisEstimator is the interface that exposes the calculation of the Basis between any two latent states.
basisEvaluator() - Method in class org.drip.spline.params.PreceedingManifestSensitivityControl: Retrieve the Basis Evaluator Instance
basisEvaluator() - Method in class org.drip.spline.segment.LatentStateResponseModel: Retrieve the Basis Evaluator
BasisEvaluator - Interface in org.drip.spline.segment: BasisEvaluator implements the Segment's Basis Evaluator Functions.
BasisHatPairGenerator - Class in org.drip.spline.bspline: BasisHatPairGenerator implements the generation functionality behind the hat basis function pair.
BasisHatPairGenerator() - Constructor for class org.drip.spline.bspline.BasisHatPairGenerator
BasisHatShapeControl - Class in org.drip.spline.bspline: BasisHatShapeControl implements the shape control function for the hat basis set as laid out in the framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
BasisHatShapeControl(double, double, String, double) - Constructor for class org.drip.spline.bspline.BasisHatShapeControl: BasisHatShapeControl constructor
BasisMonicBSpline - Class in org.drip.sample.spline: BasisMonicBSpline implements Samples for the Construction and the usage of various monic basis B Splines.
BasisMonicBSpline() - Constructor for class org.drip.sample.spline.BasisMonicBSpline
BasisMonicHatComparison - Class in org.drip.sample.spline: BasisMonicHatComparison implements the comparison of the basis hat functions used in the construction of the monic basis B Splines.
BasisMonicHatComparison() - Constructor for class org.drip.sample.spline.BasisMonicHatComparison
BasisMulticBSpline - Class in org.drip.sample.spline: BasisMulticBSpline implements Samples for the Construction and the usage of various multic basis B Splines.
BasisMulticBSpline() - Constructor for class org.drip.sample.spline.BasisMulticBSpline
basisOnDerivedComponent() - Method in class org.drip.market.otc.FloatFloatSwapConvention: Retrieve the Flag indicating whether the Basis is to be applied to the Derived or the Reference Component
basisOnDerivedStream() - Method in class org.drip.market.otc.FloatFloatSwapConvention: Retrieve the Flag indicating whether the Basis is to be applied to the Derived or the Reference Stream
basisPairConstraintCoefficient(int, int) - Method in class org.drip.spline.segment.BestFitFlexurePenalizer: Compute the Basis Pair Penalty Coefficient for the Best Fit and the Curvature Penalties
basisPairCurvaturePenalty(int, int) - Method in class org.drip.spline.segment.BestFitFlexurePenalizer: Compute the Cross-Curvature Penalty for the given Basis Pair
basisPairLengthPenalty(int, int) - Method in class org.drip.spline.segment.BestFitFlexurePenalizer: Compute the Cross-Length Penalty for the given Basis Pair
basisPairPenaltyConstraint(int) - Method in class org.drip.spline.segment.BestFitFlexurePenalizer: Compute the Penalty Constraint for the Basis Pair
basisQuote(ProductQuoteSet) - Method in class org.drip.analytics.cashflow.CompositeFixedPeriod
basisQuote(ProductQuoteSet) - Method in class org.drip.analytics.cashflow.CompositeFloatingPeriod
basisQuote(ProductQuoteSet) - Method in class org.drip.analytics.cashflow.CompositePeriod: Retrieve the Period Calibration Basis Quote from the specified product quote set
basisSetParams() - Method in class org.drip.spline.params.SegmentCustomBuilderControl: Retrieve the Basis Set Parameters
basisSpline() - Method in class org.drip.spline.params.SegmentCustomBuilderControl: Retrieve the Basis Spline Name
BasisSplineBasisCurve - Class in org.drip.state.curve: BasisSplineBasisCurve manages the Basis Latent State, using the Basis as the State Response Representation.
BasisSplineBasisCurve(ForwardLabel, ForwardLabel, boolean, Span) - Constructor for class org.drip.state.curve.BasisSplineBasisCurve: BasisSplineBasisCurve constructor
BasisSplineDeterministicVolatility - Class in org.drip.state.curve: BasisSplineDeterministicVolatility extends the BasisSplineTermStructure for the specific case of the Implementation of the Deterministic Volatility Term Structure.
BasisSplineDeterministicVolatility(int, CustomLabel, String, Span) - Constructor for class org.drip.state.curve.BasisSplineDeterministicVolatility: BasisSplineDeterministicVolatility Constructor
BasisSplineForwardRate - Class in org.drip.state.curve: BasisSplineForwardRate manages the Forward Latent State, using the Forward Rate as the State Response Representation.
BasisSplineForwardRate(ForwardLabel, OverlappingStretchSpan) - Constructor for class org.drip.state.curve.BasisSplineForwardRate: BasisSplineForwardRate constructor
BasisSplineFXForward - Class in org.drip.state.curve: BasisSplineFXForward manages the Basis Latent State, using the Basis as the State Response Representation.
BasisSplineFXForward(CurrencyPair, Span) - Constructor for class org.drip.state.curve.BasisSplineFXForward: BasisSplineFXForward constructor
BasisSplineGovvieYield - Class in org.drip.state.curve: BasisSplineGovvieYield manages the Basis Spline Latent State, using the Basis as the State Response Representation, for the Govvie Curve with Yield Quantification Metric.
BasisSplineGovvieYield(String, String, Span) - Constructor for class org.drip.state.curve.BasisSplineGovvieYield: BasisSplineGovvieYield Constructor
BasisSplineMarketSurface - Class in org.drip.state.curve: BasisSplineMarketSurface implements the Market surface that holds the latent state Dynamics parameters.
BasisSplineMarketSurface(int, CustomLabel, String, WireSurfaceStretch) - Constructor for class org.drip.state.curve.BasisSplineMarketSurface: BasisSplineMarketSurface Constructor
BasisSplineRegressionEngine - Class in org.drip.regression.spline: BasisSplineRegressionEngine implements the RegressionEngine class for the basis spline functionality.
BasisSplineRegressionEngine(int, int) - Constructor for class org.drip.regression.spline.BasisSplineRegressionEngine: BasisSplineRegressionEngine Constructor
BasisSplineRegressor - Class in org.drip.regression.spline: BasisSplineRegressor implements the custom basis spline regressor for the given basis spline.
BasisSplineRegressorSet - Class in org.drip.regression.spline: BasisSplineRegressorSet carries out regression testing for the following series of basis splines:

#1: Polynomial Basis Spline, n = 2 basis functions, and Ck = 0.
BasisSplineRegressorSet() - Constructor for class org.drip.regression.spline.BasisSplineRegressorSet: BasisSplineRegressorSet constructor - Creates the base spline parameter and initializes the regression objects
BasisSplineRepoCurve - Class in org.drip.state.curve: BasisSplineRepoCurve manages the Basis Latent State, using the Repo as the State Response Representation.
BasisSplineRepoCurve(Component, Span) - Constructor for class org.drip.state.curve.BasisSplineRepoCurve: BasisSplineRepoCurve constructor
BasisSplineSet - Class in org.drip.sample.spline: BasisSplineSet implements Samples for the Construction and the usage of various basis spline functions.
BasisSplineSet() - Constructor for class org.drip.sample.spline.BasisSplineSet
BasisSplineTermStructure - Class in org.drip.state.curve: BasisSplineTermStructure implements the TermStructure Interface - if holds the latent states Term Structure Parameters.
BasisSplineTermStructure(int, CustomLabel, String, Span) - Constructor for class org.drip.state.curve.BasisSplineTermStructure: BasisSplineTermStructure Constructor
BasisTensionSplineSet - Class in org.drip.sample.spline: BasisTensionSplineSet implements Samples for the Construction and the usage of various basis spline functions.
BasisTensionSplineSet() - Constructor for class org.drip.sample.spline.BasisTensionSplineSet
basket() - Method in class org.drip.product.govvie.TreasuryFutures: Retrieve the Bond Basket Array
BasketAggregateMeasuresGeneration - Class in org.drip.sample.bond: BasketAggregateMeasuresGeneration contains a demo of the bond basket Measure generation Sample.
BasketAggregateMeasuresGeneration() - Constructor for class org.drip.sample.bond.BasketAggregateMeasuresGeneration
BasketMarketParamRef - Interface in org.drip.product.definition: BasketMarketParamRef interface provides stubs for basket name, IR curve, forward curve, credit curve, TSY curve, and needed to value the component.
BasketMeasures - Class in org.drip.analytics.output: BasketMeasures is the place holder for the analytical basket measures, optionally across scenarios.
BasketMeasures() - Constructor for class org.drip.analytics.output.BasketMeasures: Empty constructor - all members initialized to NaN or null
basketNotional() - Method in class org.drip.market.exchange.TreasuryFuturesConvention: Retrieve the Treasury Futures Basket Notional
BasketProduct - Class in org.drip.product.definition: BasketProduct abstract class extends MarketParamRef.
BasketProduct() - Constructor for class org.drip.product.definition.BasketProduct
BATISTA_KARAWIA_DEFAULT_GAMMA - Static variable in class org.drip.numerical.linearsolver.ShermanMorrisonScheme: Batistia-Karawia Default Gamma
batistaKarawiaMatrix() - Method in class org.drip.numerical.linearsolver.ShermanMorrisonScheme: Construct a Batista-Karawia Modification to the Periodic Tridiagonal Matrix
BayesianDriftTrajectoryDependence - Class in org.drip.sample.trend: BayesianDriftTrajectoryDependence demonstrates the Dependence of the Trading Trajectory achieved from using an Optimal Trajectory for a Price Process as a Function of the Bayesian Drift Parameters.
BayesianDriftTrajectoryDependence() - Constructor for class org.drip.sample.trend.BayesianDriftTrajectoryDependence
BayesianDriftTransactionDependence - Class in org.drip.sample.trend: BayesianDriftTransactionDependence demonstrates the Gains achieved from using an Optimal Trajectory for a Price Process as a Function of the Bayesian Drift Parameters.
BayesianDriftTransactionDependence() - Constructor for class org.drip.sample.trend.BayesianDriftTransactionDependence
BayesianGain - Class in org.drip.sample.trend: BayesianGain demonstrates the Gains achieved from using an Optimal Trajectory for a Price Process with Bayesian Drift, Arithmetic Volatility, and Linear Temporary Market Impact across a Set of Drifts.
BayesianGain() - Constructor for class org.drip.sample.trend.BayesianGain
BayesianPriceProcess - Class in org.drip.sample.trend: BayesianPriceProcess demonstrates the Evolution Process for an Asset Price with a Uncertain (Bayesian) Drift.
BayesianPriceProcess() - Constructor for class org.drip.sample.trend.BayesianPriceProcess
bayesUpdate(Sample) - Method in class org.drip.measure.bayesian.ConjugateParameterPrior: Perform an Bayes' Update of the Conjugate Prior from the Sample
bayesUpdate(Sample) - Method in class org.drip.measure.gamma.ConjugateScalePrior
bayesUpdate(Sample) - Method in class org.drip.measure.gamma.ConjugateShapePrior
bayesUpdate(Sample) - Method in class org.drip.measure.gamma.ConjugateShapeScalePrior: Perform an Bayes' Update of the Conjugate Prior from the Sample
Bazhong - Class in org.drip.sample.bondeos: Bazhong demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Bazhong.
Bazhong() - Constructor for class org.drip.sample.bondeos.Bazhong
BBDHoliday - Class in org.drip.analytics.holset: BBDHoliday holds the BBD Holidays.
BBDHoliday() - Constructor for class org.drip.analytics.holset.BBDHoliday: BSDHoliday Constructor
BBV_DOWN - Static variable in class org.drip.spaces.tensor.BinaryBooleanVector: Binary/Boolean Space "DOWN"
BBV_UP - Static variable in class org.drip.spaces.tensor.BinaryBooleanVector: Binary/Boolean Space "UP"
bcbsDesignation() - Method in class org.drip.exposure.csatimeline.EventDate: Retrieve the BCBS IOSCO CSA Event Designation
BEFHoliday - Class in org.drip.analytics.holset: BEFHoliday holds the BEF Holidays.
BEFHoliday() - Constructor for class org.drip.analytics.holset.BEFHoliday: BEFHoliday Constructor
Beihai - Class in org.drip.sample.bondeos: Beihai demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Beihai.
Beihai() - Constructor for class org.drip.sample.bondeos.Beihai
Beijing - Class in org.drip.sample.bondeos: Beijing demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Beijing.
Beijing() - Constructor for class org.drip.sample.bondeos.Beijing
Belgaum - Class in org.drip.sample.bondmetrics: Belgaum demonstrates the Analytics Calculation/Reconciliation for the Bond Belgaum.
Belgaum() - Constructor for class org.drip.sample.bondmetrics.Belgaum
Bellary - Class in org.drip.sample.bondmetrics: Bellary generates the Full Suite of Replication Metrics for a Sample Bond.
Bellary() - Constructor for class org.drip.sample.bondmetrics.Bellary
BellmanFordSinglePair - Class in org.drip.sample.shortestpath: BellmanFordSinglePair illustrates the Shortest Path Generation for a Directed Graph using the Bellman-Ford Algorithm for a given Source Destination Pair.
BellmanFordSinglePair() - Constructor for class org.drip.sample.shortestpath.BellmanFordSinglePair
BellmanFordSingleSource - Class in org.drip.sample.shortestpath: BellmanFordSingleSource illustrates the Shortest Path Generation for a Directed Graph using the Bellman-Ford Algorithm across all Destinations for the given Source.
BellmanFordSingleSource() - Constructor for class org.drip.sample.shortestpath.BellmanFordSingleSource
Benchmark - Class in org.drip.portfolioconstruction.composite: Benchmark holds the Details of a given Benchmark.
Benchmark(String, String, String, String, String, Holdings) - Constructor for class org.drip.portfolioconstruction.composite.Benchmark: Benchmark Constructor
BENCHMARK - Static variable in class org.drip.portfolioconstruction.core.BlockCategory: Block Category - BENCHMARK
benchmarkConstrictedHoldings() - Method in class org.drip.portfolioconstruction.objective.RiskTerm: Retrieve the Benchmark Constricted Holdings
benchmarkConstrictedHoldingsArray() - Method in class org.drip.portfolioconstruction.objective.ReturnsTerm: Retrieve the Benchmark Constricted Holdings Array
benchmarkHoldingsArray() - Method in class org.drip.portfolioconstruction.constraint.LimitHoldingsTermModelDeviation: Retrieve the Array of Benchmark Constricted Holdings
benchmarkHoldingsArray() - Method in class org.drip.portfolioconstruction.constraint.LimitRiskTermVariance: Retrieve the Constricted Benchmark Holdings
benchmarkMetrics(PortfolioMetrics) - Method in class org.drip.portfolioconstruction.allocator.ForwardReverseHoldingsAllocation: Compute the Portfolio Relative Metrics using the specified Benchmark
Bengaluru - Class in org.drip.sample.bondmetrics: Bengaluru generates the Full Suite of Replication Metrics for Bond Bengaluru.
Bengaluru() - Constructor for class org.drip.sample.bondmetrics.Bengaluru
Bengbu - Class in org.drip.sample.bondeos: Bengbu demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Bengbu.
Bengbu() - Constructor for class org.drip.sample.bondeos.Bengbu
Bennett - Class in org.drip.function.r1tor1: Bennett is implementation of the Bennett's Function used in the Estimation of the Bennett's Concentration Inequality.
Bennett() - Constructor for class org.drip.function.r1tor1.Bennett: Bennett constructor
bennettAverageBounds(double) - Method in class org.drip.sequence.metrics.BoundedSequenceAgnosticMetrics: Estimate Mean Departure Bounds of the Average using the Bennett Inequality Bounds
Benxi - Class in org.drip.sample.bondeos: Benxi demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Benxi.
Benxi() - Constructor for class org.drip.sample.bondeos.Benxi
Berhampur - Class in org.drip.sample.securitysuite: Berhampur generates the Full Suite of Replication Metrics for Bond Berhampur.
Berhampur() - Constructor for class org.drip.sample.securitysuite.Berhampur
BernardBosLevenbach1953(int) - Static method in class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic: Construct the Bernard Bos-Levenbach (1953) Version of the PlottingPositionGeneratorHeuristic
bernsteinAverageBounds(double) - Method in class org.drip.sequence.metrics.BoundedSequenceAgnosticMetrics: Estimate Mean Departure Bounds of the Average using the Bernstein Inequality Bounds
BernsteinBinetBoundProperty - Class in org.drip.sample.digamma: BernsteinBinetBoundProperty demonstrates the Estimation of the Bernstein-Binet Bounds of the Digamma Function.
