Index

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

V

v() - Method in class org.drip.specialfunction.ode.HilleQForm2F1

Retrieve the v Function

v1() - Method in class org.drip.measure.bridge.BrokenDateInterpolatorBrownian3P

Retrieve V1

v1() - Method in class org.drip.measure.bridge.BrokenDateInterpolatorLinearT

Retrieve V1

v1() - Method in class org.drip.measure.bridge.BrokenDateInterpolatorSqrtT

Retrieve V1

v2() - Method in class org.drip.measure.bridge.BrokenDateInterpolatorBrownian3P

Retrieve V2

v2() - Method in class org.drip.measure.bridge.BrokenDateInterpolatorLinearT

Retrieve V2

v2() - Method in class org.drip.measure.bridge.BrokenDateInterpolatorSqrtT

Retrieve V2

v3() - Method in class org.drip.measure.bridge.BrokenDateInterpolatorBrownian3P

Retrieve V3

VACHoliday - Class in org.drip.analytics.holset

VACHoliday holds the VAC Holidays.

VACHoliday() - Constructor for class org.drip.analytics.holset.VACHoliday

VACHoliday Constructor

Vadodra - Class in org.drip.sample.bondeos

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

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

valid() - Method in class org.drip.optimization.constrained.NecessarySufficientConditions

Indicate the Necessary/Sufficient Validity across all the Condition Qualifiers

valid() - Method in class org.drip.optimization.constrained.RegularityConditions

Indicate the Ordered Gross Regularity Validity across all the Constraint Qualifiers

valid() - Method in class org.drip.optimization.necessary.ConditionQualifier

Retrieve the Condition Qualifier Validity

valid() - Method in class org.drip.optimization.regularity.ConstraintQualifier

Retrieve the Constraint Qualifier Validity

Validatable - Interface in org.drip.product.params

Validatable interface defines the validate function, which validates the current object state.

validate() - Method in class org.drip.product.creator.BondRefDataBuilder

validate() - Method in class org.drip.product.params.CDXRefDataParams

Validate the CDXRefData instance

validate() - Method in class org.drip.product.params.CouponSetting

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

validate() - Method in class org.drip.product.params.FloaterSetting

validate() - Method in class org.drip.product.params.IdentifierSet

validate() - Method in class org.drip.product.params.NotionalSetting

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

validate() - Method in class org.drip.product.params.TerminationSetting

validate() - Method in interface org.drip.product.params.Validatable

Validate the current object state

validate(double[]) - Method in class org.drip.optimization.canonical.LPConstraint

Validate the Variate Input

validate(int[]) - Method in class org.drip.optimization.canonical.ILPConstraint

Validate the Variate Input

validate(int[]) - Method in class org.drip.optimization.canonical.LinearObjective

Validate the Variate Input

validate(ScenarioMarketParams) - Method in class org.drip.product.creator.BondProductBuilder

Validate the state

ValidateCompoundingRule(int) - Static method in class org.drip.analytics.support.CompositePeriodBuilder

Verify if the Specified Accrual Compounding Rule is a Valid One

ValidatedR1 - Class in org.drip.spaces.instance

ValidatedR1 holds the Validated R¹ Vector Instance Sequence and the Corresponding Generalized Vector Space Type.

ValidatedR1(R1GeneralizedVector, double[]) - Constructor for class org.drip.spaces.instance.ValidatedR1

ValidatedR1 Constructor

ValidatedR1Combinatorial - Class in org.drip.spaces.instance

ValidatedR1Combinatorial holds the Validated R¹ Combinatorial Vector Instance Sequence and the corresponding Generalized Vector Space Type.

ValidatedR1Combinatorial(R1CombinatorialVector, double[]) - Constructor for class org.drip.spaces.instance.ValidatedR1Combinatorial

ValidatedR1Combinatorial Constructor

ValidatedR1Continuous - Class in org.drip.spaces.instance

ValidatedR1Continuous holds the Validated R¹ Continuous Vector Instance Sequence and the Corresponding Generalized Vector Space Type.

ValidatedR1Continuous(R1ContinuousVector, double[]) - Constructor for class org.drip.spaces.instance.ValidatedR1Continuous

ValidatedR1Continuous Constructor

ValidatedRd - Class in org.drip.spaces.instance

ValidatedRd holds the Validated R^d Vector Instance Sequence and the Corresponding Generalized Vector Space Type.

ValidatedRd(RdGeneralizedVector, double[][]) - Constructor for class org.drip.spaces.instance.ValidatedRd

ValidatedRd Constructor

ValidatedRdCombinatorial - Class in org.drip.spaces.instance

ValidatedRdCombinatorial holds the Validated R^d Vector Instance Sequence and the Corresponding Generalized Vector Space Type.

ValidatedRdCombinatorial(RdCombinatorialVector, double[][]) - Constructor for class org.drip.spaces.instance.ValidatedRdCombinatorial

ValidatedRdCombinatorial Constructor

ValidatedRdContinuous - Class in org.drip.spaces.instance

ValidatedRdContinuous holds the Validated R^d Continuous Vector Instance Sequence and the corresponding Generalized Vector Space Type.

ValidatedRdContinuous(RdContinuousVector, double[][]) - Constructor for class org.drip.spaces.instance.ValidatedRdContinuous

ValidatedRdContinuous Constructor

validateIndex(int, int) - Method in class org.drip.spaces.big.BigR2Array

Validate the Specified Index Pair.

ValidateInput(double[]) - Static method in class org.drip.function.definition.RdToR1

Validate the Input Double Array

validateInstance(double) - Method in class org.drip.spaces.metric.R1CombinatorialBall

validateInstance(double) - Method in class org.drip.spaces.metric.R1ContinuousBall

validateInstance(double) - Method in class org.drip.spaces.tensor.R1CombinatorialVector

validateInstance(double) - Method in class org.drip.spaces.tensor.R1ContinuousVector

validateInstance(double) - Method in interface org.drip.spaces.tensor.R1GeneralizedVector

Validate the Input Instance Ordinate

validateInstance(double[]) - Method in class org.drip.spaces.metric.RdCombinatorialBall

validateInstance(double[]) - Method in class org.drip.spaces.metric.RdContinuousBall

validateInstance(double[]) - Method in class org.drip.spaces.tensor.RdAggregate

validateInstance(double[]) - Method in interface org.drip.spaces.tensor.RdGeneralizedVector

Validate the Input Instance

ValidateIsStrictBST(TreeUtil.TreeNode) - Static method in class org.drip.service.common.TreeUtil

Given the root of a binary tree, determine if it is a valid binary search tree (BST).

ValidateNumber(String) - Static method in class org.drip.service.common.StringUtil

A valid number can be split up into these components (in order): A decimal number or an integer.

ValidateParenthesis(String) - Static method in class org.drip.service.common.StringUtil

Indicate if the Input String is composed of Valid Parenthesis Sequence

ValidateParenthesisString(String) - Static method in class org.drip.service.common.StringUtil

Given a string containing only three types of characters: '(', ')' and '*', write a function to check whether this string is valid.

ValidateType(int) - Static method in class org.drip.param.period.FixingSetting

Validate the Type of FX Fixing

validation() - Method in class org.drip.graph.decisiontree.ComplexityMetrics

Retrieve the Validation Complexity Metrics

ValidationComplexity - Class in org.drip.graph.decisiontree

ValidationComplexity implements the Asymptotic Size Complexity O (n) for Decision Tree Validation.

ValidationComplexity(double, double, double) - Constructor for class org.drip.graph.decisiontree.ValidationComplexity

ValidationComplexity Constructor

validationMetrics() - Method in class org.drip.graph.decisiontree.ComplexityEstimate

Generate the Decision Tree Validation Metrics

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

Indicate if the Current Distribution is a Valid Proxy as a CLT

ValidIPAddressType(String) - Static method in class org.drip.service.common.StringUtil

Function to check whether an input string is a valid IPv4 address or IPv6 address or neither.

valuation() - Method in class org.drip.exposure.csatimeline.EventSequence

Retrieve the Valuation Event Date

valuation() - Method in class org.drip.exposure.csatimeline.LastFlowDates

Retrieve the Valuation Date

Valuation(JulianDate) - Static method in class org.drip.exposure.csatimeline.EventDateBuilder

Construct the CSA Valuation Event Date

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

Retrieve the Valuation Customization Parameters

ValuationCustomizationParams - Class in org.drip.param.valuation

ValuationCustomizationParams holds the parameters needed to interpret the input quotes.

ValuationCustomizationParams(String, int, boolean, ActActDCParams, String, boolean, boolean) - Constructor for class org.drip.param.valuation.ValuationCustomizationParams

Construct ValuationCustomizationParams from the Day Count and the Frequency parameters

ValuationMetrics(String, int[], int[], double[], double[], int, String[], double[], String, double[], String, String[], double[], String, int[], int[], double[], double[], String, double[]) - Static method in class org.drip.service.product.TreasuryFuturesAPI

Generate a Full Map Invocation of the Treasury Futures Run Use Case

ValuationMetrics(String, int, int, double, int, String, String, int, String[], double[], String, double[], String, String[], double[], String, String, int[], int[], double[], double[], String, String, String[], double[], double[], String, String, double) - Static method in class org.drip.service.product.FixedBondAPI

Generate a Full Map Invocation of the Bond Valuation Run

ValuationMetrics(String, String, double, int, String[], double[], String[], double[], boolean) - Static method in class org.drip.service.product.OvernightIndexSwapAPI

Generate Full Set of Metrics for the Specified OIS

valuationParameter() - Method in class org.drip.analytics.input.BootCurveConstructionInput

valuationParameter() - Method in interface org.drip.analytics.input.CurveConstructionInputSet

Retrieve the Valuation Parameter

valuationParameter() - Method in class org.drip.analytics.input.LatentStateShapePreservingCCIS

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

Retrieve the Valuation Parameters

valuationParameters() - Method in class org.drip.service.scenario.EOSMetricsReplicator

Retrieve the Valuation Parameters

ValuationParams - Class in org.drip.param.valuation

ValuationParams is the place-holder for the valuation parameters for a given product.

