D-Index

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D

d() - Method in class org.drip.graph.treebuilder.DegreeConstrainedMSTGenerator: Retrieve the Vertex Degree Constraint d to generate the MST for
d() - Method in class org.drip.numerical.linearalgebra.UD: Retrieve D
D() - Method in class org.drip.function.r1tor1.SABRLIBORCapVolatility: Return "D"
DailyMetrics(JulianDate, String[], double[], String[], String[], String, int) - Static method in class org.drip.service.state.FundingCurveAPI: Generate the Funding Curve Daily Metrics
DailyMetrics(JulianDate, String[], double[], String[], String[], String, int) - Static method in class org.drip.service.state.OvernightCurveAPI: Generate the Overnight Curve Horizon Metrics for the Specified Date
DailyMetrics(JulianDate, String[], double[], String, double, String[]) - Static method in class org.drip.service.state.CreditCurveAPI: Generate the Horizon Metrics for the Specified Inputs
dailyVolatility() - Method in class org.drip.execution.parameters.AssetFlowSettings: Retrieve the Daily Volatility
dailyVolumeExecutionFactor() - Method in class org.drip.execution.parameters.PriceMarketImpactPower: Retrieve the Daily Reference Execution Rate as a Proportion of the Daily Volume
DaJagannathan2005a - Class in org.drip.sample.blacklitterman: DaJagannathan2005a reconciles the Outputs of the Black-Litterman Model Process.
DaJagannathan2005a() - Constructor for class org.drip.sample.blacklitterman.DaJagannathan2005a
DaJagannathan2005b - Class in org.drip.sample.blacklitterman: DaJagannathan2005b reconciles the Outputs of the Black-Litterman Model Process.
DaJagannathan2005b() - Constructor for class org.drip.sample.blacklitterman.DaJagannathan2005b
DaJagannathan2005c - Class in org.drip.sample.blacklitterman: DaJagannathan2005c reconciles the Outputs of the Black-Litterman Model Process.
DaJagannathan2005c() - Constructor for class org.drip.sample.blacklitterman.DaJagannathan2005c
DaJagannathan2005d - Class in org.drip.sample.blacklitterman: DaJagannathan2005d reconciles the Outputs of the Black-Litterman Model Process.
DaJagannathan2005d() - Constructor for class org.drip.sample.blacklitterman.DaJagannathan2005d
DaJagannathan2005e - Class in org.drip.sample.blacklitterman: DaJagannathan2005e reconciles the Outputs of the Black-Litterman Model Process.
DaJagannathan2005e() - Constructor for class org.drip.sample.blacklitterman.DaJagannathan2005e
Dalian - Class in org.drip.sample.bondeos: Dalian demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Dalian.
Dalian() - Constructor for class org.drip.sample.bondeos.Dalian
dampingCoefficient() - Method in class org.drip.dynamics.physical.LangevinEvolver: Retrieve the Damping Coefficient
dampingCoefficient() - Method in class org.drip.dynamics.physical.R1WhiteThermalFrictionalNoise: Retrieve the Damping Coefficient
Dandong - Class in org.drip.sample.bondeos: Dandong demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Dandong.
Dandong() - Constructor for class org.drip.sample.bondeos.Dandong
Danyang - Class in org.drip.sample.bondeos: Danyang demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Danyang.
Danyang() - Constructor for class org.drip.sample.bondeos.Danyang
dap() - Method in class org.drip.param.period.FixingSetting: Retrieve the Fixing DAP
dap() - Method in class org.drip.product.params.TerminationSetting: Retrieve the Termination Setting Date Adjustment Parameters
dapEdge() - Method in class org.drip.param.period.ComposableUnitBuilderSetting: Retrieve the Edge Date Adjust Parameters
dapPay() - Method in class org.drip.param.period.CompositePeriodSetting: Retrieve the Pay DAP
Daqing - Class in org.drip.sample.bondeos: Daqing demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Daqing.
Daqing() - Constructor for class org.drip.sample.bondeos.Daqing
Darbhanga - Class in org.drip.sample.bondmetrics: Darbhanga generates the Full Suite of Replication Metrics for Bond Darbhanga.
Darbhanga() - Constructor for class org.drip.sample.bondmetrics.Darbhanga
dataDependentVarianceBound(double[]) - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumMetrics: Retrieve the Univariate Sequence Dependent Variance Bound
dataDependentVarianceBound(double[][]) - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumMetrics: Retrieve the Multivariate Sequence Dependent Variance Bound
date() - Method in class org.drip.analytics.date.DateTime: Retrieve the Date
date() - Method in class org.drip.analytics.output.ExerciseInfo: Retrieve the Exercise Date
date() - Method in class org.drip.dynamics.lmm.BGMForwardTenorSnap: Retrieve the Tenor Date
date() - Method in class org.drip.exposure.csatimeline.EventDate: Retrieve the CSA Event Julian Date
date() - Method in class org.drip.exposure.regression.PillarVertex: Retrieve the Path Pillar Date
date() - Method in class org.drip.param.valuation.WorkoutInfo: Retrieve the Work-out Date
date() - Method in class org.drip.service.api.DateDiscountCurvePair: Retrieve the COB
date() - Method in class org.drip.service.api.DiscountCurveInputInstrument: Retrieve the Curve Epoch Date
date() - Method in class org.drip.xva.derivative.TerminalPayout: Retrieve the Terminal Pay Out Date
date(String) - Method in class org.drip.historical.attribution.PositionMarketSnap: Retrieve the Custom Date Entry corresponding to the Specified Key
date(String) - Method in class org.drip.historical.sensitivity.TenorDurationNodeMetrics: Retrieve the Custom Date Entry corresponding to the Specified Key
Date(int) - Static method in class org.drip.analytics.date.DateUtil: Return the Date given the Julian Date represented by the Integer.