BernsteinBinetBoundProperty() - Constructor for class org.drip.sample.digamma.BernsteinBinetBoundProperty
BernsteinBinetLeftBound() - Static method in class org.drip.specialfunction.property.DigammaInequalityLemma: Generate the Bernstein-Binet Left Bound Inequality Verifier
BernsteinBinetRightBound() - Static method in class org.drip.specialfunction.property.DigammaInequalityLemma: Generate the Bernstein-Binet Right Bound Inequality Verifier
BernsteinPolynomial - Class in org.drip.function.r1tor1: BernsteinPolynomial provides the evaluation of the BernsteinPolynomial and its derivatives for a specified variate.
BernsteinPolynomial(int, int) - Constructor for class org.drip.function.r1tor1.BernsteinPolynomial: Construct a BernsteinPolynomial instance
BernsteinPolynomialBasisSet(PolynomialFunctionSetParams) - Static method in class org.drip.spline.basis.FunctionSetBuilder: This function implements the elastic coefficients for the segment using Bernstein polynomial basis splines inside - [0,...,1) - Globally [x_0,...,x_1): y = Sum (A_i*B^i(x)) i = 0,...,n (0 and n inclusive) where x is the normalized ordinate mapped as x .gte.
BesselC1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator: Generate a Bessel C¹ Array from the specified Array of Predictor Ordinates and the Response Values
BesselFirstEqualityLemma - Class in org.drip.specialfunction.property: BesselFirstEqualityLemma implements the implements the Equality Lemmas for the Cylindrical Bessel Function of the First Kind.
BesselFirstEqualityLemma() - Constructor for class org.drip.specialfunction.property.BesselFirstEqualityLemma
besselFirstKindEstimator() - Method in class org.drip.specialfunction.bessel.RiccatiSEstimator: Retrieve the Bessel Function First Kind
besselFirstKindEstimator() - Method in class org.drip.specialfunction.bessel.SecondNISTSeriesEstimator: Retrieve the Bessel Function First Kind Estimator
besselFirstKindEstimator() - Method in class org.drip.specialfunction.bessel.SecondWeberEstimator: Retrieve the Bessel Function First Kind Estimator
besselFirstKindEstimator() - Method in class org.drip.specialfunction.bessel.SphericalFirstEstimator: Retrieve the Bessel Function First Kind Estimator
besselFirstKindEstimator() - Method in class org.drip.specialfunction.generator.BesselFirstKindLaurentExpansion: Retrieve the Bessel First Kind Function Estimator
besselFirstKindEstimator() - Method in class org.drip.specialfunction.hankel.BigH1FromBigJ: Retrieve the Estimator of the Bessel Function of the First Kind
besselFirstKindEstimator() - Method in class org.drip.specialfunction.hankel.BigH1FromBigJBigY: Retrieve the Estimator of the Bessel Function of the First Kind
besselFirstKindEstimator() - Method in class org.drip.specialfunction.hankel.BigH2FromBigJ: Retrieve the Estimator of the Bessel Function of the First Kind
besselFirstKindEstimator() - Method in class org.drip.specialfunction.hankel.BigH2FromBigJBigY: Retrieve the Estimator of the Bessel Function of the First Kind
BesselFirstKindEstimator - Class in org.drip.specialfunction.definition: BesselFirstKindEstimator exposes the Estimator for the Bessel Function of the First Kind.
BesselFirstKindEstimator() - Constructor for class org.drip.specialfunction.definition.BesselFirstKindEstimator
BesselFirstKindLaurentExpansion - Class in org.drip.specialfunction.generator: BesselFirstKindLaurentExpansion implements the Laurent-Series Generating Function and the Expansion Terms for the Cylindrical Bessel Function of the First Kind.
BesselFirstKindLaurentExpansion(BesselFirstKindEstimator) - Constructor for class org.drip.specialfunction.generator.BesselFirstKindLaurentExpansion: BesselFirstKindLaurentExpansion Constructor
BesselSecondEqualityLemma - Class in org.drip.specialfunction.property: BesselSecondEqualityLemma implements the implements the Equality Lemmas for the Cylindrical Bessel Function of the Second Kind.
BesselSecondEqualityLemma() - Constructor for class org.drip.specialfunction.property.BesselSecondEqualityLemma
besselSecondKindEstimator() - Method in class org.drip.specialfunction.bessel.RiccatiCEstimator: Retrieve the Bessel Function Second Kind
besselSecondKindEstimator() - Method in class org.drip.specialfunction.bessel.SphericalSecondEstimator: Retrieve the Bessel Function Second Kind Estimator
besselSecondKindEstimator() - Method in class org.drip.specialfunction.hankel.BigH1FromBigJBigY: Retrieve the Estimator of the Bessel Function of the Second Kind
besselSecondKindEstimator() - Method in class org.drip.specialfunction.hankel.BigH2FromBigJBigY: Retrieve the Estimator of the Bessel Function of the Second Kind
BesselSecondKindEstimator - Class in org.drip.specialfunction.definition: BesselSecondKindEstimator exposes the Estimator for the Bessel Function of the Second Kind.
BesselSecondKindEstimator() - Constructor for class org.drip.specialfunction.definition.BesselSecondKindEstimator
besselSecondKindNISTSeries() - Method in class org.drip.specialfunction.bessel.SecondNISTSeriesEstimator: Retrieve the Bessel Second Kind NIST Series
bestFitDPE(SegmentBestFitResponse) - Method in class org.drip.spline.segment.LatentStateResponseModel: Retrieve the Segment Best Fit DPE
bestFitDPE(StretchBestFitResponse) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
bestFitDPE(StretchBestFitResponse) - Method in interface org.drip.spline.stretch.MultiSegmentSequence: Retrieve the Stretch Best Fit DPE
BestFitFlexurePenalizer - Class in org.drip.spline.segment: BestFitFlexurePenalizer implements the Segment's Best Fit, Curvature, and Length Penalizers.
BestFitFlexurePenalizer(LatentStateInelastic, SegmentFlexurePenaltyControl, SegmentFlexurePenaltyControl, SegmentBestFitResponse, BasisEvaluator) - Constructor for class org.drip.spline.segment.BestFitFlexurePenalizer: BestFitFlexurePenalizer constructor
bestFitResponse() - Method in class org.drip.spline.params.SegmentStateCalibrationInputs: Retrieve the Segment Best Fit Response
bestFitWeightedResponse() - Method in class org.drip.state.estimator.SmoothingCurveStretchParams: Retrieve the Best Fit Weighted Response
bestFitWeightedResponseSensitivity() - Method in class org.drip.state.estimator.SmoothingCurveStretchParams: Retrieve the Best Fit Weighted Response Sensitivity
beta() - Method in class org.drip.dynamics.sabr.StochasticVolatilityStateEvolver: Retrieve SABR Beta
beta() - Method in class org.drip.function.r1tor1custom.CIRPDF: Retrieve Beta
beta() - Method in class org.drip.numerical.complex.C1CartesianPhiAlphaBetaTheta: Retrieve Beta
beta() - Method in class org.drip.numerical.complex.C1CartesianPhiPsiThetaDelta: Calculate Beta
beta() - Method in class org.drip.portfolioconstruction.asset.PortfolioBenchmarkMetrics: Retrieve the Portfolio-to-Benchmark Beta
beta() - Method in class org.drip.portfolioconstruction.mpt.AssetSecurityCharacteristicLine: Retrieve the Asset's Beta
beta() - Method in class org.drip.specialfunction.definition.JacobiEstimator: Retrieve Jacobi Beta
beta() - Method in class org.drip.specialfunction.derived.StretchedExponentialMoment: Retrieve Beta
beta() - Method in class org.drip.specialfunction.group.FundamentalGroupPathExponent2F1: Retrieve the Exponent corresponding to the Loop around 1
beta() - Method in class org.drip.specialfunction.scaledexponential.RelaxationTimeDistributionSeriesTerm: Retrieve the Beta
beta(double, double) - Method in class org.drip.specialfunction.definition.BetaEstimator: Evaluate Beta given x and y
Beta - Class in org.drip.sample.randomdiscrete: Beta demonstrates Generation of Beta R² Random Numbers with Two different Degrees of Freedom.
Beta() - Constructor for class org.drip.sample.randomdiscrete.Beta
Beta(int, int, int) - Static method in class org.drip.measure.discrete.SequenceGenerator: Generate an Array of Beta Distributed Random Numbers
BETA - Static variable in class org.drip.capital.allocation.EntityComponentAssignmentScheme: BETA Allocation Scheme
betaAllocation(CapitalAllocationControl) - Method in class org.drip.capital.explain.CapitalSegmentStandaloneMarginal: Compute the Expected Short-fall Based Beta Allocation Map
BetaBinomial(double, double, R2ToR1) - Static method in class org.drip.specialfunction.beta.CombinatorialEstimate: Estimate the Binomial Coefficient Using the Beta Function
BetaEqualityLemma - Class in org.drip.specialfunction.property: BetaEqualityLemma implements the Equality Lemmas for the Beta Estimation.
BetaEqualityLemma() - Constructor for class org.drip.specialfunction.property.BetaEqualityLemma
betaEstimator() - Method in class org.drip.specialfunction.beta.IncompleteRegularizedEstimator: Retrieve the Beta Estimator
BetaEstimator - Class in org.drip.specialfunction.definition: BetaEstimator exposes the Stubs for estimating Beta Function and its Jacobian.
BetaEstimator() - Constructor for class org.drip.specialfunction.definition.BetaEstimator
BFPRTSelect - Class in org.drip.sample.selection: BFPRTSelect illustrates the Construction and Usage of the BFPRT Median-of-Medians QuickSelect Algorithm.
BFPRTSelect() - Constructor for class org.drip.sample.selection.BFPRTSelect
BFS1 - Class in org.drip.sample.graphsearch: BFS1 illustrates Construction/Usage of a Graph BFS and Vertex Ordering.
BFS1() - Constructor for class org.drip.sample.graphsearch.BFS1
BFS3 - Class in org.drip.sample.graphsearch: BFS3 illustrates the Application of the Breadth-First Search on a Graph.
BFS3() - Constructor for class org.drip.sample.graphsearch.BFS3
bfsLevelListMap() - Method in class org.drip.graph.heap.BinaryTreePriorityQueue: Perform a BFS Walk and generate the Level List Map
bfsWalk() - Method in class org.drip.graph.heap.BinaryTreePriorityQueue: Perform a BFS Walk through the Heap and retrieve the Nodes
bfsWalk() - Method in class org.drip.graph.softheap.KaplanZwickBinaryNode: Perform a BFS Walk through the Nodes and retrieve them
BGLHoliday - Class in org.drip.analytics.holset: BGLHoliday holds the BGL Holidays.
BGLHoliday() - Constructor for class org.drip.analytics.holset.BGLHoliday: BGLHoliday Constructor
BGMCurveUpdate - Class in org.drip.dynamics.lmm: BGMCurveUpdate contains the Instantaneous Snapshot of the Evolving Discount Curve Latent State Quantification Metrics Updated using the BGM LIBOR Update Dynamics.
BGMForwardTenorSnap - Class in org.drip.dynamics.lmm: BGMForwardTenorSnap contains the Absolute and the Incremental Latent State Quantifier Snapshot traced from the Evolution of the LIBOR Forward Rate as formulated in:

Goldys, B., M.
BGMForwardTenorSnap(int, double, double, double, double, double, double, double, double, double, double) - Constructor for class org.drip.dynamics.lmm.BGMForwardTenorSnap: BGMForwardTenorSnap Constructor
BGMPointUpdate - Class in org.drip.dynamics.lmm: BGMPointUpdate contains the Instantaneous Snapshot of the Evolving Discount Point Latent State Quantification Metrics Updated using the BGM LIBOR Update Dynamics.
BGMTenorNodeSequence - Class in org.drip.dynamics.lmm: BGMTenorNodeSequence contains the Point Nodes of the Latent State Quantifiers and their Increments present in the specified BGMForwardTenorSnap Instance.
BGMTenorNodeSequence(BGMForwardTenorSnap[]) - Constructor for class org.drip.dynamics.lmm.BGMTenorNodeSequence: BGMTenorNodeSequence Constructor
Bhagalpur - Class in org.drip.sample.bondmetrics: Bhagalpur demonstrates the Analytics Calculation/Reconciliation for the Bond Bhagalpur.
Bhagalpur() - Constructor for class org.drip.sample.bondmetrics.Bhagalpur
Bhatpara - Class in org.drip.sample.bondmetrics: Bhatpara generates the Full Suite of Replication Metrics for a Sample Bond.
Bhatpara() - Constructor for class org.drip.sample.bondmetrics.Bhatpara
Bhavnagar - Class in org.drip.sample.bondsink: Bhavnagar generates the Full Suite of Replication Metrics for the Sinker Bond Bhavnagar.
Bhavnagar() - Constructor for class org.drip.sample.bondsink.Bhavnagar
BHCCORP_CONSUMER - Static variable in class org.drip.capital.definition.Group: BHC - Consumer Group
BHCCORP_ICG - Static variable in class org.drip.capital.definition.Group: BHC - ICG Group
BHCFINANCIAL - Static variable in class org.drip.capital.definition.Business: BHC Financial Business
BHDHoliday - Class in org.drip.analytics.holset: BHDHoliday holds the BHD Holidays.
BHDHoliday() - Constructor for class org.drip.analytics.holset.BHDHoliday: BHDHoliday Constructor
Bhilai - Class in org.drip.sample.bondmetrics: Bhilai demonstrates the Analytics Calculation/Reconciliation for the Callable Bond Bhilai.
Bhilai() - Constructor for class org.drip.sample.bondmetrics.Bhilai
Bhilwara - Class in org.drip.sample.securitysuite: Bhilwara generates the Full Suite of Replication Metrics for Bond Bhilwara.
Bhilwara() - Constructor for class org.drip.sample.securitysuite.Bhilwara
Bhiwandi - Class in org.drip.sample.bondsink: Bhiwandi generates the Full Suite of Replication Metrics for the Sinker Bond Bhiwandi.
Bhiwandi() - Constructor for class org.drip.sample.bondsink.Bhiwandi
Bhopal - Class in org.drip.sample.bondeos: Bhopal demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Bhopal.
Bhopal() - Constructor for class org.drip.sample.bondeos.Bhopal
Bhubaneswar - Class in org.drip.sample.bondsink: Bhubaneswar generates the Full Suite of Replication Metrics for the Sinker Bond Bhubaneswar.
Bhubaneswar() - Constructor for class org.drip.sample.bondsink.Bhubaneswar
Bid() - Static method in class org.drip.oms.depth.OrderBlockL2: Construct a Bid OrderBlockL2 Price Book
bidAskSpread() - Method in class org.drip.execution.parameters.AssetTransactionSettings: Retrieve the Bid-Ask Spread
bidClaimsPositionPricer() - Method in class org.drip.oms.indifference.ReservationPricer: Retrieve the Bid Claims Position Pricer
bidClaimsPositionValueAdjustment(R1Univariate, double, double) - Method in class org.drip.oms.indifference.ReservationPricer: Compute the Bid Claims Inventory-based Position Value Adjustment
bidClaimsPositionValueAdjustment(R1Distribution, double[], double, double) - Method in class org.drip.oms.indifference.ReservationPricer: Compute the Bid Claims Inventory-based Position Value Adjustment
bidMontageL1Entry(String) - Method in class org.drip.oms.exchange.Venue: Retrieve the Bid L1 Montage Entry for the specified Ticker
bidNBBOBlock() - Method in class org.drip.oms.depth.MontageL1Manager: Retrieve the NBBO Bid Block
bidPrivateValue() - Method in class org.drip.oms.indifference.ReservationPricingRun: Retrieve the Bid Reservation Value
bidTickerPriceBookMap() - Method in class org.drip.oms.exchange.Venue: Retrieve the Bid Price Book per Ticker
bidTickerSet() - Method in class org.drip.oms.exchange.CrossVenueMontageProcessor: Retrieve the Bid Ticker Set
bidTickerSet() - Method in class org.drip.oms.exchange.Venue: Retrieve the Bid Ticker Set
bidUBBOBlock() - Method in class org.drip.oms.depth.MontageL1Manager: Retrieve the Bid UBBO Block
BIG - Static variable in class org.drip.investing.factorspec.CapitalizationCategory: The "Big" Capitalization Factor Category
BIG_O - Static variable in class org.drip.graph.asymptote.BigOAsymptoteType: The Algorithm is bounded above (up to constant factor) asymptotically
BIG_OMEGA - Static variable in class org.drip.graph.asymptote.BigOAsymptoteType: The Algorithm is bounded below asymptotically
BIG_THETA - Static variable in class org.drip.graph.asymptote.BigOAsymptoteType: The Algorithm is bounded above and below asymptotically
bigC(double, double) - Method in class org.drip.specialfunction.bessel.RiccatiCEstimator
bigC(double, double) - Method in class org.drip.specialfunction.definition.RiccatiBesselCEstimator: Evaluate Riccati-Bessel C Function given Alpha and z
BigC1Array - Class in org.drip.spaces.big: BigC1Array contains the Functionality to Process and Manipulate the Character Array backing the Big String.