ValuationParams(JulianDate, JulianDate, String) - Constructor for class org.drip.param.valuation.ValuationParams

Construct ValuationParams from the Valuation Date and the Cash Pay Date parameters

value - Variable in class org.drip.service.jsonparser.Yytoken

Value

value() - Method in class org.drip.capital.systemicscenario.Criterion

Retrieve the Criterion Value

value() - Method in class org.drip.execution.sensitivity.ControlNodesGreek

Retrieve the Objective Function Penalty Value

value() - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremum

Retrieve the Value of the Supremum Empirical Function

value() - Method in class org.drip.measure.joint.Vertex

Retrieve the Realized R^d Variate

value() - Method in class org.drip.measure.realization.JumpDiffusionVertex

Retrieve the Realized Random Value

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

Compute the Position Value

value() - Method in class org.drip.optimization.lp.SyntheticVariable

Retrieve the Synthetic Variable Value

value() - Method in class org.drip.portfolioconstruction.optimizer.ConstraintRealization

Retrieve the Point Value

value() - Method in class org.drip.service.common.ListUtil.ListNode

Retrieve the Node Value

value() - Method in class org.drip.service.common.TreeUtil.TreeNode

Retrieve the Tree Node Value

value() - Method in class org.drip.service.scenario.BondReplicationRun

Generate The Values

value() - Method in class org.drip.service.scenario.NamedField

Retrieve the Field Value

value() - Method in class org.drip.service.scenario.NamedFieldMap

Retrieve the Field Value Map

value(int) - Method in interface org.drip.numerical.estimation.R0ToR1SeriesTerm

Compute the Ordered Term in the Series

value(int) - Method in class org.drip.specialfunction.lanczos.PSeriesTerm

value(int, double) - Method in class org.drip.function.e2erf.MacLaurinSeriesTerm

value(int, double) - Method in class org.drip.function.enerf.GeneralizedMacLaurinSeriesTerm

value(int, double) - Method in class org.drip.numerical.estimation.R1ToR1SeriesTerm

Compute the Value of the R¹ To R¹ Series Expansion Term

value(int, double) - Method in class org.drip.specialfunction.hypergeometric.PochhammerSeriesTerm

value(int, double) - Method in class org.drip.specialfunction.lanczos.ASeriesTerm

value(int, double) - Method in class org.drip.specialfunction.scaledexponential.RelaxationTimeDistributionSeriesTerm

value(int, double, double) - Method in class org.drip.numerical.estimation.R2ToR1SeriesTerm

Compute the Value of the R² To R¹ Series Expansion Term

value(int, double, double) - Method in class org.drip.specialfunction.bessel.FirstFrobeniusSeriesTerm

value(int, double, double) - Method in class org.drip.specialfunction.bessel.HankelAsymptoteSeriesTerm

value(int, double, double) - Method in class org.drip.specialfunction.bessel.ModifiedFirstFrobeniusSeriesTerm

value(int, double, double) - Method in class org.drip.specialfunction.bessel.SecondNISTSeriesTerm

value(int, double, double, double) - Method in class org.drip.numerical.estimation.R3ToR1SeriesTerm

Compute the Value of the R³ To R¹ Series Expansion Term

value(String) - Method in class org.drip.param.definition.Quote

Get the quote value for the given side

value(String) - Method in class org.drip.param.quote.MultiSided

value(String) - Method in class org.drip.portfolioconstruction.composite.BlockAttribute

Retrieve the Asset's Attribute Value

value(JumpDiffusionVertex) - Method in interface org.drip.measure.dynamics.LocalEvaluator

Determine the Value of the Evolution Function from the given Random Variate and Time

value(ValuationParams, double, boolean, MergedDiscountForwardCurve, R1ToR1, FokkerPlanckGenerator) - Method in class org.drip.product.option.EuropeanCallPut

Generate the Measure Set for the Option

value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.credit.BondComponent

value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.credit.CDSComponent

value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.definition.BasketProduct

Generate a full list of the basket product measures for the full input set of market parameters

value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.definition.Component

Generate a full list of the Product measures for the full input set of market parameters

value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.fra.FRAMarketComponent

value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.fra.FRAStandardCapFloor

value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.fra.FRAStandardCapFloorlet

value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.fra.FRAStandardComponent

value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.fx.ComponentPair

value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.fx.DomesticCollateralizedForeignForward

Value the Product

value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.fx.ForeignCollateralizedDomesticForward

Value the Product

value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.fx.FXForwardComponent

value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.govvie.TreasuryFutures

value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.option.CDSEuropeanOption

value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.option.FixFloatEuropeanOption

value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.rates.FixFloatComponent

value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.rates.FloatFloatComponent

value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.rates.RatesBasket

value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.rates.SingleStreamComponent

value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) - Method in class org.drip.product.rates.Stream

Generate a Value Map for the Stream

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

Retrieve the Value Corresponding to the Specific Latent State

ValueAdjustment - Class in org.drip.xva.basel

ValueAdjustment holds the Value and the Attribution Category at the Level of a Portfolio.

ValueAdjustment(double, ValueCategory) - Constructor for class org.drip.xva.basel.ValueAdjustment

ValueAdjustment Constructor

valueArray(MarketPath) - Method in class org.drip.exposure.holdings.PositionGroup

Generate the Position Group Value Array at the specified Vertexes

valueCategory() - Method in class org.drip.investing.engine.AssetSpecification

Retrieve the Value Category

valueCategory() - Method in class org.drip.xva.basel.ValueAdjustment

Retrieve the Valuation Adjustment Attribution Category

ValueCategory - Class in org.drip.investing.factorspec

ValueCategory holds the Settings of the Value Factor Category.

ValueCategory - Class in org.drip.xva.basel

ValueCategory holds the Fields relevant to Classifying Value Attribution from an Accounting View Point.

ValueCategory() - Constructor for class org.drip.investing.factorspec.ValueCategory

ValueCategory(String, String, boolean) - Constructor for class org.drip.xva.basel.ValueCategory

ValueCategory Constructor

valueDate() - Method in class org.drip.param.valuation.ValuationParams

Retrieve the Valuation Date

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

Retrieve the Value Date

ValueFactor - Class in org.drip.investing.riskindex

ValueFactor is the Implementation of the Value Factor.

ValueFactor(String, int, FactorPortfolio, FactorPortfolioRanker) - Constructor for class org.drip.investing.riskindex.ValueFactor

ValueFactor Constructor

ValueFactorMetrics - Class in org.drip.investing.riskindex

ValueFactorMetrics maintains the various Value Factor Metrics.

ValueFactorMetrics() - Constructor for class org.drip.investing.riskindex.ValueFactorMetrics

valueFromQuotedSpread(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double, double) - Method in class org.drip.product.credit.CDSComponent

valueFromQuotedSpread(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double, double) - Method in class org.drip.product.definition.CreditDefaultSwap

Value the CDS from the Quoted Spread

valueFromSurfaceVariance(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.fra.FRAStandardCapFloorlet

Generate the Standard FRA Caplet/Floorlet Measures from the Integrated Surface Variance

valueFromSurfaceVariance(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.option.CDSEuropeanOption

Generate the Standard CDS European Option Measures from the Integrated Surface Variance

valueMap() - Method in class org.drip.feed.loader.PropertiesParser

Retrieve the Map of Property Value

VanillaBlackNormalPricing - Class in org.drip.sample.option

VanillaBlackNormalPricing contains an illustration of the Vanilla Black Normal European Call and Put Options Pricer.

VanillaBlackNormalPricing() - Constructor for class org.drip.sample.option.VanillaBlackNormalPricing

VanillaBlackScholesPricing - Class in org.drip.sample.option

VanillaBlackScholesPricing contains an illustration of the Vanilla Black Scholes based European Call and Put Options Pricer.

VanillaBlackScholesPricing() - Constructor for class org.drip.sample.option.VanillaBlackScholesPricing

VanillaVarianceMinimizer - Class in org.drip.sample.assetallocation

VanillaVarianceMinimizer demonstrates the Construction of an Optimal Portfolio using the Variance Minimizing Allocator with only the Fully Invested Constraint.

VanillaVarianceMinimizer() - Constructor for class org.drip.sample.assetallocation.VanillaVarianceMinimizer

VanLeerLimiterC1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator

Generate a Van Leer Limiter C¹ Array from the specified Array of Predictor Ordinates and the Response Values.

vanna() - Method in class org.drip.pricer.option.Greeks

The Option Vanna

var() - Method in class org.drip.capital.explain.AllocatedPnLAttribution

var() - Method in class org.drip.capital.explain.PnLAttribution

Retrieve the VaR

var(double) - Method in class org.drip.capital.simulation.CapitalUnitPathEnsemble

var(double) - Method in interface org.drip.capital.simulation.PathEnsemble

Compute VaR given the Confidence Level by Percentage

var(int) - Method in class org.drip.capital.simulation.CapitalUnitPathEnsemble

var(int) - Method in interface org.drip.capital.simulation.PathEnsemble

Compute VaR given the Confidence Level by Count

Varanasi - Class in org.drip.sample.bondeos

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

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

varConfidenceLevel() - Method in class org.drip.capital.setting.HorizonTailPnLControl

Retrieve the VaR Confidence Level

varCutoff() - Method in class org.drip.simm.foundation.CurvatureResponseCornishFischer

Retrieve the VaR Cut-off

Variable - Class in org.drip.analytics.eventday

Variable class contains the rule characterizing the variable holiday’s month, day in week, week in month, and the weekend days.

