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All Classes|All Packages

U

u() - Method in class org.drip.numerical.linearalgebra.UD
Retrieve U
UAHHoliday - Class in org.drip.analytics.holset
UAHHoliday holds the UAH Holidays.
UAHHoliday() - Constructor for class org.drip.analytics.holset.UAHHoliday
UAHHoliday Constructor
UB1 - Class in org.drip.sample.treasuryfuturesapi
UB1 demonstrates the Invocation and Examination of the UB1 30Y DBR BUXL Treasury Futures.
UB1() - Constructor for class org.drip.sample.treasuryfuturesapi.UB1
 
UB1Attribution - Class in org.drip.sample.treasuryfuturespnl
UB1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the UB1 Series.
UB1Attribution() - Constructor for class org.drip.sample.treasuryfuturespnl.UB1Attribution
 
UB1ClosesReconstitutor - Class in org.drip.sample.treasuryfuturesfeed
UB1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formated UB1 Closes Feed.
UB1ClosesReconstitutor() - Constructor for class org.drip.sample.treasuryfuturesfeed.UB1ClosesReconstitutor
 
UB1KeyRateDuration - Class in org.drip.sample.treasuryfuturesrisk
UB1KeyRateDuration demonstrates the Computation of the Key Rate Duration for the UB1 Treasury Futures.
UB1KeyRateDuration() - Constructor for class org.drip.sample.treasuryfuturesrisk.UB1KeyRateDuration
 
ubboBlock() - Method in class org.drip.oms.depth.MontageL1SizeLayer
Retrieve the UBBO Block
UBBOBlock - Class in org.drip.oms.depth
UBBOBlock retains the Aggregated Top-of-the-Book and its Contributors.
UBBOBlock() - Constructor for class org.drip.oms.depth.UBBOBlock
Empty UBBOBlock Constructor
ucas() - Method in class org.drip.state.identifier.FloaterLabel
Retrieve a Unit Coupon Accrual Setting
ucas() - Method in class org.drip.state.identifier.OvernightLabel
Retrieve the Unit Coupon Accrual Setting
ucolva() - Method in class org.drip.xva.gross.ExposureAdjustmentDigest
Retrieve the Univariate Thin Statistics for Unilateral Collateral VA
ucva() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator
Retrieve the Expected Unilateral CVA
ucva() - Method in class org.drip.xva.gross.ExposureAdjustmentDigest
Retrieve the Univariate Thin Statistics for UCVA
UCVA(double) - Static method in class org.drip.xva.basel.ValueAdjustment
Construct the UCVA Value Adjustment Instance
UD - Class in org.drip.numerical.linearalgebra
UD holds the U and the D Matrices that form the Result of the UDU Transpose Decomposition.
UD(double[][], double[][]) - Constructor for class org.drip.numerical.linearalgebra.UD
UD Constructor
Udaipur - Class in org.drip.sample.bondmetrics
Udaipur demonstrates the Analytics Calculation/Reconciliation for the Bond Udaipur.
Udaipur() - Constructor for class org.drip.sample.bondmetrics.Udaipur
 
udForm(double[][]) - Method in class org.drip.numerical.eigen.QREigenComponentExtractor
Generate the UD Form of the Input Matrix
uduTranspose() - Method in class org.drip.numerical.linearalgebra.UD
Compute the UDU Transpose
udva() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator
Retrieve the Expected Unilateral DVA
UglyNumber - Class in org.drip.sample.numerical
UglyNumber shows the Computation of the nth Ugly Number for the Input Number Triplet.
UglyNumber() - Constructor for class org.drip.sample.numerical.UglyNumber
 
UglyNumber(int, int, int, int) - Static method in class org.drip.numerical.common.PrimeUtil
Find the n-th ugly number.
Ujjain - Class in org.drip.sample.bondmetrics
Ujjain demonstrates the Analytics Calculation/Reconciliation for the Bond Ujjain.
Ujjain() - Constructor for class org.drip.sample.bondmetrics.Ujjain
 
Ulhasnagar - Class in org.drip.sample.bondmetrics
Ulhasnagar demonstrates the Analytics Calculation/Reconciliation for the Bond Ulhasnagar.
Ulhasnagar() - Constructor for class org.drip.sample.bondmetrics.Ulhasnagar
 
ultima() - Method in class org.drip.pricer.option.Greeks
The Option Ultima
ULTRA - Class in org.drip.sample.treasuryfuturesapi
ULTRA demonstrates the Invocation and Examination of the ULTRA 30Y UST Treasury Futures.
ULTRA() - Constructor for class org.drip.sample.treasuryfuturesapi.ULTRA
 
unadjusted() - Method in class org.drip.exposure.regressiontrade.VariationMarginEstimateVertex
Retrieve the Unadjusted Variation Margin at the Vertex
unadjustedCoefficientArray() - Method in class org.drip.optimization.cuttingplane.ChvatalGomoryCut
Generate the Unadjusted Coefficient Array
unadjustedCoefficientArray() - Method in class org.drip.optimization.cuttingplane.LetchfordLodiPartitionMap
Retrieve the Unadjusted Coefficient Array
unadjustedCovariance() - Method in class org.drip.simm.foundation.RiskGroupPrincipalCovariance
Retrieve the Unadjusted Cross-Group Co-variance
unadjustedWeightArray() - Method in class org.drip.portfolioconstruction.bayesian.ProjectionImpliedConfidenceOutput
Retrieve the Array of the Unadjusted Equilibrium Weights
Unamortized(R1ToR1, String, String) - Static method in class org.drip.graph.asymptote.BigOAsymptoteSpec
Retrieve the Unamortized Asymptotic Specification
UnboundedMarkovitzBullet - Class in org.drip.sample.efficientfrontier
UnboundedMarkovitzBullet demonstrates the Construction of the Efficient Frontier using the Unconstrained Quadratic Mean Variance Optimizer.
UnboundedMarkovitzBullet() - Constructor for class org.drip.sample.efficientfrontier.UnboundedMarkovitzBullet
 
UnboundedMarkovitzBulletExplicit - Class in org.drip.sample.efficientfrontier
UnboundedMarkovitzBulletExplicit demonstrates the Explicit Construction of the Efficient Frontier.
UnboundedMarkovitzBulletExplicit() - Constructor for class org.drip.sample.efficientfrontier.UnboundedMarkovitzBulletExplicit
 
uncollateralized() - Method in class org.drip.xva.hypothecation.CollateralGroupVertexExposure
Retrieve the Gross Uncollateralized Exposure Estimate
UncollateralizedCollateralGroup - Class in org.drip.sample.xva
UncollateralizedCollateralGroup illustrates the Sample Run of a Single Uncollateralized Collateral Group with several Fix-Float Swaps.
UncollateralizedCollateralGroup() - Constructor for class org.drip.sample.xva.UncollateralizedCollateralGroup
 
UncollateralizedCollateralGroupCorrelated - Class in org.drip.sample.xva
UncollateralizedCollateralGroupCorrelated illustrates the Sample Run of a Single Uncollateralized Collateral Group with several Fix-Float Swaps, and with built in Factor Correlations across the Numeraires.
UncollateralizedCollateralGroupCorrelated() - Constructor for class org.drip.sample.xva.UncollateralizedCollateralGroupCorrelated
 
UncollateralizedCollateralNeutral - Class in org.drip.sample.xvabasel
UncollateralizedCollateralNeutral examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedCollateralNeutral() - Constructor for class org.drip.sample.xvabasel.UncollateralizedCollateralNeutral
 