BigC1Array(char[]) - Constructor for class org.drip.spaces.big.BigC1Array: i>BigC1Array Constructor
bigH1(double, double) - Method in class org.drip.specialfunction.definition.HankelFirstKindEstimator: Evaluate Hankel Function First Kind H1 given Alpha and z
bigH1(double, double) - Method in class org.drip.specialfunction.hankel.BigH1FromBigJ
bigH1(double, double) - Method in class org.drip.specialfunction.hankel.BigH1FromBigJBigY
bigH1(double, double) - Method in class org.drip.specialfunction.hankel.BigH2FromBigJBigY
BigH1FromBigJ - Class in org.drip.specialfunction.hankel: BigH1FromBigJ implements the Estimator for the Cylindrical Hankel Function of the First Kind from the Bessel Function of the First Kind.
BigH1FromBigJ(BesselFirstKindEstimator) - Constructor for class org.drip.specialfunction.hankel.BigH1FromBigJ: BigH1FromBigJ Constructor
BigH1FromBigJBigY - Class in org.drip.specialfunction.hankel: BigH1FromBigJBigY implements the Estimator for the Cylindrical Hankel Function of the First Kind from the Bessel Functions of the First Kind and the Second Kind.
BigH1FromBigJBigY(BesselFirstKindEstimator, BesselSecondKindEstimator) - Constructor for class org.drip.specialfunction.hankel.BigH1FromBigJBigY: BigH1FromBigJBigY Constructor
bigH2(double, double) - Method in class org.drip.specialfunction.definition.HankelSecondKindEstimator: Evaluate Hankel Function Second Kind H2 given Alpha and z
bigH2(double, double) - Method in class org.drip.specialfunction.hankel.BigH2FromBigJ
BigH2FromBigJ - Class in org.drip.specialfunction.hankel: BigH2FromBigJ implements the Estimator for the Cylindrical Hankel Function of the Second Kind from the Bessel Function of the First Kind.
BigH2FromBigJ(BesselFirstKindEstimator) - Constructor for class org.drip.specialfunction.hankel.BigH2FromBigJ: BigH2FromBigJ Constructor
BigH2FromBigJBigY - Class in org.drip.specialfunction.hankel: BigH2FromBigJBigY implements the Estimator for the Cylindrical Hankel Function of the Second Kind from the Bessel Functions of the First Kind and the Second Kind.
BigH2FromBigJBigY(BesselFirstKindEstimator, BesselSecondKindEstimator) - Constructor for class org.drip.specialfunction.hankel.BigH2FromBigJBigY: BigH2FromBigJBigY Constructor
bigI(double, double) - Method in class org.drip.specialfunction.bessel.ModifiedFirstFrobeniusSeriesEstimator
bigI(double, double) - Method in class org.drip.specialfunction.bessel.ModifiedFirstHankelAsymptoteEstimator
bigI(double, double) - Method in class org.drip.specialfunction.definition.ModifiedBesselFirstKindEstimator: Evaluate Modified Bessel Function First Kind I given Alpha and z
bigJ(double, double) - Method in class org.drip.specialfunction.bessel.FirstFrobeniusSeriesEstimator
bigJ(double, double) - Method in class org.drip.specialfunction.definition.BesselFirstKindEstimator: Evaluate Bessel Function First Kind J given Alpha and z
bigK(double, double) - Method in class org.drip.specialfunction.bessel.ModifiedSecondEstimator
bigK(double, double) - Method in class org.drip.specialfunction.bessel.ModifiedSecondHankelAsymptoteEstimator
bigK(double, double) - Method in class org.drip.specialfunction.definition.ModifiedBesselSecondKindEstimator: Evaluate Modified Bessel Function Second Kind K given Alpha and z
bigLambda() - Method in class org.drip.graph.astar.VertexContextWeightHeuristic: Retrieve the Big Lambda
BigOAsymptoteForm - Class in org.drip.graph.asymptote: BigOAsymptoteForm captures the Asymptotic Form of a given Bounding Function.
BigOAsymptoteForm() - Constructor for class org.drip.graph.asymptote.BigOAsymptoteForm
BigOAsymptoteSpec - Class in org.drip.graph.asymptote: BigOAsymptoteSpec holds the Asymptotic Behavior Specification of the Algorithm's Operations.
BigOAsymptoteSpec(R1ToR1, boolean, String, String) - Constructor for class org.drip.graph.asymptote.BigOAsymptoteSpec: BigOAsymptoteSpec Constructor
BigOAsymptoteType - Class in org.drip.graph.asymptote: BigOAsymptoteType captures the Type of the Asymptotic Size Behavior of the Algorithm.
BigOAsymptoteType() - Constructor for class org.drip.graph.asymptote.BigOAsymptoteType
bigOmegaSpec() - Method in class org.drip.graph.asymptote.OperationTimeComplexity: Retrieve the Big Omega Specification
bigOSpec() - Method in class org.drip.graph.asymptote.OperationTimeComplexity: Retrieve the Big O Specification
BigPiEqualityLemma - Class in org.drip.specialfunction.property: BigPiEqualityLemma verifies the Specified Property Lemmas of the Big Pi Function.
BigPiEqualityLemma() - Constructor for class org.drip.specialfunction.property.BigPiEqualityLemma
BigPiMultiplicationProperty - Class in org.drip.sample.gamma: BigPiMultiplicationProperty demonstrates the Verification of the Multiplication Property of the Big Pi Function.
BigPiMultiplicationProperty() - Constructor for class org.drip.sample.gamma.BigPiMultiplicationProperty
BigPiReflectionProperty - Class in org.drip.sample.gamma: BigPiReflectionProperty demonstrates the Verification of the Reflection Property of the Big Pi Function.
BigPiReflectionProperty() - Constructor for class org.drip.sample.gamma.BigPiReflectionProperty
BigR2Array - Class in org.drip.spaces.big: BigR2Array contains an Implementation Navigation and Processing Algorithms for Big Double R² Arrays.
BigR2Array(double[][]) - Constructor for class org.drip.spaces.big.BigR2Array: BigR2Array Constructor
bigS(double, double) - Method in class org.drip.specialfunction.bessel.RiccatiSEstimator
bigS(double, double) - Method in class org.drip.specialfunction.definition.RiccatiBesselSEstimator: Evaluate Riccati-Bessel S Function given Alpha and z
bigThetaSpec() - Method in class org.drip.graph.asymptote.OperationTimeComplexity: Retrieve the Big Theta Specification
bigY(double, double) - Method in class org.drip.specialfunction.bessel.SecondNISTSeriesEstimator
bigY(double, double) - Method in class org.drip.specialfunction.bessel.SecondWeberEstimator
bigY(double, double) - Method in class org.drip.specialfunction.definition.BesselSecondKindEstimator: Evaluate Bessel Function Second Kind Y given Alpha and z
BiharSharif - Class in org.drip.sample.bondswap: BiharSharif demonstrates the Analytics Calculation/Reconciliation for the OTC Fix-Float Index Based Bond Bihar Sharif.
BiharSharif() - Constructor for class org.drip.sample.bondswap.BiharSharif
Bijapur - Class in org.drip.sample.loan: Bijapur demonstrates the Analytics Calculation/Reconciliation for the Loan Bijapur.
Bijapur() - Constructor for class org.drip.sample.loan.Bijapur
Bikaner - Class in org.drip.sample.bondsink: Bikaner generates the Full Suite of Replication Metrics for the Sinker Bond Bikaner.
Bikaner() - Constructor for class org.drip.sample.bondsink.Bikaner
Bilaspur - Class in org.drip.sample.loan: Bilaspur demonstrates the Analytics Calculation/Reconciliation for the Loan Bilaspur.
Bilaspur() - Constructor for class org.drip.sample.loan.Bilaspur
BILATERAL - Static variable in class org.drip.xva.settings.CloseOutScheme: The Dealer/Client Bilateral Close Out Scheme
bilateralCollateralAdjustment() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment
bilateralCollateralAdjustment() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment
bilateralCollateralAdjustment() - Method in interface org.drip.xva.gross.PathExposureAdjustment: Compute Path Bilateral Collateral Adjustment
bilateralCollateralAdjustment() - Method in class org.drip.xva.netting.CreditDebtGroupPath: Compute Path Bilateral Collateral Value Adjustment
bilateralCollateralAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Path Bilateral Collateral Value Adjustment
bilateralCreditAdjustment() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment
bilateralCreditAdjustment() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment
bilateralCreditAdjustment() - Method in interface org.drip.xva.gross.PathExposureAdjustment: Compute Path Bilateral Credit Adjustment
bilateralCreditAdjustment() - Method in class org.drip.xva.netting.CreditDebtGroupPath: Compute Path Bilateral Credit Adjustment
bilateralCreditAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Path Bilateral Credit Value Adjustment
BilateralCSACollateralizedFunding - Class in org.drip.sample.burgard2013: BilateralCSACollateralizedFunding 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.
BilateralCSACollateralizedFunding() - Constructor for class org.drip.sample.burgard2013.BilateralCSACollateralizedFunding
BilateralCSACollateralizedFundingStochastic - Class in org.drip.sample.burgard2013: BilateralCSACollateralizedFundingStochastic 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.
BilateralCSACollateralizedFundingStochastic() - Constructor for class org.drip.sample.burgard2013.BilateralCSACollateralizedFundingStochastic
BilateralCSAUncollateralizedFunding - Class in org.drip.sample.burgard2013: BilateralCSAUncollateralizedFunding 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.
BilateralCSAUncollateralizedFunding() - Constructor for class org.drip.sample.burgard2013.BilateralCSAUncollateralizedFunding
BilateralCSAUncollateralizedFundingStochastic - Class in org.drip.sample.burgard2013: BilateralCSAUncollateralizedFundingStochastic 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.
BilateralCSAUncollateralizedFundingStochastic() - Constructor for class org.drip.sample.burgard2013.BilateralCSAUncollateralizedFundingStochastic
BilateralCSAZeroThresholdFunding - Class in org.drip.sample.burgard2013: BilateralCSAZeroThresholdFunding 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.
BilateralCSAZeroThresholdFunding() - Constructor for class org.drip.sample.burgard2013.BilateralCSAZeroThresholdFunding
BilateralCSAZeroThresholdFundingStochastic - Class in org.drip.sample.burgard2013: BilateralCSAZeroThresholdFundingStochastic 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.
BilateralCSAZeroThresholdFundingStochastic() - Constructor for class org.drip.sample.burgard2013.BilateralCSAZeroThresholdFundingStochastic
bilateralDebtAdjustment() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment
bilateralDebtAdjustment() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment
bilateralDebtAdjustment() - Method in interface org.drip.xva.gross.PathExposureAdjustment: Compute Path Bilateral Debt Adjustment
bilateralDebtAdjustment() - Method in class org.drip.xva.netting.CreditDebtGroupPath: Compute Path Bilateral Debt Adjustment
bilateralDebtAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Path Bilateral Debt Value Adjustment
bilateralFundingDebtAdjustment() - Method in class org.drip.xva.netting.CreditDebtGroupPath: Compute Path Bilateral Funding Debt Adjustment
bilateralFundingDebtAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Path Bilateral Funding Debt Adjustment
bilateralFundingValueAdjustment() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment
bilateralFundingValueAdjustment() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment
bilateralFundingValueAdjustment() - Method in interface org.drip.xva.gross.PathExposureAdjustment: Compute Path Bilateral Funding Value Adjustment
bilateralFundingValueAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Path Bilateral Funding Value Adjustment
bilateralFundingValueSpread01() - Method in class org.drip.xva.netting.CreditDebtGroupPath: Compute Path Bilateral Funding Value Spread 01
bilateralFundingValueSpread01() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Path Bilateral Funding Value Spread 01
Binary - Class in org.drip.sequence.random: Binary implements the Standard {0, 1}-valued Binary Random Number Generator.
Binary(double) - Constructor for class org.drip.sequence.random.Binary: Binary Distribution Constructor
BinaryBooleanVector - Class in org.drip.spaces.tensor: BinaryBooleanVector implements the normed/non-normed Binary/Boolean Combinatorial Vector Spaces.
BinaryClassifierSupremumBound - Class in org.drip.sample.classifier: BinaryClassifierSupremumBound demonstrates the Computation of the Probabilistic Bounds for the Supremum among the Class of Binary Classifier Functions for an Empirical Sample from its Population Mean using Variants of the Efron-Stein Methodology.
BinaryClassifierSupremumBound() - Constructor for class org.drip.sample.classifier.BinaryClassifierSupremumBound
BinaryDigitCount - Class in org.drip.sample.numerical: BinaryDigitCount illustrates the Estimation of the Binary Digit Count for the Set of Integers.
BinaryDigitCount() - Constructor for class org.drip.sample.numerical.BinaryDigitCount
BinaryDigitCount(int) - Static method in class org.drip.numerical.common.NumberUtil: Retrieve the Binary Digit Count
BinaryHeapMeld - Class in org.drip.sample.heap: BinaryHeapMeld illustrates the Melding of two Binary Heaps into One.
BinaryHeapMeld() - Constructor for class org.drip.sample.heap.BinaryHeapMeld
BinaryHeapTimeComplexity - Class in org.drip.graph.asymptote: BinaryHeapTimeComplexity maintains the Asymptotic Behavior Specifications of a Binary Heap's Operations.
BinaryHeapTimeComplexity() - Constructor for class org.drip.graph.asymptote.BinaryHeapTimeComplexity
BinaryIdempotentUnivariateRandom - Class in org.drip.sequence.functional: BinaryIdempotentUnivariateRandom contains the Implementation of the Objective Function dependent on Binary Idempotent Univariate Random Variable.
BinaryIdempotentUnivariateRandom(double, R1Univariate, double, double) - Constructor for class org.drip.sequence.functional.BinaryIdempotentUnivariateRandom: BinaryIdempotentUnivariateRandom Constructor
BinaryMaxHeap - Class in org.drip.sample.heap: BinaryMaxHeap illustrates Operations off of a Binary Max-Heap.
BinaryMaxHeap() - Constructor for class org.drip.sample.heap.BinaryMaxHeap
BinaryMinHeap - Class in org.drip.sample.heap: BinaryMinHeap illustrates Operations off of a Binary Min-Heap.
BinaryMinHeap() - Constructor for class org.drip.sample.heap.BinaryMinHeap
BinaryTreeAsymptote - Class in org.drip.graph.heap: BinaryTreeAsymptote implements the Asymptotics of a Binary Based Heap.
BinaryTreeAsymptote(int) - Constructor for class org.drip.graph.heap.BinaryTreeAsymptote: BinaryTreeAsymptote Constructor
BinaryTreeAsymptoticComplexity - Class in org.drip.sample.heap: BinaryTreeAsymptoticComplexity illustrates the Asymptotics of the Priority Queue Time Complexity for Binary Heap Based Implementations.
BinaryTreeAsymptoticComplexity() - Constructor for class org.drip.sample.heap.BinaryTreeAsymptoticComplexity
BinaryTreeNode<KEY extends java.lang.Comparable<KEY>,ITEM> - Class in org.drip.graph.heap: BinaryTreeNode implements a Node in a Binary Tree.
BinaryTreeNode(PriorityQueueEntry<KEY, ITEM>) - Constructor for class org.drip.graph.heap.BinaryTreeNode: BinaryTreeNode Constructor
BinaryTreePriorityQueue<KEY extends java.lang.Comparable<KEY>,ITEM> - Class in org.drip.graph.heap: BinaryTreePriorityQueue implements a Binary Heap Based off of a Binary Tree.