Variable(int, int, int, boolean, Weekend, String) - Constructor for class org.drip.analytics.eventday.Variable

Construct the object from the week, day, month, from front/back, week end, and description

variableCoefficientMap() - Method in class org.drip.optimization.lp.LinearEquality

Retrieve the Variable Coefficient Map

variableCount() - Method in class org.drip.optimization.lp.SimplexTableau

Retrieve the Variable Count

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

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

Indicate if the bond has variable coupon

VariableDriftTrajectoryComparator - Class in org.drip.sample.trend

VariableDriftTrajectoryComparator demonstrates the Optimal Trajectory for a Price Process with Bayesian Drift, Arithmetic Volatility, and Linear Temporary Market Impact across a Set of Drifts.

VariableDriftTrajectoryComparator() - Constructor for class org.drip.sample.trend.VariableDriftTrajectoryComparator

variableSet() - Method in class org.drip.optimization.lp.LinearRelation

Retrieve the Variable Set

variableSet() - Method in class org.drip.optimization.lp.SimplexTableau

Retrieve the Variable Set

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

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

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

variance() - Method in class org.drip.measure.chisquare.R1NonCentral

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

variance() - Method in class org.drip.measure.continuous.R1Multivariate

Compute the Variance of the Distribution

variance() - Method in class org.drip.measure.continuous.R1ParetoDistribution

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

Retrieve the Variance of the Distribution

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

variance() - Method in class org.drip.measure.discrete.BoundedUniformIntegerDistribution

variance() - Method in class org.drip.measure.discrete.PoissonDistribution

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

variance() - Method in class org.drip.measure.exponential.R1ScaledDistribution

variance() - Method in class org.drip.measure.exponential.TwoIIDSum

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

variance() - Method in class org.drip.measure.gaussian.Covariance

Retrieve the Variance Array

variance() - Method in class org.drip.measure.gaussian.R1MultivariateNormal

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

variance() - Method in class org.drip.measure.lebesgue.R1Uniform

variance() - Method in class org.drip.measure.statistics.MultivariateDiscrete

Retrieve the Multivariate Variance

variance() - Method in class org.drip.measure.statistics.PopulationCentralMeasures

Retrieve the Population Variance

variance() - Method in class org.drip.measure.statistics.UnivariateMoments

Retrieve the Series Variance

variance() - Method in class org.drip.portfolioconstruction.params.AssetStatisticalProperties

Retrieve the Variance of the Asset

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

Retrieve the Variance of the Box-Muller Gaussian

variance(String) - Method in class org.drip.measure.statistics.MultivariateMoments

Retrieve the Variance of the Named Variate

variance(AssetUniverseStatisticalProperties) - Method in class org.drip.portfolioconstruction.asset.Portfolio

Retrieve the Variance of the Portfolio

varianceContribution(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.TrajectoryShortfallEstimator

varianceContribution(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.discrete.Slice

varianceContribution(ArithmeticPriceEvolutionParameters) - Method in interface org.drip.execution.sensitivity.ControlNodesGreekGenerator

Generate the Total Variance Contribution

varianceExponent() - Method in class org.drip.execution.risk.PowerVarianceObjectiveUtility

Retrieve the Variance Exponent

VarianceMinimizer() - Static method in class org.drip.portfolioconstruction.allocator.CustomRiskUtilitySettings

The Variance Minimizer CustomRiskUtilitySettings Instance

varianceModulator(String, double, String, double) - Method in interface org.drip.simm.foundation.CurvatureEstimator

Generate the Bucket Pair Curvature Variance Modulator

varianceModulator(String, double, String, double) - Method in class org.drip.simm.foundation.CurvatureEstimatorFRTB

varianceModulator(String, double, String, double) - Method in class org.drip.simm.foundation.CurvatureEstimatorISDADelta

varianceModulator(String, double, String, double) - Method in class org.drip.simm.foundation.CurvatureEstimatorResponseFunction

VarianceTerm - Class in org.drip.portfolioconstruction.objective

VarianceTerm holds the Details of the Portfolio Risk (Variance) Objective Term.

VarianceTerm(String, double[], double[][], double[]) - Constructor for class org.drip.portfolioconstruction.objective.VarianceTerm

VarianceTerm Constructor

variate() - Method in class org.drip.exposure.regression.PykhtinPillar

Retrieve the Point Exposure Variate

variate() - Method in class org.drip.function.definition.PoleResidue

Retrieve the Variate

variate() - Method in class org.drip.optimization.constrained.NecessarySufficientConditions

Retrieve the Candidate Variate Array

variate() - Method in class org.drip.optimization.constrained.RegularityConditions

Retrieve the Candidate Variate Array

VARIATE_CONSTRAINT_SEQUENCE_CONVERGENCE - Static variable in class org.drip.function.rdtor1solver.ConvergenceControl

Solve Using the Convergence of the Variate/Constraint Multiplier Tuple Realization

variateArray() - Method in class org.drip.function.rdtor1solver.VariateInequalityConstraintMultiplier

Retrieve the Array of Variates

variateBound() - Method in class org.drip.sequence.functional.BoundedIdempotentUnivariateRandom

Retrieve the Underlying Variate Bound

variateChange() - Method in class org.drip.numerical.integration.AbscissaTransform

Retrieve the R¹ to R¹ Variate Change Function

variateConstraintMultipler() - Method in class org.drip.function.rdtor1solver.VariateInequalityConstraintMultiplier

Retrieve the Consolidated Variate/Constraint Multiplier Array

variateFunctionVarianceMetrics() - Method in class org.drip.sequence.functional.EfronSteinMetrics

Compute the Function Sequence Agnostic Metrics associated with the Variance of each Variate

variateIncrementVector() - Method in class org.drip.function.rdtor1solver.VariateInequalityConstraintMultiplier

Retrieve the Sized Vector Instance corresponding to the Variate Increment

variateIndex(String) - Method in class org.drip.measure.continuous.MultivariateMeta

Retrieve the Index of the Named Variate

VariateInequalityConstraintMultiplier - Class in org.drip.function.rdtor1solver

VariateInequalityConstraintMultiplier holds the Variates and their Inequality Constraint Multipliers in either the Absolute or the Incremental Forms.

VariateInequalityConstraintMultiplier(boolean, double[], double[]) - Constructor for class org.drip.function.rdtor1solver.VariateInequalityConstraintMultiplier

VariateInequalityConstraintMultiplier Constructor

VariateIterationSelectorParams - Class in org.drip.function.r1tor1solver

VariateIterationSelectorParams implements the control parameters for the compound variate selector scheme used in Brent's method.

VariateIterationSelectorParams() - Constructor for class org.drip.function.r1tor1solver.VariateIterationSelectorParams

Default VariateIterationSelectorParams constructor

VariateIterationSelectorParams(double, double, int, int) - Constructor for class org.drip.function.r1tor1solver.VariateIterationSelectorParams

VariateIterationSelectorParams constructor

VariateIteratorPrimitive - Class in org.drip.function.r1tor1solver

VariateIteratorPrimitive implements the various Primitive Variate Iterator routines.

VariateIteratorPrimitive() - Constructor for class org.drip.function.r1tor1solver.VariateIteratorPrimitive

variateList() - Method in class org.drip.measure.statistics.MultivariateMoments

Retrieve the Variates for which the Metrics are available

VariateOutputPair - Class in org.drip.function.definition

VariateOutputPair records the Multidimensional Variate and its corresponding Objective Function Value.

VariateOutputPair(double[], double[]) - Constructor for class org.drip.function.definition.VariateOutputPair

VariateOutputPair Constructor

variates() - Method in class org.drip.function.definition.VariateOutputPair

Retrieve the Variate Array

variateSequence(SingleSequenceAgnosticMetrics[]) - Method in class org.drip.sequence.functional.EfronSteinMetrics

Extract the Full Variate Array Sequence

VariateSumExtremization - Class in org.drip.sample.optimizer

VariateSumExtremization computes the Equality Constrained Extrema of the Sum of Variates along the Surface of the Sphere using Lagrange Multipliers.