UncollateralizedCollateralNeutralStochastic - Class in org.drip.sample.xvabasel
UncollateralizedCollateralNeutralStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedCollateralNeutralStochastic() - Constructor for class org.drip.sample.xvabasel.UncollateralizedCollateralNeutralStochastic
 
UncollateralizedCollateralPayable - Class in org.drip.sample.xvabasel
UncollateralizedCollateralPayable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedCollateralPayable() - Constructor for class org.drip.sample.xvabasel.UncollateralizedCollateralPayable
 
UncollateralizedCollateralPayableStochastic - Class in org.drip.sample.xvabasel
UncollateralizedCollateralPayableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedCollateralPayableStochastic() - Constructor for class org.drip.sample.xvabasel.UncollateralizedCollateralPayableStochastic
 
UncollateralizedCollateralReceivable - Class in org.drip.sample.xvabasel
UncollateralizedCollateralReceivable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedCollateralReceivable() - Constructor for class org.drip.sample.xvabasel.UncollateralizedCollateralReceivable
 
UncollateralizedCollateralReceivableStochastic - Class in org.drip.sample.xvabasel
UncollateralizedCollateralReceivableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedCollateralReceivableStochastic() - Constructor for class org.drip.sample.xvabasel.UncollateralizedCollateralReceivableStochastic
 
uncollateralizedExposure() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator
Retrieve the Array of Uncollateralized Exposures
uncollateralizedExposure() - Method in class org.drip.xva.gross.ExposureAdjustmentDigest
Retrieve the Univariate Thin Statistics for the Uncollateralized Exposure
uncollateralizedExposurePV() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator
Retrieve the Array of Uncollateralized Exposure PV's
uncollateralizedExposurePV() - Method in class org.drip.xva.gross.ExposureAdjustmentDigest
Retrieve the Univariate Thin Statistics for the Uncollateralized Exposure PV
UncollateralizedFundingNeutral - Class in org.drip.sample.xvabasel
UncollateralizedFundingNeutral examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedFundingNeutral() - Constructor for class org.drip.sample.xvabasel.UncollateralizedFundingNeutral
 
UncollateralizedFundingNeutralStochastic - Class in org.drip.sample.xvabasel
UncollateralizedFundingNeutralStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedFundingNeutralStochastic() - Constructor for class org.drip.sample.xvabasel.UncollateralizedFundingNeutralStochastic
 
UncollateralizedFundingPayable - Class in org.drip.sample.xvabasel
UncollateralizedFundingPayable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedFundingPayable() - Constructor for class org.drip.sample.xvabasel.UncollateralizedFundingPayable
 
UncollateralizedFundingPayableStochastic - Class in org.drip.sample.xvabasel
UncollateralizedFundingPayableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedFundingPayableStochastic() - Constructor for class org.drip.sample.xvabasel.UncollateralizedFundingPayableStochastic
 
UncollateralizedFundingReceivable - Class in org.drip.sample.xvabasel
UncollateralizedFundingReceivable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedFundingReceivable() - Constructor for class org.drip.sample.xvabasel.UncollateralizedFundingReceivable
 
UncollateralizedFundingReceivableStochastic - Class in org.drip.sample.xvabasel
UncollateralizedFundingReceivableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedFundingReceivableStochastic() - Constructor for class org.drip.sample.xvabasel.UncollateralizedFundingReceivableStochastic
 
uncollateralizedNegativeExposure() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator
Retrieve the Array of Uncollateralized Negative Exposures
uncollateralizedNegativeExposure() - Method in class org.drip.xva.gross.ExposureAdjustmentDigest
Retrieve the Univariate Thin Statistics for the Uncollateralized Negative Exposure
uncollateralizedNegativeExposurePV() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator
Retrieve the Array of Uncollateralized Negative Exposure PV
uncollateralizedNegativeExposurePV() - Method in class org.drip.xva.gross.ExposureAdjustmentDigest
Retrieve the Univariate Thin Statistics for the Uncollateralized Negative Exposure PV
UncollateralizedNettingNeutral - Class in org.drip.sample.xvabasel
UncollateralizedNettingNeutral examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedNettingNeutral() - Constructor for class org.drip.sample.xvabasel.UncollateralizedNettingNeutral
 
UncollateralizedNettingNeutralStochastic - Class in org.drip.sample.xvabasel
UncollateralizedNettingNeutralStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedNettingNeutralStochastic() - Constructor for class org.drip.sample.xvabasel.UncollateralizedNettingNeutralStochastic
 
UncollateralizedNettingPayable - Class in org.drip.sample.xvabasel
UncollateralizedNettingPayable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedNettingPayable() - Constructor for class org.drip.sample.xvabasel.UncollateralizedNettingPayable
 
UncollateralizedNettingPayableStochastic - Class in org.drip.sample.xvabasel
UncollateralizedNettingPayableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedNettingPayableStochastic() - Constructor for class org.drip.sample.xvabasel.UncollateralizedNettingPayableStochastic
 
UncollateralizedNettingReceivable - Class in org.drip.sample.xvabasel
UncollateralizedNettingReceivable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedNettingReceivable() - Constructor for class org.drip.sample.xvabasel.UncollateralizedNettingReceivable
 
UncollateralizedNettingReceivableStochastic - Class in org.drip.sample.xvabasel
UncollateralizedNettingReceivableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedNettingReceivableStochastic() - Constructor for class org.drip.sample.xvabasel.UncollateralizedNettingReceivableStochastic
 
uncollateralizedPositiveExposure() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator
Retrieve the Array of Uncollateralized Positive Exposures
uncollateralizedPositiveExposure() - Method in class org.drip.xva.gross.ExposureAdjustmentDigest
Retrieve the Univariate Thin Statistics for the Uncollateralized Positive Exposure
uncollateralizedPositiveExposurePV() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator
Retrieve the Array of Uncollateralized Positive Exposure PV
uncollateralizedPositiveExposurePV() - Method in class org.drip.xva.gross.ExposureAdjustmentDigest
Retrieve the Univariate Thin Statistics for the Uncollateralized Positive Exposure PV
unconditional() - Method in class org.drip.measure.bayesian.R1MultivariateConvolutionMetrics
Retrieve the Unconditional Distribution
unconditional() - Method in class org.drip.measure.bayesian.R1UnivariateConvolutionMetrics
Retrieve the R1 Univariate Unconditional Distribution
unconditionalTargetVariateMetrics(SingleSequenceAgnosticMetrics[], int) - Method in class org.drip.sequence.functional.MultivariateRandom
Compute the Target Variate Function Metrics over the full Non-target Variate Empirical Distribution
Unconstrained() - Static method in class org.drip.portfolioconstruction.allocator.EqualityConstraintSettings
Construct an Unconstrained Instance of EqualityConstraintSettings
Unconstrained(double, double, double, PriorConditionalCombiner, double, TransactionFunctionLinear) - Static method in class org.drip.execution.cost.LinearTemporaryImpact
Generate an Unconstrained LinearTemporaryImpact Instance
UnconstrainedCovarianceEllipsoid - Class in org.drip.sample.rdtor1
UnconstrainedCovarianceEllipsoid demonstrates the Construction and Usage of a Co-variance Ellipsoid.
UnconstrainedCovarianceEllipsoid() - Constructor for class org.drip.sample.rdtor1.UnconstrainedCovarianceEllipsoid
 
