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

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_bFullFirstStub - Variable in class org.drip.product.params.CDXRefDataParams

Index Full First Stub

_bHasBeenCalled - Variable in class org.drip.product.creator.BondProductBuilder

Has Been Exercised flag

_bHasBeenCalled - Variable in class org.drip.product.creator.BondRefDataBuilder

Has this been called

_bIsBearer - Variable in class org.drip.product.creator.BondRefDataBuilder

Is this a Bearer Bond

_bIsCallable - Variable in class org.drip.product.creator.BondProductBuilder

Callable flag

_bIsCallable - Variable in class org.drip.product.creator.BondRefDataBuilder

Callable flag

_bIsDefaulted - Variable in class org.drip.product.creator.BondProductBuilder

Is Defaulted flag

_bIsDefaulted - Variable in class org.drip.product.creator.BondRefDataBuilder

Has this bond defaulted

_bIsFloater - Variable in class org.drip.product.creator.BondProductBuilder

Is Floater flag

_bIsFloater - Variable in class org.drip.product.creator.BondRefDataBuilder

Is this bond a floater

_bIsPerpetual - Variable in class org.drip.product.creator.BondProductBuilder

Is Perpetual flag

_bIsPerpetual - Variable in class org.drip.product.creator.BondRefDataBuilder

Is this bond perpetual

_bIsPrivatePlacement - Variable in class org.drip.product.creator.BondRefDataBuilder

Is this a private placement

_bIsPutable - Variable in class org.drip.product.creator.BondProductBuilder

Putable flag

_bIsPutable - Variable in class org.drip.product.creator.BondRefDataBuilder

Putable flag

_bIsRegistered - Variable in class org.drip.product.creator.BondRefDataBuilder

Is this registered

_bIsReversibleConvertible - Variable in class org.drip.product.creator.BondRefDataBuilder

Flag indicating is reverse convertible

_bIsSinkable - Variable in class org.drip.product.creator.BondProductBuilder

Sinkable flag

_bIsSinkable - Variable in class org.drip.product.creator.BondRefDataBuilder

Sinkable flag

_bIsStructuredNote - Variable in class org.drip.product.creator.BondRefDataBuilder

Flag indicating Structured Note

_bIsUnitTraded - Variable in class org.drip.product.creator.BondRefDataBuilder

Flag indicating whether unit traded

_bKnockOutOnDefault - Variable in class org.drip.product.params.CDXRefDataParams

Index Knock-out On Default

_bPayAccrued - Variable in class org.drip.product.params.CDXRefDataParams

Index Pay Accrued

_bQuoteAsCDS - Variable in class org.drip.product.params.CDXRefDataParams

Index Quote As CDS

_bStatus - Variable in class org.drip.regression.core.RegressionRunOutput

Completion Status for the Regression Module

_bTradeStatus - Variable in class org.drip.product.creator.BondRefDataBuilder

Trade Status

_chebyshevCoefficientMatrix() - Method in class org.drip.specialfunction.lanczos.PSeriesGenerator

Retrieve the Chebyshev Coefficient Matrix

_dblCoupon - Variable in class org.drip.product.creator.BondProductBuilder

Coupon

_dblCoupon - Variable in class org.drip.product.creator.BondRefDataBuilder

Coupon

_dblCoupon - Variable in class org.drip.product.params.CDXRefDataParams

Index Coupon (bp)

_dblCoupon - Variable in class org.drip.product.params.StandardCDXParams

CDX Coupon

_dblCurrentCoupon - Variable in class org.drip.product.creator.BondProductBuilder

Current Coupon

_dblCurrentCoupon - Variable in class org.drip.product.creator.BondRefDataBuilder

Current Coupon

_dblFloatSpread - Variable in class org.drip.product.creator.BondProductBuilder

Floater Spread

_dblFloatSpread - Variable in class org.drip.product.creator.BondRefDataBuilder

Spread over the floater index for this bond

_dblIndexFactor - Variable in class org.drip.product.params.CDXRefDataParams

Index Factor

_dblIssueAmount - Variable in class org.drip.product.creator.BondRefDataBuilder

Issue Amount

_dblIssuePrice - Variable in class org.drip.product.creator.BondRefDataBuilder

Issue Price

_dblMinimumIncrement - Variable in class org.drip.product.creator.BondRefDataBuilder