BinaryTreePriorityQueue(boolean) - Constructor for class org.drip.graph.heap.BinaryTreePriorityQueue: BinaryTreePriorityQueue Constructor
BinaryVariateSumBound - Class in org.drip.sample.efronstein: BinaryVariateSumBound demonstrates the Computation of the Probabilistic Bounds for the Realization of the Values of a Multivariate Function over Random Sequence Values (in this case, sum of the independent Random Variates) using Variants of the Efron-Stein Methodology.
BinaryVariateSumBound() - Constructor for class org.drip.sample.efronstein.BinaryVariateSumBound
BinetFirstIntegral - Class in org.drip.specialfunction.digamma: BinetFirstIntegral demonstrates the Estimation of the Digamma Function using the Binet's First Integral.
BinetFirstIntegral(DerivativeControl) - Constructor for class org.drip.specialfunction.digamma.BinetFirstIntegral: BinetFirstIntegral Constructor
BinetFirstIntegralEstimate - Class in org.drip.sample.digamma: BinetFirstIntegralEstimate demonstrates the Estimation of the Digamma Function using the Binet First Integral.
BinetFirstIntegralEstimate() - Constructor for class org.drip.sample.digamma.BinetFirstIntegralEstimate
BinetIntegralFirstKindEstimator - Class in org.drip.specialfunction.loggamma: BinetIntegralFirstKindEstimator implements the Binet's Integral Estimator of the First Kind for the Log Gamma Function.
BinetIntegralFirstKindEstimator(DerivativeControl) - Constructor for class org.drip.specialfunction.loggamma.BinetIntegralFirstKindEstimator: BinetIntegralFirstKindEstimator Constructor
BinetIntegralSecondKindEstimator - Class in org.drip.specialfunction.loggamma: BinetIntegralSecondKindEstimator implements the Binet's Integral of the Second Kind Estimator for the Log Gamma Function.
BinetIntegralSecondKindEstimator(DerivativeControl) - Constructor for class org.drip.specialfunction.loggamma.BinetIntegralSecondKindEstimator: BinetIntegralSecondKindEstimator Constructor
BinetSecond() - Static method in class org.drip.specialfunction.digamma.IntegralEstimator: Generate the Binet Second Integral Digamma Estimator
BinetSecondIntegralEstimate - Class in org.drip.sample.digamma: BinetSecondIntegralEstimate demonstrates the Estimation of the Digamma Function using the Binet Second Integral.
BinetSecondIntegralEstimate() - Constructor for class org.drip.sample.digamma.BinetSecondIntegralEstimate
BinomialCoefficientEstimate - Class in org.drip.sample.beta: BinomialCoefficientEstimate illustrates the Estimation of the Binomial Coefficient.
BinomialCoefficientEstimate() - Constructor for class org.drip.sample.beta.BinomialCoefficientEstimate
BinomialHeapMaxRandomExtract - Class in org.drip.sample.heap: BinomialHeapMaxRandomExtract illustrates the Extract Max Operation into a Max Binomial Heap.
BinomialHeapMaxRandomExtract() - Constructor for class org.drip.sample.heap.BinomialHeapMaxRandomExtract
BinomialHeapMaxRandomInsert - Class in org.drip.sample.heap: BinomialHeapMaxRandomInsert illustrates the Random Insertion Operation into a Max Binomial Heap.
BinomialHeapMaxRandomInsert() - Constructor for class org.drip.sample.heap.BinomialHeapMaxRandomInsert
BinomialHeapMaxSequentialDelete - Class in org.drip.sample.heap: BinomialHeapMaxSequentialDelete illustrates the Sequential Deletion Operation into a Max Binomial Heap.
BinomialHeapMaxSequentialDelete() - Constructor for class org.drip.sample.heap.BinomialHeapMaxSequentialDelete
BinomialHeapMaxSequentialExtract - Class in org.drip.sample.heap: BinomialHeapMaxSequentialExtract illustrates the Sequential Extraction Operation into a Max Binomial Heap.
BinomialHeapMaxSequentialExtract() - Constructor for class org.drip.sample.heap.BinomialHeapMaxSequentialExtract
BinomialHeapMaxSequentialInsert - Class in org.drip.sample.heap: BinomialHeapMaxSequentialInsert illustrates the Sequential Insertion Operation into a Max Binomial Heap.
BinomialHeapMaxSequentialInsert() - Constructor for class org.drip.sample.heap.BinomialHeapMaxSequentialInsert
BinomialHeapMinRandomExtract - Class in org.drip.sample.heap: BinomialHeapMinRandomExtract illustrates the Extract Min Operation into a Min Binomial Heap.
BinomialHeapMinRandomExtract() - Constructor for class org.drip.sample.heap.BinomialHeapMinRandomExtract
BinomialHeapMinRandomInsert - Class in org.drip.sample.heap: BinomialHeapMinRandomInsert illustrates the Random Insert Operation into a Min Binomial Heap.
BinomialHeapMinRandomInsert() - Constructor for class org.drip.sample.heap.BinomialHeapMinRandomInsert
BinomialHeapMinSequentialDelete - Class in org.drip.sample.heap: BinomialHeapMinSequentialDelete illustrates the Sequential Deletion Operation into a Min Binomial Heap.
BinomialHeapMinSequentialDelete() - Constructor for class org.drip.sample.heap.BinomialHeapMinSequentialDelete
BinomialHeapMinSequentialExtract - Class in org.drip.sample.heap: BinomialHeapMinSequentialExtract illustrates the Sequential Extraction Operation into a Min Binomial Heap.
BinomialHeapMinSequentialExtract() - Constructor for class org.drip.sample.heap.BinomialHeapMinSequentialExtract
BinomialHeapMinSequentialInsert - Class in org.drip.sample.heap: BinomialHeapMinSequentialInsert illustrates the Sequential Insertion Operation into a Min Binomial Heap.
BinomialHeapMinSequentialInsert() - Constructor for class org.drip.sample.heap.BinomialHeapMinSequentialInsert
BinomialHeapTimeComplexity - Class in org.drip.graph.asymptote: BinomialHeapTimeComplexity maintains the Asymptotic Behavior Specifications of a Binomial Heap's Operations.
BinomialHeapTimeComplexity() - Constructor for class org.drip.graph.asymptote.BinomialHeapTimeComplexity
BinomialTree<KEY extends java.lang.Comparable<KEY>,ITEM> - Class in org.drip.graph.heap: BinomialTree implements an Ordered Binomial Tree.
BinomialTree(PriorityQueueEntry<KEY, ITEM>) - Constructor for class org.drip.graph.heap.BinomialTree: BinomialTree Constructor
binomialTreeList() - Method in class org.drip.graph.heap.BinomialTreePriorityQueue: Retrieve the List of Binomial Trees
BinomialTreePriorityQueue<KEY extends java.lang.Comparable<KEY>,ITEM> - Class in org.drip.graph.heap: BinomialTreePriorityQueue implements an Binomial Tree Based Priority Queue.
BinomialTreePriorityQueue(boolean) - Constructor for class org.drip.graph.heap.BinomialTreePriorityQueue: BinomialTreePriorityQueue Constructor
BinPacking - Class in org.drip.sequence.custom
BinPacking() - Constructor for class org.drip.sequence.custom.BinPacking
Binzhou - Class in org.drip.sample.bondeos: Binzhou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Binzhou.
Binzhou() - Constructor for class org.drip.sample.bondeos.Binzhou
Bisection(double, double) - Static method in class org.drip.function.r1tor1solver.VariateIteratorPrimitive: Iterate for the next variate using bisection
BISECTION - Static variable in class org.drip.function.r1tor1solver.VariateIteratorPrimitive: Bisection
BlackHestonForwardOption - Class in org.drip.sample.option: BlackHestonForwardOption illustrates pricing a forward using the Black '76 variant and the Heston's stochastic Volatility Models.
BlackHestonForwardOption() - Constructor for class org.drip.sample.option.BlackHestonForwardOption
BlackLittermanBayesianClient - Class in org.drip.sample.service: BlackLittermanBayesianClient demonstrates the Invocation and Examination of the JSON-based Bayesian Black-Litterman Service Client.
BlackLittermanBayesianClient() - Constructor for class org.drip.sample.service.BlackLittermanBayesianClient
BlackLittermanCombinationEngine - Class in org.drip.portfolioconstruction.bayesian: BlackLittermanCombinationEngine implements the Engine that generates the Combined/Posterior Distributions from the Prior and the Conditional Joint R¹ Multivariate Normal Distributions.
BlackLittermanCombinationEngine(ForwardReverseHoldingsAllocation, PriorControlSpecification, ProjectionSpecification) - Constructor for class org.drip.portfolioconstruction.bayesian.BlackLittermanCombinationEngine: BlackLittermanCombinationEngine Construction
BlackLittermanCustomConfidenceOutput - Class in org.drip.portfolioconstruction.bayesian: BlackLittermanCustomConfidenceOutput holds the Outputs generated from a Custom Confidence Black Litterman Bayesian Combination Run.
BlackLittermanCustomConfidenceOutput(ForwardReverseHoldingsAllocation, double[], R1MultivariateConvolutionMetrics) - Constructor for class org.drip.portfolioconstruction.bayesian.BlackLittermanCustomConfidenceOutput: BlackLittermanCustomConfidenceOutput Constructor
BlackLittermanOutput - Class in org.drip.portfolioconstruction.bayesian: BlackLittermanOutput holds the essential Outputs generated from either a Full or a Custom Confidence of the Projection Black Litterman Bayesian Combination Run.
BlackLittermanOutput(ForwardReverseHoldingsAllocation, double[]) - Constructor for class org.drip.portfolioconstruction.bayesian.BlackLittermanOutput: BlackLittermanOutput Constructor
BlackLittermanProcessor - Class in org.drip.service.assetallocation: BlackLittermanProcessor Sets Up and Executes a JSON Based In/Out Processing Service for the Black Litterman Bayesian View Incorporation/Parameter Estimation.
BlackLittermanProcessor() - Constructor for class org.drip.service.assetallocation.BlackLittermanProcessor
BlackNormalAlgorithm - Class in org.drip.pricer.option: BlackNormalAlgorithm implements the Black Normal European Call and Put Options Pricer.
BlackNormalAlgorithm() - Constructor for class org.drip.pricer.option.BlackNormalAlgorithm: Empty BlackNormalAlgorithm Constructor - nothing to be filled in with
BlackScholesAlgorithm - Class in org.drip.pricer.option: BlackScholesAlgorithm implements the Black Scholes based European Call and Put Options Pricer.
BlackScholesAlgorithm() - Constructor for class org.drip.pricer.option.BlackScholesAlgorithm: Empty BlackScholesAlgorithm Constructor - nothing to be filled in with
BlackVolatility - Class in org.drip.sample.sabr: BlackVolatility demonstrates the Construction and Usage of the SABR Model to Imply the Black Volatility of a given Contract.
BlackVolatility() - Constructor for class org.drip.sample.sabr.BlackVolatility
Blagouchine2015() - Static method in class org.drip.specialfunction.loggamma.InfiniteSumSeriesTerm: Construct the Blagouchine (2015) Series Term for Log Gamma
Blagouchine2015(int) - Static method in class org.drip.specialfunction.loggamma.InfiniteSumEstimator: Compute the Blagouchine (2015) Infinite Sum Series of Log Gamma Estimator
Blagouchine2015(int) - Static method in class org.drip.specialfunction.loggamma.InfiniteSumSeries: Construct the R¹ To R¹ Blagouchine (2015) Series
BlagouchineSummationProperty1 - Class in org.drip.sample.digamma: BlagouchineSummationProperty1 demonstrates the Blagouchine (2014) Property Lemma for Digamma Functions.
BlagouchineSummationProperty1() - Constructor for class org.drip.sample.digamma.BlagouchineSummationProperty1
BlagouchineSummationProperty10 - Class in org.drip.sample.digamma: BlagouchineSummationProperty10 demonstrates the Blagouchine (2014) Property Lemma for Digamma Functions.
BlagouchineSummationProperty10() - Constructor for class org.drip.sample.digamma.BlagouchineSummationProperty10
BlagouchineSummationProperty2 - Class in org.drip.sample.digamma: BlagouchineSummationProperty2 demonstrates the Blagouchine (2014) Property Lemma for Digamma Functions.
BlagouchineSummationProperty2() - Constructor for class org.drip.sample.digamma.BlagouchineSummationProperty2
BlagouchineSummationProperty3 - Class in org.drip.sample.digamma: BlagouchineSummationProperty3 demonstrates the Blagouchine (2014) Property Lemma for Digamma Functions.
BlagouchineSummationProperty3() - Constructor for class org.drip.sample.digamma.BlagouchineSummationProperty3
BlagouchineSummationProperty4 - Class in org.drip.sample.digamma: BlagouchineSummationProperty4 demonstrates the Blagouchine (2014) Property Lemma for Digamma Functions.
BlagouchineSummationProperty4() - Constructor for class org.drip.sample.digamma.BlagouchineSummationProperty4
BlagouchineSummationProperty5 - Class in org.drip.sample.digamma: BlagouchineSummationProperty5 demonstrates the Blagouchine (2014) Property Lemma for Digamma Functions.
BlagouchineSummationProperty5() - Constructor for class org.drip.sample.digamma.BlagouchineSummationProperty5
BlagouchineSummationProperty6 - Class in org.drip.sample.digamma: BlagouchineSummationProperty6 demonstrates the Blagouchine (2014) Property Lemma for Digamma Functions.
BlagouchineSummationProperty6() - Constructor for class org.drip.sample.digamma.BlagouchineSummationProperty6
BlagouchineSummationProperty7 - Class in org.drip.sample.digamma: BlagouchineSummationProperty7 demonstrates the Blagouchine (2014) Property Lemma for Digamma Functions.
BlagouchineSummationProperty7() - Constructor for class org.drip.sample.digamma.BlagouchineSummationProperty7
BlagouchineSummationProperty8 - Class in org.drip.sample.digamma: BlagouchineSummationProperty8 demonstrates the Blagouchine (2014) Property Lemma for Digamma Functions.
BlagouchineSummationProperty8() - Constructor for class org.drip.sample.digamma.BlagouchineSummationProperty8
BlagouchineSummationProperty9 - Class in org.drip.sample.digamma: BlagouchineSummationProperty9 demonstrates the Blagouchine (2014) Property Lemma for Digamma Functions.
BlagouchineSummationProperty9() - Constructor for class org.drip.sample.digamma.BlagouchineSummationProperty9
Block - Class in org.drip.portfolioconstruction.core: Block forms the Base underneath all Portfolio Construction Objects.
Block(String, String, String, int) - Constructor for class org.drip.portfolioconstruction.core.Block: Block Constructor
BLOCK_ATTRIBUTE - Static variable in class org.drip.portfolioconstruction.core.BlockCategory: Block Category - BLOCK_ATTRIBUTE
BLOCK_CLASSIFICATION - Static variable in class org.drip.portfolioconstruction.core.BlockCategory: Block Category - BLOCK_CLASSIFICATION
BlockAttribute - Class in org.drip.portfolioconstruction.composite: BlockAttribute contains the Marginal Attributes for the specified Set of Assets.
BlockAttribute(String, String, String) - Constructor for class org.drip.portfolioconstruction.composite.BlockAttribute: BlockAttribute Constructor
BlockCategory - Class in org.drip.portfolioconstruction.core: BlockCategory contains the Block Category Enum's.
BlockCategory() - Constructor for class org.drip.portfolioconstruction.core.BlockCategory
BlockClassification - Class in org.drip.portfolioconstruction.composite: BlockClassification contains the Classifications for the specified Set of Assets.
BlockClassification(String, String, String) - Constructor for class org.drip.portfolioconstruction.composite.BlockClassification: Classification Constructor
blockSizeExponent() - Method in class org.drip.execution.principal.OptimalMeasureDependence: Retrieve the Block Size Dependence Exponent
Blom1958(int) - Static method in class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic: Construct the Blom (1958) Version of the PlottingPositionGeneratorHeuristic
BMDHoliday - Class in org.drip.analytics.holset: BMDHoliday holds the BMD Holidays.