UncountablyInfinite() - Static method in class org.drip.spaces.tensor.Cardinality
Uncountably Infinite Cardinality
UNDEFINED - Static variable in class org.drip.investing.factorspec.CapitalizationCategory
The "Undefined" Capitalization Factor Category
UNDEFINED - Static variable in class org.drip.investing.factorspec.CarryCategory
The "Undefined" Carry Factor Category
UNDEFINED - Static variable in class org.drip.investing.factorspec.GrowthCategory
The "Undefined" Growth Factor Category
UNDEFINED - Static variable in class org.drip.investing.factorspec.InvestmentCategory
The "Undefined" Investment Factor Category
UNDEFINED - Static variable in class org.drip.investing.factorspec.LeverageCategory
The "Undefined" Leverage Factor Category
UNDEFINED - Static variable in class org.drip.investing.factorspec.MomentumCategory
The "Undefined" Momentum Factor Category
UNDEFINED - Static variable in class org.drip.investing.factorspec.ProfitabilityCategory
The "Undefined" Profitability Factor Category
UNDEFINED - Static variable in class org.drip.investing.factorspec.TermCategory
The "Undefined" Term Factor Category
UNDEFINED - Static variable in class org.drip.investing.factorspec.ValueCategory
The "Undefined" Value Factor Category
UNDEFINED - Static variable in class org.drip.investing.factorspec.VolatilityCategory
The "Undefined" Volatility Factor Category
underlierPrice() - Method in class org.drip.oms.indifference.RealizationVertex
Retrieve the Price of the Underlier
underlierSubtype() - Method in class org.drip.market.exchange.TreasuryFuturesConvention
Retrieve the Treasury Futures Underlier Sub-type
underlierType() - Method in class org.drip.market.exchange.TreasuryFuturesConvention
Retrieve the Treasury Futures Underlier Type
underlierUnits() - Method in class org.drip.oms.indifference.InventoryVertex
Retrieve the Number of Underlier Units
underlierValue() - Method in class org.drip.oms.indifference.PositionVertex
Get the Underlier Value
underlying() - Method in class org.drip.product.option.OptionComponent
Retrieve the Underlying Component
underlyingDistribution() - Method in class org.drip.sequence.functional.FunctionSupremumUnivariateRandom
Retrieve the Underlying Distribution
underlyingDistribution() - Method in class org.drip.sequence.functional.IdempotentUnivariateRandom
Retrieve the Underlying Distribution
underlyingEvolver() - Method in class org.drip.exposure.csadynamics.FundingBasisEvolver
Retrieve the Underlying Diffusion Evolver
underlyingFundingSpreadCorrelation() - Method in class org.drip.exposure.csadynamics.FundingBasisEvolver
Retrieve the Correlation between the Underlying and the Funding Spread Processes
underlyingLatentState() - Method in class org.drip.state.identifier.VolatilityLabel
Retrieve the Latent State Underlying the Volatility Latent State
unexplainedChange() - Method in class org.drip.historical.attribution.PositionChangeComponents
Retrieve the Unexplained Interval Change
UNFILLED - Static variable in class org.drip.oms.transaction.OrderState
UNFILLED
UnifiedShapePreserving1YStart - Class in org.drip.sample.fundingfeed
UnifiedShapePreserving1YStart demonstrates the unified re-constitution and Metrics Generation.
UnifiedShapePreserving1YStart() - Constructor for class org.drip.sample.fundingfeed.UnifiedShapePreserving1YStart
 
Uniform(int) - Static method in class org.drip.graph.mst.CompleteRandomGraph
Compute a Uniform Instance of the Complete Random Graph
Uniform(int) - Static method in class org.drip.measure.discrete.SequenceGenerator
Generate a Sequence of Uniform Random Numbers
Uniform(int, int) - Static method in class org.drip.function.rdtor1.ObjectiveConstraintVariateSet
Make a Variate Set with/without Constraint
UniformAndersonDarlingGapAnalysis - Class in org.drip.sample.distancetest
UniformAndersonDarlingGapAnalysis demonstrates the Generation of the Sample Distance Metrics for Different Ensemble Hypotheses.
UniformAndersonDarlingGapAnalysis() - Constructor for class org.drip.sample.distancetest.UniformAndersonDarlingGapAnalysis
 
UniformAndersonDarlingGapDiscriminant - Class in org.drip.sample.distancetest
UniformAndersonDarlingGapDiscriminant demonstrates the Generation of the Sample Distance Discriminant Metrics for Different Ensemble Hypotheses.
UniformAndersonDarlingGapDiscriminant() - Constructor for class org.drip.sample.distancetest.UniformAndersonDarlingGapDiscriminant
 
UniformBeta(int, int, int, int, int) - Static method in class org.drip.capital.allocation.EntityCapitalAssignmentSetting
Construct the Uniform Beta Instance of EntityCapitalAssignmentSetting
UniformBetaIdiosyncraticProRata(int, int, int, int, int) - Static method in class org.drip.capital.allocation.EntityCapitalAssignmentSetting
Construct the Idiosyncratic Pro-Rata + Others Beta Instance of EntityCapitalAssignmentSetting
uniformCPDArray() - Method in class org.drip.exposure.regression.LocalVolatilityGenerationControl
Retrieve the Uniform Cumulative Probability Density Array
UniformCramersVonMisesGapAnalysis - Class in org.drip.sample.distancetest
UniformCramersVonMisesGapAnalysis demonstrates the Generation of the Sample Distance Metrics for Different Ensemble Hypotheses.
UniformCramersVonMisesGapAnalysis() - Constructor for class org.drip.sample.distancetest.UniformCramersVonMisesGapAnalysis
 
UniformCramersVonMisesGapDiscriminant - Class in org.drip.sample.distancetest
UniformCramersVonMisesGapDiscriminant demonstrates the Generation of the Sample Distance Discriminant Metrics for Different Ensemble Hypotheses.
UniformCramersVonMisesGapDiscriminant() - Constructor for class org.drip.sample.distancetest.UniformCramersVonMisesGapDiscriminant
 
UniformDiffusion(double) - Static method in class org.drip.measure.realization.JumpDiffusionEdgeUnit
Generate a R^1 Uniform Diffusion Realization
UniformJump(double) - Static method in class org.drip.measure.realization.JumpDiffusionEdgeUnit
Generate a R^1 Uniform Jump Realization
UniformParticipationRate - Class in org.drip.execution.profiletime
UniformParticipationRate exposes the Uniform Background Profile Adjusted Version of the Uniform Participation Rate Transaction Function as described in the "Trading Time" Model.
UniformParticipationRate(TransactionFunction) - Constructor for class org.drip.execution.profiletime.UniformParticipationRate
UniformParticipationRate Constructor
UniformParticipationRateLinear - Class in org.drip.execution.profiletime
UniformParticipationRateLinear exposes the Uniform Background Profile Adjusted Version of the Linear Participation Rate Transaction Function as described in the "Trading Time" Model.
UniformParticipationRateLinear(ParticipationRateLinear) - Constructor for class org.drip.execution.profiletime.UniformParticipationRateLinear
UniformParticipationRateLinear Constructor
unify() - Method in class org.drip.function.rdtor1.ObjectiveConstraintVariateSet
Unify the Objective Function and the Constraint Function Input Variate Set
unilateralCollateralAdjustment() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment
 
unilateralCollateralAdjustment() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment
 
unilateralCollateralAdjustment() - Method in interface org.drip.xva.gross.PathExposureAdjustment
Compute Path Unilateral Collateral Adjustment
unilateralCollateralAdjustment() - Method in class org.drip.xva.netting.CreditDebtGroupPath
Compute Path Unilateral Collateral Value Adjustment
unilateralCollateralAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath
Compute Path Unilateral Collateral Value Adjustment
unilateralCreditAdjustment() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment
 
unilateralCreditAdjustment() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment
 
unilateralCreditAdjustment() - Method in interface org.drip.xva.gross.PathExposureAdjustment
Compute Path Unilateral Credit Adjustment
unilateralCreditAdjustment() - Method in class org.drip.xva.netting.CreditDebtGroupPath
Compute Path Unilateral Credit Adjustment
unilateralCreditAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath
Compute Path Unilateral Credit Value Adjustment
UnilateralCSACollateralizedFunding - Class in org.drip.sample.burgard2013
UnilateralCSACollateralizedFunding examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UnilateralCSACollateralizedFunding() - Constructor for class org.drip.sample.burgard2013.UnilateralCSACollateralizedFunding
 