Minimum Increment

_dblMinimumPiece - Variable in class org.drip.product.creator.BondRefDataBuilder

Minimum Piece

_dblOutstandingAmount - Variable in class org.drip.product.creator.BondRefDataBuilder

Outstanding Amount

_dblParAmount - Variable in class org.drip.product.creator.BondRefDataBuilder

Par Amount

_dblRecovery - Variable in class org.drip.product.params.CDXRefDataParams

Index Recovery

_dblRedemptionValue - Variable in class org.drip.product.creator.BondProductBuilder

Redemption Value

_dblRedemptionValue - Variable in class org.drip.product.creator.BondRefDataBuilder

Redemption Value

_dtAnnounce - Variable in class org.drip.product.creator.BondProductBuilder

Announce Date

_dtAnnounce - Variable in class org.drip.product.creator.BondRefDataBuilder

Announce Date

_dtCompletion - Variable in class org.drip.regression.core.RegressionRunOutput

Completion Time for the Regression Module

_dtFinalMaturity - Variable in class org.drip.product.creator.BondProductBuilder

Final Maturity Date

_dtFinalMaturity - Variable in class org.drip.product.creator.BondRefDataBuilder

Final Maturity Date

_dtFirstCoupon - Variable in class org.drip.product.creator.BondProductBuilder

First Coupon Date

_dtFirstCoupon - Variable in class org.drip.product.creator.BondRefDataBuilder

First Coupon Date

_dtFirstSettle - Variable in class org.drip.product.creator.BondProductBuilder

First Settle Date

_dtFirstSettle - Variable in class org.drip.product.creator.BondRefDataBuilder

First Settle Date

_dtInterestAccrualStart - Variable in class org.drip.product.creator.BondProductBuilder

Interest Accrual Start Date

_dtInterestAccrualStart - Variable in class org.drip.product.creator.BondRefDataBuilder

Interest Accrual Start Date

_dtIssue - Variable in class org.drip.product.creator.BondProductBuilder

Issue Date

_dtIssue - Variable in class org.drip.product.creator.BondRefDataBuilder

Issue Date

_dtIssue - Variable in class org.drip.product.params.CDXRefDataParams

Index Issue Date

_dtMaturity - Variable in class org.drip.product.creator.BondProductBuilder

Maturity

_dtMaturity - Variable in class org.drip.product.creator.BondRefDataBuilder

Maturity

_dtMaturity - Variable in class org.drip.product.params.CDXRefDataParams

Index Maturity Date

_dtNextCouponDate - Variable in class org.drip.product.creator.BondRefDataBuilder

Next Coupon Date

_dtPenultimateCouponDate - Variable in class org.drip.product.creator.BondRefDataBuilder

Penultimate Coupon Date

_dtPrevCouponDate - Variable in class org.drip.product.creator.BondRefDataBuilder

Previous Coupon Date

_iCouponFreq - Variable in class org.drip.product.creator.BondProductBuilder

Coupon Frequency

_iDefaultedComponentCount - Variable in class org.drip.product.params.CDXRefDataParams

Index Defaulted Component Count

_iFrequency - Variable in class org.drip.product.params.CDXRefDataParams

Index Frequency

_iIndexLifeSpan - Variable in class org.drip.product.params.CDXRefDataParams

Index Life Span

_iIndexSeries - Variable in class org.drip.product.params.CDXRefDataParams

Index Series

_iIndexVersion - Variable in class org.drip.product.params.CDXRefDataParams

Index Version

_iNumComponents - Variable in class org.drip.product.params.StandardCDXParams

Number of CDX Components

_iOriginalComponentCount - Variable in class org.drip.product.params.CDXRefDataParams

Index Original Component Count

_lExecTime - Variable in class org.drip.regression.core.RegressionRunOutput

Execution time for the Regression Module

_liability() - Method in class org.drip.xva.definition.SimpleBalanceSheet

Retrieve the Balance Sheet Liability

_mapCDXRefData - Static variable in class org.drip.product.creator.CDXRefDataHolder