BMDHoliday() - Constructor for class org.drip.analytics.holset.BMDHoliday: BMDHoliday Constructor
BMDP2018(int) - Static method in class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic: Construct the BMDP (2018) Version of the PlottingPositionGeneratorHeuristic
bMinus() - Method in class org.drip.specialfunction.hypergeometric.GaussContiguousRelations: Retrieve the b- Gauss Contiguous Function
BODMAS(String) - Static method in class org.drip.service.common.ArrayUtil: Execute a BODMAS Evaluation of the Expression
Bokaro - Class in org.drip.sample.bondmetrics: Bokaro generates the Full Suite of Replication Metrics for a Sample Bond.
Bokaro() - Constructor for class org.drip.sample.bondmetrics.Bokaro
BOLTZMANN - Static variable in class org.drip.dynamics.physical.FundamentalConstants: Boltzmann Constant
bond() - Method in class org.drip.product.params.CTDEntry: Retrieve the CTD Bond Instance
bond() - Method in class org.drip.service.scenario.BondReplicator: Retrieve the Bond Component Instance
bond() - Method in class org.drip.service.scenario.EOSMetricsReplicator: Retrieve the Underlying Bond
Bond - Class in org.drip.product.definition: Bond abstract class implements the pricing, the valuation, and the RV analytics functionality for the bond product.
Bond() - Constructor for class org.drip.product.definition.Bond
BOND_TYPE_SIMPLE_FIXED - Static variable in class org.drip.product.creator.BondBuilder: Custom Bond Type Simple Fixed
BOND_TYPE_SIMPLE_FLOATER - Static variable in class org.drip.product.creator.BondBuilder: Custom Bond Type Simple Floater
BOND_TYPE_SIMPLE_FROM_CF - Static variable in class org.drip.product.creator.BondBuilder: Custom Bond Type Simple From Cash flows
bondBasis() - Method in class org.drip.analytics.output.BondRVMeasures: Retrieve the Bond Basis
bondBasisFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from ASW to Maturity
bondBasisFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from ASW to Work-out
bondBasisFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from ASW to Optimal Exercise
bondBasisFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from Credit Basis to Maturity
bondBasisFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from Credit Basis to Work-out
bondBasisFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from Credit Basis to Optimal Exercise
bondBasisFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from Discount Margin to Maturity
bondBasisFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from Discount Margin to Work-out
bondBasisFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from Discount Margin to Optimal Exercise
bondBasisFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from E Spread to Maturity
bondBasisFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from E Spread to Work-out
bondBasisFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from E Spread to Optimal Exercise
bondBasisFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from G Spread to Maturity
bondBasisFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from G Spread to Work-out
bondBasisFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from G Spread to Optimal Exercise
bondBasisFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from I Spread to Maturity
bondBasisFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from I Spread to Work-out
bondBasisFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from I Spread to Optimal Exercise
bondBasisFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from J Spread to Maturity
bondBasisFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from J Spread to Work-out
bondBasisFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from J Spread to Optimal Exercise
bondBasisFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from N Spread to Maturity
bondBasisFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from N Spread to Work-out
bondBasisFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from N Spread to Optimal Exercise
bondBasisFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from OAS to Maturity
bondBasisFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from OAS to Work-out
bondBasisFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from OAS to Optimal Exercise
bondBasisFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from PECS to Maturity
bondBasisFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from PECS to Work-out
bondBasisFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from PECS to Optimal Exercise
bondBasisFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from Price to Maturity
bondBasisFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from Price to Work-out
bondBasisFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from Price to Optimal Exercise
bondBasisFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from TSY Spread to Maturity
bondBasisFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from TSY Spread to Work-out
bondBasisFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from TSY Spread to Optimal Exercise
bondBasisFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from Yield to Maturity
bondBasisFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from Yield to Work-out
bondBasisFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from Yield Spread to Maturity
bondBasisFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from Yield Spread to Work-out
bondBasisFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from Yield Spread to Optimal Exercise
bondBasisFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from Yield to Optimal Exercise
bondBasisFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from Z Spread to Maturity
bondBasisFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from Z Spread to Work-out
bondBasisFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
bondBasisFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Bond Basis from Z Spread to Optimal Exercise
BondBasket - Class in org.drip.product.credit: BondBasket implements the bond basket product contract details.
BondBasket(String, Bond[], double[]) - Constructor for class org.drip.product.credit.BondBasket: BondBasket constructor
BondBasketBuilder - Class in org.drip.product.creator: BondBasketBuilder contains the suite of helper functions for creating the bond Basket Product from different kinds of inputs and byte streams.
BondBasketBuilder() - Constructor for class org.drip.product.creator.BondBasketBuilder
BondBuilder - Class in org.drip.product.creator: BondBuilder contains the suite of helper functions for creating simple fixed/floater bonds, user defined bonds, optionally with custom cash flows and embedded option schedules (European or American).
BondBuilder() - Constructor for class org.drip.product.creator.BondBuilder
BondCalibrator(BondComponent, boolean) - Constructor for class org.drip.product.credit.BondComponent.BondCalibrator: Constructor: Construct the calibrator from the parent bond.
BondClientCashFlow - Class in org.drip.sample.service: BondClientCashFlow demonstrates the Invocation and Examination of the JSON-based Bond Valuation Service for generating the Bond Cash Flows.
BondClientCashFlow() - Constructor for class org.drip.sample.service.BondClientCashFlow
BondClientCurve - Class in org.drip.sample.service: BondClientCurve demonstrates the Invocation and Examination of the JSON-based Bond Valuation Service for generating the Curve Metrics.
BondClientCurve() - Constructor for class org.drip.sample.service.BondClientCurve
BondClientSecular - Class in org.drip.sample.service: BondClientSecular demonstrates the Invocation and Examination of the JSON-based Bond Valuation Service for generating the Secular Metrics.
BondClientSecular() - Constructor for class org.drip.sample.service.BondClientSecular
BondComponent - Class in org.drip.product.credit: BondComponent is the base class that extends CreditComponent abstract class and implements the functionality behind bonds of all kinds.
BondComponent() - Constructor for class org.drip.product.credit.BondComponent: Constructor: Construct an empty bond object
BondComponent.BondCalibrator - Class in org.drip.product.credit: The BondCalibrator implements a calibrator that calibrates the yield, the credit basis, or the Z Spread for the bond given the price input.
BondCouponMeasures - Class in org.drip.analytics.output: BondCouponMeasures encapsulates the parsimonious but complete set of the cash-flow oriented coupon measures generated out of a full bond analytics run to a given work-out.
BondCouponMeasures(double, double, double, double) - Constructor for class org.drip.analytics.output.BondCouponMeasures: BondCouponMeasures constructor
BondEOSMetrics - Class in org.drip.analytics.output: BondEOSMetrics carries the Option Adjusted Metrics for a Bond with Embedded Options.
BondEOSMetrics(double, double[], double[], double[], double[], double[], double[], double[][], boolean[][]) - Constructor for class org.drip.analytics.output.BondEOSMetrics: BondEOSMetrics Constructor
BondEquivalent(String) - Static method in class org.drip.param.valuation.ValuationCustomizationParams: Construct the BondEquivalent Instance of ValuationCustomizationParams
BondFuturesPriceAUDBillStyle(JulianDate, Bond, double) - Static method in class org.drip.analytics.support.Helper: Compute the Bond Futures Price AUD Bill Style from the Reference Index Level
BondMarketSnap - Class in org.drip.historical.attribution: BondMarketSnap contains the Metrics Snapshot associated with the relevant Manifest Measures for the given Bond Position.
BondMarketSnap(JulianDate, double) - Constructor for class org.drip.historical.attribution.BondMarketSnap: BondMarketSnap Constructor
BondProcessor - Class in org.drip.service.json: BondProcessor Sets Up and Executes a JSON Based In/Out Bond Valuation Processor.
BondProcessor() - Constructor for class org.drip.service.json.BondProcessor
BondProduct - Interface in org.drip.product.definition: BondProduct interface implements the product static data behind bonds of all kinds.
BondProductBuilder - Class in org.drip.product.creator: BondProductBuilder holds the static parameters of the bond product needed for the full bond valuation.
BondProductBuilder() - Constructor for class org.drip.product.creator.BondProductBuilder: Empty BondProductBuilder ctr - uninitialized members
BondRefDataBuilder - Class in org.drip.product.creator: BondRefDataBuilder holds the entire set of static parameters for the bond product.
BondRefDataBuilder() - Constructor for class org.drip.product.creator.BondRefDataBuilder: Empty BondRefDataBuilder ctr - uninitialized members
BondRefDataBuilder(CaseInsensitiveTreeMap<String>) - Constructor for class org.drip.product.creator.BondRefDataBuilder: BondRefDataBuilder de-serialization from input JSON Map
BondReplicationRun - Class in org.drip.service.scenario: BondReplicationRun holds the Results of a Full Bond Replication Run.
BondReplicationRun() - Constructor for class org.drip.service.scenario.BondReplicationRun: Empty ReplicationRun Constructor
BondReplicator - Class in org.drip.service.scenario: BondReplicator generates a Target Set of Sensitivity and Relative Value Runs.
BondReplicator(double, double, double, JulianDate, String[], double[], double[], String[], double[], double, double, double, double, double, String, String[], double[], boolean, String[], double[], double, double, int, double, BondComponent) - Constructor for class org.drip.service.scenario.BondReplicator: BondReplicator Constructor
BondRVMeasures - Class in org.drip.analytics.output: BondRVMeasures encapsulates the comprehensive set of RV measures calculated for the bond to the appropriate exercise:

Work-out Information Price, Yield, and Yield01 Spread Measures: Asset Swap/Credit/G/I/OAS/PECS/TSY/Z Basis Measures: Bond Basis, Credit Basis, Yield Basis Duration Measures: Macaulay/Modified Duration, Convexity

Module = Product Core Module Library = Fixed Income Analytics Project = Date, Cash Flow, and Cash Flow Period Measure Generation Utilities Package = Period Product Targeted Valuation Measures
BondRVMeasures(double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, WorkoutInfo) - Constructor for class org.drip.analytics.output.BondRVMeasures: BondRVMeasures ctr
BondStream - Class in org.drip.product.params: BondStream is the place-holder for the bond period generation parameters.
BondStream(List<CompositePeriod>, int, String) - Constructor for class org.drip.product.params.BondStream: Construct the BondStream instance from the list of coupon periods
BondWorkoutMeasures - Class in org.drip.analytics.output: BondWorkoutMeasures encapsulates the parsimonius yet complete set of measures generated out of a full bond analytics run to a given work-out.
BondWorkoutMeasures(BondCouponMeasures, BondCouponMeasures, double, double, double, double, double, double, double, double, double, double, double, double, double) - Constructor for class org.drip.analytics.output.BondWorkoutMeasures: BondWorkoutMeasures constructor
BookGroupLayout - Class in org.drip.sample.xvatopology: BookGroupLayout represents the Directed Graph of all the Encompassing Book Groups.
BookGroupLayout() - Constructor for class org.drip.sample.xvatopology.BookGroupLayout
BookLatentStateMap - Class in org.drip.sample.xvatopology: BookLatentStateMap represents the Latent State Map across all the Book Groups.
BookLatentStateMap() - Constructor for class org.drip.sample.xvatopology.BookLatentStateMap
Boole(R1ToR1, double, double) - Static method in class org.drip.numerical.integration.R1ToR1Integrator: Compute the function's integral within the specified limits using the Boole rule.
BooleanArrayEntry(Object) - Static method in class org.drip.service.jsonparser.Converter: Convert the JSON Entry to a Boolean Array
BooleanEntry(JSONObject, String) - Static method in class org.drip.service.jsonparser.Converter: Convert the JSON Entry to an Boolean
BooleanListFromString(List<Boolean>, String, String) - Static method in class org.drip.service.common.StringUtil: Create a list of booleans from a delimited string
BootCurveConstructionInput - Class in org.drip.analytics.input: BootCurveConstructionInput contains the Parameters needed for the Curve Calibration/Estimation.
BootCurveConstructionInput(ValuationParams, ValuationCustomizationParams, CalibratableComponent[], CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>, CaseInsensitiveTreeMap<String[]>, LatentStateFixingsContainer) - Constructor for class org.drip.analytics.input.BootCurveConstructionInput: BootCurveConstructionInput constructor
bootstrapBasis(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, boolean) - Method in class org.drip.state.curve.BasisSplineFXForward
bootstrapBasis(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, boolean) - Method in class org.drip.state.fx.FXCurve: Bootstrap the basis to the discount curve inputs
bootstrapBasis(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, boolean) - Method in class org.drip.state.nonlinear.FlatForwardFXCurve
bootstrapBasisDC(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, boolean) - Method in class org.drip.state.curve.BasisSplineFXForward
bootstrapBasisDC(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, boolean) - Method in class org.drip.state.fx.FXCurve: Bootstrap the discount curve from the discount curve inputs
bootstrapBasisDC(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, boolean) - Method in class org.drip.state.nonlinear.FlatForwardFXCurve
borelMeasureSpaceExpectation(R1ToR1) - Method in class org.drip.spaces.metric.R1Combinatorial
borelMeasureSpaceExpectation(R1ToR1) - Method in class org.drip.spaces.metric.R1Continuous
borelMeasureSpaceExpectation(R1ToR1) - Method in interface org.drip.spaces.metric.R1Normed: Compute the Borel Measure Expectation for the specified R¹ To R¹ Function over the full Input Space
borelMeasureSpaceExpectation(RdToR1) - Method in class org.drip.spaces.metric.RdCombinatorialBanach
borelMeasureSpaceExpectation(RdToR1) - Method in class org.drip.spaces.metric.RdContinuousBanach
borelMeasureSpaceExpectation(RdToR1) - Method in interface org.drip.spaces.metric.RdNormed: Compute the Borel Measure Expectation for the specified R^d To R¹ Function over the full Input Space
borelSigmaMeasure() - Method in class org.drip.spaces.metric.R1Combinatorial
borelSigmaMeasure() - Method in class org.drip.spaces.metric.R1Continuous
borelSigmaMeasure() - Method in interface org.drip.spaces.metric.R1Normed: Retrieve the Borel Sigma R¹ Probability Measure
borelSigmaMeasure() - Method in class org.drip.spaces.metric.RdCombinatorialBanach
borelSigmaMeasure() - Method in class org.drip.spaces.metric.RdContinuousBanach
borelSigmaMeasure() - Method in interface org.drip.spaces.metric.RdNormed: Retrieve the Borel Sigma R^d Probability Measure
Boruvka(CompleteRandomGraph<?>) - Static method in class org.drip.graph.mst.CompleteRandomGraphEnsemble: Construct the Boruvka based CompleteRandomGraphEnsemble
BoruvkaForest<V> - Class in org.drip.graph.mstgreedy: BoruvkaForest implements the Extensions to a Forest required by the Boruvka MSF Generator.
BoruvkaForest(boolean) - Constructor for class org.drip.graph.mstgreedy.BoruvkaForest: BoruvkaForest Constructor
BoruvkaGenerator<V> - Class in org.drip.graph.mstgreedy: BoruvkaGenerator implements the Boruvka Algorithm for generating a Minimum Spanning Tree.
BoruvkaGenerator(Directed<?>, boolean) - Constructor for class org.drip.graph.mstgreedy.BoruvkaGenerator: BoruvkaGenerator Constructor
BoruvkaMaximumForestGenerator - Class in org.drip.sample.mst: BoruvkaMaximumForestGenerator illustrates the Execution of the Boruvka Algorithm for the Generation of the Maximum Spanning Forest.
BoruvkaMaximumForestGenerator() - Constructor for class org.drip.sample.mst.BoruvkaMaximumForestGenerator
BoruvkaMinimumForestGenerator - Class in org.drip.sample.mst: BoruvkaMinimumForestGenerator illustrates the Execution of the Boruvka Algorithm for the Generation of the Minimum Spanning Forest.