UnilateralCSACollateralizedFundingStochastic - Class in org.drip.sample.burgard2013
UnilateralCSACollateralizedFundingStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UnilateralCSACollateralizedFundingStochastic() - Constructor for class org.drip.sample.burgard2013.UnilateralCSACollateralizedFundingStochastic
 
UnilateralCSAUncollateralizedFunding - Class in org.drip.sample.burgard2013
UnilateralCSAUncollateralizedFunding examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UnilateralCSAUncollateralizedFunding() - Constructor for class org.drip.sample.burgard2013.UnilateralCSAUncollateralizedFunding
 
UnilateralCSAUncollateralizedFundingStochastic - Class in org.drip.sample.burgard2013
UnilateralCSAUncollateralizedFundingStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UnilateralCSAUncollateralizedFundingStochastic() - Constructor for class org.drip.sample.burgard2013.UnilateralCSAUncollateralizedFundingStochastic
 
UnilateralCSAZeroThresholdFunding - Class in org.drip.sample.burgard2013
UnilateralCSAZeroThresholdFunding examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UnilateralCSAZeroThresholdFunding() - Constructor for class org.drip.sample.burgard2013.UnilateralCSAZeroThresholdFunding
 
UnilateralCSAZeroThresholdFundingStochastic - Class in org.drip.sample.burgard2013
UnilateralCSAZeroThresholdFundingStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UnilateralCSAZeroThresholdFundingStochastic() - Constructor for class org.drip.sample.burgard2013.UnilateralCSAZeroThresholdFundingStochastic
 
unilateralDebtAdjustment() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment
 
unilateralDebtAdjustment() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment
 
unilateralDebtAdjustment() - Method in interface org.drip.xva.gross.PathExposureAdjustment
Compute Path Unilateral Debt Adjustment
unilateralDebtAdjustment() - Method in class org.drip.xva.netting.CreditDebtGroupPath
Compute Path Unilateral Debt Adjustment
unilateralDebtAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath
Compute Path Unilateral Debt Value Adjustment
unilateralFundingDebtAdjustment() - Method in class org.drip.xva.netting.CreditDebtGroupPath
Compute Path Unilateral Funding Debt Adjustment
unilateralFundingDebtAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath
Compute Path Unilateral Funding Debt Adjustment
unilateralFundingValueAdjustment() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment
 
unilateralFundingValueAdjustment() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment
 
unilateralFundingValueAdjustment() - Method in interface org.drip.xva.gross.PathExposureAdjustment
Compute Path Unilateral Funding Value Adjustment
unilateralFundingValueAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath
Compute Path Unilateral Funding Value Adjustment
unilateralFundingValueSpread01() - Method in class org.drip.xva.netting.CreditDebtGroupPath
Compute Path Unilateral Funding Value Spread 01
unilateralFundingValueSpread01() - Method in class org.drip.xva.netting.FundingGroupPath
Compute Path Unilateral Funding Value Spread 01
uninfectedCellSet() - Method in class org.drip.spaces.big.ZombieMatrix
Retrieve the Uninfected Cell Set
UniqueElementsInSortedArray(int[]) - Static method in class org.drip.service.common.ArrayUtil
Count the Unique Elements in the Sorted Array
UniquePathsWithObstacles(int[][]) - Static method in class org.drip.service.common.ArrayUtil
A robot is located at the top-left corner of a m x n grid.
unit() - Method in class org.drip.capital.systemicscenario.Criterion
Retrieve the Criterion Unit
unit() - Method in class org.drip.capital.systemicscenario.StressScenarioQuantification
Retrieve the Unit of Change
unit() - Method in class org.drip.portfolioconstruction.optimizer.ConstraintTerm
Retrieve the Constraint Unit
Unit - Class in org.drip.portfolioconstruction.optimizer
Unit specifies the Denomination of the Limits for a given Constraint Term.
Unit(int) - Constructor for class org.drip.portfolioconstruction.optimizer.Unit
Unit Constructor
Unitary(int) - Static method in class org.drip.function.rdtor1.ObjectiveConstraintVariateSet
Make a Unitary Variate Set
UnitAsk(R1ToR1) - Method in class org.drip.oms.indifference.ClaimsPositionPricer
Construct a Unit Ask ClaimsPositionPricer Instance
UnitBid(R1ToR1) - Method in class org.drip.oms.indifference.ClaimsPositionPricer
Construct a Unit Bid ClaimsPositionPricer Instance
UnitCouponAccrualSetting - Class in org.drip.param.period
UnitCouponAccrualSetting contains the cash flow periods Coupon/Accrual details.
UnitCouponAccrualSetting(int, String, boolean, String, boolean, String, boolean, int) - Constructor for class org.drip.param.period.UnitCouponAccrualSetting
UnitCouponAccrualSetting constructor
UnitDateEdges(int, int, String, ComposableUnitBuilderSetting) - Static method in class org.drip.analytics.support.CompositePeriodBuilder
Retrieve the List of Edge Dates across all Units
unitFloatBeta() - Method in class org.drip.capital.allocation.EntityComponentCapitalAssignment
Retrieve the Unit Float Beta
UnitImaginary(int) - Static method in class org.drip.specialfunction.digamma.SpecialValues
Construct the Unit Imaginary Digamma Complex Number
UnitImaginaryEstimate - Class in org.drip.sample.digamma
UnitImaginaryEstimate demonstrates the Estimation of the Digamma Function at the Unit Imaginary Location.
UnitImaginaryEstimate() - Constructor for class org.drip.sample.digamma.UnitImaginaryEstimate
 
unitLoading() - Method in class org.drip.capital.allocation.EntityComponentElasticityAttribution
Retrieve the Unit Loading Flag
unitMetrics() - Method in class org.drip.analytics.output.CompositePeriodCouponMetrics
Retrieve the List of the Unit Period Metrics
unitPeriodConvexityMetrics(int, CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.CompositePeriod
Compute the Unit Period Convexity Measures
UnitPeriodConvexityMetrics - Class in org.drip.analytics.output
UnitPeriodConvexityMetrics holds the results of a unit composable period convexity metrics estimate output.
UnitPeriodConvexityMetrics(int, int, ConvexityAdjustment) - Constructor for class org.drip.analytics.output.UnitPeriodConvexityMetrics
UnitPeriodConvexityMetrics constructor
UnitPeriodMetrics - Class in org.drip.analytics.output
UnitPeriodMetrics holds the results of a unit composable period metrics estimate output.
UnitPeriodMetrics(int, int, double, double, ConvexityAdjustment) - Constructor for class org.drip.analytics.output.UnitPeriodMetrics
UnitPeriodMetrics constructor
unitPeriodTenor() - Method in class org.drip.market.otc.FixedStreamConvention
Retrieve the Unit Period Tenor
UnitPositionGroupValue(int, MarketVertexGenerator, PositionGroupContainer) - Static method in class org.drip.xva.dynamics.PathSimulator
Generate a PathSimulator Instance with the corresponding Position Group Value
UnitRandomSequenceBound - Class in org.drip.sample.sequence
UnitRandomSequenceBound demonstrates the Computation of the Probabilistic Bounds for a Sample Random Sequence.
UnitRandomSequenceBound() - Constructor for class org.drip.sample.sequence.UnitRandomSequenceBound
 