CDX Reference Data Map

_mmCDXRDBFirstCouponSeries - Static variable in class org.drip.product.creator.CDXRefDataHolder

Date/Series CDX Coupon Double Map

_mmCDXRDBSeriesFirstCoupon - Static variable in class org.drip.product.creator.CDXRefDataHolder

Series/Date CDX Coupon Double Map

_strBBGID - Variable in class org.drip.product.creator.BondRefDataBuilder

Bloomberg ID

_strBBGParent - Variable in class org.drip.product.creator.BondRefDataBuilder

Bloomberg Parent

_strBBGTicker - Variable in class org.drip.product.params.CDXRefDataParams

Index Bloomberg Ticker

_strBBGUniqueID - Variable in class org.drip.product.creator.BondRefDataBuilder

Unique Bloomberg ID

_strCalculationType - Variable in class org.drip.product.creator.BondProductBuilder

Calculation Type

_strCalculationType - Variable in class org.drip.product.creator.BondRefDataBuilder

Calculation Type

_strCDRCountryCode - Variable in class org.drip.product.creator.BondRefDataBuilder

CDR Country Code

_strCDRSettleCode - Variable in class org.drip.product.creator.BondRefDataBuilder

CDR Settle Code

_strCollateralType - Variable in class org.drip.product.creator.BondRefDataBuilder

Collateral Type

_strCountryOfDomicile - Variable in class org.drip.product.creator.BondRefDataBuilder

Country of Domicile

_strCountryOfGuarantor - Variable in class org.drip.product.creator.BondRefDataBuilder

Country of Guarantor

_strCountryOfIncorporation - Variable in class org.drip.product.creator.BondRefDataBuilder

Country of Incorporation

_strCouponCurrency - Variable in class org.drip.product.creator.BondProductBuilder

Coupon Currency

_strCouponCurrency - Variable in class org.drip.product.creator.BondRefDataBuilder

Coupon Currency

_strCouponType - Variable in class org.drip.product.creator.BondProductBuilder

Coupon Type

_strCouponType - Variable in class org.drip.product.creator.BondRefDataBuilder

Coupon Type

_strCurrency - Variable in class org.drip.product.params.CDXRefDataParams

Index Currency

_strCurrency - Variable in class org.drip.product.params.StandardCDXParams

Currency

_strCurveID - Variable in class org.drip.product.params.CDXRefDataParams

Index Curve ID

_strCurveName - Variable in class org.drip.product.params.CDXRefDataParams

Index Curve Name

_strCurvyCurveID - Variable in class org.drip.product.params.CDXRefDataParams

Index Curvy Curve ID

_strCUSIP - Variable in class org.drip.product.creator.BondProductBuilder

CUSIP

_strCUSIP - Variable in class org.drip.product.creator.BondRefDataBuilder

CUSIP

_strDayCount - Variable in class org.drip.product.params.CDXRefDataParams

Index DayCount

_strDayCountCode - Variable in class org.drip.product.creator.BondProductBuilder

Day count Code

_strDayCountCode - Variable in class org.drip.product.creator.BondRefDataBuilder

Day Count Code

_strDescription - Variable in class org.drip.product.creator.BondRefDataBuilder

Description

_strExchangeCode - Variable in class org.drip.product.creator.BondRefDataBuilder

Exchange Code

_strFitch - Variable in class org.drip.product.creator.BondRefDataBuilder

Fitch Rating

_strFloatCouponConvention - Variable in class org.drip.product.creator.BondProductBuilder

Floater Coupon Day Count Convention

_strFloatCouponConvention - Variable in class org.drip.product.creator.BondRefDataBuilder

Float Coupon Convention

_strIndexClass - Variable in class org.drip.product.params.CDXRefDataParams

Index Class

_strIndexGroupName - Variable in class org.drip.product.params.CDXRefDataParams

Index Group Name

_strIndexLabel - Variable in class org.drip.product.params.CDXRefDataParams

Index Label

_strIndexName - Variable in class org.drip.product.params.CDXRefDataParams

Index Name

_strIndexShortGroupName - Variable in class org.drip.product.params.CDXRefDataParams