DATE_PHASE_AFTER_MORTALITY - Static variable in class org.drip.portfolioconstruction.alm.InvestorCliffSettings: Date Phase - After Death
DATE_PHASE_AFTER_RETIREMENT - Static variable in class org.drip.portfolioconstruction.alm.InvestorCliffSettings: Date Phase - After Retirement
DATE_PHASE_BEFORE_RETIREMENT - Static variable in class org.drip.portfolioconstruction.alm.InvestorCliffSettings: Date Phase - Before Retirement
DATE_ROLL_ACTUAL - Static variable in class org.drip.analytics.daycount.Convention: Date Roll Actual
DATE_ROLL_FOLLOWING - Static variable in class org.drip.analytics.daycount.Convention: Date Roll Following
DATE_ROLL_MODIFIED_FOLLOWING - Static variable in class org.drip.analytics.daycount.Convention: Date Roll Modified Following
DATE_ROLL_MODIFIED_FOLLOWING_BIMONTHLY - Static variable in class org.drip.analytics.daycount.Convention: Date Roll Modified Following Bi-monthly
DATE_ROLL_MODIFIED_PREVIOUS - Static variable in class org.drip.analytics.daycount.Convention: Date Roll Modified Previous
DATE_ROLL_PREVIOUS - Static variable in class org.drip.analytics.daycount.Convention: Date Roll Previous
DateAdjustParams - Class in org.drip.analytics.daycount: DateAdjustParams class contains the parameters needed for adjusting dates.
DateAdjustParams(int, int, String) - Constructor for class org.drip.analytics.daycount.DateAdjustParams: Create a DateAdjustParams instance from the roll mode and the calendar
dateArrayAtColumn(int) - Method in class org.drip.feed.loader.CSVGrid: Retrieve the Array of JulianDate corresponding to the specified Column Index
DateArrayEntry(JSONObject, String) - Static method in class org.drip.service.jsonparser.Converter: Convert the JSON Entry to a Date Array
DateDiscountCurvePair - Class in org.drip.service.api: DateDiscountCurvePair contains the COB/Discount Curve Pair, and the corresponding computed outputs.
DateDiscountCurvePair(JulianDate, MergedDiscountForwardCurve, List<String>) - Constructor for class org.drip.service.api.DateDiscountCurvePair: DateDiscountCurvePair constructor
DateEntry(JSONObject, String) - Static method in class org.drip.service.jsonparser.Converter: Convert the JSON Entry to a Date
DateEOMAdjustment - Class in org.drip.analytics.daycount: DateEOMAdjustment holds the applicable adjustments for a given date pair.
DateEOMAdjustment() - Constructor for class org.drip.analytics.daycount.DateEOMAdjustment
DateInMonth - Class in org.drip.analytics.eventday: DateInMonth exports Functionality that generates the specific Event Date inside of the specified Month/Year.
DateInMonth(int, boolean, int, int, int, int) - Constructor for class org.drip.analytics.eventday.DateInMonth: DateInMonth Constructor
dateInYear(int, boolean) - Method in class org.drip.analytics.eventday.Base: Generate the full date specific to the input year
dateInYear(int, boolean) - Method in class org.drip.analytics.eventday.Fixed
dateInYear(int, boolean) - Method in class org.drip.analytics.eventday.Static
dateInYear(int, boolean) - Method in class org.drip.analytics.eventday.Variable
dateLocation(int) - Method in class org.drip.analytics.cashflow.ComposableUnitPeriod: Place the Date Node Location in Relation to the Segment Location
DateManipulationClient - Class in org.drip.sample.service: DateManipulationClient demonstrates the Invocation and Examination of the JSON-based Date Manipulation Service Client.
DateManipulationClient() - Constructor for class org.drip.sample.service.DateManipulationClient
DateProcessor - Class in org.drip.service.json: DateProcessor Sets Up and Executes a JSON Based In/Out Date Related Service.
DateProcessor() - Constructor for class org.drip.service.json.DateProcessor
DateRollAPI - Class in org.drip.sample.date: DateRollAPI demonstrates Date Roll Functionality.
DateRollAPI() - Constructor for class org.drip.sample.date.DateRollAPI
dates() - Method in class org.drip.dynamics.lmm.BGMTenorNodeSequence: Retrieve the Array of Tenor Dates
dates() - Method in class org.drip.product.params.EmbeddedOptionSchedule: Get the array of dates
dates() - Method in class org.drip.state.nonlinear.FlatForwardDiscountCurve: Retrieve the Forward Node Dates
dateSnap() - Method in class org.drip.historical.sensitivity.TenorDurationNodeMetrics: Retrieve the KRD Date Snap
DateTime - Class in org.drip.analytics.date: DateTime provides the representation of the instantiation-time date and time objects.
DateTime() - Constructor for class org.drip.analytics.date.DateTime: Default constructor initializes the time and date to the current time and current date.
DateTime(double, long) - Constructor for class org.drip.analytics.date.DateTime: Constructs DateTime from separate date and time inputs
DateUtil - Class in org.drip.analytics.date: DateUtil contains Various Utilities for manipulating Date.
DateUtil() - Constructor for class org.drip.analytics.date.DateUtil
DateYield(int, String, String, int[], double[]) - Static method in class org.drip.state.creator.ScenarioGovvieCurveBuilder: Construct a Govvie Curve from an Array of Dates and Yields
Datong - Class in org.drip.sample.bondeos: Datong demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Datong.
Datong() - Constructor for class org.drip.sample.bondeos.Datong
Davanagere - Class in org.drip.sample.municipal: Davanagere demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Davanagere.