UnitRegressionExecutor - Class in org.drip.regression.core
UnitRegressionExecutor implements the UnitRegressor, and splits the regression execution into pre-, execute, and post-regression.
UnitRegressionStat - Class in org.drip.regression.core
UnitRegressionStat creates the statistical details for the Unit Regressor.
UnitRegressionStat() - Constructor for class org.drip.regression.core.UnitRegressionStat
Empty Constructor
UnitRegressor - Interface in org.drip.regression.core
UnitRegressor provides the stub functionality for the Individual Regressors.
UnitScaleMaxwell - Class in org.drip.sample.randomdiscrete
UnitScaleMaxwell demonstrates Generation of Unit Scale Maxwell R1 Random Numbers.
UnitScaleMaxwell() - Constructor for class org.drip.sample.randomdiscrete.UnitScaleMaxwell
 
UnitScaleMaxwell(int) - Static method in class org.drip.measure.discrete.SequenceGenerator
Generate an Array of Unit Scale Maxwell Distributed Random Numbers
UnitScaleRayleigh - Class in org.drip.sample.randomdiscrete
UnitScaleRayleigh demonstrates Generation of Unit Scale Rayleigh R1 Random Numbers.
UnitScaleRayleigh() - Constructor for class org.drip.sample.randomdiscrete.UnitScaleRayleigh
 
UnitScaleRayleigh(int) - Static method in class org.drip.measure.discrete.SequenceGenerator
Generate an Array of Unit Scale Rayleigh Distributed Random Numbers
UnitSequenceAgnosticMetrics - Class in org.drip.sequence.metrics
UnitSequenceAgnosticMetrics contains the Sample Distribution Metrics and Agnostic Bounds related to the specified Bounded [0, 1] Sequence.
UnitSequenceAgnosticMetrics(double[], double) - Constructor for class org.drip.sequence.metrics.UnitSequenceAgnosticMetrics
UnitSequenceAgnosticMetrics Constructor
unitSize() - Method in class org.drip.param.pricer.CreditPricerParams
Retrieve the Discretized Loss Unit Size
UnitVector - Class in org.drip.function.definition
UnitVector implements the Normalized Rd Unit Vector.
unitVertexTree(String, DirectedGraph) - Method in class org.drip.graph.core.Forest
Create and add a Unit Vertex Tree into the Forest
unitVertexTree(String, DirectedGraph) - Method in class org.drip.graph.mstgreedy.BoruvkaForest
Create and add a Unit Vertex Tree into the Forest
UnivariateConvolution - Class in org.drip.function.r1tor1
UnivariateConvolution provides the evaluation of the Convolution au1 * au2 and its derivatives for a specified variate.
UnivariateConvolution(R1ToR1, R1ToR1) - Constructor for class org.drip.function.r1tor1.UnivariateConvolution
Construct a PolynomialMirrorCross instance
UnivariateDiscreteThin - Class in org.drip.measure.statistics
UnivariateDiscreteThin analyzes and computes the "Thin" Statistics for the Realized Univariate Sequence.
UnivariateDiscreteThin(double[]) - Constructor for class org.drip.measure.statistics.UnivariateDiscreteThin
UnivariateDiscreteThin Constructor
UnivariateMoments - Class in org.drip.measure.statistics
UnivariateMoments generates and holds the Specified Univariate Series Mean, Variance, and a few selected Moments.
UnivariateReciprocal - Class in org.drip.function.r1tor1
UnivariateReciprocal provides the evaluation 1/f(x) instead of f(x) for a given f.
UnivariateReciprocal(R1ToR1) - Constructor for class org.drip.function.r1tor1.UnivariateReciprocal
UnivariateReciprocal constructor
UnivariateReflection - Class in org.drip.function.r1tor1
UnivariateReflection provides the evaluation f(1-x) instead of f(x) for a given f.
UnivariateReflection(R1ToR1) - Constructor for class org.drip.function.r1tor1.UnivariateReflection
UnivariateReflection constructor
UnivariateSequence - Class in org.drip.sample.statistics
UnivariateSequence demonstrates the Generation of the Statistical Measures for the Input Series of Univariate Sequences.
UnivariateSequence() - Constructor for class org.drip.sample.statistics.UnivariateSequence
 
UnivariateSequenceGenerator - Class in org.drip.sequence.random
UnivariateSequenceGenerator implements the Univariate Random Sequence Generator Functionality.
UnivariateSequenceGenerator() - Constructor for class org.drip.sequence.random.UnivariateSequenceGenerator
 
unloadedInnerProduct(int, int) - Method in class org.drip.numerical.quadrature.IntegrandGenerator
Compute the Unloaded Inner Product between the Polynomial identified by their Degrees
unnormalizedPriorProbability() - Method in class org.drip.measure.gamma.ConjugateShapeScalePrior
Compute the Conjugate Shape-Scale Unnormalized Prior Probability
Unrealized(double, double, double, double, double) - Static method in class org.drip.xva.basel.BalanceSheetVertex
Unrealized Instance of BalanceSheetVertex
unsetSpecificDefault() - Method in class org.drip.state.credit.CreditCurve
Remove the Specific Default Date
unshapedBasisFunctionDerivative(double[], double, int) - Method in interface org.drip.spline.segment.BasisEvaluator
Compute the Ordered Derivative of the Response Value off of the Basis Function Set at the specified Predictor Ordinate
unshapedBasisFunctionDerivative(double[], double, int) - Method in class org.drip.spline.segment.SegmentBasisEvaluator
 
unshapedResponseValue(double[], double) - Method in interface org.drip.spline.segment.BasisEvaluator
Compute the Basis Function Value at the specified Predictor Ordinate
unshapedResponseValue(double[], double) - Method in class org.drip.spline.segment.SegmentBasisEvaluator
 
UNSPECIFIED - Static variable in class org.drip.capital.systemicscenario.SystemicStressShockIndicator
Systemic Stress Shock Direction UNSPECIFIED
UNSPECIFIED - Static variable in class org.drip.graph.core.DirectedGraphType
Graph is Unspecified
UP - Static variable in class org.drip.capital.systemicscenario.SystemicStressShockIndicator
Systemic Stress Shock Direction UP
update(String) - Method in class org.drip.spaces.big.AnagramMapSet
Update the Anagram Map Set One Word at a Time
updateAndApply(double, boolean) - Method in class org.drip.numerical.fourier.RotationCountPhaseTracker
Apply the Rotation Count Adjustment in accordance with the direction, (optionally) record the previous phase.
updateAugmentedVertex(Edge) - Method in class org.drip.graph.shortestpath.VertexAugmentor
Update the Augmented Vertex through the Preceding Vertex represented in the Preceding Edge
updateDValueDManifestMeasure(String, double) - Method in class org.drip.state.estimator.PredictorResponseWeightConstraint
Update the Constraint Value Sensitivity
updateFixings() - Method in class org.drip.historical.engine.FixFloatExplainProcessor
 
updateFixings() - Method in class org.drip.historical.engine.HorizonChangeExplainProcessor
Update the Fixings (if any) to the Second Market Parameters
updateFixings() - Method in class org.drip.historical.engine.TreasuryBondExplainProcessor
 
