T-Index

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T

t() - Method in class org.drip.dynamics.ito.TimeR1Vertex: Retrieve the Time Instant
t() - Method in class org.drip.dynamics.ito.TimeRdVertex: Retrieve the Time Instant
t() - Method in class org.drip.execution.athl.TransactionRealization: Retrieve the Transaction Completion Time T in Days
t() - Method in class org.drip.optimization.cuttingplane.StrengthenedChvatalGomoryCut: Retrieve the Strengthening Integer
t1() - Method in class org.drip.measure.bridge.BrokenDateInterpolatorBrownian3P: Retrieve T1
t1() - Method in class org.drip.measure.bridge.BrokenDateInterpolatorLinearT: Retrieve T1
t1() - Method in class org.drip.measure.bridge.BrokenDateInterpolatorSqrtT: Retrieve T1
t2() - Method in class org.drip.measure.bridge.BrokenDateInterpolatorBrownian3P: Retrieve T2
t2() - Method in class org.drip.measure.bridge.BrokenDateInterpolatorLinearT: Retrieve T2
t2() - Method in class org.drip.measure.bridge.BrokenDateInterpolatorSqrtT: Retrieve T2
t3() - Method in class org.drip.measure.bridge.BrokenDateInterpolatorBrownian3P: Retrieve T3
TABHoliday - Class in org.drip.analytics.holset: TABHoliday holds the TAB Holidays.
TABHoliday() - Constructor for class org.drip.analytics.holset.TABHoliday: TABHoliday Constructor
Table() - Static method in class org.drip.function.e2erf.BuiltInEntry: Generate a Table of Built-in E₂ erf/erfc Entries
Table() - Static method in class org.drip.specialfunction.gamma.Definitions: Generate a Table of Built-in E₂ erf/erfc Entries
Table4DetailedBlowout - Class in org.drip.sample.helitterman: Table4DetailedBlowout replicates the detailed Steps involved in the Black-Litterman Model Process as illustrated in Table #4 the Following Paper:

He.
Table4DetailedBlowout() - Constructor for class org.drip.sample.helitterman.Table4DetailedBlowout
Table4Reconciler - Class in org.drip.sample.helitterman: Table4Reconciler reconciles the First Set of Outputs (Table #4) of the Black-Litterman Model Process as illustrated in the Following Paper:

He.
Table4Reconciler() - Constructor for class org.drip.sample.helitterman.Table4Reconciler
Table5Reconciler - Class in org.drip.sample.helitterman: Table5Reconciler reconciles the First Set of Outputs (Table #5) of the Black-Litterman Model Process as illustrated in the Following Paper:

He.
Table5Reconciler() - Constructor for class org.drip.sample.helitterman.Table5Reconciler
Table6Reconciler - Class in org.drip.sample.helitterman: Table6Reconciler reconciles the First Set of Outputs (Table #6) of the Black-Litterman Model Process as illustrated in the Following Paper:

He.
Table6Reconciler() - Constructor for class org.drip.sample.helitterman.Table6Reconciler
Table7Reconciler - Class in org.drip.sample.helitterman: Table7Reconciler reconciles the First Set of Outputs (Table #7) of the Black-Litterman Model Process as illustrated in the Following Paper:

He.
Table7Reconciler() - Constructor for class org.drip.sample.helitterman.Table7Reconciler
Table8Reconciler - Class in org.drip.sample.helitterman: Table8Reconciler reconciles the First Set of Outputs (Table #8) of the Black-Litterman Model Process as illustrated in the Following Paper:

He.
Table8Reconciler() - Constructor for class org.drip.sample.helitterman.Table8Reconciler
TadonkiVialHoldingsAllocation - Class in org.drip.portfolioconstruction.cardinality: TadonkiVialHoldingsAllocation holds the Results of the Allocation performed using the Tadonki and Vial (2004) Heuristic Scheme.
TadonkiVialHoldingsAllocation(Portfolio, PortfolioMetrics) - Constructor for class org.drip.portfolioconstruction.cardinality.TadonkiVialHoldingsAllocation: TadonkiVialHoldingsAllocation Constructor
TadonkiVialMeanVarianceOptimizer - Class in org.drip.portfolioconstruction.cardinality: TadonkiVialMeanVarianceOptimizer builds an Optimal Portfolio Based on MPT Using the Asset Pool Statistical Properties with the Specified Lower/Upper Bounds on the Component Assets, along with an Upper Bound on Portfolio Cardinality, using the Tadonki and Vial (2004) Heuristic Scheme.
TadonkiVialMeanVarianceOptimizer(InteriorPointBarrierControl, LineStepEvolutionControl) - Constructor for class org.drip.portfolioconstruction.cardinality.TadonkiVialMeanVarianceOptimizer: TadonkiVialMeanVarianceOptimizer Constructor
Taian - Class in org.drip.sample.bondeos: Taian demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Taian.
Taian() - Constructor for class org.drip.sample.bondeos.Taian
tail() - Method in class org.drip.graph.softheap.KaplanZwickPriorityQueue: Retrieve the Tail of the List of Trees
tail() - Method in class org.drip.graph.softheap.KaplanZwickTreeMelder: Retrieve the Tail of the Melded Tree
tail() - Method in class org.drip.xva.basel.BalanceSheetEdge: Retrieve the Balance Sheet Account Vertex Tail Instance
tailCallOptimizationOn() - Method in class org.drip.graph.selection.QuickSelector: Retrieve the Tail Call Optimization Status
tailCheck() - Method in class org.drip.validation.hypothesis.SignificanceTestSetting: Retrieve the Test Tail Check
tailDistributionScaler() - Method in class org.drip.capital.setting.HorizonTailPnLControl: Retrieve the Tail Distribution Scaler
tailRank() - Method in class org.drip.graph.softheap.KaplanZwickTreeMelder: Retrieve the Rank of the Tail
Taixing - Class in org.drip.sample.bondeos: Taixing demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Taixing.
Taixing() - Constructor for class org.drip.sample.bondeos.Taixing
Taiyuan - Class in org.drip.sample.bondeos: Taiyuan demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Taiyuan.
Taiyuan() - Constructor for class org.drip.sample.bondeos.Taiyuan
Taizhou - Class in org.drip.sample.bondeos: Taizhou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Taizhou.
Taizhou() - Constructor for class org.drip.sample.bondeos.Taizhou
takerFee(String, double, double) - Method in interface org.drip.oms.exchange.PricingRebateFunction: Estimate Liquidity Taker Fee for the specified Ticker at the Venue at the Price/Size.
tangencyPortfolioMetrics() - Method in class org.drip.portfolioconstruction.mpt.CapitalAllocationLine: Retrieve the Tangency Portfolio Metrics
Tangent - Class in org.drip.function.r1tor1trigonometric: Tangent implements the Trigonometric Tangent Function.
Tangent() - Constructor for class org.drip.function.r1tor1trigonometric.Tangent: Tangent Constructor
Tangshan - Class in org.drip.sample.bondeos: Tangshan demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Tangshan.
Tangshan() - Constructor for class org.drip.sample.bondeos.Tangshan
Tanjin - Class in org.drip.sample.bondeos: Tanjin demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Tanjin.
Tanjin() - Constructor for class org.drip.sample.bondeos.Tanjin
target() - Method in class org.drip.graph.subarray.SubsetSum: Retrieve the Target
target() - Method in class org.drip.measure.realization.StochasticEdgeJump: Retrieve the Jump Target Value
TargetApproachPathList(int[], int) - Static method in class org.drip.service.common.ArrayUtil: Given a list of integers and a target.
targetDate() - Method in class org.drip.dynamics.lmm.PathwiseQMRealization: Retrieve the Array of the Target Date Nodes
targetDirection() - Method in class org.drip.function.rdtor1descent.LineEvolutionVerifierMetrics: Retrieve the Target Direction Unit Vector
targetSize() - Method in class org.drip.graph.softheap.KaplanZwickBinaryNode: Retrieve the Target Size
targetSourceTransitionProbability() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeSequenceMetrics: Retrieve the FULL Target-Source Transition Probability Map
targetSourceTransitionProbability(TrinomialTreeNodeMetrics, TrinomialTreeNodeMetrics) - Method in class org.drip.dynamics.hullwhite.TrinomialTreeSequenceMetrics: Retrieve the Target-From-Source Transition Probability
TargetSum(int[], int) - Static method in class org.drip.service.common.ArrayUtil: Count the Number of Ways to reach the Target
targetSumExistenceArray() - Method in class org.drip.graph.subarray.PseudoPolynomialDP: Generate the Array of Target Sum Existence Flags
targetSumExists() - Method in class org.drip.graph.subarray.HorowitzSahni
targetSumExists() - Method in class org.drip.graph.subarray.PolynomialTimeApproximate
targetSumExists() - Method in class org.drip.graph.subarray.PseudoPolynomialDP
targetSumExists() - Method in class org.drip.graph.subarray.SubsetSum: Indicate if the Target Sum Match exists
targetVariateVariance(int) - Method in class org.drip.sequence.custom.GlivenkoCantelliFunctionSupremum
targetVariateVariance(int) - Method in class org.drip.sequence.custom.GlivenkoCantelliUniformDeviation
targetVariateVariance(int) - Method in interface org.drip.sequence.functional.SeparableMultivariateRandom: Compute the Variance associated with the Target Variate Function
targetVariateVarianceBound(int) - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator
targetVariateVarianceBound(int) - Method in class org.drip.sequence.custom.GlivenkoCantelliUniformDeviation
targetVariateVarianceBound(int) - Method in class org.drip.sequence.custom.KernelDensityEstimationL1
targetVariateVarianceBound(int) - Method in class org.drip.sequence.custom.LongestCommonSubsequence
targetVariateVarianceBound(int) - Method in class org.drip.sequence.custom.OrientedPercolationFirstPassage
targetVariateVarianceBound(int) - Method in class org.drip.sequence.functional.BoundedMultivariateRandom: Retrieve the Maximal Agnostic Variance Bound over the Non-target Variate Space for the Target Variate
taskList() - Method in class org.drip.graph.concurrency.InterruptibleDaemon: Retrieve the Underlying Runnable Task List
tau() - Method in class org.drip.portfolioconstruction.bayesian.PriorControlSpecification: Retrieve Tau
tau() - Method in class org.drip.specialfunction.derived.StretchedExponentialMoment: Retrieve Tau
TAX_ACCOUNTING_SCHEME - Static variable in class org.drip.portfolioconstruction.core.BlockCategory: Block Category - TAX_ACCOUNTING_SCHEME
taxAccountingScheme() - Method in class org.drip.portfolioconstruction.core.Account: Retrieve the Tax Accounting Scheme
TaxAccountingScheme - Class in org.drip.portfolioconstruction.core: TaxAccountingScheme contains the Attributes for the specified Tax Accounting Scheme.
TaxAccountingScheme(String, String, String, double, double, int, int) - Constructor for class org.drip.portfolioconstruction.core.TaxAccountingScheme: TaxAccountingScheme Constructor
taxationScheme() - Method in class org.drip.portfolioconstruction.constraint.LimitTaxTerm: Retrieve the Taxation Scheme
taxationScheme() - Method in class org.drip.portfolioconstruction.objective.TaxTerm: Retrieve the Taxation Scheme
TaxationScheme - Interface in org.drip.portfolioconstruction.objective: TaxationScheme exposes Taxation related Functionality.
taxLiability(double[], double[]) - Method in interface org.drip.portfolioconstruction.objective.TaxationScheme: Compute the Tax Liability
TaxLiabilityTerm - Class in org.drip.portfolioconstruction.objective: TaxLiabilityTerm holds the Details of the Portfolio Net Tax Liability Objective Term.
TaxLiabilityTerm(String, Holdings, TaxationScheme) - Constructor for class org.drip.portfolioconstruction.objective.TaxLiabilityTerm: TaxLiabilityTerm Constructor
TaxTerm - Class in org.drip.portfolioconstruction.objective: TaxTerm holds the Details of Abstract Tax Unit Objective Term.
Taylor() - Static method in class org.drip.numerical.estimation.R1ToR1SeriesTerm: Construct the Taylor Series Expansion Term
TaylorRiemannZeta(R1ToR1) - Static method in class org.drip.specialfunction.digamma.CumulativeSeriesTerm: Construct the Taylor-Riemann Zeta Series Term for Digamma
TaylorRiemannZeta(R1ToR1, int) - Static method in class org.drip.specialfunction.digamma.CumulativeSeries: Construct the R¹ To R¹ Taylor Riemann-Zeta Cumulative Series
TaylorRiemannZeta(R1ToR1, int) - Static method in class org.drip.specialfunction.digamma.CumulativeSeriesEstimator: Compute the Taylor-Riemann Zeta Cumulative Series of Digamma Estimator
TaylorRiemannZetaEstimate - Class in org.drip.sample.digamma: TaylorRiemannZetaEstimate demonstrates the Estimation of the Digamma Function using the Taylor-Reimann Zeta Series.
TaylorRiemannZetaEstimate() - Constructor for class org.drip.sample.digamma.TaylorRiemannZetaEstimate
TELECOMMUNICATIONS_INDUSTRIALS - Static variable in class org.drip.simm.credit.SectorSystemics: The Telecommunications/Industrials Sector
temperature() - Method in class org.drip.dynamics.physical.LangevinEvolver: Retrieve the Temperature
temperature() - Method in class org.drip.dynamics.physical.R1WhiteThermalFrictionalNoise: Retrieve the Temperature
TemplatedFundingCurveBuilder - Class in org.drip.sample.funding: TemplatedFundingCurveBuilder sample demonstrates the usage of the different pre-built Funding Curve Builders.
TemplatedFundingCurveBuilder() - Constructor for class org.drip.sample.funding.TemplatedFundingCurveBuilder
temporalPDF(R1ToR1) - Method in class org.drip.dynamics.kolmogorov.R1FokkerPlanck: Compute the Temporal Probability Distribution Function, if any
temporalPDF(RdToR1) - Method in class org.drip.dynamics.kolmogorov.RdFokkerPlanck: Compute the Temporal Probability Distribution Function, if any
temporalPopulationCentralMeasures(double, double) - Method in class org.drip.dynamics.meanreverting.R1BrownianStochasticEvolver
temporalPopulationCentralMeasures(double, double) - Method in class org.drip.dynamics.meanreverting.R1CIRStochasticEvolver
temporalPopulationCentralMeasures(double, double) - Method in class org.drip.dynamics.meanreverting.R1VasicekStochasticEvolver
temporalPopulationCentralMeasures(double, double) - Method in class org.drip.dynamics.process.R1StochasticEvolver: Estimate the Temporal Central Measures for the Underlier given the Delta 0 Starting PDF
TEMPORARY_IMPACT_COEFFICIENT - Static variable in class org.drip.execution.athl.CalibrationEmpirics: Universal Temporary Impact Coefficient
TEMPORARY_IMPACT_COEFFICIENT_ONE_SIGMA - Static variable in class org.drip.execution.athl.CalibrationEmpirics: Universal Temporary Impact Coefficient One Sigma
TEMPORARY_IMPACT_EXPONENT - Static variable in class org.drip.execution.athl.CalibrationEmpirics: Universal Temporary Impact Exponent
TEMPORARY_IMPACT_EXPONENT_ONE_SIGMA - Static variable in class org.drip.execution.athl.CalibrationEmpirics: Universal Temporary Impact Exponent One Sigma
temporaryExpectation() - Method in class org.drip.execution.dynamics.ArithmeticPriceEvolutionParameters: Retrieve the Background Participation Temporary Market Impact Expectation Function
temporaryImpact() - Method in class org.drip.execution.evolution.MarketImpactComponent: Retrieve the Temporary Market Impact Contribution
TemporaryImpact - Class in org.drip.execution.athl: TemporaryImpact implements the Temporary Market Impact with Exponent/Coefficients that have been determined empirically by Almgren, Thum, Hauptmann, and Li (2005), using the Parameterization of Almgren (2003).
