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W

waitingTime() - Method in class org.drip.measure.gamma.ErlangDistribution
Compute the kth Arrival Poisson Waiting Time
WalkSuite - Class in org.drip.execution.dynamics
WalkSuite holds the Walk Random Variables (e.g., Weiner Variates) that correspond to an Instance of Walk attributable to different Factor Contributions inside of a Slice Increment.
WalkSuite(double, double, double, double) - Constructor for class org.drip.execution.dynamics.WalkSuite
WalkSuite Constructor
Warangal - Class in org.drip.sample.bondsink
Warangal generates the Full Suite of Replication Metrics for the Sinker Bond Warangal.
Warangal() - Constructor for class org.drip.sample.bondsink.Warangal
 
WARNING - Static variable in class org.drip.analytics.support.Logger
Logger level WARNING
washDays() - Method in class org.drip.portfolioconstruction.core.TaxAccountingScheme
Retrieve the Wash Days
WEAK - Static variable in class org.drip.investing.factorspec.ProfitabilityCategory
The "Weak" Profitability Factor Category
WeakCurvatureEvolutionMetrics - Class in org.drip.sample.descentverifier
WeakCurvatureEvolutionMetrics demonstrates the Impact of applying the Weak Curvature Criterion on the Evolution of the Rd Fixed Point of a Constrained Minimization Search.
WeakCurvatureEvolutionMetrics() - Constructor for class org.drip.sample.descentverifier.WeakCurvatureEvolutionMetrics
 
weakLawAverageBounds(double) - Method in class org.drip.sequence.metrics.SingleSequenceAgnosticMetrics
Estimate Mean Departure Bounds of the Average using the Weak Law of Large Numbers
WeakWolfeEvolutionMetrics - Class in org.drip.sample.descentverifier
WeakWolfeEvolutionMetrics demonstrates the Impact of applying the Weak Wolfe Criterion on the Evolution of the Rd Fixed Point of a Constrained Minimization Search.
WeakWolfeEvolutionMetrics() - Constructor for class org.drip.sample.descentverifier.WeakWolfeEvolutionMetrics
 
WEDNESDAY - Static variable in class org.drip.analytics.date.DateUtil
Days of the week - Wednesday
WEEKDAY_HOLS - Static variable in class org.drip.analytics.daycount.Convention
Week Day Holiday
Weekend - Class in org.drip.analytics.eventday
Weekend holds the left and the right weekend days.
Weekend(int[]) - Constructor for class org.drip.analytics.eventday.Weekend
Create the weekend instance object from the array of the weekend days
WEEKEND_HOLS - Static variable in class org.drip.analytics.daycount.Convention
Week End Holiday
weekendDays() - Method in class org.drip.analytics.eventday.Locale
Return the weekend
WeekendDays(String) - Static method in class org.drip.analytics.daycount.Convention
Get the week end days for the given holiday calendar set
weekInMonth() - Method in class org.drip.analytics.eventday.DateInMonth
Retrieve the Week In Month
Weierstrass() - Static method in class org.drip.specialfunction.loggamma.InfiniteSumSeriesTerm
Construct the Weierstrass Infinite Sum Series Term for Log Gamma
Weierstrass(double, double, int) - Static method in class org.drip.specialfunction.derived.StretchedExponentialMoment
Construct the Weierstrass Version of the Log of StretchedExponentialMoment Estimator
Weierstrass(int) - Static method in class org.drip.specialfunction.beta.LogGammaEstimator
Generate the Weierstrass Infinite Product Series Version of Log Beta Estimator
Weierstrass(int) - Static method in class org.drip.specialfunction.derived.LogBigPi
Generate the Weierstrass Infinite Sum Series Version of Log Big Pi Estimator
Weierstrass(int) - Static method in class org.drip.specialfunction.derived.LogSmallPi
Generate the Weierstrass Infinite Sum Series Version of Log Small Pi Estimator
Weierstrass(int) - Static method in class org.drip.specialfunction.loggamma.InfiniteSumEstimator
Compute the Weierstrass Infinite Sum Series of Log Gamma Estimator
Weierstrass(int) - Static method in class org.drip.specialfunction.loggamma.InfiniteSumSeries
Construct the R1 To R1 Infinite Weierstrass Sum Series
weierstrassLimit(double) - Method in class org.drip.specialfunction.incompletegamma.LowerSFixed
Compute the Limiting Weierstrass Sum
WeierstrassLimit(double) - Static method in class org.drip.specialfunction.incompletegamma.LowerSFixedSeriesTerm
Construct the Weierstrass Limit Version of the Lower S Fixed Term
WeierstrassLimit(double, int) - Static method in class org.drip.specialfunction.incompletegamma.LowerSFixed
Construct the Weierstrass Lower S Fixed Series Incomplete Gamma Estimator
WeierstrassLimit(double, int) - Static method in class org.drip.specialfunction.incompletegamma.LowerSFixedSeries
Construct the R1 To R1 Weierstrass Limit Series
WeierstrassLimit(int) - Static method in class org.drip.specialfunction.incompletegamma.LowerRegularized
Construct the Weierstrass Limit Version of Lower Regularized Incomplete Gamma Function
Weifang - Class in org.drip.sample.bondeos
Weifang demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Weifang.
Weifang() - Constructor for class org.drip.sample.bondeos.Weifang
 