updateGScore(double) - Method in class org.drip.graph.shortestpath.AugmentedVertex
Update the Vertex Path G Score
UpdateSuffixExtremum(KaplanZwickTree<KEY, ITEM>) - Static method in class org.drip.graph.softheap.KaplanZwickTree
Update the Suffix Extremum of all Trees at and preceding the specified Tree
updateTime() - Method in class org.drip.oms.transaction.Order
Retrieve the Order Update Time
updateValue(double) - Method in class org.drip.state.estimator.PredictorResponseRelationSetup
Update the Constraint Value
updateValue(double) - Method in class org.drip.state.estimator.PredictorResponseWeightConstraint
Update the Constraint Value
upNodeMetrics() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics
Retrieve the "Up" Node Metrics
upper() - Method in class org.drip.portfolioconstruction.asset.AssetBounds
Retrieve the Upper Bound
upper() - Method in class org.drip.sequence.metrics.PivotedDepartureBounds
Retrieve the Upper Probability Bound
Upper() - Static method in class org.drip.specialfunction.incompletegamma.LimitAsymptote
Construct the Upper Incomplete Gamma Asymptote Function
Upper(double, double, int) - Static method in class org.drip.specialfunction.incompletegamma.GaussContinuedFraction
Compute the Upper Incomplete Gamma Function using Gauss Continued Fraction
UPPER_TRIANGULAR - Static variable in class org.drip.numerical.linearalgebra.Matrix
Upper Triangular Matrix
UpperAbramowitzStegun - Class in org.drip.sample.gammaincomplete
UpperAbramowitzStegun illustrates the Estimation of the Upper Incomplete Gamma Function using the Abramowitz-Stegun (2007) Version of Gauss Continued Fraction.
UpperAbramowitzStegun() - Constructor for class org.drip.sample.gammaincomplete.UpperAbramowitzStegun
 
UpperAbramowitzStegun2007(double, double, int) - Static method in class org.drip.specialfunction.incompletegamma.GaussContinuedFraction
Compute the Upper Incomplete Gamma Function using the Abramowitz-Stegun Gauss Continued Fraction
UpperAsymptoteProperty - Class in org.drip.sample.gamma
UpperAsymptoteProperty demonstrates the Verification of the Upper Asymptote Property of the Gamma Function.
UpperAsymptoteProperty() - Constructor for class org.drip.sample.gamma.UpperAsymptoteProperty
 
upperBound() - Method in class org.drip.graph.softheap.KaplanZwickTargetSize
Retrieve the Target Size Upper Bound
upperBound() - Method in class org.drip.numerical.estimation.R1Estimate
Retrieve the Upper Bound
upperBound() - Method in class org.drip.numerical.quadrature.IntegrandGenerator
Retrieve the Upper Integration Bound
upperBound() - Method in class org.drip.portfolioconstruction.optimizer.ConstraintRealization
Retrieve the Upper Bound
upperBound() - Method in class org.drip.sequence.random.Bounded
Retrieve the Upper Bound
upperBound(String) - Method in class org.drip.portfolioconstruction.allocator.BoundedHoldingsAllocationControl
Retrieve the Upper Bound for the Specified Asset ID
UpperBoundHoldingsAllocationControl - Class in org.drip.portfolioconstruction.cardinality
UpperBoundHoldingsAllocationControl holds the Parameters needed to build the Portfolio with Bounds on the Underlying Assets as well as Portfolio Level Holdings Cardinality Constraint.
UpperBoundHoldingsAllocationControl(String[], CustomRiskUtilitySettings, EqualityConstraintSettings, int) - Constructor for class org.drip.portfolioconstruction.cardinality.UpperBoundHoldingsAllocationControl
UpperBoundHoldingsAllocationControl Constructor
UpperEulerIntegral - Class in org.drip.specialfunction.incompletegamma
UpperEulerIntegral implements the Euler's Second Kind Integral Version of the Upper Incomplete Gamma Function.
UpperEulerIntegral(DerivativeControl, double) - Constructor for class org.drip.specialfunction.incompletegamma.UpperEulerIntegral
UpperEulerIntegral Constructor
UpperEulerIntegralEstimate - Class in org.drip.sample.gammaincomplete
UpperEulerIntegralEstimate illustrates the Estimation using the Euler's Second Kind Integral of the Upper Incomplete Gamma Function.
UpperEulerIntegralEstimate() - Constructor for class org.drip.sample.gammaincomplete.UpperEulerIntegralEstimate
 
UpperGaussContinuedFraction - Class in org.drip.sample.gammaincomplete
UpperGaussContinuedFraction illustrates the Estimation of the Upper Incomplete Gamma Function using the Gauss Continued Fraction.
UpperGaussContinuedFraction() - Constructor for class org.drip.sample.gammaincomplete.UpperGaussContinuedFraction
 
UpperLimitPowerEstimate - Class in org.drip.sample.gammaincomplete
UpperLimitPowerEstimate illustrates the Estimation of the Integral of the Product of the Limit Raised to an Exponent and the corresponding Upper Incomplete Gamma Function.
UpperLimitPowerEstimate() - Constructor for class org.drip.sample.gammaincomplete.UpperLimitPowerEstimate
 
UpperLimitPowerIntegrand - Class in org.drip.specialfunction.incompletegamma
UpperLimitPowerIntegrand contains the Integrand that is the Product of the Limit raised to a Power Exponent and the corresponding Upper Incomplete Gamma, for a given s.
UpperLimitPowerIntegrand(DerivativeControl, double, double) - Constructor for class org.drip.specialfunction.incompletegamma.UpperLimitPowerIntegrand
UpperLimitPowerIntegrand Constructor
upperProbabilityBoundWeight(double) - Method in class org.drip.spaces.cover.ScaleSensitiveCoveringBounds
Compute the Log of the Weight Loading Coefficient for the Maximum Cover Term in: {Probability that the Empirical Error .gt.
UpperRegularized - Class in org.drip.specialfunction.incompletegamma
UpperRegularized implements the Regularized Version of the Upper Incomplete Gamma.
UpperRegularizedEstimate - Class in org.drip.sample.gammaincomplete
UpperRegularizedEstimate illustrates the Estimation of the Regularized Upper Incomplete Gamma Function using several Techniques.
UpperRegularizedEstimate() - Constructor for class org.drip.sample.gammaincomplete.UpperRegularizedEstimate
 
UpperSFixed - Class in org.drip.specialfunction.incompletegamma
UpperSFixed implements the Upper Incomplete Gamma Function using the Power Expansion Series, starting with s = 0 if Recurrence is employed.
upperSFixedSeries() - Method in class org.drip.specialfunction.incompletegamma.UpperSFixed
Retrieve the Underlying Upper S Fixed Series
UpperSFixedSeries - Class in org.drip.specialfunction.incompletegamma
UpperSFixedSeries implements Upper Incomplete Gamma Expansion Series, starting with s = 0 if Recurrence is employed.
UpperSFixedSeries() - Constructor for class org.drip.specialfunction.incompletegamma.UpperSFixedSeries
 
UpperSFixedSeriesTerm - Class in org.drip.specialfunction.incompletegamma
UpperSFixedSeriesTerm implements a Single Term in the Upper Incomplete Gamma Expansion Series for a Fixed s, starting from s = 0 if Recurrence is used.
UpperSFixedSeriesTerm() - Constructor for class org.drip.specialfunction.incompletegamma.UpperSFixedSeriesTerm
 
UpperSHalfEstimate - Class in org.drip.sample.gammaincomplete
UpperSHalfEstimate illustrates the Estimation of the Upper Incomplete Gamma Function using the NIST (2019) Series for s = 0.5.
UpperSHalfEstimate() - Constructor for class org.drip.sample.gammaincomplete.UpperSHalfEstimate
 