Davanagere() - Constructor for class org.drip.sample.municipal.Davanagere
Day(Date) - Static method in class org.drip.analytics.date.DateUtil: Return the Day corresponding to the java.util.Date Instance
DayChars(int) - Static method in class org.drip.analytics.date.DateUtil: Get the English word for day corresponding to the input integer
dayCount() - Method in class org.drip.market.definition.FloaterIndex: Retrieve the Index Day Count Convention
dayCount() - Method in class org.drip.market.issue.TreasurySetting: Retrieve the Day Count
dayCount() - Method in class org.drip.market.otc.CreditIndexConvention: Retrieve the Day Count
dayCount() - Method in class org.drip.market.otc.FixedStreamConvention: Retrieve the Day Count Convention
dayCount() - Method in class org.drip.param.quoting.YieldInterpreter: Retrieve the Day Count Convention
dayCount() - Method in class org.drip.product.params.FloaterSetting: Retrieve the Floating Day Count
dayCount() - Method in class org.drip.state.govvie.GovvieCurve: Retrieve the Yield Day Count
DayCountAPI - Class in org.drip.sample.date: DayCountAPI demonstrates Day-count API Functionality.
DayCountAPI() - Constructor for class org.drip.sample.date.DayCountAPI
DayOfTheWeek(Date) - Static method in class org.drip.analytics.date.DateUtil: Return the Day of the Week corresponding to the java.util.Date Instance
dayOfWeek() - Method in class org.drip.analytics.eventday.DateInMonth: Retrieve the Day Of Week
days() - Method in class org.drip.analytics.daycount.ActActDCParams: Number of Days in the Act/Act Period
days() - Method in class org.drip.analytics.eventday.Weekend: Retrieve the weekend days
daysAccrued(int, int, boolean, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DC1_1
daysAccrued(int, int, boolean, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DC28_360
daysAccrued(int, int, boolean, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DC30_360
daysAccrued(int, int, boolean, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DC30_365
daysAccrued(int, int, boolean, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DC30_Act
daysAccrued(int, int, boolean, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DC30E_360_ISDA
daysAccrued(int, int, boolean, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DC30E_360
daysAccrued(int, int, boolean, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DC30EPLUS_360_ISDA
daysAccrued(int, int, boolean, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCAct_360
daysAccrued(int, int, boolean, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCAct_364
daysAccrued(int, int, boolean, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCAct_365
daysAccrued(int, int, boolean, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCAct_365L
daysAccrued(int, int, boolean, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCAct_Act_ISDA
daysAccrued(int, int, boolean, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCAct_Act_UST
daysAccrued(int, int, boolean, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCAct_Act
daysAccrued(int, int, boolean, ActActDCParams, String) - Method in interface org.drip.analytics.daycount.DCFCalculator: Calculates the number of days accrued between the two given days
daysAccrued(int, int, boolean, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCNL_360
daysAccrued(int, int, boolean, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCNL_365
daysAccrued(int, int, boolean, ActActDCParams, String) - Method in class org.drip.analytics.daycount.DCNL_Act
DaysAccrued(int, int, String, boolean, ActActDCParams, String) - Static method in class org.drip.analytics.daycount.Convention: Calculate the Days Accrued between 2 given Dates for the given Day Count Convention and the other Parameters
daysDiff(JulianDate) - Method in class org.drip.analytics.date.JulianDate: Difference in Days between the Current and the Input Dates
DaysElapsed(int) - Static method in class org.drip.analytics.date.DateUtil: Number of Days elapsed in the Year represented by the given Julian Date
DaysInMonth(int, int) - Static method in class org.drip.analytics.date.DateUtil: Get the maximum number of days in the given month and year
DaysRemaining(int) - Static method in class org.drip.analytics.date.DateUtil: Number of Days remaining in the Year represented by the given Julian Date
DBR(JulianDate, JulianDate, double) - Static method in class org.drip.service.template.TreasuryBuilder: Construct an Instance of the German Treasury EUR DBR Bond
DBRBenchmarkAttribution - Class in org.drip.sample.treasurypnl: DBRBenchmarkAttribution demonstrates the Computation of the PnL Time Series Metrics for the DBR Benchmark Bond Series.
DBRBenchmarkAttribution() - Constructor for class org.drip.sample.treasurypnl.DBRBenchmarkAttribution
DBRReconstitutor - Class in org.drip.sample.treasuryfeed: DBRReconstitutor demonstrates the Cleansing and Re-constitution of the DBR Yield Marks obtained from Historical Yield Curve Prints.
DBRReconstitutor() - Constructor for class org.drip.sample.treasuryfeed.DBRReconstitutor
dc() - Method in class org.drip.service.api.DateDiscountCurvePair: Retrieve the Discount Curve
DC_BASE - Static variable in class org.drip.param.market.DiscountCurveScenarioContainer: Base Discount Curve
DC_FLAT_DN - Static variable in class org.drip.param.market.DiscountCurveScenarioContainer: Discount Curve Parallel Bump Down
DC_FLAT_UP - Static variable in class org.drip.param.market.DiscountCurveScenarioContainer: Discount Curve Parallel Bump Up
DC_TENOR_DN - Static variable in class org.drip.param.market.DiscountCurveScenarioContainer: Discount Curve Tenor Bump Down
DC_TENOR_UP - Static variable in class org.drip.param.market.DiscountCurveScenarioContainer: Discount Curve Tenor Bump Up
DC1_1 - Class in org.drip.analytics.daycount: DC1_1 implements the 1/1 day count convention.
DC1_1() - Constructor for class org.drip.analytics.daycount.DC1_1: Empty DC1_1 constructor
DC28_360 - Class in org.drip.analytics.daycount: DC28_360 implements the 28/360 day count convention.
DC28_360() - Constructor for class org.drip.analytics.daycount.DC28_360: Empty DC28_360 constructor
DC30_360 - Class in org.drip.analytics.daycount: DC30_360 implements the 30/360 day count convention.
DC30_360() - Constructor for class org.drip.analytics.daycount.DC30_360: Empty DC30_360 constructor
DC30_365 - Class in org.drip.analytics.daycount: DC30_365 implements the 30/365 Day Count Convention.