weight() - Method in class org.drip.graph.core.Edge
Retrieve the Weight
weight() - Method in class org.drip.investing.factors.FactorComponentLoading
Retrieve the Factor Weight
weight() - Method in class org.drip.investing.factors.FactorPortfolioComponentAttribute
Retrieve the Weight Attribute
weight() - Method in class org.drip.portfolioconstruction.optimizer.ObjectiveTermUnit
Weight of the Objective Term
weight() - Method in class org.drip.spline.params.SegmentBestFitResponse
Retrieve the Array of the Fitness Weights
weight() - Method in class org.drip.spline.params.StretchBestFitResponse
Retrieve the Array of the Fitness Weights
weight(double) - Method in class org.drip.validation.distance.GapLossWeightFunction
Compute the Weight corresponding to the Hypothesis p-Value
weight(int) - Method in class org.drip.spline.params.SegmentBestFitResponse
Retrieve the Indexed Fitness Weight Element
weight(int) - Method in class org.drip.spline.params.StretchBestFitResponse
Retrieve the Indexed Fitness Weight Element
weightArray() - Method in class org.drip.portfolioconstruction.asset.Portfolio
Retrieve the Array of Asset Weights
WeightConstrainedEllipsoidVariance - Class in org.drip.sample.semidefinite
WeightConstrainedEllipsoidVariance demonstrates the Application of the Interior Point Method for Minimizing the Variance Across The Specified Ellipsoid under the Normalization Constraint.
WeightConstrainedEllipsoidVariance() - Constructor for class org.drip.sample.semidefinite.WeightConstrainedEllipsoidVariance
 
weightConstrainedFeasibleStart() - Method in class org.drip.portfolioconstruction.allocator.BoundedHoldingsAllocationControl
Retrieve an Array of Viable Weight Constrained Starting Variates From Within the Feasible Region
weightedAverageLife(ValuationParams, CurveSurfaceQuoteContainer) - Method in class org.drip.product.credit.BondComponent
 
weightedAverageLife(ValuationParams, CurveSurfaceQuoteContainer) - Method in class org.drip.product.definition.Bond
Calculate the Bond's Weighted Average Life To Maturity from the Valuation Date
weightedAverageLife(ValuationParams, CurveSurfaceQuoteContainer, int, double) - Method in class org.drip.product.credit.BondComponent
 
weightedAverageLife(ValuationParams, CurveSurfaceQuoteContainer, int, double) - Method in class org.drip.product.definition.Bond
Calculate the Bond's Weighted Average Life from the Valuation Date
weightedAverageLifeCouponOnly(ValuationParams, CurveSurfaceQuoteContainer) - Method in class org.drip.product.credit.BondComponent
 
weightedAverageLifeCouponOnly(ValuationParams, CurveSurfaceQuoteContainer) - Method in class org.drip.product.definition.Bond
Calculate the Bond's Coupon Only Weighted Average Life To Maturity from the Valuation Date
weightedAverageLifeCouponOnly(ValuationParams, CurveSurfaceQuoteContainer, int, double) - Method in class org.drip.product.credit.BondComponent
 