VariateSumExtremization() - Constructor for class org.drip.sample.optimizer.VariateSumExtremization

variation() - Method in class org.drip.spaces.cover.L1R1CoveringBounds

Retrieve the Function Variation

variationConstraint() - Method in class org.drip.execution.tradingtime.CoordinatedMarketState

Retrieve the Coordinated Variation Constraint

variationConstraint() - Method in class org.drip.execution.tradingtime.CoordinatedParticipationRateLinear

Retrieve the Coordinated Variation Constraint

variationMarginEstimate() - Method in class org.drip.exposure.mpor.VariationMarginTradeVertexExposure

Retrieve the Calculation Agent Generated Variation Margin Estimate

variationMarginEstimate() - Method in class org.drip.xva.hypothecation.CollateralGroupVertexExposure

Retrieve the Unrealized Variation Margin Forward Exposure

variationMarginEstimate(int[]) - Method in class org.drip.exposure.regressiontrade.AdjustedVariationMarginEstimator

Generate the Path-wise Variation Margin Estimate on the Exposure Dates

variationMarginEstimate(int, MarketPath) - Method in class org.drip.exposure.generator.FixedStreamMPoR

variationMarginEstimate(int, MarketPath) - Method in class org.drip.exposure.generator.FixFloatMPoR

variationMarginEstimate(int, MarketPath) - Method in class org.drip.exposure.generator.FloatStreamMPoR

variationMarginEstimate(int, MarketPath) - Method in class org.drip.exposure.generator.NumeraireMPoR

variationMarginEstimate(int, MarketPath) - Method in class org.drip.exposure.generator.PortfolioMPoR

variationMarginEstimate(int, MarketPath) - Method in class org.drip.exposure.holdings.FixFloatBaselPositionEstimator

variationMarginEstimate(int, MarketPath) - Method in class org.drip.exposure.holdings.PositionGroupEstimator

variationMarginEstimate(int, MarketPath) - Method in interface org.drip.exposure.mpor.VariationMarginTradePaymentVertex

Estimate the Vertex Date Variation Margin Estimate

variationMarginEstimateTrajectory() - Method in class org.drip.exposure.mpor.PathVariationMarginTrajectoryEstimator

Retrieve the Variation Margin Estimate Trajectory

variationMarginEstimateTrajectory() - Method in class org.drip.exposure.regressiontrade.AndersenPykhtinSokolPath

Retrieve the Path-wise Variation Margin Estimate Trajectory

variationMarginEstimateTrajectory() - Method in class org.drip.exposure.regressiontrade.AndersenPykhtinSokolTrajectory

Retrieve the Dense Variation Margin Trajectory

VariationMarginEstimateVertex - Class in org.drip.exposure.regressiontrade

VariationMarginEstimateVertex holds the Sparse Date Unadjusted and Adjusted Variation Margin Estimates.

VariationMarginEstimateVertex(double, double) - Constructor for class org.drip.exposure.regressiontrade.VariationMarginEstimateVertex

VariationMarginEstimateVertex Constructor

variationMarginGap() - Method in class org.drip.exposure.mpor.VariationMarginTradeVertexExposure

Retrieve the Variation Margin Gap

VariationMarginOnly(double) - Static method in class org.drip.xva.hypothecation.CollateralGroupVertexExposure

Construct the Variation Margin CollateralGroupVertexExposure Instance

variationMarginPeriodEnd() - Method in class org.drip.exposure.csatimeline.LastFlowDates

Retrieve the Variation Margin Period End Date

variationMarginPeriodStart() - Method in class org.drip.exposure.csatimeline.LastFlowDates

Retrieve the Variation Margin Period Start Date

variationMarginPosting() - Method in class org.drip.exposure.mpor.VariationMarginTradeVertexExposure

Retrieve the Actual Variation Margin Posted from Collateral Rules and Operational Delays

variationMarginPosting() - Method in class org.drip.xva.hypothecation.CollateralGroupVertex

Retrieve the Posted Variation Margin at the Path Vertex Time Node

variationMarginPosting() - Method in interface org.drip.xva.hypothecation.CollateralGroupVertexExposureComponent

Retrieve the Posted Variation Margin of the Collateral Group

variationMarginPosting() - Method in class org.drip.xva.vertex.BurgardKjaerExposure

VariationMarginTradePaymentVertex - Interface in org.drip.exposure.mpor

VariationMarginTradePaymentVertex exposes the Generation of the Estimated Variation Margin and the Trade Payment at a Vertex off of the Realized Market Path.

VariationMarginTradeVertexExposure - Class in org.drip.exposure.mpor

VariationMarginTradeVertexExposure holds the Variation Margin, Trade Payments, and Exposures for a specific Forward Vertex Date.

VariationMarginTradeVertexExposure(double, double, double, double, LastFlowDates) - Constructor for class org.drip.exposure.mpor.VariationMarginTradeVertexExposure

VariationMarginTradeVertexExposure Constructor

VariationMarginTrajectoryBuilder - Class in org.drip.exposure.mpor

VariationMarginTrajectoryBuilder builds the Variation Margin Trajectory using several Techniques.

VariationMarginTrajectoryBuilder() - Constructor for class org.drip.exposure.mpor.VariationMarginTrajectoryBuilder

VasaiVirar - Class in org.drip.sample.bondeos

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

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

Vasicek(double, double, double) - Static method in class org.drip.dynamics.meanreverting.CKLSParameters

Construct the Vasicek Instance of the CKLS Parameters

VasicekPopulationCentralMeasures - Class in org.drip.sample.ckls

VasicekPopulationCentralMeasures illustrates the Aging of Population Central Measures, both Temporal and Steady-State, of an Evolving R¹ Vasiceck Process.

VasicekPopulationCentralMeasures() - Constructor for class org.drip.sample.ckls.VasicekPopulationCentralMeasures

VEBHoliday - Class in org.drip.analytics.holset

VEBHoliday holds the VEB Holidays.

VEBHoliday() - Constructor for class org.drip.analytics.holset.VEBHoliday

VEBHoliday Constructor

vectorSpaceIndexToVariate(int[]) - Method in class org.drip.spaces.iterator.RdSpanningCombinatorialIterator

Convert the Vector Space Index Array to the Variate Array

vectorSpaces() - Method in class org.drip.spaces.tensor.RdAggregate

vectorSpaces() - Method in interface org.drip.spaces.tensor.RdGeneralizedVector

Retrieve the Array of the Underlying R^1 Vector Spaces

VEFHoliday - Class in org.drip.analytics.holset

VEFHoliday holds the VEF Holidays.

VEFHoliday() - Constructor for class org.drip.analytics.holset.VEFHoliday

VEFHoliday Constructor

vega() - Method in class org.drip.pricer.option.Greeks

The Option Vega

vega() - Method in class org.drip.simm.common.DeltaVegaThreshold

Retrieve the Vega Concentration Threshold

vega() - Method in class org.drip.simm.parameters.RiskClassSensitivitySettings

Vega Risk Measure Sensitivity Settings

vega() - Method in class org.drip.simm.parameters.RiskClassSensitivitySettingsCR

Retrieve the Credit Risk Class Vega Sensitivity Settings

vega() - Method in class org.drip.simm.parameters.RiskClassSensitivitySettingsIR

Retrieve the IR Risk Class Vega Sensitivity Settings

vega() - Method in class org.drip.simm.product.RiskClassSensitivity

Retrieve the Vega Risk Measure Sensitivity

vega() - Method in class org.drip.simm.product.RiskClassSensitivityCR

Retrieve the CR Vega Risk Measure Sensitivity

vega() - Method in class org.drip.simm.product.RiskClassSensitivityIR

Retrieve the IR Vega Tenor Sensitivity

VEGA_RISK_WEIGHT - Static variable in class org.drip.simm.commodity.CTSystemics20

Commodity Risk Class Vega Risk Weight (VRW)

VEGA_RISK_WEIGHT - Static variable in class org.drip.simm.commodity.CTSystemics21

Commodity Risk Class Vega Risk Weight (VRW)

VEGA_RISK_WEIGHT - Static variable in class org.drip.simm.commodity.CTSystemics24

Commodity Risk Class Vega Risk Weight (VRW)

VEGA_RISK_WEIGHT - Static variable in class org.drip.simm.credit.CRNQSystemics20

Credit Non-Qualifying Vega Risk Weight

VEGA_RISK_WEIGHT - Static variable in class org.drip.simm.credit.CRNQSystemics21

Credit Non-Qualifying Vega Risk Weight

VEGA_RISK_WEIGHT - Static variable in class org.drip.simm.credit.CRNQSystemics24

Credit Non-Qualifying Vega Risk Weight

VEGA_RISK_WEIGHT - Static variable in class org.drip.simm.credit.CRQSystemics20

Credit Qualifying Vega Risk Weight

VEGA_RISK_WEIGHT - Static variable in class org.drip.simm.credit.CRQSystemics21

Credit Qualifying Vega Risk Weight

VEGA_RISK_WEIGHT - Static variable in class org.drip.simm.credit.CRQSystemics24

Credit Qualifying Vega Risk Weight

VEGA_RISK_WEIGHT - Static variable in class org.drip.simm.fx.FXSystemics20

FX Risk Class Vega Risk Weight (VRW)

VEGA_RISK_WEIGHT - Static variable in class org.drip.simm.fx.FXSystemics21

FX Risk Class Vega Risk Weight (VRW)

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

FX Risk Class Vega Risk Weight (VRW)

VEGA_RISK_WEIGHT - Static variable in class org.drip.simm.rates.IRSystemics20

Interest Rate Vega Risk Weight

VEGA_RISK_WEIGHT - Static variable in class org.drip.simm.rates.IRSystemics21

Interest Rate Vega Risk Weight

VEGA_RISK_WEIGHT - Static variable in class org.drip.simm.rates.IRSystemics24

Interest Rate Vega Risk Weight

vegaMargin() - Method in class org.drip.simm.margin.RiskClassAggregate

Retrieve the Vega Margin

vegaMargin() - Method in class org.drip.simm.margin.RiskClassAggregateCR

Retrieve the CR Vega SBA Margin

vegaMargin() - Method in class org.drip.simm.margin.RiskClassAggregateIR

Retrieve the Vega Margin

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

Retrieve the Bucket Vega Risk Weight

vegaRiskWeight() - Method in class org.drip.simm.parameters.BucketCurvatureSettings

Retrieve the Vega Risk Weight

vegaScaler() - Method in class org.drip.simm.parameters.BucketVegaSettingsCR

Retrieve the Vega Scaler

vegaScaler() - Method in class org.drip.simm.parameters.BucketVegaSettingsIR

Retrieve the Vega Scaler

Venue - Class in org.drip.oms.exchange

Venue implements Functionality corresponding to a Venue.