Index Short Group Name

_strIndexShortName - Variable in class org.drip.product.params.CDXRefDataParams

Index Short Name

_strIndustryGroup - Variable in class org.drip.product.creator.BondRefDataBuilder

Industry Group

_strIndustrySector - Variable in class org.drip.product.creator.BondRefDataBuilder

Industry Sector

_strIndustrySubgroup - Variable in class org.drip.product.creator.BondRefDataBuilder

Industry Sub Group

_strISIN - Variable in class org.drip.product.creator.BondProductBuilder

ISIN

_strISIN - Variable in class org.drip.product.creator.BondRefDataBuilder

ISIN

_strIssueCountry - Variable in class org.drip.product.creator.BondRefDataBuilder

Issue Country

_strIssueCountryCode - Variable in class org.drip.product.creator.BondRefDataBuilder

Issue Country Code

_strIssuer - Variable in class org.drip.product.creator.BondRefDataBuilder

Issuer Name

_strIssuerCategory - Variable in class org.drip.product.creator.BondRefDataBuilder

Issuer Category

_strIssuerIndustry - Variable in class org.drip.product.creator.BondRefDataBuilder

Issuer Industry

_strIssuerSPN - Variable in class org.drip.product.creator.BondProductBuilder

Issuer SPN

_strIssuerSPN - Variable in class org.drip.product.creator.BondRefDataBuilder

Issuer SPN

_strLeadManager - Variable in class org.drip.product.creator.BondRefDataBuilder

Lead Manager

_strLocation - Variable in class org.drip.product.params.CDXRefDataParams

Index Location

_strLongCompanyName - Variable in class org.drip.product.creator.BondRefDataBuilder

Long Company Name

_strMarketIssueType - Variable in class org.drip.product.creator.BondRefDataBuilder

Market Issue Type

_strMaturityType - Variable in class org.drip.product.creator.BondProductBuilder

Maturity Type

_strMaturityType - Variable in class org.drip.product.creator.BondRefDataBuilder

Maturity Type

_strMoody - Variable in class org.drip.product.creator.BondRefDataBuilder

Moody's Rating

_strName - Variable in class org.drip.product.creator.BondRefDataBuilder

Name

_strRateIndex - Variable in class org.drip.product.creator.BondProductBuilder

Rate Index

_strRateIndex - Variable in class org.drip.product.creator.BondRefDataBuilder

Floating rate index

_strRedemptionCurrency - Variable in class org.drip.product.creator.BondProductBuilder

Redemption Currency

_strRedemptionCurrency - Variable in class org.drip.product.creator.BondRefDataBuilder

Redemption Currency

_strRedID - Variable in class org.drip.product.params.CDXRefDataParams

Index Red ID

_strRegressionScenarioName - Variable in class org.drip.regression.core.RegressionRunOutput

Completion Status for the Regression Module

_strSecurityType - Variable in class org.drip.product.creator.BondRefDataBuilder

Security Type

_strSeries - Variable in class org.drip.product.creator.BondRefDataBuilder

Series

_strShortName - Variable in class org.drip.product.creator.BondRefDataBuilder

Short Name

_strShortName - Variable in class org.drip.product.params.CDXRefDataParams

Index Short Name

_strSnP - Variable in class org.drip.product.creator.BondRefDataBuilder

SnP rating

_strSnrSub - Variable in class org.drip.product.creator.BondRefDataBuilder

Senior or Sub-ordinate

_strSPN - Variable in class org.drip.product.params.CDXRefDataParams

Index Curve SPN

_strTicker - Variable in class org.drip.product.creator.BondProductBuilder

Ticker

_strTicker - Variable in class org.drip.product.creator.BondRefDataBuilder

Ticker

_strTradeCurrency - Variable in class org.drip.product.creator.BondProductBuilder

Trade Currency

_strTradeCurrency - Variable in class org.drip.product.creator.BondRefDataBuilder

Trade Currency

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 _
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