BoruvkaMinimumForestGenerator() - Constructor for class org.drip.sample.mst.BoruvkaMinimumForestGenerator
bottomComponentCutoffCount() - Method in class org.drip.investing.factors.TopDownSegmentRanker: Retrieve the Bottom Component Cutoff Count
BottomLeft(int, int, int) - Static method in class org.drip.numerical.linearalgebra.R1MatrixUtil: Indicate if the Cell corresponds to Bottom Left Location in the Matrix
bound() - Method in class org.drip.spaces.cover.L1R1CoveringBounds: Retrieve the Function Bound
Bound(double, double, double) - Static method in class org.drip.numerical.common.NumberUtil: Bound the input to within (floor, Ceiling), i.e., compute Min (Max (floor, X), Ceiling)
BOUNDARY_CONDITION_FINANCIAL - Static variable in class org.drip.spline.stretch.BoundarySettings: Calibration Boundary Condition: Financial Boundary Condition
BOUNDARY_CONDITION_FLOATING - Static variable in class org.drip.spline.stretch.BoundarySettings: Calibration Boundary Condition: Floating Boundary Condition
BOUNDARY_CONDITION_NATURAL - Static variable in class org.drip.spline.stretch.BoundarySettings: Calibration Boundary Condition: Natural Boundary Condition
BOUNDARY_CONDITION_NOT_A_KNOT - Static variable in class org.drip.spline.stretch.BoundarySettings: Calibration Boundary Condition: Not-A-Knot Boundary Condition
boundaryCondition() - Method in class org.drip.spline.stretch.BoundarySettings: Retrieve the Type of the Boundary Condition
BoundarySettings - Class in org.drip.spline.stretch: BoundarySettings implements the Boundary Settings that determine the full extent of description of the regime's State.
BoundarySettings(int, int, int) - Constructor for class org.drip.spline.stretch.BoundarySettings: BoundarySettings constructor
bounded(Network<Double>) - Method in class org.drip.graph.adjacencymatrix.GkToR1: Indicate if the G² Map is bounded based on the L² Metric
Bounded - Class in org.drip.sequence.random: Bounded implements the Bounded Random Univariate Generator with a Lower and an upper Bound.
boundedEstimate(double) - Method in class org.drip.numerical.estimation.R1ToR1Estimator: Estimate a Bounded Numerical Approximation of the Function Value
boundedEstimate(double) - Method in class org.drip.specialfunction.gamma.RamanujanSeries
boundedEstimate(double) - Method in class org.drip.specialfunction.gamma.RobbinsExtension
boundedEstimate(double) - Method in class org.drip.specialfunction.gamma.StirlingSeries
boundedEstimate(double, double) - Method in class org.drip.numerical.estimation.R2ToR1Estimator: Estimate a Bounded Numerical Approximation of the Function Value
BoundedFunction - Class in org.drip.sample.coveringnumber: BoundedFunction demonstrates Computation of the Lower and the Upper Bounds for Functions that are absolutely Bounded.
BoundedFunction() - Constructor for class org.drip.sample.coveringnumber.BoundedFunction
BoundedGaussian - Class in org.drip.sequence.random: BoundedGaussian implements the Bounded Gaussian Distribution, with a Gaussian Distribution between a lower and an upper Bound.
BoundedGaussian(double, double, double, double) - Constructor for class org.drip.sequence.random.BoundedGaussian: BoundedGaussian Constructor
BoundedHoldingsAllocationControl - Class in org.drip.portfolioconstruction.allocator: BoundedHoldingsAllocationControl holds the Parameters needed to build the Portfolio with Bounds on the Underlying Assets.
BoundedHoldingsAllocationControl(String[], CustomRiskUtilitySettings, EqualityConstraintSettings) - Constructor for class org.drip.portfolioconstruction.allocator.BoundedHoldingsAllocationControl: BoundedHoldingsAllocationControl Constructor
BoundedIdempotentUnivariateRandom - Class in org.drip.sequence.functional: BoundedIdempotentUnivariateRandom contains the Implementation of the Objective Function dependent on Bounded Idempotent Univariate Random Variable.
BoundedIdempotentUnivariateRandom(double, R1Univariate, double) - Constructor for class org.drip.sequence.functional.BoundedIdempotentUnivariateRandom: BoundedIdempotentUnivariateRandom Constructor
BoundedMarkovitzBullet - Class in org.drip.sample.efficientfrontier: BoundedMarkovitzBullet demonstrates the Construction of the Efficient Frontier using the Constrained Mean Variance Optimizer for a Bounded Portfolio.
BoundedMarkovitzBullet() - Constructor for class org.drip.sample.efficientfrontier.BoundedMarkovitzBullet
BoundedMultivariateRandom - Class in org.drip.sequence.functional: BoundedMultivariateRandom contains the Implementation of the Bounded Objective Function dependent on Multivariate Random Variables.
BoundedMultivariateRandom() - Constructor for class org.drip.sequence.functional.BoundedMultivariateRandom
BoundedPredictorBoundedResponse(double, R1ToR1[], double, double) - Static method in class org.drip.spaces.functionclass.NormedR1ToL1R1Finite: Create Bounded R¹ To Bounded L1 R¹ Function Class for the specified Bounded Class of Finite Functions
BoundedSequenceAgnosticMetrics - Class in org.drip.sequence.metrics: BoundedSequenceAgnosticMetrics contains the Sample Distribution Metrics and Agnostic Bounds related to the specified Bounded Sequence.
BoundedSequenceAgnosticMetrics(double[], R1Univariate, double) - Constructor for class org.drip.sequence.metrics.BoundedSequenceAgnosticMetrics: BoundedSequenceAgnosticMetrics Constructor
BoundedUniform - Class in org.drip.sequence.random: BoundedUniform implements the Bounded Uniform Distribution, with a Uniform Distribution between a lower and an upper Bound.
BoundedUniform(double, double) - Constructor for class org.drip.sequence.random.BoundedUniform: BoundedUniform Distribution Constructor
BoundedUniformInteger - Class in org.drip.sequence.random: BoundedUniformInteger implements the Bounded Uniform Distribution, with a Uniform Integer being generated between a lower and an upper Bound.
BoundedUniformInteger(int, int) - Constructor for class org.drip.sequence.random.BoundedUniformInteger: BoundedUniformInteger Distribution Constructor
BoundedUniformIntegerDistribution - Class in org.drip.measure.discrete: BoundedUniformIntegerDistribution implements the Univariate Bounded Uniform Integer Distribution, with the Integer being generated between a (n inclusive) lower and an upper Bound.
BoundedUniformIntegerDistribution(int, int) - Constructor for class org.drip.measure.discrete.BoundedUniformIntegerDistribution: Construct a Univariate Bounded Uniform Integer Distribution
boundedVarianceUpperBound() - Method in class org.drip.sequence.functional.EfronSteinMetrics: Compute the Multivariate Variance Upper Bound using the Bounded Differences Support
BoundedVariateSumBound - Class in org.drip.sample.efronstein: BoundedVariateSumBound demonstrates the Computation of the Probabilistic Bounds for the Realization of the Values of a Multivariate Function over Random Sequence Values (in this case, sum of the independent Random Variates) using Variants of the Efron-Stein Methodology.
BoundedVariateSumBound() - Constructor for class org.drip.sample.efronstein.BoundedVariateSumBound
boundingConstraintsArray(int) - Method in class org.drip.portfolioconstruction.allocator.BoundedHoldingsAllocationControl: Retrieve the Array of the Inequality Constraint Functions
boundingFunction() - Method in class org.drip.graph.asymptote.BigOAsymptoteSpec: Retrieve the Asymptotically Bounding Function
BoundMultivariate - Interface in org.drip.function.rdtor1: BoundMultivariate Interface implements R^d To R¹ Bounds.
boundValue() - Method in class org.drip.function.rdtor1.AffineBoundMultivariate
boundValue() - Method in interface org.drip.function.rdtor1.BoundMultivariate: Retrieve the Bound Value
boundVariateIndex() - Method in class org.drip.function.rdtor1.AffineBoundMultivariate
boundVariateIndex() - Method in interface org.drip.function.rdtor1.BoundMultivariate: Retrieve the Bound Variate Index
BoxMullerGaussian - Class in org.drip.sequence.random: BoxMullerGaussian implements the Univariate Gaussian Random Number Generator.
BoxMullerGaussian(double, double) - Constructor for class org.drip.sequence.random.BoxMullerGaussian: BoxMullerGaussian Constructor
Bozhou - Class in org.drip.sample.bondeos: Bozhou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Bozhou.
Bozhou() - Constructor for class org.drip.sample.bondeos.Bozhou
bPlus() - Method in class org.drip.specialfunction.hypergeometric.GaussContiguousRelations: Retrieve the b+ Gauss Contiguous Function
bPOE(double) - Method in class org.drip.measure.continuous.R1Univariate: Retrieve the Buffered Probability of Existence
bPOE(double) - Method in class org.drip.measure.exponential.R1RateDistribution
BRACKETING_CUSTOM_BCP - Static variable in class org.drip.function.r1tor1solver.InitializationHeuristics: Start search from Custom Bracketing Control Parameters
BRACKETING_EDGE_HINTS - Static variable in class org.drip.function.r1tor1solver.InitializationHeuristics: Start bracket initialization from Pre-specified left/right edge hints
BRACKETING_FLOOR_CEILING - Static variable in class org.drip.function.r1tor1solver.InitializationHeuristics: Restrict the bracket initialization to within the specified Floor and Ceiling
BRACKETING_GENERIC_BCP - Static variable in class org.drip.function.r1tor1solver.InitializationHeuristics: Start bracket initialization from the Generic Bracket Initializer
BRACKETING_MID_HINT - Static variable in class org.drip.function.r1tor1solver.InitializationHeuristics: Start bracket initialization from Pre-specified Starting Mid Bracketing Variate
BracketingControlParams - Class in org.drip.function.r1tor1solver: BracketingControlParams implements the control parameters for bracketing solutions.
BracketingControlParams() - Constructor for class org.drip.function.r1tor1solver.BracketingControlParams: Default BracketingControlParams constructor
BracketingControlParams(int, double, double, double) - Constructor for class org.drip.function.r1tor1solver.BracketingControlParams: BracketingControlParams constructor
BracketingOutput - Class in org.drip.function.r1tor1solver: BracketingOutput carries the results of the bracketing initialization.
BracketingOutput() - Constructor for class org.drip.function.r1tor1solver.BracketingOutput: Default BracketingOutput constructor: Initializes the output
BracketingRegressorSet - Class in org.drip.regression.fixedpointfinder: BracketingRegressorSet implements regression run for the Primitive Bracketing Fixed Point Search Method.
BracketingRegressorSet() - Constructor for class org.drip.regression.fixedpointfinder.BracketingRegressorSet: BracketingRegressorSet Constructor
branchingFactor() - Method in class org.drip.graph.core.Vertex: Retrieve the Branching Factor of the Vertex
BRCHoliday - Class in org.drip.analytics.holset: BRCHoliday holds the BRC Holidays.
BRCHoliday() - Constructor for class org.drip.analytics.holset.BRCHoliday: BRCHoliday Constructor
BreadthFirst - Class in org.drip.graph.search: BreadthFirst implements the Iterative Breadth-first Search Schemes.
BreadthFirst(Network<?>) - Constructor for class org.drip.graph.search.BreadthFirst: BreadthFirst Constructor
breakevenPrincipalDiscount() - Method in class org.drip.execution.principal.GrossProfitEstimator: Compute the Break-even Principal Discount
BRLHoliday - Class in org.drip.analytics.holset: BRLHoliday holds the BRL Holidays.
BRLHoliday() - Constructor for class org.drip.analytics.holset.BRLHoliday: BRLHoliday Constructor
BrodalHeapTimeComplexity - Class in org.drip.graph.asymptote: BrodalHeapTimeComplexity maintains the Asymptotic Behavior Specifications of a Brodal Heap's Operations.
BrodalHeapTimeComplexity() - Constructor for class org.drip.graph.asymptote.BrodalHeapTimeComplexity
brokenDateBridge() - Method in class org.drip.exposure.mpor.CollateralAmountEstimator: Retrieve the Stochastic Value Broken Date Bridge Estimator
BrokenDateGovvieSpot - Class in org.drip.sample.intexfeed: BrokenDateGovvieSpot generates the Sequence of Govvie Yields with Monthly Increments in Maturity over 60 Years.
BrokenDateGovvieSpot() - Constructor for class org.drip.sample.intexfeed.BrokenDateGovvieSpot
BrokenDateInterpolator - Interface in org.drip.measure.bridge: BrokenDateInterpolator exposes the Ability to Interpolate the Realized Path Value between two Broken Dates.
BrokenDateInterpolatorBrownian3P - Class in org.drip.measure.bridge: BrokenDateInterpolatorBrownian3P Interpolates the Broken Dates using Three Stochastic Value Nodes using the Three Point Brownian Bridge Scheme.
BrokenDateInterpolatorBrownian3P(double, double, double, double, double, double) - Constructor for class org.drip.measure.bridge.BrokenDateInterpolatorBrownian3P: BrokenDateInterpolatorBrownian3P Constructor
BrokenDateInterpolatorLinearT - Class in org.drip.measure.bridge: BrokenDateInterpolatorLinearT Interpolates using Two Stochastic Value Nodes with Linear Scheme.
BrokenDateInterpolatorLinearT(double, double, double, double) - Constructor for class org.drip.measure.bridge.BrokenDateInterpolatorLinearT: BrokenDateInterpolatorLinearT Constructor
BrokenDateInterpolatorSqrtT - Class in org.drip.measure.bridge: BrokenDateInterpolatorSqrtT Interpolates using Two Stochastic Value Nodes with Linear Scheme.
BrokenDateInterpolatorSqrtT(double, double, double, double) - Constructor for class org.drip.measure.bridge.BrokenDateInterpolatorSqrtT: BrokenDateInterpolatorSqrtT Constructor
BrokenDateLIBOREUR - Class in org.drip.sample.intexfeed: BrokenDateLIBOREUR generates the EUR LIBOR Forward's over Monthly Increments with Maturity up to 60 Years for different Forward Tenors.
BrokenDateLIBOREUR() - Constructor for class org.drip.sample.intexfeed.BrokenDateLIBOREUR
BrokenDateLIBORSpot - Class in org.drip.sample.intexfeed: BrokenDateLIBORSpot generates the LIBOR's at the Broken Date Tenors in the Currency specified.
BrokenDateLIBORSpot() - Constructor for class org.drip.sample.intexfeed.BrokenDateLIBORSpot
BrokenDateLIBORUSD - Class in org.drip.sample.intexfeed: BrokenDateLIBORUSD generates the USD LIBOR Forward's over Monthly Increments with Maturity up to 60 Years for different Forward Tenors.
BrokenDateLIBORUSD() - Constructor for class org.drip.sample.intexfeed.BrokenDateLIBORUSD
BrokenDateOISRate - Class in org.drip.sample.intexfeed: BrokenDateOISRate generates the OIS Rate for Monthly Increments in Maturity over 60 Years.
BrokenDateOISRate() - Constructor for class org.drip.sample.intexfeed.BrokenDateOISRate
brokenDateScheme() - Method in class org.drip.xva.proto.PositionGroupSpecification: Retrieve the Broken Date Interpolation Scheme
BrokenDateScheme - Class in org.drip.xva.settings: BrokenDateScheme holds the Broken Date Interpolation Scheme to generate Intermediate Values for the Path Exposures and Collateral Balances.
BrokenDateScheme() - Constructor for class org.drip.xva.settings.BrokenDateScheme
BrokenDateSwapRate - Class in org.drip.sample.intexfeed: BrokenDateSwapRate generates the Swap Rate for Monthly Increments in Maturity over 60 Years.
BrokenDateSwapRate() - Constructor for class org.drip.sample.intexfeed.BrokenDateSwapRate
BrokenDateVolSurface - Class in org.drip.sample.option: BrokenDateVolSurface contains an illustration of the Construction and Usage of the Option Volatility Surface, and the Evaluation at the supplied Broken Dates.
BrokenDateVolSurface() - Constructor for class org.drip.sample.option.BrokenDateVolSurface
BrownianBridgeConcave - Class in org.drip.sample.measure: BrownianBridgeConcave demonstrates using the Brownian Bridge Scheme to Interpolate Three Concave Value Points.
BrownianBridgeConcave() - Constructor for class org.drip.sample.measure.BrownianBridgeConcave
BrownianBridgeConvex - Class in org.drip.sample.measure: BrownianBridgeConvex demonstrates using the Brownian Bridge Scheme to Interpolate Three Convex Value Points.
BrownianBridgeConvex() - Constructor for class org.drip.sample.measure.BrownianBridgeConvex
brownianBridgeFactor() - Method in class org.drip.measure.bridge.BrokenDateInterpolatorBrownian3P: Retrieve the Brownian Bridge Factor
BrownianBridgeLinear - Class in org.drip.sample.measure: BrownianBridgeLinear demonstrates using the Brownian Bridge Scheme to Interpolate Three Linear Value Points.