Venue(VenueSettings) - Constructor for class org.drip.oms.exchange.Venue

Venue Constructor

venueCode() - Method in class org.drip.oms.depth.MontageL1Entry

Retrieve the Venue Code

VenueSettings - Class in org.drip.oms.exchange

VenueSettings maintains the Settings that Relate to a Venue.

VenueSettings(String, String, PricingRebateFunction) - Constructor for class org.drip.oms.exchange.VenueSettings

VenueSettings Constructor

verified() - Method in class org.drip.function.definition.R1PropertyVerification

Retrieve the Verification Flag

verify() - Method in class org.drip.function.rdtor1descent.ArmijoEvolutionVerifierMetrics

Indicate if the Armijo Criterion has been met

verify() - Method in class org.drip.function.rdtor1descent.CurvatureEvolutionVerifierMetrics

Indicate if the Curvature Criterion has been met

verify() - Method in class org.drip.function.rdtor1descent.LineEvolutionVerifierMetrics

Indicate if the Evolution Criterion has been met

verify() - Method in class org.drip.function.rdtor1descent.WolfeEvolutionVerifierMetrics

Indicate if the Wolfe Criterion has been met

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

Verify the specified R¹ To R¹ Functions

verify(double[]) - Method in class org.drip.optimization.canonical.LPConstraint

Verify if the Variate Array satisfies the Constraint

verify(double, double) - Method in class org.drip.function.definition.R2ToR1Property

Verify the specified R² To R¹ Functions

verify(double, double) - Method in class org.drip.function.definition.RxToR1Property

Verify the specified Left and Right Function Values

verify(double, double, double) - Method in class org.drip.function.definition.R3ToR1Property

Verify the specified R² To R¹ Functions

verify(int[]) - Method in class org.drip.optimization.canonical.ILPConstraint

Verify if the Variate Array satisfies the Constraint

verify(int[]) - Method in class org.drip.optimization.cuttingplane.ChvatalGomoryCut

Verify if the Variate Array satisfies the Constraint

verify(int[]) - Method in class org.drip.optimization.cuttingplane.StrengthenedChvatalGomoryCut

Verify if the Variate Array satisfies the Constraint

verify(UnitVector, double[], RdToR1, double) - Method in class org.drip.function.rdtor1descent.LineEvolutionVerifier

Verify if the specified Inputs satisfy the Criterion

verifyFundingConstraint(MarketVertex) - Method in class org.drip.xva.derivative.EvolutionTrajectoryVertex

Indicate whether Replication Portfolio satisfies the Funding Constraint implied by the Vertex Numeraire

verifyHardSearchEdges(InitializationHeuristics, double) - Method in class org.drip.function.r1tor1solver.ExecutionInitializer

Initialize the starting bracket within the specified boundary

VerifyHyman89QuinticMonotonicity(double[], double[], double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator

Verify if the given Quintic Polynomial is Monotone using the Hyman89 Algorithm Doherty, Edelman, and Hyman (1989) Non-negative, monotonic, or convexity preserving cubic and quintic Hermite interpolation - Mathematics of Computation 52 (186), 471-494.

VERSION - Static variable in class org.drip.service.common.StringUtil

Serialization Version - ALWAYS prepend this on all derived classes

VersionCompare(String, String) - Static method in class org.drip.service.common.StringUtil

Compare two version numbers version1 and version2.

Vertex - Class in org.drip.graph.core

Vertex implements a Single Vertex Node and the corresponding Egresses emanating from it.

Vertex - Class in org.drip.measure.joint

Vertex holds the Snapshot Joint Values of the Realized Joint R^d Variate and Time.

Vertex(double, double[]) - Constructor for class org.drip.measure.joint.Vertex

Vertex Constructor

Vertex(String) - Constructor for class org.drip.graph.core.Vertex

Vertex Constructor

VertexAugmentor - Class in org.drip.graph.shortestpath

VertexAugmentor augments and maintains the set of Path Vertexes.

VertexAugmentor(String, boolean, FHeuristic, Map<String, Vertex>) - Constructor for class org.drip.graph.shortestpath.VertexAugmentor

VertexAugmentor Constructor

vertexCollateralBalance() - Method in class org.drip.xva.netting.CollateralGroupPath

Retrieve the Array of Vertex Collateral Balances

vertexCollateralBalance() - Method in class org.drip.xva.netting.CreditDebtGroupPath

Retrieve the Array of Vertex Collateral Balances

vertexCollateralBalancePV() - Method in class org.drip.xva.netting.CollateralGroupPath

Retrieve the Array of Vertex Collateral Balances PV

vertexCollateralBalancePV() - Method in class org.drip.xva.netting.CreditDebtGroupPath

Retrieve the Array of Vertex Collateral Balances PV

vertexCollateralizedExposure() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment

vertexCollateralizedExposure() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment

vertexCollateralizedExposure() - Method in interface org.drip.xva.gross.PathExposureAdjustment

Retrieve the Array of Collateralized Vertex Exposures

vertexCollateralizedExposure() - Method in class org.drip.xva.netting.CollateralGroupPath

Retrieve the Array of Vertex Collateralized Exposures

vertexCollateralizedExposure() - Method in class org.drip.xva.netting.CreditDebtGroupPath

Retrieve the Array of Vertex Collateralized Exposures

vertexCollateralizedExposure() - Method in class org.drip.xva.netting.FundingGroupPath

Compute Vertex Path Collateralized Exposure

vertexCollateralizedExposurePV() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment

vertexCollateralizedExposurePV() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment

vertexCollateralizedExposurePV() - Method in interface org.drip.xva.gross.PathExposureAdjustment

Retrieve the Array of Collateralized Vertex Exposure PVs

vertexCollateralizedExposurePV() - Method in class org.drip.xva.netting.CollateralGroupPath

Retrieve the Array of Vertex Collateralized Exposure PV

vertexCollateralizedExposurePV() - Method in class org.drip.xva.netting.CreditDebtGroupPath

Retrieve the Array of Vertex Collateralized Exposure PV

vertexCollateralizedExposurePV() - Method in class org.drip.xva.netting.FundingGroupPath

Compute Vertex Path Collateralized Exposure PV

vertexCollateralizedNegativeExposure() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment

vertexCollateralizedNegativeExposure() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment

vertexCollateralizedNegativeExposure() - Method in interface org.drip.xva.gross.PathExposureAdjustment

Retrieve the Array of Collateralized Negative Vertex Exposures

vertexCollateralizedNegativeExposure() - Method in class org.drip.xva.netting.CreditDebtGroupPath

Retrieve the Array of Vertex Collateralized Negative Exposures

vertexCollateralizedNegativeExposure() - Method in class org.drip.xva.netting.FundingGroupPath

Compute Vertex Path Collateralized Negative Exposure

vertexCollateralizedNegativeExposurePV() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment

vertexCollateralizedNegativeExposurePV() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment

vertexCollateralizedNegativeExposurePV() - Method in interface org.drip.xva.gross.PathExposureAdjustment

Retrieve the Array of Collateralized Negative Vertex Exposure PV

vertexCollateralizedNegativeExposurePV() - Method in class org.drip.xva.netting.CreditDebtGroupPath

Retrieve the Array of Vertex Collateralized Negative Exposure PV

vertexCollateralizedNegativeExposurePV() - Method in class org.drip.xva.netting.FundingGroupPath

Compute Vertex Path Collateralized Negative Exposure PV

vertexCollateralizedPositiveExposure() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment

vertexCollateralizedPositiveExposure() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment

vertexCollateralizedPositiveExposure() - Method in interface org.drip.xva.gross.PathExposureAdjustment

Retrieve the Array of Collateralized Positive Vertex Exposures

vertexCollateralizedPositiveExposure() - Method in class org.drip.xva.netting.CreditDebtGroupPath

Retrieve the Array of Vertex Collateralized Positive Exposures

vertexCollateralizedPositiveExposure() - Method in class org.drip.xva.netting.FundingGroupPath

Compute Vertex Path Collateralized Positive Exposure

vertexCollateralizedPositiveExposurePV() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment

vertexCollateralizedPositiveExposurePV() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment

vertexCollateralizedPositiveExposurePV() - Method in interface org.drip.xva.gross.PathExposureAdjustment

Retrieve the Array of Collateralized Positive Vertex Exposure PVs

vertexCollateralizedPositiveExposurePV() - Method in class org.drip.xva.netting.CreditDebtGroupPath

Retrieve the Array of Vertex Collateralized Positive Exposure PV

vertexCollateralizedPositiveExposurePV() - Method in class org.drip.xva.netting.FundingGroupPath

Compute Vertex Path Collateralized Positive Exposure PV

VertexContext - Class in org.drip.graph.astar

VertexContext holds the Current Vertex, its Parent, and the most recently expanded Vertexes for use in the Alpha A^* Heuristic Function.

VertexContext(Vertex, Vertex, Vertex) - Constructor for class org.drip.graph.astar.VertexContext

VertexContext Constructor

VertexContextEpsilonAdmissibleHeuristic - Class in org.drip.graph.astar

VertexContextEpsilonAdmissibleHeuristic computes the Reese (1999) Epsilon-Admissible Heuristic in the Alpha A^* Heuristic Function.