weightedAverageLifeCouponOnly(ValuationParams, CurveSurfaceQuoteContainer, int, double) - Method in class org.drip.product.definition.Bond
Calculate the Bond's Coupon Only Weighted Average Life from the Valuation Date
weightedAverageLifeCredit(ValuationParams, CurveSurfaceQuoteContainer) - Method in class org.drip.product.credit.BondComponent
 
weightedAverageLifeCredit(ValuationParams, CurveSurfaceQuoteContainer) - Method in class org.drip.product.definition.Bond
Calculate the Credit Adjusted Weighted Average Life To Maturity from the Valuation Date
weightedAverageLifeCredit(ValuationParams, CurveSurfaceQuoteContainer, int, double) - Method in class org.drip.product.credit.BondComponent
 
weightedAverageLifeCredit(ValuationParams, CurveSurfaceQuoteContainer, int, double) - Method in class org.drip.product.definition.Bond
Calculate the Credit Adjusted Weighted Average Life from the Valuation Date
weightedAverageLifeLossOnly(ValuationParams, CurveSurfaceQuoteContainer) - Method in class org.drip.product.credit.BondComponent
 
weightedAverageLifeLossOnly(ValuationParams, CurveSurfaceQuoteContainer) - Method in class org.drip.product.definition.Bond
Calculate the Bond's Weighted Average Life of Losses Only To Maturity from the Valuation Date
weightedAverageLifeLossOnly(ValuationParams, CurveSurfaceQuoteContainer, int, double) - Method in class org.drip.product.credit.BondComponent
 
weightedAverageLifeLossOnly(ValuationParams, CurveSurfaceQuoteContainer, int, double) - Method in class org.drip.product.definition.Bond
Calculate the Bond's Weighted Average Life of Losses Only from the Valuation Date
weightedAverageLifePrincipalOnly(ValuationParams, CurveSurfaceQuoteContainer) - Method in class org.drip.product.credit.BondComponent
 
weightedAverageLifePrincipalOnly(ValuationParams, CurveSurfaceQuoteContainer) - Method in class org.drip.product.definition.Bond
Calculate the Bond's Principal Only Weighted Average Life To Maturity from the Valuation Date
weightedAverageLifePrincipalOnly(ValuationParams, CurveSurfaceQuoteContainer, int, double) - Method in class org.drip.product.credit.BondComponent
 
weightedAverageLifePrincipalOnly(ValuationParams, CurveSurfaceQuoteContainer, int, double) - Method in class org.drip.product.definition.Bond
Calculate the Bond's Principal Only Weighted Average Life from the Valuation Date
weightedAverageMaturityDate(ValuationParams, CurveSurfaceQuoteContainer) - Method in class org.drip.product.credit.BondComponent
 
weightedAverageMaturityDate(ValuationParams, CurveSurfaceQuoteContainer) - Method in class org.drip.product.definition.Bond
Calculate the Bond's Weighted Average Maturity Date To Maturity from the Valuation Date
weightedAverageMaturityDate(ValuationParams, CurveSurfaceQuoteContainer, int, double) - Method in class org.drip.product.credit.BondComponent
 
weightedAverageMaturityDate(ValuationParams, CurveSurfaceQuoteContainer, int, double) - Method in class org.drip.product.definition.Bond
Calculate the Bond's Weighted Average Maturity Date from the Valuation Date
weightedFactorPointVolatility(int, int, int) - Method in class org.drip.dynamics.hjm.MultiFactorVolatility
Compute the Weighted Factor Point Volatility
WeightedGapDistribution2a - Class in org.drip.sample.anfuso2017
WeightedGapDistribution2a demonstrates the Weighted Gap Distribution illustrated in Table 2a of Anfuso, Karyampas, and Nawroth (2013).
WeightedGapDistribution2a() - Constructor for class org.drip.sample.anfuso2017.WeightedGapDistribution2a
 
WeightedGapDistribution2b - Class in org.drip.sample.anfuso2017
WeightedGapDistribution2b demonstrates the Weighted Gap Distribution illustrated in Table 2b of Anfuso, Karyampas, and Nawroth (2013).
WeightedGapDistribution2b() - Constructor for class org.drip.sample.anfuso2017.WeightedGapDistribution2b
 