DC30_365() - Constructor for class org.drip.analytics.daycount.DC30_365: Empty DC30_365 constructor
DC30_Act - Class in org.drip.analytics.daycount: DC30_Act implements the 30/Act day count convention.
DC30_Act() - Constructor for class org.drip.analytics.daycount.DC30_Act: Empty DC30_Act constructor
DC30E_360 - Class in org.drip.analytics.daycount: DC30E_360 implements the 30E/360 day count convention.
DC30E_360() - Constructor for class org.drip.analytics.daycount.DC30E_360: Empty DC30E_360 constructor
DC30E_360_ISDA - Class in org.drip.analytics.daycount: DC30E_360_ISDA implements the 30E/360 ISDA day count convention.
DC30E_360_ISDA() - Constructor for class org.drip.analytics.daycount.DC30E_360_ISDA: Empty DC30E_360_ISDA constructor
DC30EPLUS_360_ISDA - Class in org.drip.analytics.daycount: DC30EPLUS_360_ISDA implements the 30E+/360 ISDA day count convention.
DC30EPLUS_360_ISDA() - Constructor for class org.drip.analytics.daycount.DC30EPLUS_360_ISDA: Empty DC30EPLUS_360_ISDA constructor
DCAct_360 - Class in org.drip.analytics.daycount: DCAct_360 implements the Act/360 day count convention.
DCAct_360() - Constructor for class org.drip.analytics.daycount.DCAct_360: Empty DCAct_360 constructor
DCAct_364 - Class in org.drip.analytics.daycount: DCAct_364 implements the Act/364 day count convention.
DCAct_364() - Constructor for class org.drip.analytics.daycount.DCAct_364: Empty DCAct_364 constructor
DCAct_365 - Class in org.drip.analytics.daycount: DCAct_365 implements the Act/365 day count convention.
DCAct_365() - Constructor for class org.drip.analytics.daycount.DCAct_365: Empty DCAct_365 constructor
DCAct_365L - Class in org.drip.analytics.daycount: DCAct_365L implements the Act/365L day count convention.
DCAct_365L() - Constructor for class org.drip.analytics.daycount.DCAct_365L: Empty DCAct_365L constructor
DCAct_Act - Class in org.drip.analytics.daycount: DCAct_Act implements the Act/Act day count convention.
DCAct_Act() - Constructor for class org.drip.analytics.daycount.DCAct_Act: Empty DCAct_Act constructor
DCAct_Act_ISDA - Class in org.drip.analytics.daycount: DCAct_Act_ISDA implements the ISDA Act/Act day count convention.
DCAct_Act_ISDA() - Constructor for class org.drip.analytics.daycount.DCAct_Act_ISDA: Empty DCAct_Act_ISDA constructor
DCAct_Act_UST - Class in org.drip.analytics.daycount: DCAct_Act_UST implements the US Treasury Bond Act/Act Day Count Convention.
DCAct_Act_UST() - Constructor for class org.drip.analytics.daycount.DCAct_Act_UST: Empty DCAct_Act_UST constructor
dcf() - Method in class org.drip.analytics.cashflow.ReferenceIndexPeriod: Retrieve the Reference Period Day Count Fraction
dcf() - Method in class org.drip.analytics.output.CompositePeriodCouponMetrics: Retrieve the Composite DCF
dcf() - Method in class org.drip.analytics.output.UnitPeriodMetrics: Retrieve the Day Count Fraction
DCFCalculator - Interface in org.drip.analytics.daycount: DCFCalculator is the stub for all the day count convention functionality.
DCNL_360 - Class in org.drip.analytics.daycount: DCNL_360 implements the NL/360 day count convention.
DCNL_360() - Constructor for class org.drip.analytics.daycount.DCNL_360: Empty DCNL_360 constructor
DCNL_365 - Class in org.drip.analytics.daycount: DCNL_365 implements the NL/365 day count convention.
DCNL_365() - Constructor for class org.drip.analytics.daycount.DCNL_365: Empty DCNL_365 constructor
DCNL_Act - Class in org.drip.analytics.daycount: DCNL_Act implements the NL/Act day count convention.
DCNL_Act() - Constructor for class org.drip.analytics.daycount.DCNL_Act: Empty DCNL_Act constructor
dContinuousForwardDXInitial() - Method in class org.drip.dynamics.lmm.ContinuousForwardRateUpdate: Retrieve the Initial D {Continuously Compounded Forward Rate} / DX
dContinuousForwardDXTerminal() - Method in class org.drip.dynamics.lmm.ContinuousForwardRateUpdate: Retrieve the Terminal D {Continuously Compounded Forward Rate} / DX
DDMMMYYYY(int) - Static method in class org.drip.analytics.date.DateUtil: Create an DD/MMM/YYYY String from the Input Julian Integer
deactivate() - Method in class org.drip.portfolioconstruction.optimizer.ObjectiveTermUnit: Turn OFF the Objective Term Unit
dealer() - Method in class org.drip.exposure.mpor.TradePayment: Retrieve the Dealer Trade Payment
dealer() - Method in class org.drip.exposure.universe.MarketVertex: Retrieve the Realized Dealer Senior Market Vertex
dealer() - Method in class org.drip.xva.hypothecation.CollateralGroupVertexCloseOut: Retrieve the Dealer Close Out
DEALER - Static variable in class org.drip.oms.transaction.OrderIssuer: Issuer Type Dealer
dealerAccumulation() - Method in class org.drip.xva.derivative.CashAccountEdge: Retrieve the Incremental Amount added to the Cash Account coming from Dealer Borrowing/Funding
dealerCollateralThreshold() - Method in class org.drip.exposure.mpor.CollateralAmountEstimatorOutput: Retrieve the Dealer Collateral Threshold
dealerDefault(double) - Method in class org.drip.xva.definition.CloseOut: Retrieve the Close-out from the Exposure on Dealer Default