UpperSOneEstimate - Class in org.drip.sample.gammaincomplete
UpperSOneEstimate illustrates the Estimation of the Upper Incomplete Gamma Function using the Weisstein Series for the Special Case of s=1, where the Closed Form is the Exponential Decay Function.
UpperSOneEstimate() - Constructor for class org.drip.sample.gammaincomplete.UpperSOneEstimate
 
UpperSRecurrenceEstimate - Class in org.drip.sample.gammaincomplete
UpperSRecurrenceEstimate illustrates the Recurrence-Based Estimation of the Upper Incomplete Gamma Function using the NIST (2019) Series.
UpperSRecurrenceEstimate() - Constructor for class org.drip.sample.gammaincomplete.UpperSRecurrenceEstimate
 
UpperSZeroEstimate - Class in org.drip.sample.gammaincomplete
UpperSZeroEstimate illustrates the Estimation of the Upper Incomplete Gamma Function using the NIST (2019) Series for s = 0.
UpperSZeroEstimate() - Constructor for class org.drip.sample.gammaincomplete.UpperSZeroEstimate
 
UpperWeissteinEstimate - Class in org.drip.sample.gammaincomplete
UpperWeissteinEstimate illustrates the Estimation of the Upper Incomplete Gamma Function using the Weisstein Series.
UpperWeissteinEstimate() - Constructor for class org.drip.sample.gammaincomplete.UpperWeissteinEstimate
 
UpperZInfinityAsymptote - Class in org.drip.sample.gammaincomplete
UpperZInfinityAsymptote illustrates the Asymptotic Behavior of the Upper Incomplete Gamma Function in the Neighborhood of z = Infinity using the Weierstrass Limit Series.
UpperZInfinityAsymptote() - Constructor for class org.drip.sample.gammaincomplete.UpperZInfinityAsymptote
 
UPTICK - Static variable in class org.drip.oms.depth.PriceTick
Price Up-tick
urgency() - Method in class org.drip.execution.optimum.EfficientTradingTrajectoryContinuous
Retrieve the Optimal Trajectory Urgency
Urumqi - Class in org.drip.sample.bondeos
Urumqi demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Urumqi.
Urumqi() - Constructor for class org.drip.sample.bondeos.Urumqi
 
US_COMMERCIAL_BANKING - Static variable in class org.drip.capital.definition.Business
US Commercial Banking Business
US_CONSUMER_INSTALLMENT_LOANS - Static variable in class org.drip.capital.definition.Business
US Consumer Installment Loans Business
US_SIFI() - Static method in class org.drip.capital.bcbs.CapitalMetricsStandard
Construct the Federal Reserve's Version of the Capital Metrics Standard for Systemically Important Financial Institutions (SIFI)
US_SIFI_BHC() - Static method in class org.drip.capital.bcbs.CapitalMetricsStandard
Construct the Federal Reserve's Version of the Capital Metrics Standard for Systemically Important Financial Institutions' Insured Bank Holding Corporations (BHC)
US1 - Class in org.drip.sample.treasuryfuturesapi
US1 demonstrates the Invocation and Examination of the US1 20Y UST Treasury Futures.
US1() - Constructor for class org.drip.sample.treasuryfuturesapi.US1
 
US1_30Y - Class in org.drip.template.ust
US1_30Y demonstrates the Details behind the Implementation and the Pricing of the 30Y US1 UST Futures Contract.
US1_30Y() - Constructor for class org.drip.template.ust.US1_30Y
 
US1Attribution - Class in org.drip.sample.treasuryfuturespnl
US1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the US1 Series.
US1Attribution() - Constructor for class org.drip.sample.treasuryfuturespnl.US1Attribution
 
US1ClosesReconstitutor - Class in org.drip.sample.treasuryfuturesfeed
US1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formated US1 Closes Feed.
US1ClosesReconstitutor() - Constructor for class org.drip.sample.treasuryfuturesfeed.US1ClosesReconstitutor
 
US1KeyRateDuration - Class in org.drip.sample.treasuryfuturesrisk
US1KeyRateDuration demonstrates the Computation of the Key Rate Duration for the US1 Treasury Futures.
US1KeyRateDuration() - Constructor for class org.drip.sample.treasuryfuturesrisk.US1KeyRateDuration
 
USD - Class in org.drip.template.irs
USD contains a Templated Pricing of the OTC Fix-Float USD IRS Instrument.
USD() - Constructor for class org.drip.template.irs.USD
 
USDCreditFixingReconstitutor - Class in org.drip.sample.creditfeed
USDCreditFixingReconstitutor demonstrates the Cleansing and the Shape Preserving Re-constitution of the USD Credit Fixing Input Marks.
USDCreditFixingReconstitutor() - Constructor for class org.drip.sample.creditfeed.USDCreditFixingReconstitutor
 
USDHoliday - Class in org.drip.analytics.holset
USDHoliday holds the USD Holidays.
USDHoliday() - Constructor for class org.drip.analytics.holset.USDHoliday
USDHoliday Constructor
USDIRSAttribution - Class in org.drip.sample.fixfloatpnl
USDIRSAttribution generates the Historical PnL Attribution for USD IRS.
USDIRSAttribution() - Constructor for class org.drip.sample.fixfloatpnl.USDIRSAttribution
 
USDOISSmoothReconstitutor - Class in org.drip.sample.overnightfeed
USDOISSmoothReconstitutor Demonstrates the Cleansing and the Smooth Re-constitution of the USD Input OIS Marks.
USDOISSmoothReconstitutor() - Constructor for class org.drip.sample.overnightfeed.USDOISSmoothReconstitutor
 
USDShapePreserving1YForward - Class in org.drip.sample.fundinghistorical
USDShapePreserving1YForward Generates the Historical USD Shape Preserving Funding Curve Native 1Y Compounded Forward Rate.
USDShapePreserving1YForward() - Constructor for class org.drip.sample.fundinghistorical.USDShapePreserving1YForward
 
USDShapePreserving1YStart - Class in org.drip.sample.fundinghistorical
USDShapePreserving1YStart Generates the Historical USD Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
USDShapePreserving1YStart() - Constructor for class org.drip.sample.fundinghistorical.USDShapePreserving1YStart
 
USDShapePreservingReconstitutor - Class in org.drip.sample.fundingfeed
USDShapePreservingReconstitutor Demonstrates the Cleansing and the Shape Preserving Re-constitution of the USD Input Marks.
USDShapePreservingReconstitutor() - Constructor for class org.drip.sample.fundingfeed.USDShapePreservingReconstitutor
 
USDSmooth1MForward - Class in org.drip.sample.overnighthistorical
USDSmooth1MForward Generates the Historical USD Smoothened Overnight Curve Native 1M Compounded Forward Rate.
USDSmooth1MForward() - Constructor for class org.drip.sample.overnighthistorical.USDSmooth1MForward
 
USDSmooth1YForward - Class in org.drip.sample.fundinghistorical
USDSmooth1YForward Generates the Historical USD Smoothened Funding Curve Native 1Y Compounded Forward Rate.
USDSmooth1YForward() - Constructor for class org.drip.sample.fundinghistorical.USDSmooth1YForward
 