WeightedGapDistribution2c - Class in org.drip.sample.anfuso2017
WeightedGapDistribution2c demonstrates the Weighted Gap Distribution illustrated in Table 2c of Anfuso, Karyampas, and Nawroth (2013).
WeightedGapDistribution2c() - Constructor for class org.drip.sample.anfuso2017.WeightedGapDistribution2c
 
weightFunction() - Method in class org.drip.numerical.quadrature.IntegrandGenerator
Retrieve the Weight Function
WeightFunctionBuilder - Class in org.drip.numerical.quadrature
WeightFunctionBuilder builds the Weight Function associated with Different Kinds of Orthogonal Basis Polynomials.
WeightFunctionBuilder() - Constructor for class org.drip.numerical.quadrature.WeightFunctionBuilder
 
weightFunctionIntegral() - Method in class org.drip.numerical.quadrature.IntegrandGenerator
Generate the Integral of the Weight Function Over the Bounds
weights() - Method in class org.drip.product.definition.BasketProduct
Retrieve the component Weights
weights() - Method in class org.drip.sequence.custom.GlivenkoCantelliFunctionSupremum
Retrieve the Weights
weights() - Method in class org.drip.sequence.custom.GlivenkoCantelliUniformDeviation
Retrieve the Weights
Weihai - Class in org.drip.sample.bondeos
Weihai demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Weihai.
Weihai() - Constructor for class org.drip.sample.bondeos.Weihai
 
weinerIncrement(double[], double) - Method in class org.drip.measure.process.OrnsteinUhlenbeckPair
Generate the Weiner Based JumpDiffusionEdge Increment Sequence from the Current Ornstein Uhlenbeck Random Variate
weinerIncrement(JumpDiffusionVertex, double) - Method in class org.drip.measure.process.DiffusionEvolver
Generate the Adjacent JumpDiffusionEdge Instance from the specified Random Variate and a Weiner Driver
weinerJumpIncrement(JumpDiffusionVertex, double) - Method in class org.drip.measure.process.DiffusionEvolver
Generate the Adjacent JumpDiffusionEdge Instance from the specified Random Variate and Weiner/Jump Drivers
Weisstein() - Static method in class org.drip.specialfunction.incompletegamma.UpperRegularized
Construct the Weisstein Version of Upper Regularized Incomplete Gamma Function
Weisstein(int) - Static method in class org.drip.specialfunction.incompletegamma.UpperSFixed
Compute the Weisstein Version of Upper Incomplete Gamma Estimator
Weisstein(int) - Static method in class org.drip.specialfunction.incompletegamma.UpperSFixedSeries
Construct the R1 To R1 Weisstein Limit Series
Weisstein(int) - Static method in class org.drip.specialfunction.incompletegamma.UpperSFixedSeriesTerm
Construct the Weisstein Version of the Upper s .gt.
wengert(int) - Method in class org.drip.numerical.differentiation.WengertJacobian
Get the Value for the Wengert Variable
WengertJacobian - Class in org.drip.numerical.differentiation
WengertJacobian contains the Jacobian of the given set of Wengert variables to the set of parameters.
WengertJacobian(int, int) - Constructor for class org.drip.numerical.differentiation.WengertJacobian
WengertJacobian constructor
Wenling - Class in org.drip.sample.bondeos
Wenling demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Wenling.
Wenling() - Constructor for class org.drip.sample.bondeos.Wenling
 
Wenzhou - Class in org.drip.sample.bondeos
Wenzhou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Wenzhou.
Wenzhou() - Constructor for class org.drip.sample.bondeos.Wenzhou
 