dealerDefault(double, double) - Method in class org.drip.xva.definition.CloseOut: Retrieve the Close-out from the Exposure on Dealer Default
dealerDefault(double, double) - Method in class org.drip.xva.definition.CloseOutBilateral
dealerDefaultCloseOut() - Method in class org.drip.xva.vertex.BurgardKjaer: Retrieve the Close Out on Dealer Default
dealerDefaultWindow() - Method in class org.drip.xva.proto.PositionGroupSpecification: Retrieve the Dealer Default Window
dealerHazardLabel() - Method in class org.drip.exposure.evolver.EntityDynamicsContainer: Retrieve the Dealer Hazard Label
dealerHazardLabel() - Method in class org.drip.xva.proto.CreditDebtGroupSpecification: Retrieve the Dealer Hazard Label
dealerHazardLabel() - Method in class org.drip.xva.topology.CreditDebtGroup: Retrieve the Dealer Hazard Label
dealerHazardLabelMap() - Method in class org.drip.xva.topology.Adiabat: Retrieve the Dealer Hazard Label Map
dealerHazardLabelMap() - Method in class org.drip.xva.topology.AdiabatMarketParams: Retrieve the Map of Dealer Hazard Labels
dealerHazardLabelMap() - Method in class org.drip.xva.topology.FundingGroup: Retrieve the Dealer Hazard Label Map
dealerHazardRateEvolver() - Method in class org.drip.exposure.evolver.EntityDynamicsContainer: Retrieve the Dealer Hazard Rate Evolver
dealerMarginDate() - Method in class org.drip.exposure.mpor.CollateralAmountEstimatorOutput: Retrieve the Dealer Margin Date
DealerPortfolioBuilder(JulianDate, CollateralGroupVertexExposure, MarketEdge, CollateralGroupVertexCloseOut, BurgardKjaerExposure) - Static method in class org.drip.xva.vertex.BurgardKjaerBuilder: Construct a Path-wise Dynamic Dealer Portfolio
dealerPostDefaultPositionValue(MarketVertex) - Method in class org.drip.xva.derivative.ReplicationPortfolioVertex: Compute the Market Value of the Dealer Position Post-Default
dealerPostingRequirement() - Method in class org.drip.exposure.mpor.CollateralAmountEstimatorOutput: Retrieve the Dealer Posting Requirement
dealerPostingRequirement(JulianDate) - Method in class org.drip.exposure.mpor.CollateralAmountEstimator: Calculate the Margin Amount Required to be Posted by the Dealer
dealerPreDefaultPositionValue(MarketVertex) - Method in class org.drip.xva.derivative.ReplicationPortfolioVertex: Compute the Market Value of the Dealer Position Pre-Default
dealerReplicationPortfolio() - Method in class org.drip.xva.vertex.BurgardKjaer: Retrieve the Dealer Replication Potrfolio Instance
dealerSeniorFunding() - Method in class org.drip.exposure.evolver.PrimarySecurityDynamicsContainer: Retrieve the Dealer Senior Funding Primary Security
dealerSeniorFundingLabel() - Method in class org.drip.xva.proto.FundingGroupSpecification: Retrieve the Dealer Senior Funding Label
dealerSeniorFundingLabel() - Method in class org.drip.xva.topology.FundingGroup: Retrieve the Dealer Senior Funding Label
dealerSeniorFundingLabelMap() - Method in class org.drip.xva.topology.Adiabat: Retrieve the Dealer Senior Funding Label Map
dealerSeniorFundingLabelMap() - Method in class org.drip.xva.topology.AdiabatMarketParams: Retrieve the Map of Dealer Senior Funding Labels
dealerSeniorFundingRecovery() - Method in class org.drip.xva.definition.CloseOutBilateral: Retrieve the Dealer Senior Funding Recovery Rate
dealerSeniorNumeraireHoldings() - Method in class org.drip.xva.derivative.ReplicationPortfolioVertex: Retrieve the Number of Dealer Senior Numeraire Holdings
dealerSeniorRecoveryLabel() - Method in class org.drip.exposure.evolver.EntityDynamicsContainer: Retrieve the Dealer Senior Recovery Label
dealerSeniorRecoveryLabel() - Method in class org.drip.xva.proto.CreditDebtGroupSpecification: Retrieve the Dealer Senior Recovery Label
dealerSeniorRecoveryLabel() - Method in class org.drip.xva.topology.CreditDebtGroup: Retrieve the Dealer Senior Recovery Label
dealerSeniorRecoveryLabelMap() - Method in class org.drip.xva.topology.Adiabat: Retrieve the Dealer Senior Recovery Label Map
dealerSeniorRecoveryLabelMap() - Method in class org.drip.xva.topology.AdiabatMarketParams: Retrieve the Map of Dealer Senior Recovery Labels
dealerSeniorRecoveryLabelMap() - Method in class org.drip.xva.topology.FundingGroup: Retrieve the Dealer Senior Recovery Label Map
dealerSeniorRecoveryRateEvolver() - Method in class org.drip.exposure.evolver.EntityDynamicsContainer: Retrieve the Dealer Senior Recovery Rate Evolver
dealerSubordinateFunding() - Method in class org.drip.exposure.evolver.PrimarySecurityDynamicsContainer: Retrieve the Dealer Subordinate Funding Primary Security
dealerSubordinateFundingLabel() - Method in class org.drip.xva.proto.FundingGroupSpecification: Retrieve the Dealer Subordinate Funding Label
dealerSubordinateFundingLabel() - Method in class org.drip.xva.topology.FundingGroup: Retrieve the Dealer Subordinate Funding Label
dealerSubordinateFundingLabelMap() - Method in class org.drip.xva.topology.Adiabat: Retrieve the Dealer Subordinate Funding Label Map