TemporaryImpact(AssetFlowSettings) - Constructor for class org.drip.execution.athl.TemporaryImpact: TemporaryImpact Constructor
temporaryImpactDrift() - Method in class org.drip.execution.discrete.EvolutionIncrement: Retrieve the Change induced by the Deterministic Asset Price Temporary Market Impact Drivers
temporaryImpactExpectation() - Method in class org.drip.execution.discrete.ShortfallIncrementDistribution: Retrieve the Temporary Market Impact Expectation Component
temporaryImpactExpectation(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.TrajectoryShortfallEstimator
temporaryImpactExpectation(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.discrete.Slice
temporaryImpactExpectation(ArithmeticPriceEvolutionParameters) - Method in interface org.drip.execution.sensitivity.ControlNodesGreekGenerator: Generate the Temporary Impact Expectation Contribution
temporaryImpactFactor() - Method in class org.drip.execution.parameters.PriceMarketImpact: Retrieve the Fraction of the Daily Volume that triggers One Bid-Ask of Temporary Impact Cost
temporaryImpactVariance() - Method in class org.drip.execution.discrete.ShortfallIncrementDistribution: Retrieve the Temporary Market Impact Variance Component
temporaryImpactVariance(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.TrajectoryShortfallEstimator
temporaryImpactVariance(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.discrete.Slice
temporaryImpactVariance(ArithmeticPriceEvolutionParameters) - Method in interface org.drip.execution.sensitivity.ControlNodesGreekGenerator: Generate the Temporary Impact Variance Contribution
temporaryImpactWander() - Method in class org.drip.execution.discrete.EvolutionIncrement: Retrieve the Change induced by the Stochastic Asset Price Temporary Market Impact Drivers
temporaryImpactWanderer() - Method in class org.drip.execution.dynamics.WalkSuite: Retrieve the Previous Instance of the Temporary Impact Walk Wanderer
temporaryMarketImpactFunction() - Method in class org.drip.execution.athl.TransactionRealization: Retrieve the Temporary Market Impact Transaction Function
temporaryTransactionFunction() - Method in class org.drip.execution.parameters.PriceMarketImpact: Generate the Temporary Impact Transaction Function
temporaryTransactionFunction() - Method in class org.drip.execution.parameters.PriceMarketImpactLinear: Generate the Temporary Impact Transaction Function
temporaryTransactionFunction() - Method in class org.drip.execution.parameters.PriceMarketImpactPower: Generate the Temporary Impact Transaction Function
temporaryVolatility() - Method in class org.drip.execution.dynamics.ArithmeticPriceEvolutionParameters: Retrieve the Background Participation Temporary Market Impact Volatility Function
Tengzhou - Class in org.drip.sample.bondeos: Tengzhou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Tengzhou.
Tengzhou() - Constructor for class org.drip.sample.bondeos.Tengzhou
tenor() - Method in class org.drip.analytics.cashflow.ComposableUnitPeriod: Convert the Coupon Frequency into a Tenor
tenor() - Method in class org.drip.analytics.cashflow.CompositePeriod: Convert the Coupon Frequency into a Tenor
tenor() - Method in class org.drip.feed.loader.TenorQuote: Retrieve the Closing Tenor
tenor() - Method in class org.drip.market.exchange.DeliverableSwapFutures: Retrieve the Tenor
tenor() - Method in class org.drip.market.exchange.TreasuryFuturesContract: Retrieve the Contract Tenor
tenor() - Method in class org.drip.market.otc.CreditIndexConvention: Retrieve the Tenor
tenor() - Method in class org.drip.market.otc.CrossFloatStreamConvention: Retrieve the Tenor
tenor() - Method in class org.drip.param.period.ComposableUnitBuilderSetting: Retrieve the Tenor
tenor() - Method in class org.drip.param.period.CompositePeriodSetting: Retrieve the Tenor
tenor() - Method in class org.drip.product.definition.Component: Retrieve the Instrument's Imputed Tenor
tenor() - Method in class org.drip.state.forward.ForwardCurve
tenor() - Method in interface org.drip.state.forward.ForwardRateEstimator: Retrieve the Forward Rate Tenor
tenor() - Method in class org.drip.state.identifier.FloaterLabel: Retrieve the Tenor
tenor() - Method in class org.drip.state.identifier.OvernightLabel: Retrieve the Tenor
Tenor(String, ValuationParams, CalibratableComponent[], double[], String[], double, boolean, double, MergedDiscountForwardCurve, GovvieCurve, LatentStateFixingsContainer, ValuationCustomizationParams) - Static method in class org.drip.state.boot.CreditCurveScenario: Create an array of tenor bumped credit curves
Tenor(String, ValuationParams, LatentStateLabel, FRAStandardCapFloor[], double[], String[], boolean, double, MergedDiscountForwardCurve, ForwardCurve, LatentStateFixingsContainer, ValuationCustomizationParams) - Static method in class org.drip.state.boot.VolatilityCurveScenario: Create an array of tenor bumped Volatility curves
Tenor(ValuationParams, CalibratableComponent[], double[], String[], double, GovvieCurve, LatentStateFixingsContainer, ValuationCustomizationParams) - Static method in class org.drip.state.boot.DiscountCurveScenario: Calibrate an array of tenor bumped discount curves
tenorBump() - Method in class org.drip.service.scenario.BondReplicator: Retrieve the Tenor Quote Bump
tenorBumpDown() - Method in class org.drip.param.market.CreditCurveScenarioContainer: Return the tenor bump Down credit curve map
tenorBumpDown() - Method in class org.drip.param.market.DiscountCurveScenarioContainer: Return the map of the tenor Bump Down Discount Curve
tenorBumpUp() - Method in class org.drip.param.market.CreditCurveScenarioContainer: Return the tenor bump up credit curve map
tenorBumpUp() - Method in class org.drip.param.market.DiscountCurveScenarioContainer: Return the map of the tenor Bump Up Discount Curve
TenorCompare(String, String) - Static method in class org.drip.analytics.support.Helper: Compare the Left and the Right Tenors
tenorCreditDeltaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures: Retrieve the Tenor Credit Delta Double Measure Map
tenorCreditGammaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures: Retrieve the Tenor Credit Gamma Double Measure Map
tenorDelta() - Method in class org.drip.simm.rates.IRWeight: Retrieve the Tenor Delta Weight Map
tenorDeltaRiskWeight() - Method in class org.drip.simm.parameters.BucketVegaSettingsCR: Retrieve the Tenor Delta Risk Weight
TenorDurationNodeMetrics - Class in org.drip.historical.sensitivity: TenorDurationNodeMetrics holds the KRD Duration Nodes and associated Metrics.
TenorDurationNodeMetrics(JulianDate) - Constructor for class org.drip.historical.sensitivity.TenorDurationNodeMetrics: TenorDurationNodeMetrics Constructor
tenorExists(String) - Method in class org.drip.simm.product.RiskFactorTenorSensitivity: Indicate of the Sensitivity exists for the specified Tenor
TenorHorizonExplainComponents(String[], String, int[], String, String[], int[], String[]) - Static method in class org.drip.feed.metric.TreasuryBondPnLAttributor: Generate the Tenor Horizon Explain Components
TenorHorizonExplainComponents(String, String[], int[], String, String[], int[], String[], int[], String[]) - Static method in class org.drip.feed.metric.FixFloatPnLAttributor: Generate the Tenor Horizon Explain Components
TenorHorizonExplainComponents(String, String, int, String, String[], int[], String[]) - Static method in class org.drip.feed.metric.TreasuryBondPnLAttributor: Generate the Explain Components for the specified Treasury Bond
TenorHorizonExplainComponents(String, String, int, String, String[], int[], String[], int[], String[]) - Static method in class org.drip.feed.metric.FixFloatPnLAttributor: Generate the Explain Components for the specified Fix Float Product
tenorIRDeltaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures: Retrieve the Tenor IR Delta Double Measure Map
tenorIRGammaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures: Retrieve the Tenor IR Gamma Double Measure Map
TenorMap(String, ValuationParams, CalibratableComponent[], double[], String[], double, boolean, double, MergedDiscountForwardCurve, GovvieCurve, LatentStateFixingsContainer, ValuationCustomizationParams) - Static method in class org.drip.state.boot.CreditCurveScenario: Create an tenor named map of tenor bumped credit curves
TenorMap(String, ValuationParams, LatentStateLabel, FRAStandardCapFloor[], double[], String[], boolean, double, MergedDiscountForwardCurve, ForwardCurve, LatentStateFixingsContainer, ValuationCustomizationParams) - Method in class org.drip.state.boot.VolatilityCurveScenario: Create an tenor named map of tenor bumped Volatility curves
TenorMap(ValuationParams, CalibratableComponent[], double[], String[], double, GovvieCurve, LatentStateFixingsContainer, ValuationCustomizationParams) - Static method in class org.drip.state.boot.DiscountCurveScenario: Calibrate a tenor map of tenor bumped discount curves
TenorQuote - Class in org.drip.feed.loader: TenorQuote holds the Instrument Tenor and Closing Quote.
TenorQuote(String, double) - Constructor for class org.drip.feed.loader.TenorQuote: TenorQuote Constructor
tenorRiskWeight() - Method in class org.drip.simm.parameters.BucketCurvatureSettingsCR
tenorRiskWeight() - Method in class org.drip.simm.parameters.BucketSensitivitySettingsCR: Retrieve the Tenor Risk Weight Map
tenorRiskWeight() - Method in class org.drip.simm.parameters.BucketVegaSettingsCR
tenorRRDeltaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures: Retrieve the Tenor RR Delta Double Measure Map
tenorRRGammaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures: Retrieve the Tenor RR Gamma Double Measure Map
tenors() - Method in class org.drip.simm.rates.IRWeight: Retrieve the Tenors
tenors() - Method in class org.drip.state.sequence.GovvieBuilderSettings: Retrieve the Treasury Maturity Tenor Array
tenorScalingFactor() - Method in class org.drip.simm.parameters.BucketCurvatureSettings: Retrieve the Tenor Scaling Factor
tenorScalingFactorMap() - Method in class org.drip.simm.parameters.BucketCurvatureSettingsCR: Retrieve the Tenor Scaling Factor Map
tenorScalingFactorMap() - Method in class org.drip.simm.parameters.BucketCurvatureSettingsIR: Retrieve the Tenor Scaling Factor Map
tenorSensitivityMap() - Method in class org.drip.simm.product.BucketSensitivityCR: Retrieve the Risk Factor Tenor Sensitivity Map
tenorSensitivityMargin(BucketSensitivitySettingsCR) - Method in class org.drip.simm.product.BucketSensitivityCR: Generate the Tenor Sensitivity Margin Map
tenorSet() - Method in class org.drip.simm.product.RiskFactorTenorSensitivity: Retrieve the Set of Tenors
TenorSet() - Static method in class org.drip.simm.credit.CRNQSettingsContainer20: Retrieve the Standard ISDA Credit Tenor Set
TenorSet() - Static method in class org.drip.simm.credit.CRNQSettingsContainer21: Retrieve the Standard ISDA Credit Tenor Set
TenorSet() - Static method in class org.drip.simm.credit.CRNQSettingsContainer24: Retrieve the Standard ISDA Credit Tenor Set
TenorSet() - Static method in class org.drip.simm.credit.CRQSettingsContainer20: Retrieve the Standard ISDA Credit Tenor Set
TenorSet() - Static method in class org.drip.simm.credit.CRQSettingsContainer21: Retrieve the Standard ISDA Credit Tenor Set
TenorSet() - Static method in class org.drip.simm.credit.CRQSettingsContainer24: Retrieve the Standard ISDA Credit Tenor Set
TenorSet() - Static method in class org.drip.simm.rates.IRSettingsContainer20: Retrieve the Standard ISDA Rates Tenor Set
TenorSet() - Static method in class org.drip.simm.rates.IRSettingsContainer21: Retrieve the Standard ISDA Rates Tenor Set
TenorSet() - Static method in class org.drip.simm.rates.IRSettingsContainer24: Retrieve the Standard ISDA Rates Tenor Set
TenorToDate(JulianDate, String[]) - Static method in class org.drip.analytics.support.Helper: Retrieve the Date Array From the Tenor Array
TenorToDays(String) - Static method in class org.drip.analytics.support.Helper: Retrieve the Number of Days from the Tenor
TenorToFreq(String) - Static method in class org.drip.analytics.support.Helper: Retrieve the Annual Frequency from the Tenor
TenorToMonths(String) - Static method in class org.drip.analytics.support.Helper: Retrieve the Number of Months from the Tenor
TenorToYearFraction(String) - Static method in class org.drip.analytics.support.Helper: Retrieve the Year Fraction from the Tenor
TenorToYearFraction(String[], boolean) - Static method in class org.drip.analytics.support.Helper: Retrieve the Year Fraction from the Tenor Array
TenorToYears(String) - Static method in class org.drip.analytics.support.Helper: Retrieve the Number of Years from the Tenor
tenorVega() - Method in class org.drip.simm.rates.IRWeight: Retrieve the Tenor Vega Weight Map
tenorVegaRiskWeight() - Method in class org.drip.simm.parameters.BucketVegaSettingsCR: Retrieve the Tenor Vega Risk Weight
tenorWeightMap(Set<String>) - Method in class org.drip.simm.credit.CRBucket: Retrieve the Credit Tenor Risk Weight Map
tension() - Method in class org.drip.spline.basis.BSplineSequenceParams: Retrieve the Tension
tension() - Method in class org.drip.spline.basis.ExponentialTensionSetParams: Get the Segment Tension
tension() - Method in class org.drip.spline.bspline.SegmentBasisFunctionSet: Retrieve the Tension Parameter
tension() - Method in class org.drip.spline.bspline.TensionBasisHat: Retrieve the Tension
tension(int) - Method in class org.drip.spline.basis.ExponentialMixtureSetParams: Get the Indexed Exponential Tension Entry
TensionBasisHat - Class in org.drip.spline.bspline: TensionBasisHat implements the common basis hat function that form the basis for all B Splines.
TensionProcessedBasisHat - Class in org.drip.spline.bspline: TensionProcessedBasisHat implements the processed hat basis function of the form laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
TensionProcessedBasisHat(TensionBasisHat, int) - Constructor for class org.drip.spline.bspline.TensionProcessedBasisHat: TensionProcessedBasisHat constructor
tensorSpaceType() - Method in interface org.drip.spaces.instance.GeneralizedValidatedVector: Retrieve the Generalized Tensor Space Type
tensorSpaceType() - Method in class org.drip.spaces.instance.ValidatedR1
tensorSpaceType() - Method in class org.drip.spaces.instance.ValidatedR1Combinatorial
tensorSpaceType() - Method in class org.drip.spaces.instance.ValidatedR1Continuous
tensorSpaceType() - Method in class org.drip.spaces.instance.ValidatedRd
tensorSpaceType() - Method in class org.drip.spaces.instance.ValidatedRdCombinatorial
tensorSpaceType() - Method in class org.drip.spaces.instance.ValidatedRdContinuous
Term - Class in org.drip.loan.characteristics: Term contains the original Term of the Loan in Months.