wHeuristic() - Method in class org.drip.graph.astar.DynamicWeightFHeuristic
Retrieve the W Heuristic
wi() - Method in class org.drip.analytics.output.BondRVMeasures
Retrieve the Work-out Info
width() - Method in class org.drip.spline.segment.LatentStateInelastic
Get the Width of the Predictor Ordinate in this Segment
widthLimit() - Method in class org.drip.graph.selection.FloydRivestPartitionControl
Retrieve the Limiting Width
Wiener(double) - Static method in class org.drip.dynamics.meanreverting.R1BrownianStochasticEvolver
Construct a Weiner Instance of R1BrownianStochasticEvolver Process
Wiener(double, double, double) - Static method in class org.drip.dynamics.meanreverting.R1OrnsteinUhlenbeckStochasticEvolver
Construct a Weiner Instance of R1OrnsteinUhlenbeckStochasticEvolver Process
Wiener(double, double, double, double) - Static method in class org.drip.dynamics.meanreverting.R1CIRStochasticEvolver
Construct a Weiner Instance of R1CIRStochasticEvolver Process
Wiener(double, double, double, double) - Static method in class org.drip.dynamics.meanreverting.R1VasicekStochasticEvolver
Construct a Weiner Instance of R1VasicekStochasticEvolver Process
Wiener(double, double, double, double, double) - Static method in class org.drip.dynamics.meanreverting.R1CKLSStochasticEvolver
Construct a Weiner Instance of R1CKLSStochasticEvolver Process
WiggleSort(int[]) - Static method in class org.drip.service.common.ArrayUtil
Given an unsorted array numberArray, reorder it such that numberArray[0] le numberArray[1] ge numberArray[2] le numberArray[3]....
WiggleSort2(int[]) - Static method in class org.drip.service.common.ArrayUtil
Implement the Wiggle Sort Version 2
wildCardOption() - Method in class org.drip.market.exchange.TreasuryFuturesSettle
Retrieve the Bond Futures Wild Card Option Setting
WildcardPatternMatchingValidation(String, String) - Static method in class org.drip.service.common.StringUtil
Validate the Wild-card Pattern Match
WILLIAMSON_SMOLA_SCHOLKOPF_CONSTANT - Static variable in class org.drip.spaces.cover.MaureyOperatorCoveringBounds
Maurey Constant - from the Williamson-Smola-Scholkopf Estimate
WilliamsonSmolaScholkopfEstimate(int, double) - Static method in class org.drip.spaces.cover.MaureyOperatorCoveringBounds
Construct an Instance of the Maurey Operator Covering Bounds based upon the Williamson, Smola, and Scholkopf Estimate
WindschitlTothAnalytic - Class in org.drip.specialfunction.gamma
WindschitlTothAnalytic implements the Windschitl-Toth Analytic Approximation of the Gamma Function.
WindschitlTothAnalytic(DerivativeControl) - Constructor for class org.drip.specialfunction.gamma.WindschitlTothAnalytic
WindschitlTothAnalytic Constructor
WindschitlTothAnalyticEstimator - Class in org.drip.specialfunction.loggamma
WindschitlTothAnalyticEstimator implements the Windschitl-Toth Version of Log Gamma Estimator.
WindschitlTothAnalyticEstimator(DerivativeControl) - Constructor for class org.drip.specialfunction.loggamma.WindschitlTothAnalyticEstimator
WindschitlTothAnalyticEstimator Constructor
WindschitlTothGammaEstimate - Class in org.drip.sample.stirling
WindschitlTothGammaEstimate illustrates the Windschitl-Toth Approximation of the Gamma Function.
WindschitlTothGammaEstimate() - Constructor for class org.drip.sample.stirling.WindschitlTothGammaEstimate
 
WindschitlTothLogGammaEstimate - Class in org.drip.sample.stirling
WindschitlTothLogGammaEstimate illustrates the Windschitl-Toth Approximation of the Log Gamma Function.
WindschitlTothLogGammaEstimate() - Constructor for class org.drip.sample.stirling.WindschitlTothLogGammaEstimate
 