BrownianBridgeLinear() - Constructor for class org.drip.sample.measure.BrownianBridgeLinear
BrownianPopulationCentralMeasures - Class in org.drip.sample.ckls: BrownianPopulationCentralMeasures illustrates the Aging of Population Central Measures, both Temporal and Steady-State, of an Evolving R¹ Brownian Process.
BrownianPopulationCentralMeasures() - Constructor for class org.drip.sample.ckls.BrownianPopulationCentralMeasures
BrownianTemporalPDF - Class in org.drip.sample.kolmogorov: BrownianTemporalPDF illustrates the Temporal Distribution of an Evolving R¹ Brownian Motion.
BrownianTemporalPDF() - Constructor for class org.drip.sample.kolmogorov.BrownianTemporalPDF
BSDHoliday - Class in org.drip.analytics.holset: BSDHoliday holds the BSD Holidays.
BSDHoliday() - Constructor for class org.drip.analytics.holset.BSDHoliday: BSDHoliday Constructor
bSize() - Method in class org.drip.numerical.linearalgebra.SylvesterEquation: Retrieve the Size of Square Matrix B
BSplineBasisSet(BSplineSequenceParams) - Static method in class org.drip.spline.basis.FunctionSetBuilder: Construct the BSpline Basis Function Set
bSplineOrder() - Method in class org.drip.spline.basis.BSplineSequenceParams: Retrieve the B Spline Order
bSplineOrder() - Method in class org.drip.spline.bspline.SegmentBasisFunction: Retrieve the Order of the B Spline
BSplineSequence - Class in org.drip.sample.spline: BSplineSequence implements Samples for the Construction and the usage of various monic basis B Spline Sequences.
BSplineSequence() - Constructor for class org.drip.sample.spline.BSplineSequence
BSplineSequenceParams - Class in org.drip.spline.basis: BSplineSequenceParams implements the parameter set for constructing the B Spline Sequence.
BSplineSequenceParams(String, String, int, int, double, int) - Constructor for class org.drip.spline.basis.BSplineSequenceParams: BSplineSequenceParams Constructor
BTPS(JulianDate, JulianDate, double) - Static method in class org.drip.service.template.TreasuryBuilder: Construct an Instance of the Italian Treasury EUR BTPS Bond
Bucket(int) - Static method in class org.drip.simm.commodity.CTSettingsContainer20: Retrieve the Bucket denoted by the Number
Bucket(int) - Static method in class org.drip.simm.commodity.CTSettingsContainer21: Retrieve the Bucket denoted by the Number
Bucket(int) - Static method in class org.drip.simm.commodity.CTSettingsContainer24: Retrieve the Bucket denoted by the Number
Bucket(int) - Static method in class org.drip.simm.credit.CRNQSettingsContainer20: Retrieve the Bucket denoted by the Number
Bucket(int) - Static method in class org.drip.simm.credit.CRNQSettingsContainer21: Retrieve the Bucket denoted by the Number
Bucket(int) - Static method in class org.drip.simm.credit.CRNQSettingsContainer24: Retrieve the Bucket denoted by the Number
Bucket(int) - Static method in class org.drip.simm.credit.CRQSettingsContainer20: Retrieve the Bucket denoted by the Number
Bucket(int) - Static method in class org.drip.simm.credit.CRQSettingsContainer21: Retrieve the Bucket denoted by the Number
Bucket(int) - Static method in class org.drip.simm.credit.CRQSettingsContainer24: Retrieve the Bucket denoted by the Number
Bucket(int) - Static method in class org.drip.simm.equity.EQSettingsContainer20: Retrieve the Bucket denoted by the Number
Bucket(int) - Static method in class org.drip.simm.equity.EQSettingsContainer21: Retrieve the Bucket denoted by the Number
Bucket(int) - Static method in class org.drip.simm.equity.EQSettingsContainer24: Retrieve the Bucket denoted by the Number
BucketAggregate - Class in org.drip.simm.margin: BucketAggregate holds the Single Bucket Sensitivity Margin, the Cumulative Bucket Risk Factor Sensitivity Margin, as well as the Aggregate Risk Factor Maps.
BucketAggregate(Map<String, RiskFactorAggregate>, double, double) - Constructor for class org.drip.simm.margin.BucketAggregate: BucketAggregate Constructor
BucketAggregateCR - Class in org.drip.simm.margin: BucketAggregateCR holds the Single Bucket CR Sensitivity Margin, the Cumulative CR Bucket Risk Factor Sensitivity Margin, as well as the Aggregate CR Risk Factor Maps.
BucketAggregateCR(RiskFactorAggregateCR, SensitivityAggregateCR, double, double) - Constructor for class org.drip.simm.margin.BucketAggregateCR: BucketAggregateCR Constructor
BucketAggregateIR - Class in org.drip.simm.margin: BucketAggregateIR holds the Single Bucket IR Sensitivity Margin, the Cumulative Bucket Risk Factor Sensitivity Margin, as well as the IR Aggregate Risk Factor Maps.
BucketAggregateIR(RiskFactorAggregateIR, SensitivityAggregateIR, double, double) - Constructor for class org.drip.simm.margin.BucketAggregateIR: BucketAggregateIR Constructor
bucketAggregateMap() - Method in class org.drip.simm.margin.RiskMeasureAggregate: Retrieve the Bucket Sensitivity Aggregate Map
bucketAggregateMap() - Method in class org.drip.simm.margin.RiskMeasureAggregateCR: Retrieve the Credit Bucket Sensitivity Aggregate Map
bucketAggregateMap() - Method in class org.drip.simm.margin.RiskMeasureAggregateIR: Retrieve the Aggregate Bucket Map
bucketCount() - Method in class org.drip.graph.selection.HashSelector: Retrieve the Count of Buckets
BucketCurvatureSettings - Class in org.drip.simm.parameters: BucketCurvatureSettings holds the ISDA SIMM Curvature Settings for Interest Rates, Qualifying and Non-qualifying Credit, Equity, Commodity, and Foreign Exchange.
BucketCurvatureSettings(double, double, double, double) - Constructor for class org.drip.simm.parameters.BucketCurvatureSettings: BucketCurvatureSettings Constructor
BucketCurvatureSettingsCR - Class in org.drip.simm.parameters: BucketCurvatureSettingsCR holds the Curvature Risk Weights, Concentration Thresholds, and Cross-Tenor Correlations for each Currency Curve and its Tenor.
BucketCurvatureSettingsCR(Map<String, Double>, double, double, double, double, double, Map<String, Double>, Map<String, Double>) - Constructor for class org.drip.simm.parameters.BucketCurvatureSettingsCR: BucketCurvatureSettingsCR Constructor
BucketCurvatureSettingsIR - Class in org.drip.simm.parameters: BucketCurvatureSettingsIR holds the Curvature Risk Weights, Concentration Thresholds, and Cross-Tenor/Cross-Curve Correlations for each Currency Curve and its Tenor.
BucketCurvatureSettingsIR(Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, LabelCorrelation, double, double, double, double, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>) - Constructor for class org.drip.simm.parameters.BucketCurvatureSettingsIR: BucketCurvatureSettingsIR Constructor
BucketMap() - Static method in class org.drip.simm.commodity.CTSettingsContainer20: Retrieve the Bucket Map
BucketMap() - Static method in class org.drip.simm.commodity.CTSettingsContainer21: Retrieve the Bucket Map
BucketMap() - Static method in class org.drip.simm.commodity.CTSettingsContainer24: Retrieve the Bucket Map
BucketMap() - Static method in class org.drip.simm.credit.CRNQSettingsContainer20: Retrieve the Bucket Map
BucketMap() - Static method in class org.drip.simm.credit.CRNQSettingsContainer21: Retrieve the Bucket Map
BucketMap() - Static method in class org.drip.simm.credit.CRNQSettingsContainer24: Retrieve the Bucket Map
BucketMap() - Static method in class org.drip.simm.credit.CRQSettingsContainer20: Retrieve the Bucket Map
BucketMap() - Static method in class org.drip.simm.credit.CRQSettingsContainer21: Retrieve the Bucket Map
BucketMap() - Static method in class org.drip.simm.credit.CRQSettingsContainer24: Retrieve the Bucket Map
BucketMap() - Static method in class org.drip.simm.equity.EQSettingsContainer20: Retrieve the Bucket Map
BucketMap() - Static method in class org.drip.simm.equity.EQSettingsContainer21: Retrieve the Bucket Map
BucketMap() - Static method in class org.drip.simm.equity.EQSettingsContainer24: Retrieve the Bucket Map
BucketSensitivity - Class in org.drip.simm.product: BucketSensitivity holds the Risk Factor Sensitivities inside a single Bucket.
BucketSensitivity(Map<String, Double>) - Constructor for class org.drip.simm.product.BucketSensitivity: BucketSensitivity Constructor
BucketSensitivityCR - Class in org.drip.simm.product: BucketSensitivityCR holds the ISDA SIMM Risk Factor Tenor Bucket Sensitivities across CR Tenor Factors.
BucketSensitivityCR(Map<String, RiskFactorTenorSensitivity>) - Constructor for class org.drip.simm.product.BucketSensitivityCR: BucketSensitivityCR Constructor
BucketSensitivityIR - Class in org.drip.simm.product: BucketSensitivityIR holds the ISDA SIMM Risk Factor Tenor Bucket Sensitivities across IR Factor Sub Curves.
BucketSensitivityIR(RiskFactorTenorSensitivity, RiskFactorTenorSensitivity, RiskFactorTenorSensitivity, RiskFactorTenorSensitivity, RiskFactorTenorSensitivity, RiskFactorTenorSensitivity, RiskFactorTenorSensitivity) - Constructor for class org.drip.simm.product.BucketSensitivityIR: BucketSensitivityIR Constructor
bucketSensitivityMap() - Method in class org.drip.simm.product.RiskMeasureSensitivity: Retrieve the Risk Class Bucket Sensitivity Map
bucketSensitivityMap() - Method in class org.drip.simm.product.RiskMeasureSensitivityCR: Retrieve the Credit Bucket Sensitivity Map
bucketSensitivityMap() - Method in class org.drip.simm.product.RiskMeasureSensitivityIR: Retrieve the Risk Class Bucket Sensitivity Map
BucketSensitivitySettings - Class in org.drip.simm.parameters: BucketSensitivitySettings holds the Settings that govern the Generation of the ISDA SIMM Single Bucket Sensitivities.
BucketSensitivitySettings(double, double, double) - Constructor for class org.drip.simm.parameters.BucketSensitivitySettings: BucketSensitivitySettings Constructor
BucketSensitivitySettingsCR - Class in org.drip.simm.parameters: BucketSensitivitySettingsCR holds the Delta Risk Weights, Concentration Thresholds, and Cross-Tenor Correlations for each Credit Curve and its Tenor.
BucketSensitivitySettingsCR(Map<String, Double>, double, double, double) - Constructor for class org.drip.simm.parameters.BucketSensitivitySettingsCR: BucketSensitivitySettingsCR Constructor
BucketSensitivitySettingsIR - Class in org.drip.simm.parameters: BucketSensitivitySettingsIR holds the Delta Risk Weights, Concentration Thresholds, and Cross-Tenor/Cross-Curve Correlations for each Currency Curve and its Tenor.
BucketSensitivitySettingsIR(Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, LabelCorrelation, double, double) - Constructor for class org.drip.simm.parameters.BucketSensitivitySettingsIR: BucketSensitivitySettingsIR Constructor
bucketSensitivitySettingsMap() - Method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsCR: Retrieve the Credit Bucket Sensitivity Settings Map
bucketSensitivitySettingsMap() - Method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsIR: Retrieve the IR Bucket Sensitivity Settings Map
BucketSet() - Static method in class org.drip.simm.commodity.CTRiskThresholdContainer20: Retrieve the Commodity Risk Threshold Bucket Set
BucketSet() - Static method in class org.drip.simm.commodity.CTRiskThresholdContainer21: Retrieve the Commodity Risk Threshold Bucket Set
BucketSet() - Static method in class org.drip.simm.commodity.CTRiskThresholdContainer24: Retrieve the Commodity Risk Threshold Bucket Set
BucketSet() - Static method in class org.drip.simm.commodity.CTSettingsContainer20: Retrieve the Set of Bucket Indexes available
BucketSet() - Static method in class org.drip.simm.commodity.CTSettingsContainer21: Retrieve the Set of Bucket Indexes available
BucketSet() - Static method in class org.drip.simm.commodity.CTSettingsContainer24: Retrieve the Set of Bucket Indexes available
BucketSet() - Static method in class org.drip.simm.credit.CRNQSettingsContainer20: Retrieve the Set of Bucket Indexes available
BucketSet() - Static method in class org.drip.simm.credit.CRNQSettingsContainer21: Retrieve the Set of Bucket Indexes available
BucketSet() - Static method in class org.drip.simm.credit.CRNQSettingsContainer24: Retrieve the Set of Bucket Indexes available
BucketSet() - Static method in class org.drip.simm.credit.CRQSettingsContainer20: Retrieve the Set of Bucket Indexes available
BucketSet() - Static method in class org.drip.simm.credit.CRQSettingsContainer21: Retrieve the Set of Bucket Indexes available
BucketSet() - Static method in class org.drip.simm.credit.CRQSettingsContainer24: Retrieve the Set of Bucket Indexes available
BucketSet() - Static method in class org.drip.simm.equity.EQRiskThresholdContainer20: Retrieve the Bucket Number Set
BucketSet() - Static method in class org.drip.simm.equity.EQRiskThresholdContainer21: Retrieve the Bucket Number Set
BucketSet() - Static method in class org.drip.simm.equity.EQRiskThresholdContainer24: Retrieve the Bucket Number Set
BucketSet() - Static method in class org.drip.simm.equity.EQSettingsContainer20: Retrieve the Set of Bucket Indexes available
BucketSet() - Static method in class org.drip.simm.equity.EQSettingsContainer21: Retrieve the Set of Bucket Indexes available
BucketSet() - Static method in class org.drip.simm.equity.EQSettingsContainer24: Retrieve the Set of Bucket Indexes available
bucketSettingsMap() - Method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Retrieve the Bucket Sensitivity Settings Map
BucketVegaSettings - Class in org.drip.simm.parameters: BucketVegaSettings holds the Settings that govern the Generation of the ISDA SIMM Single Bucket Vega Sensitivities.
BucketVegaSettings(double, double, double, double, double) - Constructor for class org.drip.simm.parameters.BucketVegaSettings: BucketVegaSettings Constructor
BucketVegaSettingsCR - Class in org.drip.simm.parameters: BucketVegaSettingsCR holds the Vega Risk Weights, Concentration Thresholds, and Cross-Tenor Correlations for each Credit Curve and its Tenor.
BucketVegaSettingsCR(Map<String, Double>, double, double, double, double, double, Map<String, Double>) - Constructor for class org.drip.simm.parameters.BucketVegaSettingsCR: BucketVegaSettingsCR Constructor
BucketVegaSettingsIR - Class in org.drip.simm.parameters: BucketVegaSettingsIR holds the Vega Risk Weights, Concentration Thresholds, and Cross-Tenor/Cross-Curve Correlations for each Currency Curve and its Tenor.
BucketVegaSettingsIR(Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, LabelCorrelation, double, double, double, double, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>, Map<String, Double>) - Constructor for class org.drip.simm.parameters.BucketVegaSettingsIR: BucketVegaSettingsIR Constructor
BudgetConstrainedAllocationClient - Class in org.drip.sample.service: BudgetConstrainedAllocationClient demonstrates the Invocation and Examination of the JSON-based Budget Constrained Portfolio Allocation Service Client.
BudgetConstrainedAllocationClient() - Constructor for class org.drip.sample.service.BudgetConstrainedAllocationClient
BudgetConstrainedAllocator(JSONObject) - Static method in class org.drip.service.assetallocation.PortfolioConstructionProcessor: JSON Based in/out Budget Constrained Mean Variance Allocation Thunker
BudgetConstrainedVarianceMinimizer - Class in org.drip.sample.assetallocation: BudgetConstrainedVarianceMinimizer demonstrates the Construction of an Optimal Portfolio using the Variance Minimizing Allocator with Budget/Weight Constraints.
BudgetConstrainedVarianceMinimizer() - Constructor for class org.drip.sample.assetallocation.BudgetConstrainedVarianceMinimizer
BuildFromDF(JulianDate, String, int[], double[]) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder: Build a Discount Curve from an array of discount factors
BuildManager - Class in org.drip.service.env: BuildManager maintains a Log of the Build Records.