Term(double) - Constructor for class org.drip.loan.characteristics.Term: Term Constructor
termCategory() - Method in class org.drip.investing.engine.AssetSpecification: Retrieve the Term Category
TermCategory - Class in org.drip.investing.factorspec: TermCategory holds the Settings of the Term Factor Category.
TermCategory() - Constructor for class org.drip.investing.factorspec.TermCategory
termCount() - Method in class org.drip.specialfunction.lanczos.PSeriesGenerator: Retrieve the Series Term Count
terminal(LatentStateLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer: Retrieve the Terminal Latent State corresponding to the Label
terminalAlpha() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics: Retrieve the Final/Terminal Alpha
terminalConvexityAdjustment(int, CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.CompositePeriod: Compute the Convexity Adjustment for the Composable Periods that use geometric Compounding using the specified Value Date using the Market Data provided
terminalDate() - Method in class org.drip.analytics.cashflow.Bullet: Retrieve the Terminal Date
terminalDate() - Method in class org.drip.analytics.output.BulletMetrics: Retrieve the Terminal Date
terminalDate() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics: Retrieve the Terminal Date
TerminalLatentState - Class in org.drip.exposure.evolver: TerminalLatentState contains the Latent State Label and the corresponding Terminal Diffusion Evolver.
TerminalLatentState(LatentStateLabel, DiffusionEvolver) - Constructor for class org.drip.exposure.evolver.TerminalLatentState: TerminalLatentState Constructor
terminalLatentStateContainer() - Method in class org.drip.exposure.evolver.DynamicsContainer: Retrieve the Terminal Latent State Evolver Dynamics Settings Map
terminalLatentStateExists(LatentStateLabel) - Method in class org.drip.exposure.evolver.DynamicsContainer: Indicate if the Terminal Latent State Exists
terminalMarketVertex() - Method in class org.drip.exposure.universe.MarketPath: Retrieve the Terminal Market Vertex
TerminalPayout - Class in org.drip.xva.derivative: TerminalPayout implements the Pay-out Function on the given Asset, using its Marginal Evolution Process, at the specified Terminal Time Instance.
TerminalPayout(JulianDate, R1ToR1) - Constructor for class org.drip.xva.derivative.TerminalPayout: TerminalPayout Constructor
terminalStateIndex() - Method in class org.drip.spaces.iterator.RdSpanningStateSpaceScan: Retrieve the Array of the Terminal State Indexes
terminalVariance() - Method in class org.drip.exposure.csadynamics.NumeraireInducedMeasureShift: Return the Terminal Variance of the Underlying
Terminate() - Static method in class org.drip.service.env.InvocationManager: Terminate the Invocation Manager
TerminateEnv() - Static method in class org.drip.service.env.EnvManager: Terminate the Environment Frame Context
terminationSetting() - Method in class org.drip.product.credit.BondComponent
terminationSetting() - Method in interface org.drip.product.definition.BondProduct: Retrieve the bond termination setting
TerminationSetting - Class in org.drip.product.params: TerminationSetting class contains the current "liveness" state of the component, and, if inactive, how it entered that state.
TerminationSetting(boolean, boolean, boolean, DateAdjustParams) - Constructor for class org.drip.product.params.TerminationSetting: Construct the TerminationSetting object from the perpetual flag, defaulted flag, and the has been exercised flag.
termWeightMap() - Method in class org.drip.numerical.estimation.R2ToR1Series: Retrieve the R^x To R¹ Series Expansion Term Weight Map
termWeightMap() - Method in class org.drip.numerical.estimation.RkToR1Series: Retrieve the R^x To R¹ Series Expansion Term Weight Map
Test - Class in org.drip.sample.json: Test is an Adaptation of the Test Class from the RFC4627 compliant JSON Simple (https://code.google.com/p/json-simple/).
Test() - Constructor for class org.drip.sample.json.Test
testStatistic() - Method in class org.drip.validation.hypothesis.SignificanceTestOutcome: Retrieve the Test Statistic
testStatistic() - Method in class org.drip.validation.hypothesis.TTestOutcome: Retrieve the Sample Test Statistic
testStatistic(double) - Method in class org.drip.validation.hypothesis.ProbabilityIntegralTransform: Compute the Test Statistic Instance corresponding to the p-Value
TestStatisticAccumulator - Class in org.drip.validation.evidence: TestStatisticAccumulator contains the Instance Counts of the Sorted Test Statistic Values.
TestStatisticAccumulator() - Constructor for class org.drip.validation.evidence.TestStatisticAccumulator: Empty TestStatisticAccumulator Constructor
testStatisticArray() - Method in class org.drip.validation.hypothesis.HistogramTestOutcome: Retrieve the Array of Test Statistics
TestStatisticEvaluator - Interface in org.drip.validation.evidence: TestStatisticEvaluator exposes the Function that must be applied on a Set to evaluate the Test Statistic.
testStatisticEvaluatorArray() - Method in class org.drip.validation.evidence.Ensemble: Retrieve the Array of the Test Statistic Evaluators
testStatisticPValueMap() - Method in class org.drip.validation.hypothesis.ProbabilityIntegralTransform: Retrieve the Test Statistic - p Value Map
TGTHoliday - Class in org.drip.analytics.holset: TGTHoliday holds the TGT Holidays.
TGTHoliday() - Constructor for class org.drip.analytics.holset.TGTHoliday: TGTHoliday Constructor
Thane - Class in org.drip.sample.bondmetrics: Thane generates the Full Suite of Replication Metrics for Bond Thane.
Thane() - Constructor for class org.drip.sample.bondmetrics.Thane
THB - Class in org.drip.template.irs: THB contains a Templated Pricing of the OTC Fix-Float THB IRS Instrument.
THB() - Constructor for class org.drip.template.irs.THB
THBHoliday - Class in org.drip.analytics.holset: THBHoliday holds the THB Holidays.
THBHoliday() - Constructor for class org.drip.analytics.holset.THBHoliday: THBHoliday Constructor
TheilMixedEstimationModel - Class in org.drip.measure.bayesian: TheilMixedEstimationModel implements the Theil's Mixed Model for the Estimation of the Distribution Parameters.
TheilMixedEstimationModel() - Constructor for class org.drip.measure.bayesian.TheilMixedEstimationModel
theta() - Method in class org.drip.numerical.complex.C1CartesianPhiAlphaBetaTheta: Retrieve Theta
theta() - Method in class org.drip.numerical.complex.C1CartesianPhiPsiThetaDelta: Retrieve Theta
theta() - Method in class org.drip.numerical.matrix.R1SquareRotation2x2: Retrieve Theta
theta() - Method in class org.drip.param.pricer.HestonOptionPricerParams: Retrieve Theta
theta() - Method in class org.drip.pricer.option.Greeks: The Option Theta
theta() - Method in class org.drip.xva.pde.BurgardKjaerEdge: Compute the Gross Theta from Position Value Base
theta() - Method in class org.drip.xva.pde.BurgardKjaerEdgeAttribution
theta() - Method in class org.drip.xva.pde.BurgardKjaerEdgeRun
theta(int, int) - Method in class org.drip.dynamics.hullwhite.SingleFactorStateEvolver: Calculate the Theta
theta(EvolutionTrajectoryVertex, double) - Method in class org.drip.xva.pde.ParabolicDifferentialOperator: Compute the Theta for the Derivative from the Asset Edge Value
thetaPositionValueDown() - Method in class org.drip.xva.pde.BurgardKjaerEdge: Compute the Gross Theta from Position Value Down
thetaPositionValueDown() - Method in class org.drip.xva.pde.BurgardKjaerEdgeAttribution
thetaPositionValueDown() - Method in class org.drip.xva.pde.BurgardKjaerEdgeRun
thetaPositionValueUp() - Method in class org.drip.xva.pde.BurgardKjaerEdge: Compute the Gross Theta from Position Value Up
thetaPositionValueUp() - Method in class org.drip.xva.pde.BurgardKjaerEdgeAttribution
thetaPositionValueUp() - Method in class org.drip.xva.pde.BurgardKjaerEdgeRun
thetaUpDown(EvolutionTrajectoryVertex, double, double) - Method in class org.drip.xva.pde.ParabolicDifferentialOperator: Compute the Up/Down Thetas
Thiruvananthapuram - Class in org.drip.sample.bondmetrics: Thiruvananthapuram generates the Full Suite of Replication Metrics for Bond Thiruvananthapuram.
Thiruvananthapuram() - Constructor for class org.drip.sample.bondmetrics.Thiruvananthapuram
THREE_POINT_BROWNIAN_BRIDGE - Static variable in class org.drip.xva.settings.BrokenDateScheme: Three Point Brownian Bridge Based Broken Date Interpolation Scheme
ThreeBetaFixedFloatFloat(double, double) - Static method in class org.drip.capital.allocation.CorrelationCategoryBetaManager: Construct the Three-Beta Fixed-High Float-Medium Float-Low Instance of CorrelationCategoryBetaManager
ThreeDigitNumber(int) - Static method in class org.drip.service.common.StringUtil: Convert the Number to String
ThreeDistinctArrays(double[], double[], double[], int) - Static method in class org.drip.graph.subarray.ThreeSumVariantBuilder: Construct a 3SUM Check where the Target Sum across the Three Arrays is non-zero.
ThreeDSDMapToFlatString(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>, String, String, String) - Static method in class org.drip.service.common.CollectionUtil: Flatten a 3D SSD map structure onto a string array
ThreeFifthsPowerLaw(String, String, String, double) - Static method in class org.drip.portfolioconstruction.cost.TransactionChargeMarketImpact: Construction of the Three-Fifth's Power Law TransactionChargeMarketImpact Instance
ThreePoint(double, double) - Static method in class org.drip.numerical.integration.GaussLegendreQuadratureGenerator: Generate the Three Point Gauss Legendre Quadrature over [a, b] onto [-1, +1]
ThreePoint(double, double) - Static method in class org.drip.numerical.integration.GaussLobattoQuadratureGenerator: Generate the Three Point Gauss Legendre Quadrature over [a, b] onto [-1, +1]
ThreePoint(AbscissaTransform) - Static method in class org.drip.numerical.integration.GaussLegendreQuadratureGenerator: Generate the Three Point Gauss Legendre Quadrature over [-1, +1]
ThreePoint(AbscissaTransform) - Static method in class org.drip.numerical.integration.GaussLobattoQuadratureGenerator: Generate the Three Point Gauss Lobatto Quadrature over [-1, +1]
ThreeSum - Class in org.drip.graph.subarray: ThreeSum exposes the Check that indicates if the Set of Numbers contains 3 that Sum to Zero.
ThreeSum(int[]) - Static method in class org.drip.service.common.ArrayUtil: Given an array of n integers, find all unique triplets in the array which gives the sum of zero.
ThreeSumQuadraticComparator - Class in org.drip.graph.subarray: ThreeSumQuadraticComparator implements the Check that indicates if the Set of Numbers contains 3 that Sum to Zero using a Binary Search Comparator, leading to a Quadratic Time Algorithm.
ThreeSumQuadraticComparator(double[]) - Constructor for class org.drip.graph.subarray.ThreeSumQuadraticComparator: ThreeSumQuadraticComparator Constructor
ThreeSumQuadraticHash - Class in org.drip.graph.subarray: ThreeSumQuadraticHash implements the Check that indicates if the Set of Numbers contains 3 that Sum to Zero using a Hash-table, leading to a Quadratic Time Algorithm.
ThreeSumQuadraticHash(double[]) - Constructor for class org.drip.graph.subarray.ThreeSumQuadraticHash: ThreeSumQuadraticHash Constructor
ThreeSumVariantBuilder - Class in org.drip.graph.subarray: ThreeSumVariantBuilder converts the specified 3SUM Variant into a Standard 3SUM Problem.
ThreeSumVariantBuilder() - Constructor for class org.drip.graph.subarray.ThreeSumVariantBuilder
threshold() - Method in class org.drip.oms.benchmark.FixedPricePegScheme: Retrieve the Fixed Threshold Price
threshold() - Method in class org.drip.validation.hypothesis.SignificanceTestSetting: Retrieve the Test Tail Threshold
Threshold(int) - Static method in class org.drip.simm.commodity.CTRiskThresholdContainer20: Retrieve the Threshold indicated by the Bucket Number
Threshold(int) - Static method in class org.drip.simm.commodity.CTRiskThresholdContainer21: Retrieve the Threshold indicated by the Bucket Number
Threshold(int) - Static method in class org.drip.simm.commodity.CTRiskThresholdContainer24: Retrieve the Threshold indicated by the Bucket Number
Threshold(int) - Static method in class org.drip.simm.equity.EQRiskThresholdContainer20: Retrieve the Equity Threshold specified by the Bucket Number
Threshold(int) - Static method in class org.drip.simm.equity.EQRiskThresholdContainer21: Retrieve the Equity Threshold specified by the Bucket Number
Threshold(int) - Static method in class org.drip.simm.equity.EQRiskThresholdContainer24: Retrieve the Equity Threshold specified by the Bucket Number
Threshold(int) - Static method in class org.drip.simm.rates.IRThresholdContainer20: Retrieve the Interest Rate Threshold denoted by the Group Number
Threshold(int) - Static method in class org.drip.simm.rates.IRThresholdContainer21: Retrieve the Interest Rate Threshold denoted by the Group Number
Threshold(int) - Static method in class org.drip.simm.rates.IRThresholdContainer24: Retrieve the Interest Rate Threshold denoted by the Group Number
Threshold(String) - Static method in class org.drip.simm.rates.IRThresholdContainer20: Retrieve the Interest Rate Threshold denoted by the Currency
Threshold(String) - Static method in class org.drip.simm.rates.IRThresholdContainer21: Retrieve the Interest Rate Threshold denoted by the Currency
Threshold(String) - Static method in class org.drip.simm.rates.IRThresholdContainer24: Retrieve the Interest Rate Threshold denoted by the Currency
ThresholdMap() - Static method in class org.drip.simm.rates.IRThresholdContainer20: Retrieve the Interest Rate Threshold Map
ThresholdMap() - Static method in class org.drip.simm.rates.IRThresholdContainer21: Retrieve the Interest Rate Threshold Map
ThresholdMap() - Static method in class org.drip.simm.rates.IRThresholdContainer24: Retrieve the Interest Rate Threshold Map
thresholdTestStatistic() - Method in class org.drip.validation.hypothesis.HistogramTestOutcome: Retrieve the Threshold Test Statistic
Thrissur - Class in org.drip.sample.loan: Thrissur demonstrates the Analytics Calculation/Reconciliation for the Loan Thrissur.
Thrissur() - Constructor for class org.drip.sample.loan.Thrissur
Thunker(String) - Static method in class org.drip.service.json.KeyHoleSkeleton: JSON String Based in/out Generic Thunker
Thunker(JSONObject) - Static method in class org.drip.service.json.KeyHoleSkeleton: JSON Based in/out Generic Thunker
THURSDAY - Static variable in class org.drip.analytics.date.DateUtil: Days of the week - Thursday
Tianshui - Class in org.drip.sample.bondeos: Tianshui demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Tianshui.