dealerSubordinateFundingLabelMap() - Method in class org.drip.xva.topology.AdiabatMarketParams: Retrieve the Map of Dealer Subordinate Funding Labels
dealerSubordinateNumeraireHoldings() - Method in class org.drip.xva.derivative.ReplicationPortfolioVertex: Retrieve the Number of Dealer Subordinate Numeraire Holdings
dealerSubordinateRecoveryLabel() - Method in class org.drip.exposure.evolver.EntityDynamicsContainer: Retrieve the Dealer Subordinate Recovery Label
dealerSubordinateRecoveryLabel() - Method in class org.drip.xva.proto.CreditDebtGroupSpecification: Retrieve the Dealer Subordinate Recovery Label
dealerSubordinateRecoveryLabel() - Method in class org.drip.xva.topology.CreditDebtGroup: Retrieve the Dealer Subordinate Recovery Label
dealerSubordinateRecoveryLabelMap() - Method in class org.drip.xva.topology.Adiabat: Retrieve the Dealer Subordinate Recovery Label Map
dealerSubordinateRecoveryLabelMap() - Method in class org.drip.xva.topology.AdiabatMarketParams: Retrieve the Map of Dealer Subordinate Recovery Labels
dealerSubordinateRecoveryLabelMap() - Method in class org.drip.xva.topology.FundingGroup: Retrieve the Dealer Subordinate Recovery Label Map
dealerSubordinateRecoveryRateEvolver() - Method in class org.drip.exposure.evolver.EntityDynamicsContainer: Retrieve the Dealer Subordinate Recovery Rate Evolver
dealerThreshold(JulianDate) - Method in class org.drip.exposure.mpor.CollateralAmountEstimator: Calculate the Dealer Margin Threshold
dealerThresholdFunction() - Method in class org.drip.xva.proto.PositionGroupSpecification: Retrieve the Collateral Group Dealer Threshold R¹ - R¹ Function
dealerTradePayment() - Method in class org.drip.exposure.csatimeline.LastFlowDates: Retrieve the Last Dealer Trade Payment (Settlement) Date
dealerTradePaymentDelay() - Method in class org.drip.exposure.csatimeline.AndersenPykhtinSokolLag: Retrieve the Dealer Trade Payment Delay
dealerVariationMarginPosting() - Method in class org.drip.exposure.csatimeline.LastFlowDates: Retrieve the Last Dealer Variation Margin Posting (Observation) Date
dealerVariationMarginPostingDelay() - Method in class org.drip.exposure.csatimeline.AndersenPykhtinSokolLag: Retrieve the Dealer Variation Margin Posting Delay
dealerWindowMarginValue() - Method in class org.drip.exposure.mpor.CollateralAmountEstimatorOutput: Retrieve the Margin Value at the Dealer Default Window
dealerWindowMarginValue(JulianDate) - Method in class org.drip.exposure.mpor.CollateralAmountEstimator: Calculate the Margin Value at the Dealer Default Window
debias() - Method in class org.drip.measure.discrete.QuadraticResampler: Indicate if the Sampling Bias needs to be Removed
debt() - Method in interface org.drip.xva.hypothecation.CollateralGroupVertexExposureComponent: Retrieve the Debt Exposure of the Collateral Group
debt() - Method in class org.drip.xva.vertex.AlbaneseAndersen
debt() - Method in class org.drip.xva.vertex.BurgardKjaer
debt() - Method in class org.drip.xva.vertex.BurgardKjaerExposure
debtAdjustment() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment
debtAdjustment() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment
debtAdjustment() - Method in interface org.drip.xva.gross.PathExposureAdjustment: Compute Path Debt Adjustment
debtAdjustment() - Method in class org.drip.xva.netting.CreditDebtGroupPath: Compute Path Debt Adjustment
debtAdjustment() - Method in class org.drip.xva.strategy.AlbaneseAndersenNettingGroupPath
DEBUG - Static variable in class org.drip.analytics.support.Logger: Logger level DEBUG
decayStepCount() - Method in class org.drip.function.rdtor1solver.InteriorPointBarrierControl: Retrieve the Number of Decay Steps
decayVelocity() - Method in class org.drip.function.rdtor1solver.InteriorPointBarrierControl: Retrieve the Decay Velocity
DECEMBER - Static variable in class org.drip.analytics.date.DateUtil: Integer Month - December
DecimalNumberFromString(String) - Static method in class org.drip.service.common.StringUtil: Convert the String to a Number
DecisionFunctionOperatorBounds - Class in org.drip.learning.svm: DecisionFunctionOperatorBounds implements the Dot Product Entropy Number Upper Bounds for the Product of Kernel Feature Map Function and the Scaling Diagonal Operator.
DecisionFunctionOperatorBounds(DiagonalScalingOperator, double, double, int) - Constructor for class org.drip.learning.svm.DecisionFunctionOperatorBounds: DecisionFunctionOperatorBounds Constructor
DecisionTreePerformanceAsymptote - Class in org.drip.sample.graph: DecisionTreePerformanceAsymptote illustrates the Estimation of Decision Tree Performance Asymptote.
DecisionTreePerformanceAsymptote() - Constructor for class org.drip.sample.graph.DecisionTreePerformanceAsymptote
DecodeCombinations(String) - Static method in class org.drip.service.common.GraphUtil: Decode all possible Combinations of the Number
DecodeStringAtIndex(String, int) - Static method in class org.drip.service.common.StringUtil: An encoded string is given.