Winitzki2008(double) - Static method in class org.drip.function.e2erf.ErrorFunctionInverse
Construct Winitzki (2008) Version of the Analytical E2 erf Inverse
Winitzki2008(double, double) - Static method in class org.drip.function.e2erf.ErrorFunctionAnalytical
Construct Winitzki (2008) Version of the E2 erf Analytical
Winitzki2008a() - Static method in class org.drip.function.e2erf.ErrorFunctionAnalytical
Construct Winitzki (2008a) Version of E2 erf Analytical
Winitzki2008a() - Static method in class org.drip.function.e2erf.ErrorFunctionInverse
Construct Winitzki (2008a) Version of the Analytical E2 erf Inverse
Winitzki2008b() - Static method in class org.drip.function.e2erf.ErrorFunctionAnalytical
Construct Winitzki (2008b) Version of E2 erf Analytical
Winitzki2008b() - Static method in class org.drip.function.e2erf.ErrorFunctionInverse
Construct Winitzki (2008b) Version of the Analytical E2 erf Inverse
WINNER - Static variable in class org.drip.investing.factorspec.MomentumCategory
The "Winner" Momentum Factor Category
wireSpanXAnchor(double) - Method in class org.drip.spline.multidimensional.WireSurfaceStretch
Retrieve the Surface Span Stretch that corresponds to the given X Anchor
wireSpanYAnchor(double) - Method in class org.drip.spline.multidimensional.WireSurfaceStretch
Retrieve the Surface Span Stretch that corresponds to the given Y Anchor
WireSurfacePiecewiseConstant - Class in org.drip.spline.multidimensional
WireSurfacePiecewiseConstant implements the piecewise Constant version of the 2D Spline Response Surface.
WireSurfacePiecewiseConstant(double[], double[], double[][]) - Constructor for class org.drip.spline.multidimensional.WireSurfacePiecewiseConstant
WireSurfacePiecewiseConstant Constructor
WireSurfaceStretch - Class in org.drip.spline.multidimensional
WireSurfaceStretch implements a 2D spline surface stretch.
WireSurfaceStretch(String, SegmentCustomBuilderControl, TreeMap<Double, Span>) - Constructor for class org.drip.spline.multidimensional.WireSurfaceStretch
WireSurfaceStretch Constructor
WithinTolerance(double, double) - Static method in class org.drip.numerical.common.NumberUtil
Compare and checks if the two input numbers fall within a specified tolerance
WithinTolerance(double, double, double, double) - Static method in class org.drip.numerical.common.NumberUtil
Compare and checks if the two input numbers fall within a specified tolerance
WN1_ULTRA - Class in org.drip.template.ust
WN1_ULTRA demonstrates the Details behind the Implementation and the Pricing of the ULTRA LONG BOND WN1 UST Futures Contract.
WN1_ULTRA() - Constructor for class org.drip.template.ust.WN1_ULTRA
 
WN1Attribution - Class in org.drip.sample.treasuryfuturespnl
WN1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the WN1 Series.
WN1Attribution() - Constructor for class org.drip.sample.treasuryfuturespnl.WN1Attribution
 
WN1ClosesReconstitutor - Class in org.drip.sample.treasuryfuturesfeed
WN1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formated WN1 Closes Feed.
WN1ClosesReconstitutor() - Constructor for class org.drip.sample.treasuryfuturesfeed.WN1ClosesReconstitutor
 
WN1KeyRateDuration - Class in org.drip.sample.treasuryfuturesrisk
WN1KeyRateDuration demonstrates the Computation of the Key Rate Duration for the WN1 Treasury Futures.
WN1KeyRateDuration() - Constructor for class org.drip.sample.treasuryfuturesrisk.WN1KeyRateDuration
 
WO_TYPE_CALL - Static variable in class org.drip.param.valuation.WorkoutInfo
Work out type Call
WO_TYPE_MATURITY - Static variable in class org.drip.param.valuation.WorkoutInfo
Work out type Maturity
WO_TYPE_PUT - Static variable in class org.drip.param.valuation.WorkoutInfo
Work out type Put
WolfeEvolutionVerifier - Class in org.drip.function.rdtor1descent
WolfeEvolutionVerifier implements the Wolfe Criterion used for the Inexact Line Search Increment Generation.
WolfeEvolutionVerifier(double, boolean, double, boolean) - Constructor for class org.drip.function.rdtor1descent.WolfeEvolutionVerifier
WolfeEvolutionVerifier Constructor
WolfeEvolutionVerifierMetrics - Class in org.drip.function.rdtor1descent
WolfeEvolutionVerifierMetrics implements the Wolfe Criterion used for the Inexact Line Search Increment Generation.
WolfeEvolutionVerifierMetrics(double, boolean, double, boolean, UnitVector, double[], double, double, double, double[], double[]) - Constructor for class org.drip.function.rdtor1descent.WolfeEvolutionVerifierMetrics
WolfeEvolutionVerifierMetrics Constructor
wordBreakSentenceList(String) - Method in class org.drip.service.common.WordDictionary
Given a non-empty string and a dictionary containing a list of non-empty words, add spaces in the string to construct a sentence where each word is a valid dictionary word.
WordConcatenationStartList(String, Set<String>) - Static method in class org.drip.service.common.StringUtil
Generate the List of Word Concatenation Start
WordCount() - Constructor for class org.drip.sample.algo.TopKFrequentWords.WordCount
 