Tianshui() - Constructor for class org.drip.sample.bondeos.Tianshui
tickDirection() - Method in class org.drip.oms.depth.PriceTick: Retrieve the Tick Direction
ticker() - Method in class org.drip.oms.benchmark.MarketMakingPegScheme: Retrieve the Ticker
ticker() - Method in class org.drip.oms.benchmark.MidPricePegScheme: Retrieve the Ticker
ticker() - Method in class org.drip.oms.transaction.Order: Retrieve the Order Security Identifier/Ticker
ticker() - Method in class org.drip.product.credit.BondComponent
ticker() - Method in class org.drip.product.definition.Bond: Return the bond ticker
ticker() - Method in class org.drip.product.params.IdentifierSet: Retrieve the Ticker
ticker() - Method in class org.drip.state.identifier.EntityEquityLabel: Retrieve the Ticker
tickerL1ManagerMap() - Method in class org.drip.oms.exchange.CrossVenueMontageDigest: Retrieve the Ticker to L1 Montage Manager Map
TickerPriceStatistics - Class in org.drip.param.quote: TickerPriceStatistics maintains the Running "Thin" Price Statistics for a Single Ticker.
TickerPriceStatistics(double) - Constructor for class org.drip.param.quote.TickerPriceStatistics: TickerPriceStatistics Constructor
TickerPriceStatisticsContainer - Class in org.drip.param.quote: TickerPriceStatisticsContainer maintains the Running "Thin" Price Statistics for all Tickers.
TickerPriceStatisticsContainer() - Constructor for class org.drip.param.quote.TickerPriceStatisticsContainer: Empty TickerPriceStatisticsContainer
tickerPriceStatisticsMap() - Method in class org.drip.param.quote.TickerPriceStatisticsContainer: Retrieve the Ticker Price Statistics Map
TickerPriceStatisticsRun - Class in org.drip.sample.algo: TickerPriceStatisticsRun demonstrates the Console based Online Ticker Price Statistics Generation.
TickerPriceStatisticsRun() - Constructor for class org.drip.sample.algo.TickerPriceStatisticsRun
tickerSet() - Method in class org.drip.oms.exchange.CrossVenueMontageDigest: Retrieve the Set of Montage Tickers
tickSize() - Method in class org.drip.state.identifier.EntityEquityLabel: Retrieve the Tick Size
tickValue() - Method in class org.drip.product.govvie.TreasuryFutures: Retrieve the Tick Value
Tieling - Class in org.drip.sample.bondeos: Tieling demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Tieling.
Tieling() - Constructor for class org.drip.sample.bondeos.Tieling
tier1() - Method in class org.drip.capital.bcbs.BalanceSheet: Retrieve the Tier 1 Capital
tier1() - Method in class org.drip.capital.bcbs.BalanceSheetCapital: Retrieve the Tier 1 Capital
tier1Ratio() - Method in class org.drip.capital.bcbs.BalanceSheet: Retrieve the Tier 1 Ratio
tier1Ratio() - Method in class org.drip.capital.bcbs.BalanceSheetCapital: Retrieve the Tier 1 Ratio
tier1Ratio() - Method in class org.drip.capital.bcbs.CapitalMetrics: Retrieve the Tier 1 Capital Ratio
TIF_DAY - Static variable in class org.drip.oms.transaction.TimeInForce: TIF Type DAY
TIF_EXTENDED - Static variable in class org.drip.oms.transaction.TimeInForce: TIF Type EXTENDED
TIF_IMMEDIATE - Static variable in class org.drip.oms.transaction.TimeInForce: TIF Type IMMEDIATE
TIF_ON_MARKET_CLOSE - Static variable in class org.drip.oms.transaction.TimeInForce: TIF Type ON MARKET CLOSE
TIF_ON_MARKET_OPEN - Static variable in class org.drip.oms.transaction.TimeInForce: TIF Type ON MARKET OPEN
tifType() - Method in class org.drip.oms.transaction.TimeInForce: Retrieve the TIF Type
tileIndicator() - Method in class org.drip.specialfunction.group.RiemannSphereSpanner: Indicate how the Schwarz Triangle Tiles the Riemann Sphere
tiltAwayFromFactor() - Method in class org.drip.investing.engine.AssetLoading: Indicate if the Asset is Tilted away from the Factor
tiltDepartureR1ToR1(double[], int, boolean) - Method in class org.drip.portfolioconstruction.bayesian.BlackLittermanCombinationEngine: Generate the Squared Tilt Departure R¹ To R¹
tiltMismatchSquared(double[], int, double) - Method in class org.drip.portfolioconstruction.bayesian.BlackLittermanCombinationEngine: Compute the Mismatch between the User Specified Projection and the Custom Confidence Implied Tilts
tiltNeutral() - Method in class org.drip.investing.engine.AssetLoading: Indicate if the Asset is Tilted neither towards or away from the Factor
TiltTerm - Class in org.drip.portfolioconstruction.objective: TiltTerm holds the Details of Abstract Tilt Unit Objective Term.
tiltTowardsFactor() - Method in class org.drip.investing.engine.AssetLoading: Indicate if the Asset is Tilted towards the Factor
time() - Method in class org.drip.analytics.date.DateTime: Retrieve the time
time() - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryState: Retrieve the Trajectory State Time Node
time() - Method in class org.drip.execution.bayesian.ConditionalPriceDistribution: Retrieve the Distribution Time Horizon
time() - Method in class org.drip.function.r1tor1solver.ExecutionInitializationOutput: Return the time elapsed for the execution initialization operation
time() - Method in class org.drip.function.r1tor1solver.FixedPointFinderOutput: Return the time elapsed for the the full root finding operation
time() - Method in class org.drip.measure.joint.Vertex: Retrieve the Evolution Time Instant
time() - Method in class org.drip.measure.realization.JumpDiffusionVertex: Retrieve the Evolution Time Instant
time() - Method in class org.drip.xva.derivative.EvolutionTrajectoryVertex: Retrieve the Time Instant
time(String) - Method in class org.drip.param.definition.Quote: Get the time of the quote
time(String) - Method in class org.drip.param.quote.MultiSided
timeArray() - Method in class org.drip.fdm.definition.EvolutionGrid1D: Retrieve the Array of Time Nodes
timeCovariance(double, double, double) - Method in class org.drip.dynamics.meanreverting.R1BrownianStochasticEvolver: Compute the Time Co-variance of x across Time Values t and s
timeCovariance(double, double, double) - Method in class org.drip.dynamics.meanreverting.R1VasicekStochasticEvolver: Compute the Time Co-variance of x across Time Values t and s
TimedCollection<ITEM> - Class in org.drip.graph.heap: TimedCollection implements a Collection where each Item is stored with a Time Stamp (in nanoseconds).
TimedCollection(PriorityQueue<Long, ITEM>) - Constructor for class org.drip.graph.heap.TimedCollection: TimedCollection Constructor
timeDifferential(double, double) - Method in class org.drip.fdm.definition.Diffusion1DPDE: Compute the State Response Increment at the factor value and the time
timeDifferential(double, double) - Method in class org.drip.fdm.definition.SecondOrder1DPDE: Compute the State Response Increment at the factor value and the time
timeIncrement() - Method in class org.drip.measure.realization.JumpDiffusionEdge: Retrieve the Edge Time Increment
timeIncrement() - Method in class org.drip.measure.realization.JumpDiffusionEdgeUnit: Retrieve the Edge Time Increment
timeIndex() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeNodeMetrics: Retrieve the Tree Node's Time Index
timeInForce() - Method in class org.drip.oms.transaction.Order: Retrieve the Time-in-Force Settings
TimeInForce - Class in org.drip.oms.transaction: TimeInForce holds the Setting for Time-in-Force (TIF) Parameters.
TimeInForce(String, int, ZonedDateTime, int) - Constructor for class org.drip.oms.transaction.TimeInForce: TimeInForce Constructor
timeIntegrand() - Method in class org.drip.xva.settings.StandardizedExposureGeneratorScheme: Retrieve the Time Integrand
timeInterval() - Method in class org.drip.execution.discrete.Slice: Retrieve the Evolution Time Interval of the Arithmetic Dynamics
TimeR1Vertex - Class in org.drip.dynamics.ito: TimeR1Vertex holds the R¹ "Space" or Property Variate and the Time Coordinate Vertexes.
TimeR1Vertex(double, double) - Constructor for class org.drip.dynamics.ito.TimeR1Vertex: TimeR1Vertex Constructor
TimeRdVertex - Class in org.drip.dynamics.ito: TimeRdVertex holds the R^d "Space" or Property Variate and the Time Coordinate Vertexes.
TimeRdVertex(double, double[]) - Constructor for class org.drip.dynamics.ito.TimeRdVertex: TimeRdVertex Constructor
timeRoll1DPnL() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the 1D Time Roll PnL
timeRollSwapRate1D() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the 1D Time Roll Swap Rate
timeScale() - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryDeterminant: Retrieve the Time Scale
timeShiftJacobian() - Method in class org.drip.fdm.definition.R1StateResponseSnapshotDiagnostics: Retrieve the State Response Factor Node Time Shift Jacobian Matrix
timeStamp() - Method in class org.drip.portfolioconstruction.core.Block: Retrieve the Creation Time Stamp
timeStamp() - Method in class org.drip.service.env.BuildRecord: Retrieve the Build Time Stamp
timeStateResponseMap() - Method in class org.drip.fdm.definition.R1EvolutionSnapshot: Retrieve the Time Map of Realized State Response Array
timeVariance(double, double) - Method in class org.drip.dynamics.meanreverting.R1CIRStochasticEvolver: Compute the Time Variance of x across at a Time Value t
timeWidth() - Method in class org.drip.exposure.universe.MarketVertexGenerator: Retrieve the Time Width Array
timeWidthSQRT() - Method in class org.drip.dynamics.ito.R1WienerDriver: Retrieve the Square Root of the Time Width
timeWidthSQRT() - Method in class org.drip.dynamics.ito.RdWienerDriver: Retrieve the Square Root of the Time Width
Tiruchirapalli - Class in org.drip.sample.bondfixed: Tiruchirapalli demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Tiruchirapalli.
Tiruchirapalli() - Constructor for class org.drip.sample.bondfixed.Tiruchirapalli
Tirunelveli - Class in org.drip.sample.bondmetrics: Tirunelveli generates the Full Suite of Replication Metrics for Bond Tirunelveli.
Tirunelveli() - Constructor for class org.drip.sample.bondmetrics.Tirunelveli
Tirupati - Class in org.drip.sample.securitysuite: Tirupati generates the Full Suite of Replication Metrics for Bond Tirupati.
Tirupati() - Constructor for class org.drip.sample.securitysuite.Tirupati
Tiruppur - Class in org.drip.sample.bondfixed: Tiruppur demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Tiruppur.
Tiruppur() - Constructor for class org.drip.sample.bondfixed.Tiruppur
TMT - Static variable in class org.drip.simm.credit.SectorSystemics: The Technology/Media/Telecommunications Sector
toArray() - Method in class org.drip.portfolioconstruction.composite.Holdings: Retrieve the Array Form of the Holdings Asset Position
toArray() - Method in class org.drip.service.api.ForwardRates: Convert the List of Forwards to an Array
toArray() - Method in class org.drip.service.api.InstrMetric: Reduce the PnL/forward metrics to an array
toArray() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the Array of Metrics
toAU() - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
toAU() - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial
toAU() - Method in interface org.drip.spline.stretch.SingleSegmentSequence: Convert the Segment Sequence into an AbstractUnivariate Instance
ToDate(String) - Static method in class org.drip.feed.loader.CSVGrid: Convert the String Element to a JulianDate Instance.
Today() - Static method in class org.drip.analytics.date.DateUtil: Return a Julian Date corresponding to Today
ToDouble(String) - Static method in class org.drip.feed.loader.CSVGrid: Convert the String Element to double.
ToInteger(String) - Static method in class org.drip.feed.loader.CSVGrid: Convert the String Element to int.
toJSON() - Method in class org.drip.product.creator.BondRefDataBuilder: Construct the Bond Reference Data JSON
toJSONString() - Method in class org.drip.service.representation.JSONArray
toJSONString() - Method in interface org.drip.service.representation.JSONAware
toJSONString() - Method in class org.drip.service.representation.JSONObject
toJSONString(Object) - Static method in class org.drip.service.representation.JSONValue: Convert an object to JSON text.
toJSONString(List) - Static method in class org.drip.service.representation.JSONArray: Convert a list to JSON text.
toJSONString(Map) - Static method in class org.drip.service.representation.JSONObject: Convert a map to JSON text.
ToJulian(int, int, int) - Static method in class org.drip.analytics.date.DateUtil: Convert YMD to an Integer Julian Date.
tolerance() - Method in class org.drip.numerical.eigenization.PowerIterationComponentExtractor: Retrieve the Tolerance Level
toMap(String) - Method in class org.drip.analytics.output.BondCouponMeasures: Return the state as a named measure map
toMap(String) - Method in class org.drip.analytics.output.BondRVMeasures: Return the state as a measure map
toMap(String) - Method in class org.drip.analytics.output.BondWorkoutMeasures: Return the state as a measure map
toNonOverlapping() - Method in class org.drip.spline.grid.OverlappingStretchSpan: Convert the Overlapping Stretch Span to a non-overlapping Stretch Span.
toOracleDate() - Method in class org.drip.analytics.date.JulianDate: Return a Trigram Representation of the Date
top() - Method in class org.drip.graph.heap.BinaryTreePriorityQueue: Retrieve the Top Node
ToPareto(R1RateDistribution, double) - Static method in class org.drip.measure.transform.FromExponential: Transform the Input R¹ Exponential Distribution to Pareto
topComponentCutoffCount() - Method in class org.drip.investing.factors.TopDownSegmentRanker: Retrieve the Top Component Cutoff Count
TopDownSegmentRanker - Class in org.drip.investing.factors: TopDownSegmentRanker implements the Top-Down Sliced Ranking the Factor Portfolio Constituents.
TopDownSegmentRanker(int, int, boolean) - Constructor for class org.drip.investing.factors.TopDownSegmentRanker: TopDownSegmentRanker Constructor
TopKFrequentWords - Class in org.drip.sample.algo: TopKFrequentWords demonstrates the Extraction of Top K Frequently Occuring Words.
TopKFrequentWords() - Constructor for class org.drip.sample.algo.TopKFrequentWords
TopKFrequentWords.WordCount - Class in org.drip.sample.algo: WordCount implements the Word Count Duo.
TopNCompetitors - Class in org.drip.sample.algo: TopNCompetitors returns a list of strings representing a company's top N competitors in order of most frequently mentioned to least frequent.