DEEP_DOWNTURN - Static variable in class org.drip.capital.definition.SystemicScenarioDefinition: Deep Down-turn SYSTEMIC Scenario
deepDownturn() - Method in class org.drip.capital.shell.SystemicScenarioPnLSeries: Retrieve the Deep Down-turn PnL Series
deepDownturn() - Method in class org.drip.capital.systemicscenario.HypotheticalScenarioDefinition: Retrieve the Deep Down-turn Scenario Realization
deepDownturnDecompositionMap() - Method in class org.drip.capital.shell.SystemicScenarioPnLSeriesPAA: Retrieve the Deep Down-turn PAA Category PnL Decomposition Map
DEFAULT_TICK_SIZE - Static variable in class org.drip.state.identifier.EntityEquityLabel: Tick Size Default 1 cent
defaulted() - Method in class org.drip.product.credit.BondComponent
defaulted() - Method in class org.drip.product.definition.Bond: Indicate if the bond has defaulted
defaulted() - Method in class org.drip.product.params.TerminationSetting: Indicate if the contract has defaulted
defaultExposure() - Method in class org.drip.analytics.output.BondWorkoutMeasures: Retrieve Default Exposure - Same as PV on instantaneous default
defaultExposureNoRec() - Method in class org.drip.analytics.output.BondWorkoutMeasures: Retrieve the Default Exposure without recovery - Same as PV on instantaneous default without recovery
defaultSegmentBuilderControl() - Method in class org.drip.state.estimator.SmoothingCurveStretchParams: Retrieve the Default Segment Builder Parameters
Definitions - Class in org.drip.specialfunction.gamma: Definitions contains all the Definitions and Constants relating to the Gamma Function Family.
Definitions() - Constructor for class org.drip.specialfunction.gamma.Definitions
Deflationary() - Static method in class org.drip.capital.systemicscenario.SystemicStressShockIndicator: Construct a Deflationary Systemic Stress Shock Indicator
DEFLATIONARY - Static variable in class org.drip.capital.systemicscenario.SystemicStressShockIndicator: DEFLATIONARY Systemic Stress Scenario
degree() - Method in class org.drip.function.enerf.GeneralizedErrorFunction: Retrieve the Degree of the E_n erf
degree() - Method in class org.drip.function.enerf.GeneralizedMacLaurinSeriesTerm: Retrieve the Degree of the Generalized E_n Series Term
degree() - Method in class org.drip.numerical.quadrature.OrthogonalPolynomial: Retrieve the Degree of the Orthogonal Polynomial
degreeCoefficient() - Method in class org.drip.numerical.quadrature.OrthogonalPolynomial: Retrieve the Coefficient of the Degree of the Orthogonal Polynomial
DegreeConstrainedMSTGenerator - Class in org.drip.graph.treebuilder: DegreeConstrainedMSTGenerator exposes the Functionality behind the Degree-Constrained MST Generation for a given Graph and Vertex Degree.
degreesOfFreedom() - Method in class org.drip.capital.setting.HorizonTailPnLControl: Retrieve the PnL Distribution Degrees of Freedom
degreesOfFreedom() - Method in class org.drip.measure.chisquare.R1Central: Retrieve the Degrees of Freedom
degreesOfFreedom() - Method in class org.drip.measure.chisquare.R1CentralCLTProxy: Retrieve the Degrees of Freedom
degreesOfFreedom() - Method in class org.drip.measure.chisquare.R1CentralFisherProxy: Retrieve the Degrees of Freedom
degreesOfFreedom() - Method in class org.drip.measure.chisquare.R1NonCentralParameters: Retrieve the Degrees of Freedom
degreesOfFreedom() - Method in class org.drip.measure.chisquare.R1WilsonHilferty: Retrieve the Degrees of Freedom
degreesOfFreedom() - Method in class org.drip.measure.statistics.UnivariateMoments: Retrieve the Degrees of Freedom
Dehradun - Class in org.drip.sample.bondsink: Dehradun generates the Full Suite of Replication Metrics for the Sinker Bond Dehradun.
Dehradun() - Constructor for class org.drip.sample.bondsink.Dehradun
DelayedCollateralTransferInitiation(EventDate, String) - Static method in class org.drip.exposure.csatimeline.EventDateBuilder: Construct the Delayed Collateral Transfer Initiation CSA Event Date
delete(KEY) - Method in class org.drip.graph.heap.PriorityQueue: Delete the Entry corresponding to the specified Key
Delhi - Class in org.drip.sample.bondmetrics: Delhi generates the Full Suite of Replication Metrics for a Sample Bond.
Delhi() - Constructor for class org.drip.sample.bondmetrics.Delhi
DelinquentAccountsLast2Years - Class in org.drip.loan.borrower: DelinquentAccountsLast2Years contains the Total Number of Borrower Delinquent Accounts over the Last Two Years.
DelinquentAccountsLast2Years(int) - Constructor for class org.drip.loan.borrower.DelinquentAccountsLast2Years: DelinquentAccountsLast2Years Constructor
DeliverableSwapFutures - Class in org.drip.market.exchange: DeliverableSwapFutures contains the details of the exchange-traded Deliverable Swap Futures Contracts.
DeliverableSwapFutures(String, String, double, double, LastTradingDateSetting) - Constructor for class org.drip.market.exchange.DeliverableSwapFutures: DeliverableSwapFutures constructor
DeliverableSwapFuturesContainer - Class in org.drip.market.exchange: DeliverableSwapFuturesContainer holds the Deliverable Swap Futures Contracts.
