V-Index

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V

v() - Method in class org.drip.numerical.decomposition.JordanNormalVJ: Retrieve the Jordan Normal V Matrix
v() - Method in class org.drip.numerical.decomposition.UV: Retrieve the Decomposed 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.numerical.matrixnorm.R1SquareConsistencyValidator: Check if the Validation has been successful
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: Validate the Input Instance Ordinate
validateInstance(double) - Method in class org.drip.spaces.tensor.R1ContinuousVector: Validate the Input Instance Array
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: Validate the Input Instance Array
validateInstance(double[]) - Method in interface org.drip.spaces.tensor.RdGeneralizedVector: Validate the Input Instance Array
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
validator(R1Square, R1Square, double[], double, int) - Method in class org.drip.numerical.matrixnorm.R1SquareEvaluator: Construct a Norm Consistency Validator for the Suite of Inputs
validCLTProxy() - Method in class org.drip.measure.chisquare.R1Central: Indicate if the Current Distribution is a Valid Proxy as a CLT
validEdgeVertexDifferential() - Method in class org.drip.graph.adjacencymatrix.GuoWangLi2019Bound: Indicate if the Edge-Vertex Differential is valid
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.
validK() - Method in class org.drip.graph.adjacencymatrix.GuoWangLi2019Bound: Indicate if the Guo, Wang, and Li (2019) k Parameter is valid
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.graph.core.Vertex: Retrieve the Vertex 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: Generate the Bucket Pair Curvature Variance Modulator
varianceModulator(String, double, String, double) - Method in class org.drip.simm.foundation.CurvatureEstimatorISDADelta: Generate the Bucket Pair Curvature Variance Modulator
varianceModulator(String, double, String, double) - Method in class org.drip.simm.foundation.CurvatureEstimatorResponseFunction: Generate the Bucket Pair Curvature Variance Modulator
VarianceTerm - Class in org.drip.portfolioconstruction.objective: VarianceTerm holds the Details of the Portfolio Risk (Variance) Objective Term.
VarianceTerm(String, Holdings, 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
vArray() - Method in class org.drip.numerical.linearsolver.ShermanMorrisonScheme: Construct a Batista-Karawia V Array
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: Retrieve the Array of the Underlying R¹ Vector Spaces
vectorSpaces() - Method in interface org.drip.spaces.tensor.RdGeneralizedVector: Retrieve the Array of the Underlying R¹ 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<V> - 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, V) - 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.SteeleCompleteUniformRandomTree: Retrieve the Vertex Count Entry if present in the Vertex Count Map
VertexCountMap() - Static method in class org.drip.graph.mst.SteeleCompleteUniformRandomTree: 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.Directed: 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() - Method in class org.drip.graph.adjacencymatrix.GkToR1: Retrieve the R¹ to R¹ Vertex Function
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
vertexValue(String) - Method in class org.drip.graph.core.Network: Retrieve the Value contained in the Vertex
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
vonNeumannStabilityMetricArray() - Method in class org.drip.fdm.definition.R1StateResponseSnapshotDiagnostics: Retrieve the von-Neumann Stability Metric Array
vonNeumannStabilityNumber(double, double, double, double) - Method in class org.drip.fdm.cranknicolson.CNDiscretizedEvolver1D: Compute the von Neumann Stability Number
vRHSArray() - Method in class org.drip.numerical.linearsolver.RyabenkiiTsynkovScheme: Construct the V RHS Array
vSolutionArray() - Method in class org.drip.numerical.linearsolver.RyabenkiiTsynkovScheme: Compute the V Solution Array
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

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