VertexContextEpsilonAdmissibleHeuristic(FHeuristic, VertexContextWeightHeuristic) - Constructor for class org.drip.graph.astar.VertexContextEpsilonAdmissibleHeuristic

VertexContextEpsilonAdmissibleHeuristic Constructor

vertexContextWeightHeuristic() - Method in class org.drip.graph.astar.VertexContextEpsilonAdmissibleHeuristic

Retrieve the Vertex Context Weight Heuristic

VertexContextWeightHeuristic - Class in org.drip.graph.astar

VertexContextWeightHeuristic computes the Reese (1999) Epsilon-Admissible Weight Heuristic for use in the Alpha A^* Heuristic Function.

VertexContextWeightHeuristic(VertexFunction, double, double) - Constructor for class org.drip.graph.astar.VertexContextWeightHeuristic

VertexContextWeightHeuristic Constructor

vertexCount() - Method in class org.drip.graph.core.Network

Retrieve the Count of the Vertexes

vertexCount() - Method in class org.drip.graph.decisiontree.ComplexityEstimate

Retrieve the Count of Vertexes

VertexCountEntry(int) - Static method in class org.drip.graph.mst.SteeleCompleteUniformRandomMST

Retrieve the Vertex Count Entry if present in the Vertex Count Map

VertexCountMap() - Static method in class org.drip.graph.mst.SteeleCompleteUniformRandomMST

Retrieve the Steele Vertex Count Map

vertexCreditExposure() - Method in class org.drip.xva.netting.CollateralGroupPath

Retrieve the Array of Vertex Credit Exposures

vertexCreditExposure() - Method in class org.drip.xva.netting.CreditDebtGroupPath

Retrieve the Array of Vertex Credit Exposure

vertexCreditExposurePV() - Method in class org.drip.xva.netting.CollateralGroupPath

Retrieve the Array of Vertex Credit Exposure PV

vertexCreditExposurePV() - Method in class org.drip.xva.netting.CreditDebtGroupPath

Retrieve the Array of Vertex Credit Exposure PV

vertexDate() - Method in class org.drip.xva.hypothecation.CollateralGroupVertex

Retrieve the Vertex Date

VertexDateBuilder - Class in org.drip.analytics.support

VertexDateBuilder exports Static Functions that create Vertex Dates using different Schemes.

VertexDateBuilder() - Constructor for class org.drip.analytics.support.VertexDateBuilder

vertexDates() - Method in class org.drip.exposure.universe.MarketVertexGenerator

Retrieve the Vertex Date Array

vertexDates() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator

Retrieve the Array of the Vertex Anchor Dates

vertexDates() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment

vertexDates() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment

vertexDates() - Method in interface org.drip.xva.gross.PathExposureAdjustment

Retrieve the Array of the Vertex Anchor Dates

vertexDates() - Method in class org.drip.xva.netting.CollateralGroupPath

Retrieve the Array of the Vertex Anchor Dates

vertexDates() - Method in class org.drip.xva.netting.CreditDebtGroupPath

Retrieve the Array of the Vertex Anchor Dates

vertexDates() - Method in class org.drip.xva.netting.FundingGroupPath

Retrieve the Array of the Vertex Anchor Dates

vertexDebtExposure() - Method in class org.drip.xva.netting.CollateralGroupPath

Retrieve the Array of Vertex Debt Exposures

vertexDebtExposure() - Method in class org.drip.xva.netting.CreditDebtGroupPath

Retrieve the Array of Vertex Debt Exposure

vertexDebtExposurePV() - Method in class org.drip.xva.netting.CollateralGroupPath

Retrieve the Array of Vertex Debt Exposures PV

vertexDebtExposurePV() - Method in class org.drip.xva.netting.CreditDebtGroupPath

Retrieve the Array of Vertex Debt Exposure PV

vertexDegreeMap() - Method in class org.drip.graph.core.DirectedGraph

Retrieve the Map of the Vertex Adjacency Degree

vertexDistanceMap() - Method in class org.drip.graph.bellmanford.VertexRelaxationControl

Retrieve the Vertex Distance Map

vertexFinish() - Method in class org.drip.xva.derivative.EvolutionTrajectoryEdge

Retrieve the Finishing Evolution Trajectory Vertex

VertexFunction - Interface in org.drip.graph.astar

VertexFunction exposes the Value at a Vertex.

vertexFundingExposure() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment

vertexFundingExposure() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment

vertexFundingExposure() - Method in interface org.drip.xva.gross.PathExposureAdjustment

Retrieve the Array of Vertex Funding Exposures

vertexFundingExposure() - Method in class org.drip.xva.netting.CollateralGroupPath

Retrieve the Array of Vertex Funding Exposures

vertexFundingExposure() - Method in class org.drip.xva.netting.CreditDebtGroupPath

Retrieve the Array of Vertex Funding Exposure

vertexFundingExposure() - Method in class org.drip.xva.netting.FundingGroupPath

Compute Vertex Path Funding Exposure

vertexFundingExposurePV() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment

vertexFundingExposurePV() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment

vertexFundingExposurePV() - Method in interface org.drip.xva.gross.PathExposureAdjustment

Retrieve the Array of Vertex Funding Exposure PVs

vertexFundingExposurePV() - Method in class org.drip.xva.netting.CollateralGroupPath

Retrieve the Array of Vertex Funding Exposures PV

vertexFundingExposurePV() - Method in class org.drip.xva.netting.CreditDebtGroupPath

Retrieve the Array of Vertex Funding Exposure PV

vertexFundingExposurePV() - Method in class org.drip.xva.netting.FundingGroupPath

Compute Vertex Path Funding Exposure PV

vertexIncrement() - Method in class org.drip.exposure.universe.MarketEdge

Retrieve the Market Vertex Increment

vertexIndexMap() - Method in class org.drip.graph.bellmanford.EdgePartition

Retrieve the Vertex Index Map

vertexIndexMap() - Method in class org.drip.graph.shortestpath.FloydWarshallDistanceMatrix

Retrieve the Vertex to Index Map

vertexList() - Method in class org.drip.graph.core.Path

Generate the List of Path Vertex Names

vertexList() - Method in class org.drip.measure.discrete.VertexRd

Retrieve the Vertex R^d List

vertexMap() - Method in class org.drip.graph.core.Network

Retrieve the Vertex Map

vertexMap() - Method in class org.drip.graph.shortestpath.VertexAugmentor

Retrieve the Underlying Graph Vertex Map

vertexNameList() - Method in class org.drip.graph.bellmanford.EdgePartition

Retrieve the Vertex Name List

vertexNameList() - Method in class org.drip.graph.search.OrderedVertexGroup

Retrieve the List of Visited Vertexes

vertexNameSet() - Method in class org.drip.graph.core.Network

Retrieve the Set of Vertex Names

vertexNameSet() - Method in class org.drip.graph.search.OrderedVertexGroup

Retrieve the Set of available Vertexes

vertexNameSet() - Method in class org.drip.graph.treebuilder.SteinerTreeGenerator

Retrieve the Vertex Name Set

vertexNameSetP() - Method in class org.drip.graph.core.CompleteBipartite

Retrieve the P Vertex Name Set

vertexNameSetQ() - Method in class org.drip.graph.core.CompleteBipartite

Retrieve the Q Vertex Name Set

vertexNeedsRelaxation(String) - Method in class org.drip.graph.bellmanford.VertexRelaxationControl

Indicate if the Vertex Needs a Relaxation

vertexPresent(String) - Method in class org.drip.graph.search.OrderedVertexGroup

Indicate if the Specified Vertex in Present in the Search

vertexProcessed(String) - Method in class org.drip.graph.shortestpath.VertexAugmentor

Indicate if the Augmented Vertex has been Processed

vertexR1(String) - Method in class org.drip.measure.stochastic.LabelRdVertex

Retrieve the Vertex R¹ Array for the Specified Label

vertexRd() - Method in class org.drip.measure.stochastic.LabelRdVertex

Retrieve the Vertex R^d Values

vertexRd() - Method in class org.drip.validation.riskfactorjoint.NormalSampleCohort

vertexRd() - Method in interface org.drip.validation.riskfactorjoint.SampleCohort

Retrieve the Vertex R^d Multi-Factor Realizations

VertexRd - Class in org.drip.measure.discrete

VertexRd holds the R^d Realizations at the Individual Vertexes.

VertexRd() - Constructor for class org.drip.measure.discrete.VertexRd

Empty VertexRd Constructor

vertexRealization(int) - Method in class org.drip.measure.discrete.VertexRd

Retrieve the Vertex Realization given the Vertex Index

VertexRelaxationControl - Class in org.drip.graph.bellmanford

VertexRelaxationControl controls the Vertexes to be relaxed in the Shortest Path Generation for a Directed Graph under the Bellman-Ford Algorithm.