TopNCompetitors() - Constructor for class org.drip.sample.algo.TopNCompetitors
topOfTheAskBook(String) - Method in class org.drip.oms.exchange.Venue: Retrieve the Top-of-the-Ask-Book for the specified Ticker
topOfTheBidBook(String) - Method in class org.drip.oms.exchange.Venue: Retrieve the Top-of-the-Bid-Book for the specified Ticker
topOfTheBook() - Method in class org.drip.oms.depth.MontageL1Entry: Retrieve the Bid Top-of-the-Book
topOfTheBook() - Method in class org.drip.oms.depth.OrderBlockL2: Retrieve the Top of the Book
topOfTheBook(boolean) - Method in class org.drip.oms.depth.PriceBook: Retrieve the Top-of-the-Book
topologicalSorting() - Method in class org.drip.graph.search.OrderedVertexGroup: Retrieve the Set of Topologically Ordered Vertexes
TopRight(int, int, int) - Static method in class org.drip.numerical.linearalgebra.R1MatrixUtil: Indicate if the Cell corresponds to Top ight Location in the Matrix
ToR1Continuous(R1ToR1, R1Normed, R1Continuous, double) - Static method in class org.drip.learning.regularization.RegularizerBuilder: Construct an Instance of R^1 Combinatorial/Continuous To R^1 Continuous Regularizer
ToRdContinuous(RdToR1, RdNormed, R1Continuous, double) - Static method in class org.drip.learning.regularization.RegularizerBuilder: Construct an Instance of R^d Combinatorial/Continuous To R^1 Continuous Regularizer
toString() - Method in class org.drip.analytics.date.JulianDate
toString() - Method in class org.drip.analytics.eventday.DateInMonth
toString() - Method in class org.drip.capital.allocation.EntityCapital
toString() - Method in class org.drip.capital.feed.CapitalUnitCorrelatedScenario
toString() - Method in class org.drip.capital.feed.CapitalUnitIdiosyncraticScenario
toString() - Method in class org.drip.capital.shell.SystemicScenarioPnLSeries
toString() - Method in class org.drip.capital.shell.SystemicScenarioPnLSeriesPAA
toString() - Method in class org.drip.capital.stress.PnLSeries
toString() - Method in class org.drip.dynamics.lmm.BGMForwardTenorSnap
toString() - Method in class org.drip.dynamics.lmm.BGMTenorNodeSequence
toString() - Method in class org.drip.feed.loader.TenorQuote
toString() - Method in class org.drip.function.rdtor1descent.LineEvolutionVerifierMetrics
toString() - Method in class org.drip.graph.core.Edge
toString() - Method in class org.drip.graph.heap.BinaryTreeNode
toString() - Method in class org.drip.graph.heap.BinomialTree
toString() - Method in class org.drip.graph.heap.BinomialTreePriorityQueue
toString() - Method in class org.drip.graph.heap.PriorityQueueEntry
toString() - Method in class org.drip.graph.softheap.KaplanZwickBinaryNode
toString() - Method in class org.drip.graph.softheap.KaplanZwickPriorityQueue
toString() - Method in class org.drip.market.exchange.TreasuryFuturesConvention
toString() - Method in class org.drip.market.exchange.TreasuryFuturesEligibility
toString() - Method in class org.drip.market.exchange.TreasuryFuturesEventDates
toString() - Method in class org.drip.market.exchange.TreasuryFuturesOptionConvention
toString() - Method in class org.drip.market.exchange.TreasuryFuturesSettle
toString() - Method in class org.drip.market.otc.CrossFloatStreamConvention
toString() - Method in class org.drip.market.otc.CrossFloatSwapConvention
toString() - Method in class org.drip.market.otc.FixedFloatSwapConvention
toString() - Method in class org.drip.market.otc.FixedStreamConvention
toString() - Method in class org.drip.market.otc.FloatStreamConvention
toString() - Method in class org.drip.market.otc.SwapOptionSettlement
toString() - Method in class org.drip.param.quote.TickerPriceStatistics
toString() - Method in class org.drip.param.quote.TickerPriceStatisticsContainer
toString() - Method in class org.drip.product.params.CurrencyPair
toString() - Method in class org.drip.product.params.LastTradingDateSetting
toString() - Method in class org.drip.service.api.ForwardRates
toString() - Method in class org.drip.service.api.InstrMetric
toString() - Method in class org.drip.service.api.ProductDailyPnL
toString() - Method in exception org.drip.service.jsonparser.ParseException
toString() - Method in class org.drip.service.jsonparser.Yytoken
toString() - Method in class org.drip.service.representation.ItemList
toString() - Method in class org.drip.service.representation.JSONArray
toString() - Method in class org.drip.service.representation.JSONObject
toString() - Method in class org.drip.spline.segment.Monotonocity
toString(String) - Method in class org.drip.service.representation.ItemList: Generate the Item-separated String
toString(String, Object) - Static method in class org.drip.service.representation.JSONObject: JSONize the key-value String
ToString(boolean) - Static method in class org.drip.service.common.StringUtil: Convert the Boolean Flag to String
total() - Method in class org.drip.capital.allocation.EntityComponentCapital: Retrieve the Total Entity Capital
total() - Method in class org.drip.capital.bcbs.HighQualityLiquidAsset: Retrieve the Total HQLA
total() - Method in class org.drip.execution.evolution.MarketImpactComponent: Retrieve the Total Component Impact
total() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator: Retrieve the Total VA
total(Map<String, Double>) - Method in class org.drip.simm.estimator.AdditionalInitialMargin: Compute the Total IM Add On
total(LabelCorrelation) - Method in class org.drip.simm.estimator.ProductClassMargin: Compute the Total IM
total1DPnL() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the 1D Total PnL
total1DPnLWithFixing() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the 1D Total PnL With Fixing
TotalAccounts - Class in org.drip.loan.borrower: TotalAccounts contains the Total Current Number of Accounts for the Borrower

Module = Product Core Module Library = Loan Analytics Project = Borrower and Loan Level Characteristics Package = Asset Backed Loan Borrower Characteristics
TotalAccounts(int) - Constructor for class org.drip.loan.borrower.TotalAccounts: TotalAccounts Constructor
totalAdjustment() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment
totalAdjustment() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment
totalAdjustment() - Method in interface org.drip.xva.gross.PathExposureAdjustment: Compute Path Total Adjustment
totalCapital() - Method in class org.drip.capital.bcbs.BalanceSheet: Retrieve the Total Capital
totalCapital() - Method in class org.drip.capital.bcbs.BalanceSheetCapital: Retrieve the Total Capital
totalCapitalRatio() - Method in class org.drip.capital.bcbs.BalanceSheet: Retrieve the Total Capital Ratio
totalCapitalRatio() - Method in class org.drip.capital.bcbs.BalanceSheetCapital: Retrieve the Total Capital Ratio
totalCostDistribution() - Method in class org.drip.execution.capture.TrajectoryShortfallAggregate: Generate the Total Cost R^1 Normal Distribution
totalCostDistributionDetail(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.TrajectoryShortfallEstimator: Generate the Detailed Total Cost Distribution for the Trading Trajectory
totalCostDistributionSynopsis(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.LinearImpactBlockTrajectoryEstimator
totalCostDistributionSynopsis(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.LinearImpactTrajectoryEstimator
totalCostDistributionSynopsis(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.LinearImpactUniformTrajectoryEstimator
totalCostDistributionSynopsis(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.TrajectoryShortfallEstimator: Generate the Total Cost Distribution Synopsis Distribution for the Trading Trajectory
totalCostRealizationDetail(double, WalkSuite[], ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.TrajectoryShortfallEstimator: Generate the Detailed Cost Realization Sequence given the Specified Inputs
totalExposure() - Method in class org.drip.capital.bcbs.BalanceSheetCapital: Retrieve the Total Exposure
totalInstanceCount() - Method in class org.drip.validation.evidence.TestStatisticAccumulator: Retrieve the Total Response Instances Count
totalLength() - Method in class org.drip.graph.core.Path: Retrieve the Total Length of the Path
totalMarketDynamicDrift() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization: Generate the Total Market Dynamic Cost Drift
totalMarketDynamicWander() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization: Generate the Total Market Dynamic Cost Wander
totalPermanentDrift() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization: Generate the Total Permanent Cost Drift
totalPermanentWander() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization: Generate the Total Permanent Cost Wander
totalPlusConservationBufferRatio() - Method in class org.drip.capital.bcbs.CapitalMetrics: Retrieve the Total Capital Plus Conservation Buffer Ratio
totalRatio() - Method in class org.drip.capital.bcbs.CapitalMetrics: Retrieve the Total Capital Ratio
totalRiskWeightAndHaircut(HighQualityLiquidAssetSettings) - Method in class org.drip.capital.bcbs.HighQualityLiquidAsset: Compute the Risk Weight and Hair cut HQLA Total
totalTemporaryDrift() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization: Generate the Total Temporary Cost Drift
totalTemporaryWander() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization: Generate the Total Temporary Cost Wander
totalVA() - Method in class org.drip.xva.gross.ExposureAdjustmentDigest: Retrieve the Univariate Thin Statistics for Total VA
touchVertex(String) - Method in class org.drip.graph.search.OrderedVertexGroup: "Touch" the specified Vertex
toYYYYMMDD(String) - Method in class org.drip.analytics.date.JulianDate: Return a Representation of Date as YYYYMMDD
tPost() - Method in class org.drip.execution.athl.TransactionRealization: Retrieve the Transaction Completion Time in Days Adjusted for the Permanent Lag TPost
trace() - Method in class org.drip.numerical.matrix.R1Square: Compute the Trace
Trace(double[][]) - Static method in class org.drip.numerical.linearalgebra.R1MatrixUtil: Compute the Trace of the Input Matrix
traceNorm(R1Square) - Method in class org.drip.numerical.matrixnorm.FrobeniusEvaluator: Compute the Trace-based Norm of the R¹ Square Matrix
trackingBenchmark() - Method in class org.drip.portfolioconstruction.core.Account: Retrieve the Tracking Benchmark Instance
TRADE_FREQUENCY_LESS_WELL_TRADED - Static variable in class org.drip.simm.rates.IRSystemics: Interest Rate Type - Trade Frequency Type Less Well Traded
TRADE_FREQUENCY_WELL_TRADED - Static variable in class org.drip.simm.rates.IRSystemics: Interest Rate Type - Trade Frequency Type Well Traded
TRADE_RATE_STATIC_INITIALIZATION - Static variable in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryGenerator: Flag Indicating Trade Rate Initialization from Static Trajectory
TRADE_RATE_ZERO_INITIALIZATION - Static variable in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryGenerator: Flag Indicating Trade Rate Initialization to Zero Initial Value
tradeable(ValuationParams) - Method in class org.drip.product.credit.BondComponent
tradeable(ValuationParams) - Method in class org.drip.product.definition.Bond: Calculate if the bond is tradeable on the given date
tradeablesContainer() - Method in class org.drip.xva.pde.BurgardKjaerOperator: Retrieve the Universe of Trade-able Assets
tradeablesContainer() - Method in class org.drip.xva.pde.TrajectoryEvolutionScheme: Retrieve the Universe of Tradeables
tradeFinishTime() - Method in class org.drip.execution.cost.ConstrainedLinearTemporaryImpact: Retrieve the Trade Finish Time
tradeFrequencyType() - Method in class org.drip.simm.rates.CurrencyRiskGroup: Retrieve the Trade Frequency Type
tradeList() - Method in class org.drip.execution.strategy.DiscreteTradingTrajectory: Retrieve the Trade List, i.e., the Array of the Number of Units executed
tradeListDriftAdjustment() - Method in class org.drip.execution.optimum.AlmgrenChrissDriftDiscrete: Retrieve the Array of the Trade List Drift Adjustment
tradePayment() - Method in class org.drip.xva.hypothecation.CollateralGroupVertexExposure: Retrieve the Accrued Trade Payment Exposure
tradePayment(int, MarketPath) - Method in class org.drip.exposure.generator.FixedStreamMPoR
tradePayment(int, MarketPath) - Method in class org.drip.exposure.generator.FixFloatMPoR
tradePayment(int, MarketPath) - Method in class org.drip.exposure.generator.FloatStreamMPoR
tradePayment(int, MarketPath) - Method in class org.drip.exposure.generator.NumeraireMPoR
tradePayment(int, MarketPath) - Method in class org.drip.exposure.generator.PortfolioMPoR
tradePayment(int, MarketPath) - Method in class org.drip.exposure.holdings.PositionGroupEstimator
tradePayment(int, MarketPath) - Method in interface org.drip.exposure.mpor.VariationMarginTradePaymentVertex: Estimate the Exposure Vertex Date Trade Payment
TradePayment - Class in org.drip.exposure.mpor: TradePayment holds the Dealer (Negative) and Client (Positive) Trade Payments at an Exposure Date.
TradePayment(double, double) - Constructor for class org.drip.exposure.mpor.TradePayment: TradePayment Constructor
tradePaymentGap() - Method in class org.drip.exposure.mpor.VariationMarginTradeVertexExposure: Retrieve the Trade Payment Gap
tradePaymentTrajectory() - Method in class org.drip.exposure.mpor.PathVariationMarginTrajectoryEstimator: Retrieve the Trade Payment Trajectory
tradePaymentTrajectory() - Method in class org.drip.exposure.regressiontrade.AndersenPykhtinSokolTrajectory: Retrieve the Dense Trade Payment Array
tradePaymentTrajectory(Map<Integer, Double>, Map<Integer, Double>) - Method in class org.drip.exposure.mpor.PathVariationMarginTrajectoryEstimator: Generate the Client and the Dealer Trade Payment Trajectories
tradeRate() - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryState: Retrieve the Trajectory State Time Node Trade Rate
tradeRate() - Method in class org.drip.execution.strategy.ContinuousTradingTrajectory: Retrieve the Trade Rate Function
tradeRate() - Method in class org.drip.execution.strategy.MinimumImpactTradingTrajectory: Retrieve the Trade Rate
tradeRate() - Method in class org.drip.execution.tradingtime.VolumeTimeFrame: Retrieve the Trade Rate
tradeRateInitializer() - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryGenerator: Retrieve the Trade Rate Initialization Indicator
tradeRateScale() - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryDeterminant: Retrieve the Trade Rate Scale
tradeSize() - Method in class org.drip.execution.strategy.ContinuousTradingTrajectory
tradeSize() - Method in class org.drip.execution.strategy.DiscreteTradingTrajectory
tradeSize() - Method in class org.drip.execution.strategy.MinimumImpactTradingTrajectory: Retrieve the Trade Size
tradeSize() - Method in interface org.drip.execution.strategy.TradingTrajectory: Retrieve the Trade Size
tradeStartTime() - Method in class org.drip.execution.cost.ConstrainedLinearTemporaryImpact: Retrieve the Trade Start Time
tradeTimeInterval() - Method in class org.drip.execution.strategy.MinimumImpactTradingTrajectory: Retrieve the Trade Time Interval
TRADING - Static variable in class org.drip.capital.definition.RiskType: Trading Risk Type
TradingASIA - Class in org.drip.sample.systemicstress: TradingASIA zeds the Child Coordinates and their corresponding GSST Dump - Scenario Names, Loss Amount, and Probability for the following Coordinates: - REGION == ASIA - RISK TYPE == Trading The References are:

Bank for International Supervision(2005): Stress Testing at Major Financial Institutions: Survey Results and Practice https://www.bis.org/publ/cgfs24.htm Glasserman, P.
TradingASIA() - Constructor for class org.drip.sample.systemicstress.TradingASIA
TradingEMEA - Class in org.drip.sample.systemicstress: TradingEMEA zeds the Child Coordinates and their corresponding GSST Dump - Scenario Names, Loss Amount, and Probability for the following Coordinates: - REGION == EMEA - RISK TYPE == Trading The References are:

Bank for International Supervision(2005): Stress Testing at Major Financial Institutions: Survey Results and Practice https://www.bis.org/publ/cgfs24.htm Glasserman, P.