USDSmoothReconstitutor - Class in org.drip.sample.fundingfeed
USDSmoothReconstitutor Demonstrates the Cleansing and the Smooth Re-constitution of the USD Input Marks.
USDSmoothReconstitutor() - Constructor for class org.drip.sample.fundingfeed.USDSmoothReconstitutor
 
useAlternateReferenceModel() - Method in class org.drip.portfolioconstruction.bayesian.PriorControlSpecification
Retrieve the Flag indicating if the Alternate Reference Model is to be used
useCurveRecovery() - Method in class org.drip.product.params.CreditSetting
Flag indicating whether or nor to use the Curve Recovery
useMarginal() - Method in class org.drip.capital.setting.CapitalAllocationControl
Retrieve the "Use Marginal" Flag
usePeakCumulative() - Method in class org.drip.capital.bcbs.BalanceSheetLiquidity
Indicate if the Net Outflow is to be determined off of the Peak Cumulative Period
UserConfidenceProjectionCalibration - Class in org.drip.sample.idzorek
UserConfidenceProjectionCalibration calibrates the Black Litterman Projection Variance using the Implied Allocation Tilts.
UserConfidenceProjectionCalibration() - Constructor for class org.drip.sample.idzorek.UserConfidenceProjectionCalibration
 
userConfidenceProjectionTitMatrix(double[]) - Method in class org.drip.portfolioconstruction.bayesian.BlackLittermanCombinationEngine
Compute the Idzorek Implied Tilt Matrix from the User Projection Confidence Level
usg() - Method in class org.drip.sequence.random.MultivariateSequenceGenerator
Retrieve the Array of Univariate Sequence Generators
usgForwardRate() - Method in class org.drip.dynamics.sabr.StochasticVolatilityStateEvolver
The Forward Rate Univariate Random Variable Generator Sequence
usgForwardRateVolatilityIdiosyncratic() - Method in class org.drip.dynamics.sabr.StochasticVolatilityStateEvolver
The Idiosyncratic Component of Forward Rate Volatility Univariate Random Variable Generator Sequence
USMarketClose() - Static method in class org.drip.oms.exchange.OperatingHours
Retrieve the Current US Market Close Zoned Date Time Instance
USMarketClose(LocalDate) - Static method in class org.drip.oms.exchange.OperatingHours
Retrieve the US Market Close Zoned Date Time Instance
USMarketOpen() - Static method in class org.drip.oms.exchange.OperatingHours
Retrieve the Current US Market Open Zoned Date Time Instance
USMarketOpen(LocalDate) - Static method in class org.drip.oms.exchange.OperatingHours
Retrieve the US Market Open Zoned Date Time Instance
USSIFIBHCCompliance - Class in org.drip.sample.bcbs
USSIFIBHCCompliance illustrates the US SIFI BHC Capital Metrics Compliance Checks along with Liquidity Compliance Checks for several Liquidity Metrics Standards.
USSIFIBHCCompliance() - Constructor for class org.drip.sample.bcbs.USSIFIBHCCompliance
 
USSIFICompliance - Class in org.drip.sample.bcbs
USSIFICompliance illustrates the US SIFI Capital Metrics Compliance Checks along with Liquidity Compliance Checks for several Liquidity Metrics Standards.
USSIFICompliance() - Constructor for class org.drip.sample.bcbs.USSIFICompliance
 
UST(JulianDate, JulianDate, double) - Static method in class org.drip.service.template.TreasuryBuilder
Construct an Instance of the US Treasury USD UST Bond
UST02Y - Class in org.drip.sample.treasuryfutures
UST02Y demonstrates the Details behind the Implementation and the Pricing of the 2Y TU1 UST Futures Contract.
UST02Y() - Constructor for class org.drip.sample.treasuryfutures.UST02Y
 
UST05Y - Class in org.drip.sample.treasuryfutures
UST05Y demonstrates the Details behind the Implementation and the Pricing of the 5Y FV1 UST Futures Contract.
UST05Y() - Constructor for class org.drip.sample.treasuryfutures.UST05Y
 
UST10Y - Class in org.drip.sample.treasuryfutures
UST10Y demonstrates the Details behind the Implementation and the Pricing of the 10Y TY1 UST Futures Contract.
UST10Y() - Constructor for class org.drip.sample.treasuryfutures.UST10Y
 
UST10YMinus3MAbsoluteChange(double) - Static method in class org.drip.capital.systemicscenario.Criterion
Construct the UST 10Y - 3M Absolute Change Criterion
ust10YMinus3MChange() - Method in class org.drip.capital.systemicscenario.CreditSpreadEvent
Retrieve the 10Y - 3M UST Change Criterion
UST30Y - Class in org.drip.sample.treasuryfutures
UST30Y demonstrates the Details behind the Implementation and the Pricing of the 30Y LONG BOND US1 UST Futures Contract.
UST30Y() - Constructor for class org.drip.sample.treasuryfutures.UST30Y
 
UST5YAbsoluteChange(double) - Static method in class org.drip.capital.systemicscenario.Criterion
Construct the UST 5Y Absolute Change Criterion
ust5YChange() - Method in class org.drip.capital.systemicscenario.CreditSpreadEvent
Retrieve the 5Y UST Change Criterion
USTBenchmarkAttribution - Class in org.drip.sample.treasurypnl
USTBenchmarkAttribution demonstrates the Computation of the PnL Time Series Metrics for the UST Benchmark Bond Series.
USTBenchmarkAttribution() - Constructor for class org.drip.sample.treasurypnl.USTBenchmarkAttribution
 
USTReconstitutor - Class in org.drip.sample.treasuryfeed
USTReconstitutor demonstrates the Cleansing and Re-constitution of the UST Yield Marks obtained from Historical Yield Curve Prints.
USTReconstitutor() - Constructor for class org.drip.sample.treasuryfeed.USTReconstitutor
 
USTRegularizeCloses(String) - Static method in class org.drip.feed.transformer.TreasuryFuturesClosesReconstitutor
Regularize the UST Futures Closes Feed
USTULTRA - Class in org.drip.sample.treasuryfutures
USTULTRA demonstrates the Details behind the Implementation and the Pricing of the ULTRA LONG WN1 UST Futures Contract.
USTULTRA() - Constructor for class org.drip.sample.treasuryfutures.USTULTRA
 
USVHoliday - Class in org.drip.analytics.holset
USVHoliday holds the USV Holidays.
USVHoliday() - Constructor for class org.drip.analytics.holset.USVHoliday
USVHoliday Constructor
UtilityExpectationOptimizationRun - Class in org.drip.oms.indifference
UtilityExpectationOptimizationRun holds the Results of the Optimal Expectation Run of the Agent Utility Function.
UtilityExpectationOptimizationRun(double) - Constructor for class org.drip.oms.indifference.UtilityExpectationOptimizationRun
UtilityExpectationOptimizationRun Constructor
utilityFunction() - Method in class org.drip.oms.indifference.ReservationPricer
Retrieve the Utility Function
UtilityFunction - Class in org.drip.oms.indifference
UtilityFunction implements the Utility Function for the Realized Position Vertex.
UtilityFunction(R1ToR1) - Constructor for class org.drip.oms.indifference.UtilityFunction
UtilityFunction Constructor
UtilityFunctionExpectation - Class in org.drip.oms.indifference
UtilityFunctionExpectation implements the Expectation of Utility Function across Realized Underlier Values using its Terminal Measure.
UtilityFunctionExpectation(UtilityFunction, ClaimsPositionPricer, InventoryVertex, double) - Constructor for class org.drip.oms.indifference.UtilityFunctionExpectation
UtilityFunctionExpectation Constructor
UVRHoliday - Class in org.drip.analytics.holset
UVRHoliday holds the UVR Holidays.
UVRHoliday() - Constructor for class org.drip.analytics.holset.UVRHoliday
UVRHoliday Constructor
UYUHoliday - Class in org.drip.analytics.holset
UYUHoliday holds the UYU Holidays.
UYUHoliday() - Constructor for class org.drip.analytics.holset.UYUHoliday
UYUHoliday Constructor
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