VertexRelaxationControl(Map<String, AugmentedVertex>) - Constructor for class org.drip.graph.bellmanford.VertexRelaxationControl

VertexRelaxationControl Constructor

vertexRelaxationMap() - Method in class org.drip.graph.bellmanford.VertexRelaxationControl

Retrieve the Vertex Relaxation Map

vertexRootComponentMap() - Method in class org.drip.graph.connectivity.Kosaraju

Compute the Vertex Root Component Map

vertexSequence(JumpDiffusionVertex, JumpDiffusionEdgeUnit[], double) - Method in class org.drip.measure.process.DiffusionEvolver

Generate the Array of JumpDiffusionVertex Snaps from the specified Random Variate Array

vertexSequence(JumpDiffusionVertex, JumpDiffusionEdgeUnit[], double[]) - Method in class org.drip.measure.process.DiffusionEvolver

Generate the Array of JumpDiffusionVertex Snaps from the specified Random Variate Array

vertexSequenceReverse(JumpDiffusionVertex, JumpDiffusionEdgeUnit[], double[]) - Method in class org.drip.measure.process.DiffusionEvolver

Generate the Array of JumpDiffusionVertex Snaps Backwards from the specified Random Variate Array

vertexSet() - Method in class org.drip.graph.core.Forest

Retrieve the Set of Vertexes

vertexStart() - Method in class org.drip.xva.derivative.EvolutionTrajectoryEdge

Retrieve the Starting Evolution Trajectory Vertex

vertexUncollateralizedExposure() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment

vertexUncollateralizedExposure() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment

vertexUncollateralizedExposure() - Method in interface org.drip.xva.gross.PathExposureAdjustment

Retrieve the Array of Uncollateralized Vertex Exposures

vertexUncollateralizedExposure() - Method in class org.drip.xva.netting.CollateralGroupPath

Retrieve the Array of Vertex Uncollateralized Exposures

vertexUncollateralizedExposure() - Method in class org.drip.xva.netting.CreditDebtGroupPath

Retrieve the Array of Vertex Uncollateralized Exposures

vertexUncollateralizedExposure() - Method in class org.drip.xva.netting.FundingGroupPath

Compute Vertex Path Uncollateralized Exposure

vertexUncollateralizedExposurePV() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment

vertexUncollateralizedExposurePV() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment

vertexUncollateralizedExposurePV() - Method in interface org.drip.xva.gross.PathExposureAdjustment

Retrieve the Array of Uncollateralized Vertex Exposure PV

vertexUncollateralizedExposurePV() - Method in class org.drip.xva.netting.CollateralGroupPath

Retrieve the Array of Vertex Uncollateralized Exposure PV

vertexUncollateralizedExposurePV() - Method in class org.drip.xva.netting.CreditDebtGroupPath

Retrieve the Array of Vertex Uncollateralized Exposure PV

vertexUncollateralizedExposurePV() - Method in class org.drip.xva.netting.FundingGroupPath

Compute Vertex Path Uncollateralized Exposure PV

vertexUncollateralizedNegativeExposure() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment

vertexUncollateralizedNegativeExposure() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment

vertexUncollateralizedNegativeExposure() - Method in interface org.drip.xva.gross.PathExposureAdjustment

Retrieve the Array of Uncollateralized Vertex Negative Exposures

vertexUncollateralizedNegativeExposure() - Method in class org.drip.xva.netting.CreditDebtGroupPath

Retrieve the Array of Vertex Uncollateralized Negative Exposures

vertexUncollateralizedNegativeExposure() - Method in class org.drip.xva.netting.FundingGroupPath

Compute Vertex Path Uncollateralized Negative Exposure

vertexUncollateralizedNegativeExposurePV() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment

vertexUncollateralizedNegativeExposurePV() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment

vertexUncollateralizedNegativeExposurePV() - Method in interface org.drip.xva.gross.PathExposureAdjustment

Retrieve the Array of Uncollateralized Vertex Negative Exposure PV

vertexUncollateralizedNegativeExposurePV() - Method in class org.drip.xva.netting.CreditDebtGroupPath

Retrieve the Array of Vertex Uncollateralized Negative Exposure PV

vertexUncollateralizedNegativeExposurePV() - Method in class org.drip.xva.netting.FundingGroupPath

Compute Vertex Path Uncollateralized Negative Exposure PV

vertexUncollateralizedPositiveExposure() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment

vertexUncollateralizedPositiveExposure() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment

vertexUncollateralizedPositiveExposure() - Method in interface org.drip.xva.gross.PathExposureAdjustment

Retrieve the Array of Uncollateralized Positive Vertex Exposures

vertexUncollateralizedPositiveExposure() - Method in class org.drip.xva.netting.CreditDebtGroupPath

Retrieve the Array of Vertex Uncollateralized Positive Exposures

vertexUncollateralizedPositiveExposure() - Method in class org.drip.xva.netting.FundingGroupPath

Compute Vertex Path Uncollateralized Positive Exposure

vertexUncollateralizedPositiveExposurePV() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment

vertexUncollateralizedPositiveExposurePV() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment

vertexUncollateralizedPositiveExposurePV() - Method in interface org.drip.xva.gross.PathExposureAdjustment

Retrieve the Array of Uncollateralized Positive Vertex Exposure PV

vertexUncollateralizedPositiveExposurePV() - Method in class org.drip.xva.netting.CreditDebtGroupPath

Retrieve the Array of Vertex Uncollateralized Positive Exposure PV

vertexUncollateralizedPositiveExposurePV() - Method in class org.drip.xva.netting.FundingGroupPath

Compute Vertex Path Uncollateralized Positive Exposure PV

veta() - Method in class org.drip.pricer.option.Greeks

The Option Veta

VidunasHigherOrderTransformation() - Static method in class org.drip.specialfunction.property.HypergeometricEqualityLemma

Construct the Vidunas Higher Order Transformation Verifier

VidunasHigherOrderTransformationProperty - Class in org.drip.sample.hypergeometric

VidunasHigherOrderTransformationProperty verifies the Vidunas Higher-Order Transformation Identity Lemma.

VidunasHigherOrderTransformationProperty() - Constructor for class org.drip.sample.hypergeometric.VidunasHigherOrderTransformationProperty

viewDate() - Method in class org.drip.dynamics.evolution.LSQMPointUpdate

Retrieve the View Date

Vijayawada - Class in org.drip.sample.bondeos

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

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

Vintage - Class in org.drip.loan.characteristics

Vintage contains the Loan Origination Vintage Details - i.e., the Year/Month of Loan Origination.

Vintage(int, int) - Constructor for class org.drip.loan.characteristics.Vintage

Vintage Constructor

Vintage(int) - Static method in class org.drip.analytics.date.DateUtil

Return the Vintage corresponding to the Julian Date

violated(double) - Method in class org.drip.function.rdtor1.AffineBoundMultivariate

violated(double) - Method in interface org.drip.function.rdtor1.BoundMultivariate

Indicate if the Specified Bound has been violated by the Variate

violationEdgeLimit() - Method in class org.drip.portfolioconstruction.optimizer.SoftConstraint

Retrieve the Hard Lower/Upper Violation Edge Limit

Visakhapatnam - Class in org.drip.sample.bondeos

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

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

VNDHoliday - Class in org.drip.analytics.holset

VNDHoliday holds the VND Holidays.

VNDHoliday() - Constructor for class org.drip.analytics.holset.VNDHoliday

VNDHoliday Constructor

vol(int) - Method in class org.drip.state.curve.BasisSplineDeterministicVolatility

vol(int) - Method in class org.drip.state.nonlinear.FlatForwardVolatilityCurve

vol(int) - Method in class org.drip.state.volatility.VolatilityCurve

Compute the Deterministic Implied Volatility at the Date Node from the Volatility Term Structure

volatility() - Method in class org.drip.dynamics.physical.R1WhiteThermalFrictionalNoise

Retrieve the Volatility

volatility() - Method in class org.drip.execution.athl.TransactionRealization

Retrieve the Asset Daily Volatility

volatility() - Method in interface org.drip.execution.latent.MarketState

Retrieve the Realized Volatility Market State

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

volatility() - Method in class org.drip.execution.latent.MarketStateSystemic

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

Retrieve the Volatility Latent State Node Container

volatility() - Method in class org.drip.measure.dynamics.DiffusionEvaluator

Retrieve the Volatility Evaluator

volatility() - Method in class org.drip.measure.gaussian.Covariance

Retrieve the Volatility Array

volatility() - Method in class org.drip.state.sequence.PathRd

Retrieve the Volatility

volatility(double) - Method in class org.drip.execution.tradingtime.CoordinatedMarketState

Retrieve the Realized Random Volatility

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

Estimate the Volatility given the Liquidity

volatility(String) - Method in class org.drip.measure.stochastic.LabelCovariance

Retrieve the Volatility of the Latent State

volatility(TimeR1Vertex) - Method in class org.drip.dynamics.ito.R1ToR1Volatility

Calculates the Volatility Value

volatility(TimeR1Vertex) - Method in class org.drip.dynamics.physical.R1WhiteThermalFrictionalNoise

volatility(TimeRdVertex) - Method in interface org.drip.dynamics.ito.RdToR1Volatility

Calculates the Volatility Value

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

Retrieve the Volatility Latent State

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

Retrieve of Labeled Volatility

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

FX Risk Class Volatility/Curvature Correlation

VOLATILITY_INDEX - Static variable in class org.drip.simm.credit.SectorSystemics

The Volatility Index Sector

VOLATILITY_POINT - Static variable in class org.drip.capital.systemicscenario.CriterionUnit

The VOLATILITY POINT Criterion Unit

VOLATILITY_POINT_CHANGE_AS_PERCENT_OF_2008_VOLATILITY_POINT_CHANGE - Static variable in class org.drip.capital.systemicscenario.TypeOfChange

Volatility Point Change as % Calendar 2008 Volatility Point Change Type

VOLATILITY_QM_LOGNORMAL_VOLATILITY - Static variable in class org.drip.analytics.definition.LatentStateStatic

Volatility Latent State Quantification Metric - Lognormal Volatility

VOLATILITY_QM_NORMAL_VOLATILITY - Static variable in class org.drip.analytics.definition.LatentStateStatic

Volatility Latent State Quantification Metric - Normal Volatility

VOLATILITY_QM_SABR_VOLATILITY - Static variable in class org.drip.analytics.definition.LatentStateStatic

Volatility Latent State Quantification Metric - SABR Volatility

VOLATILITY_TYPE_HIGH - Static variable in class org.drip.simm.rates.IRSystemics

Interest Rate Type - High Volatility

VOLATILITY_TYPE_LOW - Static variable in class org.drip.simm.rates.IRSystemics

Interest Rate Type - Low Volatility

VOLATILITY_TYPE_NULL - Static variable in class org.drip.simm.rates.IRSystemics

Interest Rate Type - NULL Volatility

VOLATILITY_TYPE_REGULAR - Static variable in class org.drip.simm.rates.IRSystemics

Interest Rate Type - Regular Volatility

volatilityAdjustment(String) - Method in class org.drip.capital.shell.VolatilityScaleContext

Retrieve the Volatility Adjustment corresponding to the FS Type

volatilityArray() - Method in class org.drip.measure.stochastic.LabelCovariance

Retrieve the Array of Variate Volatilities

volatilityCategory() - Method in class org.drip.investing.engine.AssetSpecification

Retrieve the Volatility Category

VolatilityCategory - Class in org.drip.investing.factorspec

VolatilityCategory holds the Settings of the Volatility Factor Category.