TradingEMEA() - Constructor for class org.drip.sample.systemicstress.TradingEMEA
TradingEnhancedDiscrete - Class in org.drip.execution.optimum: TradingEnhancedDiscrete contains the Trading Trajectory generated by one of the Methods outlined in the Almgren (2003) Scheme for Continuous Trading Approximation for Linear Trading Enhanced Temporary Impact Volatility.
TradingEnhancedDiscrete(double[], double[], double[], double, double, double, double, double) - Constructor for class org.drip.execution.optimum.TradingEnhancedDiscrete: TradingEnhancedDiscrete Constructor
TradingEnhancedVolatility(double, BackgroundParticipationRateLinear, BackgroundParticipationRateLinear) - Static method in class org.drip.execution.dynamics.ArithmeticPriceEvolutionParametersBuilder: Trading Enhanced Volatility ArithmeticPriceEvolutionParameters Instance
TradingLATINAMERICA - Class in org.drip.sample.systemicstress: TradingLATINAMERICA zeds the Child Coordinates and their corresponding GSST Dump - Scenario Names, Loss Amount, and Probability for the following Coordinates: - REGION == LATIN AMERICA - RISK TYPE == Trading The References are:

Bank for International Supervision(2005): Stress Testing at Major Financial Institutions: Survey Results and Practice https://www.bis.org/publ/cgfs24.htm Glasserman, P.
TradingLATINAMERICA() - Constructor for class org.drip.sample.systemicstress.TradingLATINAMERICA
tradingMode() - Method in class org.drip.market.exchange.FuturesOptions: Retrieve the Trading Mode
TradingNORTHAMERICA - Class in org.drip.sample.systemicstress: TradingNORTHAMERICA zeds the Child Coordinates and their corresponding GSST Dump - Scenario Names, Loss Amount, and Probability for the following Coordinates: - REGION == NORTH AMERICA - RISK TYPE == Trading The References are:

Bank for International Supervision(2005): Stress Testing at Major Financial Institutions: Survey Results and Practice https://www.bis.org/publ/cgfs24.htm Glasserman, P.
TradingNORTHAMERICA() - Constructor for class org.drip.sample.systemicstress.TradingNORTHAMERICA
TradingTrajectory - Interface in org.drip.execution.strategy: TradingTrajectory holds the Continuous/Discrete Trajectory of a Trading Block that is to be executed over a Discrete Time Set.
trailing() - Method in class org.drip.spline.bspline.SegmentBasisFunction: Retrieve the Trailing Predictor Ordinate
TrailingFactorialZeros(int) - Static method in class org.drip.numerical.common.NumberUtil: Estimate the Trailing Factorial Zeros
trajectory() - Method in class org.drip.execution.adaptive.CoordinatedVariationStatic: Retrieve the Static Continuous Trading Trajectory Instance
trajectory() - Method in class org.drip.execution.capture.TrajectoryShortfallEstimator: Retrieve the Underlying Trading Trajectory Instance
trajectory() - Method in class org.drip.execution.cost.LinearTemporaryImpact: Retrieve the Holdings Trajectory
trajectory() - Method in class org.drip.exposure.mpor.PathVariationMarginTrajectoryEstimator: Retrieve the Variation Margin Trade Payment Exposure Trajectory
trajectory() - Method in class org.drip.exposure.universe.MarketPath: Retrieve the Trajectory of the Market Vertexes
TrajectoryComparisonNoDrift - Class in org.drip.sample.almgrenchriss: TrajectoryComparisonNoDrift compares different Optimal Trading Trajectories computed in accordance with the Specification of Almgren and Chriss (2000) for a Set of Risk Aversion Parameters, excluding the Asset Drift.
TrajectoryComparisonNoDrift() - Constructor for class org.drip.sample.almgrenchriss.TrajectoryComparisonNoDrift
TrajectoryComparisonWithDrift - Class in org.drip.sample.almgrenchriss: TrajectoryComparisonWithDrift compares different Optimal Trading Trajectories computed in accordance with the Specification of Almgren and Chriss (2000) for a Set of Risk Aversion Parameters, inclusive of the Asset Drift.
TrajectoryComparisonWithDrift() - Constructor for class org.drip.sample.almgrenchriss.TrajectoryComparisonWithDrift
TrajectoryControlNodesGreek - Class in org.drip.execution.sensitivity: TrajectoryControlNodesGreek holds the Point Value, the Jacobian, and the Hessian for a Trajectory to the Holdings Control Nodes.
TrajectoryControlNodesGreek(double, double[], double[][], List<ControlNodesGreek>) - Constructor for class org.drip.execution.sensitivity.TrajectoryControlNodesGreek: TrajectoryControlNodesGreek Constructor
trajectoryDeterminant() - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectory: Retrieve The Coordinated Variation Trajectory Determinant Instance
trajectoryDeterminant() - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryGenerator: Compute The Coordinated Variation Trajectory Determinant Instance
TrajectoryEvolutionScheme - Class in org.drip.xva.pde: TrajectoryEvolutionScheme holds the Evolution Edges of a Trajectory evolved in a Dynamically Adaptive Manner, as laid out in Burgard and Kjaer (2014).
TrajectoryEvolutionScheme(PrimarySecurityDynamicsContainer, PDEEvolutionControl) - Constructor for class org.drip.xva.pde.TrajectoryEvolutionScheme: TrajectoryEvolutionScheme Constructor
TrajectoryShortfallAggregate - Class in org.drip.execution.capture: TrajectoryShortfallAggregate aggregates the Execution Short-fall Distribution across each Interval in the Trade.
TrajectoryShortfallAggregate(List<ShortfallIncrementDistribution>) - Constructor for class org.drip.execution.capture.TrajectoryShortfallAggregate: TrajectoryShortfallAggregate Constructor
TrajectoryShortfallEstimator - Class in org.drip.execution.capture: TrajectoryShortfallEstimator estimates the Price/Short Fall Distribution associated with the Trading Trajectory generated using the specified Evolution Parameters.
TrajectoryShortfallEstimator(DiscreteTradingTrajectory) - Constructor for class org.drip.execution.capture.TrajectoryShortfallEstimator: TrajectoryShortfallEstimator Constructor
TrajectoryShortfallRealization - Class in org.drip.execution.capture: TrajectoryShortfallRealization holds Execution Cost Realization across each Interval in the Trade during a Single Simulation Run.
TrajectoryShortfallRealization(List<ShortfallIncrement>) - Constructor for class org.drip.execution.capture.TrajectoryShortfallRealization: TrajectoryShortfallRealization Constructor
TRANSACTION_CHARGE - Static variable in class org.drip.portfolioconstruction.core.BlockCategory: Block Category - TRANSACTION_CHARGE
transactionCharge(String) - Method in class org.drip.portfolioconstruction.composite.TransactionChargeGroup: Retrieve the Asset's Transaction Charge
TransactionCharge - Class in org.drip.portfolioconstruction.cost: TransactionCharge contains the Parameters for the specified Transaction Charge Scheme.
transactionChargeArray() - Method in class org.drip.portfolioconstruction.constraint.LimitBudgetTermTransactionCharge: Retrieve the Array of Transaction Charges
transactionChargeArray() - Method in class org.drip.portfolioconstruction.constraint.LimitChargeTermIssuer: Retrieve the Array of Transaction Charges
transactionChargeArray() - Method in class org.drip.portfolioconstruction.objective.TransactionChargeTerm: Retrieve the Array of Transaction Charges
TransactionChargeFixed - Class in org.drip.portfolioconstruction.cost: TransactionChargeFixed contains the Parameters for the Fixed Transaction Charge Scheme.
TransactionChargeFixed(String, String, String, double) - Constructor for class org.drip.portfolioconstruction.cost.TransactionChargeFixed: TransactionChargeFixed Constructor
TransactionChargeGoldmanSachsShortfall - Class in org.drip.portfolioconstruction.cost: TransactionChargeGoldmanSachsShortfall contains the Parameters for the Goldman Sachs Shortfall Model.
transactionChargeGroup() - Method in class org.drip.portfolioconstruction.core.Account: Retrieve the Transaction Cost Group Instance
TransactionChargeGroup - Class in org.drip.portfolioconstruction.composite: TransactionChargeGroup contains the Transaction Charge Values for the specified Set of Assets.
TransactionChargeGroup() - Constructor for class org.drip.portfolioconstruction.composite.TransactionChargeGroup
TransactionChargeLinear - Class in org.drip.portfolioconstruction.cost: TransactionChargeLinear contains the Parameters for the Linear Transaction Charge Scheme.
TransactionChargeLinear(String, String, String, double) - Constructor for class org.drip.portfolioconstruction.cost.TransactionChargeLinear: TransactionChargeLinear Constructor
transactionChargeMap() - Method in class org.drip.portfolioconstruction.composite.TransactionChargeGroup: Retrieve the Map of Transaction Charge
TransactionChargeMarketImpact - Class in org.drip.portfolioconstruction.cost: TransactionChargeMarketImpact contains the Parameters for the Power Law Transaction Charge Scheme.
TransactionChargeMarketImpact(String, String, String, double, double) - Constructor for class org.drip.portfolioconstruction.cost.TransactionChargeMarketImpact: TransactionChargeMarketImpact Constructor
TransactionChargeTerm - Class in org.drip.portfolioconstruction.objective: TransactionChargeTerm implements the Objective Term that models the Charge associated with a Portfolio Transaction.
transactionCost() - Method in class org.drip.execution.principal.GrossProfitExpectation: Retrieve the Execution Transaction Cost
transactionCostExpectation() - Method in interface org.drip.execution.optimum.EfficientTradingTrajectory: Retrieve the Expected Transaction Cost
transactionCostExpectation() - Method in class org.drip.execution.optimum.EfficientTradingTrajectoryContinuous
transactionCostExpectation() - Method in class org.drip.execution.optimum.EfficientTradingTrajectoryDiscrete
transactionCostExpectationFunction() - Method in class org.drip.execution.strategy.ContinuousTradingTrajectory: Retrieve the Transaction Cost Expectation Function
transactionCostGain() - Method in class org.drip.execution.cost.LinearTemporaryImpact: Estimate the Transaction Cost Gain available from the Bayesian Drift
transactionCostIncrement(CoordinatedVariation) - Method in class org.drip.execution.tradingtime.VolumeTimeFrame: Generate the Transaction Cost Increment
transactionCostVariance() - Method in interface org.drip.execution.optimum.EfficientTradingTrajectory: Retrieve the Variance of the Expected Transaction Cost
transactionCostVariance() - Method in class org.drip.execution.optimum.EfficientTradingTrajectoryContinuous
transactionCostVariance() - Method in class org.drip.execution.optimum.EfficientTradingTrajectoryDiscrete
transactionCostVarianceFunction() - Method in class org.drip.execution.strategy.ContinuousTradingTrajectory: Retrieve the Transaction Cost Variance Function
TransactionFunction - Class in org.drip.execution.impact: TransactionFunction exports the Temporary/Permanent Market Impact Displacement/Volatility Functional Dependence on the Trade Rate.
TransactionFunctionLinear - Class in org.drip.execution.impact: TransactionFunctionLinear exposes the Linear Impact Function Stubs as defined in Almgren and Chriss (2000) and Almgren (2003).
TransactionFunctionLinear() - Constructor for class org.drip.execution.impact.TransactionFunctionLinear
TransactionFunctionPower - Class in org.drip.execution.impact: TransactionFunctionPower exposes the Power Law Impact Function Stubs as defined in Almgren and Chriss (2000) and Almgren (2003).
TransactionFunctionPower() - Constructor for class org.drip.execution.impact.TransactionFunctionPower
transactionMarketValue() - Method in class org.drip.oms.benchmark.VWAP: Retrieve the Session Transaction Market Value
TransactionRealization - Class in org.drip.execution.athl: TransactionRealization holds the Suite of Empirical Drift/Wander Signals that have been emitted off of a Transaction Run using the Scheme by Almgren, Thum, Hauptmann, and Li (2005), using the Parameterization of Almgren (2003).
TransactionRealization(TransactionFunction, TransactionFunction, double, double, double, double) - Constructor for class org.drip.execution.athl.TransactionRealization: TransactionRealization Constructor
TransactionSignal - Class in org.drip.execution.athl: TransactionSignal holds the Realized Empirical Signals that have been emitted off of a Transaction Run, decomposed using the Scheme by Almgren, Thum, Hauptmann, and Li (2005), based off of the Parameterization of Almgren (2003).
TransactionSignal(double, double, double) - Constructor for class org.drip.execution.athl.TransactionSignal: TransactionSignal Constructor
transactionVolume() - Method in class org.drip.oms.benchmark.VWAP: Retrieve the Session Transaction Volume
transform(double) - Method in class org.drip.measure.chisquare.R1CentralWilsonHilferty
transform(double) - Method in class org.drip.measure.chisquare.R1NonCentralAbdelAty
transform(double) - Method in class org.drip.measure.chisquare.R1NonCentralCLTProxy
transform(double) - Method in class org.drip.measure.chisquare.R1NonCentralSankaran
transform(double) - Method in class org.drip.measure.chisquare.R1WilsonHilferty: Transform x into the Wilson-Hilferty Variate
transform(double[]) - Method in class org.drip.measure.discrete.QuadraticResampler: Transform the Input R^1 Sequence by applying Quadratic Sampling
transform(double[][]) - Method in class org.drip.measure.discrete.QuadraticResampler: Transform the Input R^d Sequence by applying Quadratic Sampling
transitionMetrics() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeSequenceMetrics: Retrieve the Transition Metrics Map
transitionMetrics(long) - Method in class org.drip.dynamics.hullwhite.TrinomialTreeSequenceMetrics: Retrieve the Transition Metrics associated with the specified Tree Time Index
translateAtPivot(int, int) - Method in class org.drip.spaces.big.BigC1Array: Translate the String at around the Pivot Index using the String Block
transpose() - Method in class org.drip.numerical.complex.C1Square: Transpose the Square Matrix
transpose() - Method in class org.drip.numerical.matrix.R1Square: Transpose the Square Matrix
Transpose() - Method in class org.drip.graph.core.Directed: Transpose the Edges of the Current Graph to create a new One
Transpose(double[][]) - Static method in class org.drip.numerical.linearalgebra.R1MatrixUtil: Transpose the specified Square Matrix
Transpose(C1Cartesian[][]) - Static method in class org.drip.numerical.complex.C1MatrixUtil: Transpose the specified C¹ Square Matrix
transposition12() - Method in class org.drip.specialfunction.group.Kummer24: Generate the Transposition (12) under the Fuchsian Isomorphism with Symmetry Group on points 1, 2, 3
transposition23() - Method in class org.drip.specialfunction.group.Kummer24: Generate the Transposition (23) under the Fuchsian Isomorphism with Symmetry Group on points 1, 2, 3
transposition34() - Method in class org.drip.specialfunction.group.Kummer24: Generate the Transposition (34) under the Fuchsian Isomorphism with Symmetry Group on points 1, 2, 3
Trapezoidal(R1ToR1, double, double) - Static method in class org.drip.numerical.integration.R1ToR1Integrator: Compute the function's integral within the specified limits using the Trapezoidal rule.
travelTime() - Method in class org.drip.spaces.big.MoviesInFlight: Retrieve the Travel Time
Treasury(String, JulianDate, JulianDate, String, double, int, String) - Static method in class org.drip.product.creator.BondBuilder: Creates a Treasury Bond from the Parameters
TreasuryAPI - Class in org.drip.service.product: TreasuryAPI demonstrates the Details behind the Pricing and the Scenario Runs behind a Treasury Bond.