WordDictionary - Class in org.drip.service.common
WordDictionary is a data structure that supports the following two operations: addWord and search.
WordDictionary() - Constructor for class org.drip.service.common.WordDictionary
WordDictionary Constructor
WordExistsInBoard(char[][], String) - Static method in class org.drip.service.common.ArrayUtil
Given a 2D board and a word, find if the word exists in the grid.
WordLadderLength(String, String, Set<String>) - Static method in class org.drip.service.common.RecursionUtil
Calculate the smallest Number of changes needed to make the begin word to the end using the Words in the Dictionary
wordSet() - Method in class org.drip.service.common.WordDictionary
Retrieve the Set of Words
workingAgeConsumptionRate() - Method in class org.drip.portfolioconstruction.alm.ExpectedBasicConsumption
Retrieve the Working Age Consumption Rate
workingAgeIncome() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityCashFlow
Retrieve the Investor Working Age Income
workingAgeIncomeDF() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityCashFlow
Retrieve the Investor Working Age Income Discount Factor
workingAgeIncomeDF(double) - Method in class org.drip.portfolioconstruction.alm.DiscountRate
Retrieve the Working Age Income Discount Factor
workingAgeIncomePV() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityMetrics
Retrieve the PV of the Working Age Income
workingAgeIncomeRate() - Method in class org.drip.portfolioconstruction.alm.DiscountRate
Retrieve the Working Age Income Discount Rate
workingAgeIncomeSpread() - Method in class org.drip.portfolioconstruction.alm.DiscountRate
Retrieve the Working Age Income Spread
workout() - Method in class org.drip.param.definition.CalibrationParams
Retrieve the Work-out Info
WorkoutInfo - Class in org.drip.param.valuation
WorkoutInfo is the place-holder for the work-out parameters.
WorkoutInfo(int, double, double, int) - Constructor for class org.drip.param.valuation.WorkoutInfo
Constructor: Construct the class from the work-out date, yield, exercise factor, and type
workoutType() - Method in class org.drip.analytics.output.ExerciseInfo
Retrieve the Work-out Type
WorkoutTypeToString(int) - Static method in class org.drip.analytics.support.Helper
Turn the work out type to string
worstCaseComplexity() - Method in class org.drip.graph.heap.BinaryTreeAsymptote
Compute the Worst Case Complexity
writeJSONString(Writer) - Method in class org.drip.service.representation.JSONArray
 
writeJSONString(Writer) - Method in class org.drip.service.representation.JSONObject
 
writeJSONString(Writer) - Method in interface org.drip.service.representation.JSONStreamAware
write JSON string to out.
writeJSONString(Object, Writer) - Static method in class org.drip.service.representation.JSONValue
Encode an object into JSON text and write it to out.
writeJSONString(List, Writer) - Static method in class org.drip.service.representation.JSONArray
Encode a list into JSON text and write it to out.
writeJSONString(Map, Writer) - Static method in class org.drip.service.representation.JSONObject
Encode a map into JSON text and write it to out.
wtiSpotReturn() - Method in class org.drip.capital.systemicscenario.CreditSpreadEvent
Retrieve the WTI Spot Return Criterion
WTISpotReturn(double) - Static method in class org.drip.capital.systemicscenario.Criterion
Construct the WTI Spot Return Criterion
Wuchuan - Class in org.drip.sample.bondeos
Wuchuan demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Wuchuan.
Wuchuan() - Constructor for class org.drip.sample.bondeos.Wuchuan
 
Wuhan - Class in org.drip.sample.bondeos
Wuhan demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Wuhan.
Wuhan() - Constructor for class org.drip.sample.bondeos.Wuhan
 
Wuhu - Class in org.drip.sample.bondeos
Wuhu demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Wuhu.
Wuhu() - Constructor for class org.drip.sample.bondeos.Wuhu
 
Wuwei - Class in org.drip.sample.bondeos
Wuwei demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Wuwei.
Wuwei() - Constructor for class org.drip.sample.bondeos.Wuwei
 
Wuxi - Class in org.drip.sample.bondeos
Wuxi demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Wuxi.
Wuxi() - Constructor for class org.drip.sample.bondeos.Wuxi
 
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