VolatilityCategory() - Constructor for class org.drip.investing.factorspec.VolatilityCategory

volatilityCoefficient() - Method in class org.drip.dynamics.meanreverting.CKLSParameters

Retrieve the Volatility Coefficient

VolatilityCurve - Class in org.drip.state.volatility

VolatilityCurve exposes the Stub that implements the Latent State's Deterministic Volatility Term Structure Curve - by Construction, this is expected to be non-local.

VolatilityCurve(ValuationParams, Component[], double[], String[], double, boolean, ExplicitBootVolatilityCurve, MergedDiscountForwardCurve, ForwardCurve, LatentStateFixingsContainer, ValuationCustomizationParams) - Static method in class org.drip.state.nonlinear.NonlinearCurveBuilder

Boot-strap a Volatility Curve from the set of calibration components

VolatilityCurveNode(ValuationParams, Component, double, String, boolean, int, ExplicitBootVolatilityCurve, MergedDiscountForwardCurve, ForwardCurve, LatentStateFixingsContainer, ValuationCustomizationParams) - Static method in class org.drip.state.nonlinear.NonlinearCurveBuilder

Calibrate a Single Volatility Curve Segment from the corresponding Component

VolatilityCurveScenario - Class in org.drip.state.boot

VolatilityCurveScenario uses the Volatility calibration instruments along with the component calibrator to produce scenario Volatility curves.

VolatilityCurveScenario() - Constructor for class org.drip.state.boot.VolatilityCurveScenario

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

Indicate if the Volatility Latent State Exists

volatilityExponent() - Method in class org.drip.dynamics.meanreverting.CKLSParameters

Retrieve the CKLS Volatility Exponent

volatilityExponent() - Method in class org.drip.execution.principal.OptimalMeasureDependence

Retrieve the Volatility Dependence Exponent

VolatilityFactor - Class in org.drip.investing.riskindex

VolatilityFactor is the Implementation of the Volatility Factor.

VolatilityFactor(String, int, FactorPortfolio, FactorPortfolioRanker) - Constructor for class org.drip.investing.riskindex.VolatilityFactor

VolatilityFactor Constructor

volatilityFromATMPrice(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.fra.FRAStandardCapFloor

Imply the Flat Cap/Floor Volatility from the Calibration ATM Price

volatilityFunction() - Method in class org.drip.dynamics.kolmogorov.R1FokkerPlanck

Retrieve the Volatility Function

volatilityFunction() - Method in class org.drip.dynamics.process.R1StochasticEvolver

Retrieve the Volatility Function

volatilityFunction() - Method in class org.drip.execution.parameters.ArithmeticPriceDynamicsSettings

Retrieve the Asset Annual Volatility Function

volatilityFunction() - Method in class org.drip.execution.tradingtime.CoordinatedParticipationRateLinear

Compute the Volatility Function from the Liquidity Function

volatilityFunction(R1ToR1) - Method in class org.drip.execution.tradingtime.CoordinatedVariation

Compute the Volatility Function from the Liquidity Function

volatilityFunctionGrid() - Method in class org.drip.dynamics.ito.DiffusionTensor

Retrieve the Square Volatility Grid

volatilityFunctionGrid() - Method in class org.drip.dynamics.process.RdStochasticEvolver

Retrieve the Volatility Function Grid

volatilityGradient() - Method in class org.drip.execution.hjb.NonDimensionalCostCorrelated

Retrieve the Non Dimensional Value Volatility Gradient

volatilityIntegral(int, int, int) - Method in class org.drip.dynamics.hjm.MultiFactorVolatility

Compute the Factor Volatility Integral

volatilityJacobian() - Method in class org.drip.execution.hjb.NonDimensionalCostCorrelated

Retrieve the Non Dimensional Value Volatility Jacobian

volatilityLabel() - Method in class org.drip.product.calib.ProductQuoteSet

Retrieve the Volatility Latent State Label, if it exists

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

volatilityLabel() - Method in class org.drip.product.credit.CDSComponent

volatilityLabel() - Method in interface org.drip.product.definition.ComponentMarketParamRef

Get the Map of Volatility Latent State Identifier Labels

volatilityLabel() - Method in class org.drip.product.fx.FXForwardComponent

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

volatilityLabel() - Method in class org.drip.product.option.OptionComponent

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

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

volatilityLabel() - Method in class org.drip.product.rates.RatesBasket

volatilityLabel() - Method in class org.drip.product.rates.SingleStreamComponent

VolatilityLabel - Class in org.drip.state.identifier

VolatilityLabel contains the Identifier Parameters referencing the Latent State of the named Volatility Curve.

VolatilityLabel(LatentStateLabel) - Constructor for class org.drip.state.identifier.VolatilityLabel

VolatilityLabel Constructor

volatilityLDEV() - Method in class org.drip.measure.joint.Evolver

Retrieve the Array of the LDEV Volatility Function of the Individual Marginal Processes

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

Retrieve the Volatility Evolver Map

volatilityOfVolatility() - Method in class org.drip.dynamics.sabr.StochasticVolatilityStateEvolver

Retrieve SABR Volatility of Volatility

VolatilityProductQuoteSet - Class in org.drip.product.calib

VolatilityProductQuoteSet implements the Calibratable Volatility Product Quote Shell.

VolatilityProductQuoteSet(LatentStateSpecification[]) - Constructor for class org.drip.product.calib.VolatilityProductQuoteSet

Volatility Product Quote Set Constructor

volatilityPRWC(int, CurveSurfaceQuoteContainer, ProductQuoteSet) - Method in class org.drip.analytics.cashflow.CompositePeriod

Generate the Volatility Predictor/Response Constraint

volatilityPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.credit.BondComponent

volatilityPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.credit.CDSComponent

volatilityPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.definition.CalibratableComponent

Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Volatility Latent State from the Component's Cash Flows.

volatilityPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.fra.FRAStandardCapFloor

volatilityPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.fra.FRAStandardCapFloorlet

volatilityPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.fx.FXForwardComponent

volatilityPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.option.CDSEuropeanOption

volatilityPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.option.FixFloatEuropeanOption

volatilityPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.FixFloatComponent

volatilityPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.FloatFloatComponent

volatilityPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.RatesBasket

volatilityPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.SingleStreamComponent

volatilityPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.Stream

Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Volatility Curve Volatility Latent State from the Component's Cash Flows.

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

Retrieve the Volatility Scale Context

VolatilityScaleContext - Class in org.drip.capital.shell

VolatilityScaleContext maintains the Loaded Risk-Factor Volatility Scale Mappings.

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

VolatilityScaleContext Constructor

VolatilityScaleFactory - Class in org.drip.capital.env

VolatilityScaleFactory instantiates the Built-in Risk-Factor Volatility Scale Mappings.

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

volatilitySurface() - Method in class org.drip.dynamics.hjm.MultiFactorVolatility

Retrieve the Array of Volatility Surfaces

volatilityType() - Method in class org.drip.simm.rates.CurrencyRiskGroup

Retrieve the Volatility Type

volatilityType() - Method in class org.drip.simm.rates.IRWeight

Retrieve the Volatility Type

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

Retrieve the Set of Currencies for the specified Volatility Type

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

Retrieve the Set of Currencies for the specified Volatility Type

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

Retrieve the Set of Currencies for the specified Volatility Type

volatilityValue() - Method in class org.drip.measure.dynamics.DiffusionEvaluatorLinear

Retrieve the Linear Volatility Value

volatilityValue() - Method in class org.drip.measure.dynamics.DiffusionEvaluatorLogarithmic

Retrieve the Logarithmic Volatility Value

volatilityValue() - Method in class org.drip.measure.dynamics.DiffusionEvaluatorMeanReversion

Retrieve the Logarithmic Volatility Value

VolumeTimeFrame - Class in org.drip.execution.tradingtime

VolumeTimeFrame implements the Pre- and Post-transformed Increment in the Volume Time Space as used in the "Trading Time" Model.

VolumeTimeFrame(double, double, double, double, double, double, double) - Constructor for class org.drip.execution.tradingtime.VolumeTimeFrame

VolumeTimeFrame Constructor

vomma() - Method in class org.drip.pricer.option.Greeks

The Option Vomma

VWAP - Class in org.drip.oms.benchmark

VWAP implements the Volume-Weighted Average Price VWAP that carries the Metrics associated with Trades in a Session.

VWAP(Date, Date) - Constructor for class org.drip.oms.benchmark.VWAP

VWAP Constructor

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