TreasuryAPI() - Constructor for class org.drip.service.product.TreasuryAPI
treasuryBenchmark() - Method in class org.drip.product.credit.BondComponent
treasuryBenchmark() - Method in interface org.drip.product.definition.BondProduct: Retrieve the bond treasury benchmark Set
TreasuryBenchmarks - Class in org.drip.product.params: TreasuryBenchmarks contains the treasury benchmark set - the primary treasury benchmark, and an array of secondary treasury benchmarks.
TreasuryBenchmarks(String, String[]) - Constructor for class org.drip.product.params.TreasuryBenchmarks: Construct the treasury benchmark set from the primary treasury benchmark, and an array of secondary treasury benchmarks
TreasuryBondClient - Class in org.drip.sample.service: TreasuryBondClient demonstrates the Invocation and Examination of the JSON-based Treasury Bond Service Client.
TreasuryBondClient() - Constructor for class org.drip.sample.service.TreasuryBondClient
TreasuryBondExplainProcessor - Class in org.drip.historical.engine: TreasuryBondExplainProcessor contains the Functionality associated with the Horizon Analysis of the Treasury Bond.
TreasuryBondExplainProcessor(TreasuryComponent, String, double, JulianDate, JulianDate, CurveSurfaceQuoteContainer, CurveSurfaceQuoteContainer, CaseInsensitiveHashMap<CurveSurfaceQuoteContainer>) - Constructor for class org.drip.historical.engine.TreasuryBondExplainProcessor: TreasuryBondExplainProcessor Constructor
TreasuryBondPnLAttributor - Class in org.drip.feed.metric: TreasuryBondPnLAttributor generates the Date Valuation and Position Change PnL Explain Attributions for the Specified Treasury Bond.
TreasuryBondPnLAttributor() - Constructor for class org.drip.feed.metric.TreasuryBondPnLAttributor
TreasuryBondProcessor - Class in org.drip.service.json: TreasuryBondProcessor Sets Up and Executes a JSON Based In/Out Processing Service for Treasury Bonds.
TreasuryBondProcessor() - Constructor for class org.drip.service.json.TreasuryBondProcessor
TreasuryBondQuoteSet - Class in org.drip.product.calib: TreasuryBondQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the Treasury Bond Component.
TreasuryBondQuoteSet(LatentStateSpecification[]) - Constructor for class org.drip.product.calib.TreasuryBondQuoteSet: TreasuryBondQuoteSet Constructor
TreasuryBuilder - Class in org.drip.service.template: TreasuryBuilder contains Static Helper API to facilitate Construction of the Sovereign Treasury Bonds.
TreasuryBuilder() - Constructor for class org.drip.service.template.TreasuryBuilder
treasuryCode() - Method in class org.drip.state.identifier.GovvieLabel: Retrieve the Treasury Code
TreasuryComponent - Class in org.drip.product.govvie: TreasuryComponent implements the Functionality behind a Sovereign/Treasury Bond/Bill/Note.
TreasuryComponent(String) - Constructor for class org.drip.product.govvie.TreasuryComponent: TreasuryComponent Constructor
TreasuryFixedBullet - Class in org.drip.sample.treasury: TreasuryFixedBullet demonstrates Non-EOS Fixed Coupon Treasury Bond Pricing and Relative Value Measure Generation Functionality.
TreasuryFixedBullet() - Constructor for class org.drip.sample.treasury.TreasuryFixedBullet
TreasuryFutures - Class in org.drip.product.govvie: TreasuryFutures implements the Treasury Futures Product Contract Details.
TreasuryFutures(Bond[], double[], CashSettleParams) - Constructor for class org.drip.product.govvie.TreasuryFutures: BondFutures Constructor
TreasuryFutures(JulianDate, String, int[], int[], double[], double[]) - Static method in class org.drip.service.template.ExchangeInstrumentBuilder: Generate the Treasury Futures Instance
TreasuryFutures(JulianDate, String, int[], int[], double[], double[], String, String) - Static method in class org.drip.service.template.ExchangeInstrumentBuilder: Generate the Treasury Futures Instance
TreasuryFutures(JulianDate, String, JulianDate[], JulianDate[], double[], double[], String, String, String) - Static method in class org.drip.service.template.ExchangeInstrumentBuilder: Generate an Instance of Treasury Futures given the Inputs
TreasuryFuturesAPI - Class in org.drip.service.product: TreasuryFuturesAPI demonstrates the Details behind the Pricing and the Scenario Runs behind a Treasury Futures Contract.
TreasuryFuturesAPI() - Constructor for class org.drip.service.product.TreasuryFuturesAPI
TreasuryFuturesClosesReconstitutor - Class in org.drip.feed.transformer: TreasuryFuturesClosesReconstitutor transforms the Treasury Futures Closes- Feed Inputs into Formats suitable for Valuation Metrics and Sensitivities Generation.
TreasuryFuturesClosesReconstitutor() - Constructor for class org.drip.feed.transformer.TreasuryFuturesClosesReconstitutor
TreasuryFuturesContract - Class in org.drip.market.exchange: TreasuryFuturesContract holds the Parameters/Settings of the Common Treasury Futures Contracts.
TreasuryFuturesContract(String, String, String, String) - Constructor for class org.drip.market.exchange.TreasuryFuturesContract: TreasuryFuturesContract Constructor
TreasuryFuturesContract(String) - Static method in class org.drip.market.exchange.TreasuryFuturesContractContainer: Retrieve the Treasury Futures Contract by Name
TreasuryFuturesContract(String, String) - Static method in class org.drip.market.exchange.TreasuryFuturesContractContainer: Retrieve the Treasury Futures Contract by Code and Tenor
TreasuryFuturesContractContainer - Class in org.drip.market.exchange: TreasuryFuturesContractContainer holds the Details of some of the Common Treasury Futures Contracts.
TreasuryFuturesContractContainer() - Constructor for class org.drip.market.exchange.TreasuryFuturesContractContainer
TreasuryFuturesConvention - Class in org.drip.market.exchange: TreasuryFuturesConvention contains the Details for the Futures Basket of the Exchange-Traded Treasury Futures Contracts.
TreasuryFuturesConvention(String, String[], String, String, String, double, double, double, String[], String, String, DateInMonth, TreasuryFuturesEligibility, TreasuryFuturesSettle) - Constructor for class org.drip.market.exchange.TreasuryFuturesConvention: TreasuryFuturesConvention Constructor
TreasuryFuturesConventionContainer - Class in org.drip.market.exchange: TreasuryFuturesConventionContainer holds the Details of the Treasury Futures Contracts.
TreasuryFuturesConventionContainer() - Constructor for class org.drip.market.exchange.TreasuryFuturesConventionContainer
TreasuryFuturesEligibility - Class in org.drip.market.exchange: TreasuryFuturesEligibility contains the Eligibility Criterion for a Bond in the Futures Basket of the Exchange-Traded Treasury Futures Contracts.
TreasuryFuturesEligibility(String, String, String[], double) - Constructor for class org.drip.market.exchange.TreasuryFuturesEligibility: TreasuryFuturesEligibility Constructor
TreasuryFuturesEventDates - Class in org.drip.market.exchange: TreasuryFuturesEventDates contains the actually realized Event Dates related to a Treasury Futures Contract.
TreasuryFuturesEventDates(JulianDate, JulianDate, JulianDate, JulianDate, JulianDate) - Constructor for class org.drip.market.exchange.TreasuryFuturesEventDates: TreasuryFuturesEventDates Constructor
TreasuryFuturesMarketSnap - Class in org.drip.historical.attribution: TreasuryFuturesMarketSnap contains the Metrics Snapshot associated with the relevant Manifest Measures for the given Treasury Futures Position.
TreasuryFuturesMarketSnap(JulianDate, double) - Constructor for class org.drip.historical.attribution.TreasuryFuturesMarketSnap: TreasuryFuturesMarketSnap Constructor
TreasuryFuturesOptionContainer - Class in org.drip.market.exchange: TreasuryFuturesOptionContainer holds the Details of the Treasury Futures Options Contracts.
TreasuryFuturesOptionContainer() - Constructor for class org.drip.market.exchange.TreasuryFuturesOptionContainer
TreasuryFuturesOptionConvention - Class in org.drip.market.exchange: TreasuryFuturesOptionConvention contains the Details for the Exchange-Traded Options of the Exchange-Traded Treasury Futures Contracts.
TreasuryFuturesOptionConvention(String[], String, double, boolean, LastTradingDateSetting[]) - Constructor for class org.drip.market.exchange.TreasuryFuturesOptionConvention: TreasuryFuturesOptionConvention Constructor
TreasuryFuturesSettle - Class in org.drip.market.exchange: TreasuryFuturesSettle contains the Settlement Details for the Futures Basket of the Exchange-Traded Treasury Futures Contracts.
TreasuryFuturesSettle(int, int, int, int, int, int, boolean, double, double, int[]) - Constructor for class org.drip.market.exchange.TreasuryFuturesSettle: TreasuryFuturesSettle Constructor
TreasurySetting - Class in org.drip.market.issue: TreasurySetting contains the Definitions of the Settings of different Jurisdiction Treasuries.
TreasurySetting(String, String, int, String, String) - Constructor for class org.drip.market.issue.TreasurySetting: TreasurySetting Constructor
TreasurySetting(String) - Static method in class org.drip.market.issue.TreasurySettingContainer: Retrieve the Treasury Settings corresponding to the Code
TreasurySettingContainer - Class in org.drip.market.issue: TreasurySettingContainer contains the Parameters related to the Jurisdiction-specific Treasuries.
TreasurySettingContainer() - Constructor for class org.drip.market.issue.TreasurySettingContainer
Tree<V> - Class in org.drip.graph.core: Tree holds the Vertexes and the Edges associated with a Tree.
Tree() - Constructor for class org.drip.graph.core.Tree: Tree Constructor
TREE - Static variable in class org.drip.graph.core.DirectedType: Graph is a Tree
TreeDiameter(TreeUtil.TreeNode) - Static method in class org.drip.service.common.TreeUtil: Generate the DiameterHeightPair Instance from the Root
treeMap() - Method in class org.drip.graph.core.Forest: Retrieve the Map of Trees in the Forest
treeNameSet() - Method in class org.drip.graph.core.Forest: Retrieve the Set of the Tree Names
TreeNode(double, TreeUtil.TreeNode, TreeUtil.TreeNode) - Constructor for class org.drip.service.common.TreeUtil.TreeNode: TreeNode Constructor
treeStochasticDisplacementIndex() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics: Retrieve the Tree Stochastic Displacement Index
treeTimeIndex() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics: Retrieve the Tree Time Index
TreeUtil - Class in org.drip.service.common: TreeUtil implements Tree Utility Functions.
TreeUtil() - Constructor for class org.drip.service.common.TreeUtil
TreeUtil.DiameterHeightPair - Class in org.drip.service.common: DiameterHeightPair implements Diameter Height Duo.
TreeUtil.TreeNode - Class in org.drip.service.common: TreeNode implements Linked Tree Node.
TriangleMatrix - Class in org.drip.sample.conditionnumber: TriangleMatrix illustrates the Estimation of Condition Number for Triangular Matrices.
TriangleMatrix() - Constructor for class org.drip.sample.conditionnumber.TriangleMatrix
TriangularScheme - Class in org.drip.numerical.linearsolver: TriangularScheme exposes the O(n²) solver functionality for solving Triangular Matrices.
TriangularScheme(R1Triangular, double[]) - Constructor for class org.drip.numerical.linearsolver.TriangularScheme: Construct an Instance of TriangularScheme
Tridiagonal(int, double, boolean) - Static method in class org.drip.measure.crng.RdRandomSequence: Construct a Tridiagonal Matrix of Random Elements up to the Maximum Value
tridiagonalMatrix() - Method in class org.drip.numerical.linearsolver.RyabenkiiTsynkovScheme: Construct the Common U/V Tridiagonal Matrix
TridiagonalScheme - Class in org.drip.numerical.linearsolver: TridiagonalScheme exposes the O(n) solver functionality for solving Tridiagonal Matrices.
Trigonometric(int) - Static method in class org.drip.specialfunction.beta.IntegrandEstimator: Construct the Beta Estimator from the Trigonometric Integral
TrigonometricFunctions - Class in org.drip.sample.conditionnumber: TrigonometricFunctions illustrates the Estimation of Condition Numbers for Trigonometric Functions.
TrigonometricFunctions() - Constructor for class org.drip.sample.conditionnumber.TrigonometricFunctions
TrinomialTreeCalibration - Class in org.drip.sample.hullwhite: TrinomialTreeCalibration demonstrates the Construction and Calibration of the Hull-White Trinomial Tree and the Eventual Evolution of the Short Rate on it.
TrinomialTreeCalibration() - Constructor for class org.drip.sample.hullwhite.TrinomialTreeCalibration
TrinomialTreeEvolution - Class in org.drip.sample.hullwhite: TrinomialTreeEvolution demonstrates the Construction and Usage of the Hull-White Trinomial Tree and the Eventual Evolution of the Short Rate on it.
TrinomialTreeEvolution() - Constructor for class org.drip.sample.hullwhite.TrinomialTreeEvolution
TrinomialTreeNodeMetrics - Class in org.drip.dynamics.hullwhite: TrinomialTreeNodeMetrics records the Metrics associated with each Node in the Trinomial Tree Evolution of the Instantaneous Short Rate using the Hull-White Model.
TrinomialTreeNodeMetrics(long, long, double, double) - Constructor for class org.drip.dynamics.hullwhite.TrinomialTreeNodeMetrics: TrinomialTreeNodeMetrics Constructor
TrinomialTreeSequenceMetrics - Class in org.drip.dynamics.hullwhite: TrinomialTreeSequenceMetrics records the Evolution Metrics of the Hull-White Model Trinomial Tree Sequence.
TrinomialTreeSequenceMetrics() - Constructor for class org.drip.dynamics.hullwhite.TrinomialTreeSequenceMetrics: Empty TrinomialTreeSequenceMetrics Constructor
TrinomialTreeTransitionMetrics - Class in org.drip.dynamics.hullwhite: TrinomialTreeTransitionMetrics records the Transition Metrics associated with Node-to-Node Evolution of the Instantaneous Short Rate using the Hull-White Model Trinomial Tree.
TrinomialTreeTransitionMetrics(int, int, long, long, double, double, double) - Constructor for class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics: TrinomialTreeTransitionMetrics Constructor
TRLHoliday - Class in org.drip.analytics.holset: TRLHoliday holds the TRL Holidays.
TRLHoliday() - Constructor for class org.drip.analytics.holset.TRLHoliday: TRLHoliday Constructor
TRYHoliday - Class in org.drip.analytics.holset: TRYHoliday holds the TRY Holidays.
TRYHoliday() - Constructor for class org.drip.analytics.holset.TRYHoliday: TRYHoliday Constructor
TRYIRSAttribution - Class in org.drip.sample.fixfloatpnl: TRYIRSAttribution generates the Historical PnL Attribution for TRY IRS.
