Index

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

X

x() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeNodeMetrics

Retrieve the Node's X

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

Retrieve the Variate

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

Retrieve the Transaction Amount X

x() - Method in class org.drip.measure.crng.ShiftRegisterGenerator

Retrieve the Array of State Values

x() - Method in class org.drip.numerical.common.Array2D

Retrieve the Array of X

xAnchorTermStructure(double) - Method in class org.drip.analytics.definition.MarketSurface

Extract the Term Structure Constructed at the X Anchor Node

xAnchorTermStructure(double) - Method in class org.drip.state.curve.BasisSplineMarketSurface

xArray() - Method in class org.drip.dynamics.ito.TimeRdVertex

Retrieve the X Array

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

Retrieve the Factor-Specific Univariate Volatility Function for the Specified Date

xDown() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics

Retrieve the "Down" Value for X

XDRHoliday - Class in org.drip.analytics.holset

XDRHoliday holds the XDR Holidays.

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

XDRHoliday Constructor

xee(double, double) - Method in class org.drip.specialfunction.definition.RiccatiBesselXeeEstimator

Evaluate Riccati-Bessel Xee Estimate given Alpha and z

xee(double, double) - Method in class org.drip.specialfunction.hankel.XeeFromBigH1

xee(double, double) - Method in class org.drip.specialfunction.hankel.XeeFromSC

xee(double, double) - Method in class org.drip.specialfunction.hankel.XeeFromSmallH1

XeeFromBigH1 - Class in org.drip.specialfunction.hankel

XeeFromBigH1 implements the Estimator for the Riccati-Bessel Xee Function using the Hankel Function of the First Kind.

XeeFromBigH1(HankelFirstKindEstimator) - Constructor for class org.drip.specialfunction.hankel.XeeFromBigH1

XeeFromBigH1 Constructor

XeeFromSC - Class in org.drip.specialfunction.hankel

XeeFromSC implements the Estimator for the Riccati-Bessel Xee Function using the Riccati-Bessel C and S Functions.

XeeFromSC(RiccatiBesselCEstimator, RiccatiBesselSEstimator) - Constructor for class org.drip.specialfunction.hankel.XeeFromSC

XeeFromSC Constructor

XeeFromSmallH1 - Class in org.drip.specialfunction.hankel

XeeFromSmallH1 implements the Estimator for the Riccati-Bessel Xee Function using the Spherical Hankel Function of the First Kind.

XeeFromSmallH1(SphericalHankelFirstKindEstimator) - Constructor for class org.drip.specialfunction.hankel.XeeFromSmallH1

XeeFromSmallH1 Constructor

XEUHoliday - Class in org.drip.analytics.holset

XEUHoliday holds the XEU Holidays.

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

XEUHoliday Constructor

Xiamen - Class in org.drip.sample.bondeos

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

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

Xian - Class in org.drip.sample.bondeos

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

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

Xiangcheng - Class in org.drip.sample.bondeos

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

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

Xiangtan - Class in org.drip.sample.bondeos

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

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

Xiangyang - Class in org.drip.sample.bondeos

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

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

Xianyang - Class in org.drip.sample.bondeos

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

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

Xingtai - Class in org.drip.sample.bondeos

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

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

Xining - Class in org.drip.sample.bondeos

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

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

Xinxiang - Class in org.drip.sample.bondeos

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

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

Xinyang - Class in org.drip.sample.bondeos

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

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

Xinyi - Class in org.drip.sample.bondeos

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

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

xLength() - Method in class org.drip.spaces.big.BigR2Array

Retrieve the Length of the X R¹ Array

xStochasticIndex() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeNodeMetrics

Retrieve the Tree Node's X Stochastic Index

xStochasticShift() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics

Retrieve the Stochastic Shift of X

Xuchang - Class in org.drip.sample.bondeos

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

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

xUp() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics

Retrieve the "Up" Value for X

Xuzhou - Class in org.drip.sample.bondeos

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

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

XVAExplain - Class in org.drip.sample.burgard2011

XVAExplain demonstrates the Trajectory Attribution of the Bank and Counter-Party Default Based Derivative Evolution of the Dynamic XVA Replication Porfolio.

XVAExplain() - Constructor for class org.drip.sample.burgard2011.XVAExplain

XVAGreeks - Class in org.drip.sample.burgard2011

XVAGreeks demonstrates the Bank and Counter-Party Default Based Derivative Evolution of the XVA Greeks and their Components.

XVAGreeks() - Constructor for class org.drip.sample.burgard2011.XVAGreeks

XVAMarketGeneration - Class in org.drip.sample.burgard2011

XVAMarketGeneration generates the Asset, the Bank, and the Counter Party Credit/Funding Metrics used in an XVA Run.

XVAMarketGeneration() - Constructor for class org.drip.sample.burgard2011.XVAMarketGeneration

XVAReplicationPortfolio - Class in org.drip.sample.burgard2011

XVAReplicationPortfolio demonstrates the Bank and Counter-Party Default Based Derivative Evolution of the Dynamic XVA Replication Porfolio.

XVAReplicationPortfolio() - Constructor for class org.drip.sample.burgard2011.XVAReplicationPortfolio

xVariance() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics

Retrieve the Variance in the Final Value of X

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