BuildManager() - Constructor for class org.drip.service.env.BuildManager
BuildRecord - Class in org.drip.service.env: BuildRecord records the Build Log - DROP Version, Java Version, and Build Time Stamp.
BuildRecord(String, String, String) - Constructor for class org.drip.service.env.BuildRecord: BuildRecord Constructor
buildRecords() - Static method in class org.drip.service.env.BuildManager: Retrieve the Array of Build Records
BuiltInCDSPortfolioDefinitions - Class in org.drip.sample.credit: BuiltInCDSPortfolioDefinitions displays the Built-in CDS Portfolios.
BuiltInCDSPortfolioDefinitions() - Constructor for class org.drip.sample.credit.BuiltInCDSPortfolioDefinitions
BuiltInEntry - Class in org.drip.function.e2erf: BuiltInEntry implements E₂ Entries of the Built-in Table of erf and erfc Values.
BuiltInEntry(double, double) - Constructor for class org.drip.function.e2erf.BuiltInEntry: BuiltInEntry Constructor
Bullet - Class in org.drip.analytics.cashflow: Bullet is designed to hold the Point Realizations of the Latent States relevant to Terminal Valuation of a Bullet Cash Flow.
Bullet(int, int, int, double, Array2D, String, String, EntityCDSLabel) - Constructor for class org.drip.analytics.cashflow.Bullet: Construct a Bullet Instance from the specified Parameters
BulletAgency - Class in org.drip.sample.bondfixed: BulletAgency demonstrates Non-EOS Fixed Coupon Agency Bond Pricing and Relative Value Measure Generation Functionality.
BulletAgency() - Constructor for class org.drip.sample.bondfixed.BulletAgency
BulletCorporate1 - Class in org.drip.sample.bondfixed: BulletCorporate1 demonstrates Non-EOS Fixed Coupon Corporate Bond Pricing and Relative Value Measure Generation Functionality.
BulletCorporate1() - Constructor for class org.drip.sample.bondfixed.BulletCorporate1
BulletCorporate2 - Class in org.drip.sample.bondfixed: BulletCorporate2 demonstrates Non-EOS Fixed Coupon Corporate Bond Pricing and Relative Value Measure Generation Functionality.
BulletCorporate2() - Constructor for class org.drip.sample.bondfixed.BulletCorporate2
BulletCorporate3 - Class in org.drip.sample.bondfixed: BulletCorporate3 demonstrates Non-EOS Fixed Coupon Corporate Bond Pricing and Relative Value Measure Generation Functionality.
BulletCorporate3() - Constructor for class org.drip.sample.bondfixed.BulletCorporate3
BulletCorporate4 - Class in org.drip.sample.bondfixed: BulletCorporate4 demonstrates Non-EOS Fixed Coupon Corporate Bond Pricing and Relative Value Measure Generation Functionality.
BulletCorporate4() - Constructor for class org.drip.sample.bondfixed.BulletCorporate4
BulletCorporate5 - Class in org.drip.sample.bondfixed: BulletCorporate5 demonstrates Non-EOS Fixed Coupon Corporate Bond Pricing and Relative Value Measure Generation Functionality.
BulletCorporate5() - Constructor for class org.drip.sample.bondfixed.BulletCorporate5
BulletCorporate6 - Class in org.drip.sample.bondfixed: BulletCorporate6 demonstrates Non-EOS Fixed Coupon Corporate Bond Pricing and Relative Value Measure Generation Functionality.
BulletCorporate6() - Constructor for class org.drip.sample.bondfixed.BulletCorporate6
BulletLIBORCorporate - Class in org.drip.sample.bondfloat: BulletLIBORCorporate demonstrates Non-EOS Floating Coupon Corporate Bond Pricing and Relative Value Measure Generation Functionality.
BulletLIBORCorporate() - Constructor for class org.drip.sample.bondfloat.BulletLIBORCorporate
BulletMetrics - Class in org.drip.analytics.output: BulletMetrics holds the results of the Bullet Cash flow metrics estimate output.
BulletMetrics(int, int, double, double, double, double, ConvexityAdjustment, EntityCDSLabel, FundingLabel, FXLabel) - Constructor for class org.drip.analytics.output.BulletMetrics: BulletMetrics Constructor
BulletSchedule() - Static method in class org.drip.numerical.common.Array2D: Create an Array2D Instance from the Flat Unit Y
bumpDown() - Method in class org.drip.param.market.CreditCurveScenarioContainer: Return the bump Down credit curve
bumpDown() - Method in class org.drip.param.market.DiscountCurveScenarioContainer: Return the Bump Down Discount Curve
BumpedCreditCurve(JulianDate, String, String[], double[], double[], String, MergedDiscountForwardCurve, double, boolean) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Tenor + Parallel Map of Bumped Credit Curves from Overnight Exchange/OTC Market Instruments
BumpedForwardCurve(JulianDate, ForwardLabel, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, MergedDiscountForwardCurve, ForwardCurve, int, double, boolean) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Map of Tenor Bumped Forward Curve Based off of the Input Exchange/OTC Market Instruments
BumpedForwardFundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String, int, double, boolean) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Map of Tenor Bumped Funding Curve Based off of the Underlying Forward Curve Shift
BumpedForwardVolatilityCurve(JulianDate, ForwardLabel, boolean, String[], double[], double[], String, MergedDiscountForwardCurve, ForwardCurve, double, boolean) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Tenor + Parallel Forward Volatility Latent State Construction from Cap/Floor Instruments
BumpedFundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String, int, double, boolean) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Map of Tenor Bumped Funding Curve Based off of the Input Exchange/OTC Market Instruments
BumpedFXCurve(JulianDate, CurrencyPair, String[], double[], String, double, int, double, boolean) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Tenor + Parallel Map of FX Curve from the FX Instruments
BumpedGovvieCurve(String, JulianDate, JulianDate[], JulianDate[], double[], double[], String, int, double, boolean) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Tenor + Parallel Map of Govvie Curves from the Treasury Instruments
BumpedOvernightCurve(JulianDate, String, String[], double[], String, String[], double[], String, String[], String[], double[], String, String[], double[], String, int, double, boolean) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Map of Tenor + Parallel Bumped Overnight Curves
bumpNodeValue(int, double) - Method in interface org.drip.analytics.definition.ExplicitBootCurve: Bump the node value at the node specified the index by the value
bumpNodeValue(int, double) - Method in class org.drip.state.curve.ForeignCollateralizedDiscountCurve
bumpNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatForwardDiscountCurve
bumpNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatForwardFXCurve
bumpNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatForwardGovvieCurve
bumpNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatForwardRepoCurve
bumpNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatForwardVolatilityCurve
bumpNodeValue(int, double) - Method in class org.drip.state.nonlinear.FlatYieldGovvieCurve
bumpNodeValue(int, double) - Method in class org.drip.state.nonlinear.ForwardHazardCreditCurve
BumpQuotes(double[], double, boolean) - Static method in class org.drip.analytics.support.Helper: Bump the input array quotes
bumpRecoveryDown() - Method in class org.drip.param.market.CreditCurveScenarioContainer: Return the recovery bump Down credit curve
bumpRecoveryUp() - Method in class org.drip.param.market.CreditCurveScenarioContainer: Return the recovery bump up credit curve
bumpUp() - Method in class org.drip.param.market.CreditCurveScenarioContainer: Return the bump up credit curve
bumpUp() - Method in class org.drip.param.market.DiscountCurveScenarioContainer: Return the Bump Up Discount Curve
burdetJohnsonCut(double[]) - Method in class org.drip.optimization.canonical.ILPConstraint: Generate a Burdet-Johnson Cut
BurdetJohnsonCut - Class in org.drip.optimization.cuttingplane: BurdetJohnsonCut implements the Burdet-Johnson Cut for ILP.
BurdetJohnsonCut(int[][], int[], double[]) - Constructor for class org.drip.optimization.cuttingplane.BurdetJohnsonCut: BurdetJohnsonCut Constructor
BURGARD_KJAER_GOLD_PLATED_TWO_WAY_CSA_VERTEX - Static variable in class org.drip.xva.settings.PositionReplicationScheme: Burgard Kjaer Gold Plated Two Way CSA Vertex Generator Scheme
BURGARD_KJAER_HEDGE_ERROR_DUAL_BOND_VERTEX - Static variable in class org.drip.xva.settings.PositionReplicationScheme: Burgard Kjaer Hedge Error Dual Bond Vertex Generator Scheme
BURGARD_KJAER_ONE_WAY_CSA_VERTEX - Static variable in class org.drip.xva.settings.PositionReplicationScheme: Burgard Kjaer One Way CSA Vertex Generator Scheme
BURGARD_KJAER_SEMI_REPLICATION_DUAL_BOND_VERTEX - Static variable in class org.drip.xva.settings.PositionReplicationScheme: Burgard Kjaer Semi Replication Dual Bond Vertex Generator Scheme
BURGARD_KJAER_SET_OFF_VERTEX - Static variable in class org.drip.xva.settings.PositionReplicationScheme: Burgard Kjaer One Way CSA Vertex Generator Scheme
BurgardKjaer - Class in org.drip.xva.vertex: BurgardKjaer holds the Close Out Based Vertex Exposures of a Projected Path of a Simulation Run of a Collateral Hypothecation Group using the Generalized Burgard Kjaer (2013) Scheme.
BurgardKjaer(JulianDate, double, double, BurgardKjaerExposure, CollateralGroupVertexCloseOut, ReplicationPortfolioVertexDealer) - Constructor for class org.drip.xva.vertex.BurgardKjaer: BurgardKjaer Constructor
BurgardKjaerBuilder - Class in org.drip.xva.vertex: BurgardKjaerBuilder contains the Builders that construct the Burgard Kjaer Vertex using a Variant of the Generalized Burgard Kjaer (2013) Scheme.
BurgardKjaerBuilder() - Constructor for class org.drip.xva.vertex.BurgardKjaerBuilder
BurgardKjaerEdge - Class in org.drip.xva.pde: BurgardKjaerEdge holds the Underlier Stochastic and the Credit Risk Free Components of the XVA Derivative Value Growth, as laid out in Burgard and Kjaer (2014).
BurgardKjaerEdgeAttribution - Class in org.drip.xva.pde: BurgardKjaerEdgeAttribution collects the Attribution Components of the Burgard Kjaer PDE based on the Risk-Neutral Ito Evolution of the Derivative, as laid out in Burgard and Kjaer (2014).
BurgardKjaerEdgeAttribution(double, double, double, double, double, double, double, double, double) - Constructor for class org.drip.xva.pde.BurgardKjaerEdgeAttribution: BurgardKjaerEdgeAttribution Constructor
BurgardKjaerEdgeRun - Class in org.drip.xva.pde: BurgardKjaerEdgeRun collects the Results of the Burgard Kjaer PDE based on the Risk-Neutral Ito Evolution of the Derivative, as laid out in Burgard and Kjaer (2014).
BurgardKjaerEdgeRun(double, double, double, double, double, double, double, double, double) - Constructor for class org.drip.xva.pde.BurgardKjaerEdgeRun: BurgardKjaerEdgeRun Constructor
BurgardKjaerExposure - Class in org.drip.xva.vertex: BurgardKjaerExposure holds the Credit, the Debt, and the Funding Exposures, as well as the Collateral Balances at each Re-hypothecation Collateral Group using the Burgard Kjaer (2014) Scheme.
BurgardKjaerExposure(double, double, double, double) - Constructor for class org.drip.xva.vertex.BurgardKjaerExposure: BurgardKjaerExposure Constructor
BurgardKjaerOperator - Class in org.drip.xva.pde: BurgardKjaerOperator sets up the Parabolic Differential Equation PDE based on the Ito Evolution Differential for the Reference Underlier Asset, as laid out in Burgard and Kjaer (2014).
BurgardKjaerOperator(PrimarySecurityDynamicsContainer, PDEEvolutionControl) - Constructor for class org.drip.xva.pde.BurgardKjaerOperator: BurgardKjaerOperator Constructor
burstiness() - Method in class org.drip.measure.dynamics.DiffusionEvaluatorOrnsteinUhlenbeck: Retrieve the Burstiness Parameter
business() - Method in class org.drip.capital.label.BusinessGrouping: Retrieve the Business
business() - Method in class org.drip.capital.label.BusinessRegionRiskTypeCoordinate: Retrieve the iVAST Business
business(String) - Method in class org.drip.capital.shell.AccountBusinessContext: Retrieve the Business corresponding to the Account
Business - Class in org.drip.capital.definition: Business maintains the C¹ Fixings for the Business Categorical Variate.
Business() - Constructor for class org.drip.capital.definition.Business
BusinessDays(int, int, String) - Static method in class org.drip.analytics.daycount.Convention: Calculate the Number of Business Days between the Start and the End Dates
businessGrouping(String) - Method in class org.drip.capital.shell.BusinessGroupingContext: Retrieve the Grouping for the specified Business Unit
BusinessGrouping - Class in org.drip.capital.label: BusinessGrouping holds the Group, Product, and the Business Hierarchy.
BusinessGrouping(String, String, String) - Constructor for class org.drip.capital.label.BusinessGrouping: BusinessGrouping Constructor
businessGroupingContext() - Method in class org.drip.capital.shell.CapitalEstimationContextContainer: Retrieve the Business Grouping Context
BusinessGroupingContext - Class in org.drip.capital.shell: BusinessGroupingContext maintains the Loaded Business Groupings.
BusinessGroupingContext(Map<String, BusinessGrouping>) - Constructor for class org.drip.capital.shell.BusinessGroupingContext: BusinessGroupingContext Constructor
BusinessGroupingFactory - Class in org.drip.capital.env: BusinessGroupingFactory instantiates the Built-in Business Groupings.
BusinessGroupingFactory() - Constructor for class org.drip.capital.env.BusinessGroupingFactory
businessGroupingMap() - Method in class org.drip.capital.shell.BusinessGroupingContext: Retrieve the Business Grouping Map
BusinessHierarchy - Class in org.drip.sample.businessspec: BusinessHierarchy zeds the Accounts belonging to a Business.
BusinessHierarchy() - Constructor for class org.drip.sample.businessspec.BusinessHierarchy
BusinessRegionRiskTypeCoordinate - Class in org.drip.capital.label: BusinessRegionRiskTypeCoordinate implements the Capital Unit Coordinate based on Business, Region, and Risk Type.
BusinessRegionRiskTypeCoordinate(String, String, String) - Constructor for class org.drip.capital.label.BusinessRegionRiskTypeCoordinate: BusinessRegionRiskTypeCoordinate Constructor
businessSetFromGroup(String) - Method in class org.drip.capital.shell.BusinessGroupingContext: Retrieve the Set of Businesses belonging to the Group
businessSetFromProduct(String) - Method in class org.drip.capital.shell.BusinessGroupingContext: Retrieve the Set of Businesses belonging to the Product
Buy() - Static method in class org.drip.oms.transaction.Side: Construct "Buy" Side
Buy(OrderIssuer, String, double, int, OrderFillWholeSettings, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderGTC: Create a Standard Instance of Buy Good-Till-Close (GTC) Stop Order
Buy(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderATC: Create a Standard Instance of Buy At-The-Close (ATC) Limit Order
Buy(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderDTC: Create a Standard Instance of Buy Day-Till-Close (DTC) Stop Order
Buy(OrderIssuer, String, double, OrderFillWholeSettings, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderIOC: Create a Standard Instance of Buy Immediate-Or-Cancel (IOC) Stop Order
Buy(OrderIssuer, String, double, TimeInForce, int, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrderAON: Construct a Standard Instance of Buy All-or-None (AON) Stop Order
Buy(OrderIssuer, String, 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
Buy(OrderIssuer, String, double, TimeInForce, OrderFillWholeSettings, DisplaySettings, double) - Static method in class org.drip.oms.switchable.StopOrder: Construct an Instance of Buy Stop Order
Buy(OrderIssuer, String, double, TimeInForce, OrderFillWholeSettings, DisplaySettings, PegScheme) - Static method in class org.drip.oms.thresholded.LimitOrder: Construct an Instance of Buy Limit Order
BUY - Static variable in class org.drip.oms.transaction.Side: Buy Side
buySell() - Method in class org.drip.oms.transaction.Side: Retrieve the Buy/Sell Indicator

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