TRYIRSAttribution() - Constructor for class org.drip.sample.fixfloatpnl.TRYIRSAttribution
TRYShapePreserving1YStart - Class in org.drip.sample.fundinghistorical: TRYShapePreserving1YStart Generates the Historical TRY Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
TRYShapePreserving1YStart() - Constructor for class org.drip.sample.fundinghistorical.TRYShapePreserving1YStart
TRYShapePreservingReconstitutor - Class in org.drip.sample.fundingfeed: TRYShapePreservingReconstitutor Demonstrates the Cleansing and the Shape Preserving Re-constitution of the TRY Input Marks.
TRYShapePreservingReconstitutor() - Constructor for class org.drip.sample.fundingfeed.TRYShapePreservingReconstitutor
tStatistic() - Method in class org.drip.measure.statistics.UnivariateMoments: Compute the Series t-Statistic for Hypothesis Pivot = 0 (e.g., the False Positive NULL Hypothesis for for Homoscedastic Univariate Linear Regression)
tStatistic(double) - Method in class org.drip.measure.statistics.UnivariateMoments: Compute the Series t-Statistic around the Series Hypothesis Pivot
tsyQuote(String) - Method in class org.drip.param.definition.ScenarioMarketParams: Get the named Treasury Quote Map corresponding to the desired benchmark
tsyQuote(String) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
tsyQuotes() - Method in class org.drip.param.definition.ScenarioMarketParams: Get the full set of named Treasury Quote Map
tsyQuotes() - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
tsySpread() - Method in class org.drip.analytics.output.BondRVMeasures: Retrieve the TSY Spread
tsySpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from ASW to Maturity
tsySpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from ASW to Work-out
tsySpreadFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from ASW to Optimal Exercise
tsySpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from Bond Basis to Maturity
tsySpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from Bond Basis to Work-out
tsySpreadFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from Bond Basis to Optimal Exercise
tsySpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from Credit Basis to Maturity
tsySpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from Credit Basis to Work-out
tsySpreadFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from Credit Basis to Optimal Exercise
tsySpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from Discount Margin to Maturity
tsySpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from Discount Margin to Work-out
tsySpreadFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from Discount Margin to Optimal Exercise
tsySpreadFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from E Spread to Maturity
tsySpreadFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from E Spread to Work-out
tsySpreadFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from E Spread to Optimal Exercise
tsySpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from G Spread to Maturity
tsySpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from G Spread to Work-out
tsySpreadFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from G Spread to Optimal Exercise
tsySpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from I Spread to Maturity
tsySpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from I Spread to Work-out
tsySpreadFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from I Spread to Optimal Exercise
tsySpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from J Spread to Maturity
tsySpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from J Spread to Work-out
tsySpreadFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from J Spread to Optimal Exercise
tsySpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from N Spread to Maturity
tsySpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from N Spread to Work-out
tsySpreadFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from N Spread to Optimal Exercise
tsySpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from OAS to Maturity
tsySpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from OAS to Work-out
tsySpreadFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from OAS to Optimal Exercise
tsySpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from PECS to Maturity
tsySpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from PECS to Work-out
tsySpreadFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from PECS to Optimal Exercise
tsySpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from Price to Maturity
tsySpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from Price to Work-out
tsySpreadFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from Price to Optimal Exercise
tsySpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from Yield to Maturity
tsySpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from Yield to Work-out
tsySpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from Yield Spread to Maturity
tsySpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from Yield Spread to Work-out
tsySpreadFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from Yield Spread to Optimal Exercise
tsySpreadFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from Yield to Optimal Exercise
tsySpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from Z Spread to Maturity
tsySpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from Z Spread to Work-out
tsySpreadFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
tsySpreadFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate TSY Spread from Z Spread to Optimal Exercise
tte() - Method in class org.drip.dynamics.sabr.ImpliedBlackVolatility: Retrieve TTE
tTest() - Method in class org.drip.validation.hypothesis.StatisticalTestOutcome: Retrieve the t-Test Outcome
tTest(double) - Method in class org.drip.validation.evidence.Ensemble: Compute the Array of t-Test Results
TTestOutcome - Class in org.drip.validation.hypothesis: TTestOutcome holds the Results of a Statistic Hypothesis t-Test.
TTestOutcome(double, int, double, double, double, double, int, double, double, double) - Constructor for class org.drip.validation.hypothesis.TTestOutcome: TTestOutcome Constructor
TU1 - Class in org.drip.sample.treasuryfuturesapi: TU1 demonstrates the Invocation and Examination of the TU1 2Y UST Treasury Futures.
TU1() - Constructor for class org.drip.sample.treasuryfuturesapi.TU1
TU1_02Y - Class in org.drip.template.ust: TU1_02Y demonstrates the Details behind the Implementation and the Pricing of the 2Y TU1 UST Futures Contract.
TU1_02Y() - Constructor for class org.drip.template.ust.TU1_02Y
TU1Attribution - Class in org.drip.sample.treasuryfuturespnl: TU1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the TU1 Series.
TU1Attribution() - Constructor for class org.drip.sample.treasuryfuturespnl.TU1Attribution
TU1ClosesReconstitutor - Class in org.drip.sample.treasuryfuturesfeed: TU1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formated TU1 Closes Feed.
TU1ClosesReconstitutor() - Constructor for class org.drip.sample.treasuryfuturesfeed.TU1ClosesReconstitutor
TU1KeyRateDuration - Class in org.drip.sample.treasuryfuturesrisk: TU1KeyRateDuration demonstrates the Computation of the Key Rate Duration for the TU1 Treasury Futures.
TU1KeyRateDuration() - Constructor for class org.drip.sample.treasuryfuturesrisk.TU1KeyRateDuration
TUESDAY - Static variable in class org.drip.analytics.date.DateUtil: Days of the week - Tuesday
tukeyAnomaly() - Method in class org.drip.measure.continuous.R1Univariate: Retrieve the Tukey Anomaly of the Distribution
tukeyCriterion() - Method in class org.drip.measure.continuous.R1Univariate: Retrieve the Tukey Criterion of the Distribution
Tumkur - Class in org.drip.sample.bondmetrics: Tumkur generates the Full Suite of Replication Metrics for Bond Tumkur.
Tumkur() - Constructor for class org.drip.sample.bondmetrics.Tumkur
Turn - Class in org.drip.analytics.definition: Turn implements rate spread at discrete time spans.
Turn(int, int, double) - Constructor for class org.drip.analytics.definition.Turn: Turn Constructor
turnAdjust(int, int) - Method in class org.drip.state.discount.MergedDiscountForwardCurve: Apply the Turns' DF Adjustment
turnAdjust(int, int) - Method in class org.drip.state.discount.TurnListDiscountFactor: Apply the Turns' DF Adjustment
TurnListDiscountFactor - Class in org.drip.state.discount: TurnListDiscountFactor implements the discounting based off of the turns list.
TurnListDiscountFactor() - Constructor for class org.drip.state.discount.TurnListDiscountFactor: Empty TurnListDiscountFactor constructor
turnover() - Method in class org.drip.execution.parameters.AssetFlowSettings: Retrieve the Daily Turnover
TurnstilePassingTimeArray(int[], int[]) - Static method in class org.drip.service.common.ListUtil: Imagine a small store that has exactly one turn-stile.
TWD - Class in org.drip.template.irs: TWD contains a Templated Pricing of the OTC Fix-Float TWD IRS Instrument.
TWD() - Constructor for class org.drip.template.irs.TWD
TWDHoliday - Class in org.drip.analytics.holset: TWDHoliday holds the TWD Holidays.
TWDHoliday() - Constructor for class org.drip.analytics.holset.TWDHoliday: TWDHoliday Constructor
TweakManifestMeasure(double[], ManifestMeasureTweak) - Static method in class org.drip.analytics.support.Helper: Tweak the Manifest Measures (gor the given set of nodes) in accordance with the specified tweak parameters
TwoBetaFixedFloat(double) - Static method in class org.drip.capital.allocation.CorrelationCategoryBetaManager: Construct the Fixed-High Float-Low Two-Beta Instance of CorrelationCategoryBetaManager
TwoBetaFloatFloat(double) - Static method in class org.drip.capital.allocation.CorrelationCategoryBetaManager: Construct the Float-High Float-Low Two-Beta Instance of CorrelationCategoryBetaManager
TwoD(int, double, boolean) - Static method in class org.drip.measure.crng.RdRandomSequence: Construct a 2D Matrix of Random Elements up to the Maximum Value
TwoDSDMapToFlatString(CaseInsensitiveTreeMap<Double>, String, String) - Static method in class org.drip.service.common.CollectionUtil: Flatten an input 2D string/double map into a delimited string array
TwoFactorLIBORVolatility - Class in org.drip.sample.lmm: TwoFactorLIBORVolatility demonstrates the Construction and Usage of the 2 Factor LIBOR Forward Rate Volatility.
TwoFactorLIBORVolatility() - Constructor for class org.drip.sample.lmm.TwoFactorLIBORVolatility
TwoIIDSum - Class in org.drip.measure.exponential: TwoIIDSum implements the PDF of the Sum of Two IID Exponential Random Variables.
TwoIIDSum(R1RateDistribution, R1RateDistribution) - Constructor for class org.drip.measure.exponential.TwoIIDSum: TwoIIDSum Constructor
TwoPoint(double, double) - Static method in class org.drip.numerical.integration.GaussLegendreQuadratureGenerator: Generate the Two Point Gauss Legendre Quadrature over [a, b] onto [-1, +1]
TwoPoint(AbscissaTransform) - Static method in class org.drip.numerical.integration.GaussLegendreQuadratureGenerator: Generate the Two Point Gauss Legendre Quadrature over [-1, +1]
TwoThirdOrder(int) - Static method in class org.drip.specialfunction.bessel.ModifiedSecondIntegralEstimator: Construct the Modified Bessel Second Kind Estimator for the 2.
TwoThirdsPowerLaw(String, String, String, double) - Static method in class org.drip.portfolioconstruction.cost.TransactionChargeMarketImpact: Construction of the Two-Third's Power Law TransactionChargeMarketImpact Instance
TwoThreeHeapTimeComplexity - Class in org.drip.graph.asymptote: TwoThreeHeapTimeComplexity maintains the Asymptotic Behavior Specifications of a 2-3 Heap's Operations.
TwoThreeHeapTimeComplexity() - Constructor for class org.drip.graph.asymptote.TwoThreeHeapTimeComplexity
TwoVariateConstrainedVariance - Class in org.drip.sample.semidefinite: TwoVariateConstrainedVariance demonstrates the Application of the Interior Point Method for minimizing the Variance Across Two Variates under the Normalization Constraint.
TwoVariateConstrainedVariance() - Constructor for class org.drip.sample.semidefinite.TwoVariateConstrainedVariance
TY1 - Class in org.drip.sample.treasuryfuturesapi: TY1 demonstrates the Invocation and Examination of the TY1 10Y UST Treasury Futures.
TY1() - Constructor for class org.drip.sample.treasuryfuturesapi.TY1
TY1_10Y - Class in org.drip.template.ust: TY1_10Y demonstrates the Details behind the Implementation and the Pricing of the 10Y TY1 UST Futures Contract.
TY1_10Y() - Constructor for class org.drip.template.ust.TY1_10Y
TY1Attribution - Class in org.drip.sample.treasuryfuturespnl: TY1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the TY1 Series.
TY1Attribution() - Constructor for class org.drip.sample.treasuryfuturespnl.TY1Attribution
TY1ClosesReconstitutor - Class in org.drip.sample.treasuryfuturesfeed: TY1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formated TY1 Closes Feed.
TY1ClosesReconstitutor() - Constructor for class org.drip.sample.treasuryfuturesfeed.TY1ClosesReconstitutor
TY1KeyRateDuration - Class in org.drip.sample.treasuryfuturesrisk: TY1KeyRateDuration demonstrates the Computation of the Key Rate Duration for the TY1 Treasury Futures.
TY1KeyRateDuration() - Constructor for class org.drip.sample.treasuryfuturesrisk.TY1KeyRateDuration
type - Variable in class org.drip.service.jsonparser.Yytoken: Type
type() - Method in class org.drip.capital.simulation.StressEventIncidence: Retrieve the Type of the Stress Event
type() - Method in class org.drip.function.definition.RxToR1Property: Retrieve the Type of the Comparison
type() - Method in class org.drip.graph.asymptote.BigOAsymptoteSpec: Retrieve the Big-O Asymptote Type
type() - Method in class org.drip.graph.core.CompleteBipartite
type() - Method in class org.drip.graph.core.Directed: Retrieve the Graph Type
type() - Method in class org.drip.graph.core.NDimensionalHypercube
type() - Method in class org.drip.investing.engine.AssetSpecification: Retrieve the Asset Type
type() - Method in class org.drip.market.exchange.TreasuryFuturesContract: Retrieve the Underlying Treasury Type
type() - Method in class org.drip.numerical.matrix.R1Triangular: Retrieve the Matrix Type
type() - Method in class org.drip.oms.transaction.Order: Retrieve the Order Type
type() - Method in class org.drip.oms.transaction.OrderIssuer: Retrieve the Issuer Type
type() - Method in class org.drip.optimization.lp.SyntheticVariable: Retrieve the Synthetic Variable Type
type() - Method in class org.drip.param.definition.CalibrationParams: Retrieve the Calibration Type
type() - Method in class org.drip.param.period.FixingSetting: Retrieve the Fixing Type
type() - Method in class org.drip.param.valuation.WorkoutInfo: Retrieve the Work-out Type
type() - Method in class org.drip.portfolioconstruction.composite.Benchmark: Retrieve the Benchmark Type
type() - Method in class org.drip.product.govvie.TreasuryFutures: Retrieve the Futures Type
type() - Method in class org.drip.spaces.tensor.Cardinality: Retrieve the Cardinality Type
type() - Method in class org.drip.spline.segment.Monotonocity: Retrieve the Monotone Type
Type(double[][]) - Static method in class org.drip.numerical.matrix.R1Triangular: Retrieve the Triangular Type of the Matrix
TYPE_COLON - Static variable in class org.drip.service.jsonparser.Yytoken: Colon Token
TYPE_COMMA - Static variable in class org.drip.service.jsonparser.Yytoken: Comma Token
TYPE_EOF - Static variable in class org.drip.service.jsonparser.Yytoken: EOF Token
TYPE_LEFT_BRACE - Static variable in class org.drip.service.jsonparser.Yytoken: Left Brace Token
TYPE_LEFT_SQUARE - Static variable in class org.drip.service.jsonparser.Yytoken: Left Square Token
TYPE_RIGHT_BRACE - Static variable in class org.drip.service.jsonparser.Yytoken: Right Brace Token
TYPE_RIGHT_SQUARE - Static variable in class org.drip.service.jsonparser.Yytoken: Right Square Token
TYPE_VALUE - Static variable in class org.drip.service.jsonparser.Yytoken: Value Token
typeOfChange() - Method in class org.drip.capital.systemicscenario.StressScenarioQuantification: Retrieve the Type of Change
TypeOfChange - Class in org.drip.capital.systemicscenario: TypeOfChange maintains a List of the Possible Types of Change.
TypeOfChange() - Constructor for class org.drip.capital.systemicscenario.TypeOfChange

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