DeliverableSwapFuturesContainer() - Constructor for class org.drip.market.exchange.DeliverableSwapFuturesContainer
deliveryMonths() - Method in class org.drip.market.exchange.TreasuryFuturesSettle: Retrieve the Delivery Months
deliveryMonths() - Method in class org.drip.product.govvie.TreasuryFutures: Retrieve the Array of Delivery Months
deliveryNotice() - Method in class org.drip.market.exchange.TreasuryFuturesEventDates: Retrieve the Delivery Notice Date
delocalize(double) - Method in class org.drip.spline.segment.LatentStateInelastic: Transform the Local Predictor Ordinate to the Segment Ordinate
delta() - Method in class org.drip.pricer.option.Greeks: The Option Delta
delta() - Method in class org.drip.simm.common.DeltaVegaThreshold: Retrieve the Delta Concentration Threshold
delta() - Method in class org.drip.simm.parameters.RiskClassSensitivitySettings: Delta Risk Measure Sensitivity Settings
delta() - Method in class org.drip.simm.parameters.RiskClassSensitivitySettingsCR: Retrieve the Credit Risk Class Delta Sensitivity Settings
delta() - Method in class org.drip.simm.parameters.RiskClassSensitivitySettingsIR: Retrieve the IR Risk Class Delta Sensitivity Settings
delta() - Method in class org.drip.simm.product.RiskClassSensitivity: Retrieve the Delta Risk Measure Sensitivity
delta() - Method in class org.drip.simm.product.RiskClassSensitivityCR: Retrieve the CR Delta Risk Measure Sensitivity
delta() - Method in class org.drip.simm.product.RiskClassSensitivityIR: Retrieve the IR Delta Tenor Sensitivity
DELTA_RISK_WEIGHT - Static variable in class org.drip.simm.fx.FXSystemics20: FX Risk Class Delta Risk Weight
DELTA_RISK_WEIGHT - Static variable in class org.drip.simm.fx.FXSystemics21: FX Risk Class Delta Risk Weight
deltaMargin() - Method in class org.drip.simm.margin.RiskClassAggregate: Retrieve the Delta Margin
deltaMargin() - Method in class org.drip.simm.margin.RiskClassAggregateCR: Retrieve the CR Delta SBA Margin
deltaMargin() - Method in class org.drip.simm.margin.RiskClassAggregateIR: Retrieve the Delta Margin
deltaRiskWeight() - Method in class org.drip.simm.commodity.CTBucket: Retrieve the SIMM Delta Risk Weight
deltaRiskWeight() - Method in class org.drip.simm.equity.EQBucket: Retrieve the Bucket Delta Risk Weight
deltaStartTemporalPDF(double) - Method in class org.drip.dynamics.kolmogorov.R1FokkerPlanck: Compute the Temporal Probability Distribution Function given the Delta 0 Starting PDF
deltaStartTemporalPDF(double) - Method in class org.drip.dynamics.kolmogorov.R1FokkerPlanckBrownian
deltaStartTemporalPDF(double) - Method in class org.drip.dynamics.kolmogorov.R1FokkerPlanckCIR
deltaStartTemporalPDF(double) - Method in class org.drip.dynamics.kolmogorov.R1FokkerPlanckOrnsteinUhlenbeck
deltaVega() - Method in class org.drip.simm.rates.IRThreshold: Retrieve the Delta Vega Concentration Threshold
DeltaVegaThreshold - Class in org.drip.simm.common: DeltaVegaThreshold holds the ISDA SIMM Delta/Vega Limits defined for the Concentration Thresholds.
DeltaVegaThreshold(double, double) - Constructor for class org.drip.simm.common.DeltaVegaThreshold: DeltaVegaThreshold Constructor
DeltaVegaThresholdMap() - Static method in class org.drip.simm.commodity.CTRiskThresholdContainer20: Retrieve the Delta Vega Threshold Map
DeltaVegaThresholdMap() - Static method in class org.drip.simm.commodity.CTRiskThresholdContainer21: Retrieve the Delta Vega Threshold Map
DeltaVegaThresholdMap() - Static method in class org.drip.simm.commodity.CTRiskThresholdContainer24: Retrieve the Delta Vega Threshold Map
DeltaVegaThresholdMap() - Static method in class org.drip.simm.equity.EQRiskThresholdContainer20: Retrieve the Delta Vega Threshold Map
DeltaVegaThresholdMap() - Static method in class org.drip.simm.equity.EQRiskThresholdContainer21: Retrieve the Delta Vega Threshold Map
DeltaVegaThresholdMap() - Static method in class org.drip.simm.equity.EQRiskThresholdContainer24: Retrieve the Delta Vega Threshold Map
deltaX(int, int, double, int) - Method in class org.drip.dynamics.hjm.G2PlusPlus: Compute the X Increment
deltaY(int, int, double, int) - Method in class org.drip.dynamics.hjm.G2PlusPlus: Compute the Y Increment
DEMHoliday - Class in org.drip.analytics.holset: DEMHoliday holds the DEM Holidays.
DEMHoliday() - Constructor for class org.drip.analytics.holset.DEMHoliday: DEMHoliday Constructor
deMoivreTerm(double) - Method in class org.drip.specialfunction.gamma.StirlingSeries: Compute the de-Moivre Term
Dengzhou - Class in org.drip.sample.bondeos: Dengzhou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Dengzhou.
Dengzhou() - Constructor for class org.drip.sample.bondeos.Dengzhou
denomCcy() - Method in class org.drip.product.params.CurrencyPair: Get the denominator currency
denomination() - Method in class org.drip.portfolioconstruction.optimizer.Unit: Retrieve the Denomination of the Unit
denominationCurrency() - Method in class org.drip.product.params.NotionalSetting: Currency in which the Notional is specified
denormalizeImpact(double) - Method in class org.drip.execution.parameters.AssetFlowSettings: De-normalize the Specified Temporary/Permanent Impact
DENSE(String, ValuationParams, CalibratableComponent[], double[], String[], CalibratableComponent[], double[], String[], TurnListDiscountFactor) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder: The Standard DENSE Curve Creation Methodology - this uses no re-construction set for the short term, and uses 3M dense re-construction for the Swap Set.
denseExposure(double[]) - Method in class org.drip.exposure.regression.AndersenPykhtinSokolStretch: Generate the Dense (Complete) Segment Exposures
denseExposure(Map<Integer, Double>) - Method in class org.drip.exposure.regression.PykhtinBrownianBridgeStretch: Generate the Dense (Complete) Segment Exposures
denseExposureTrajectoryUpdate(double[], double[]) - Method in class org.drip.exposure.regression.AndersenPykhtinSokolSegment: Generate the Dense (Complete) Segment Exposures
denseExposureTrajectoryUpdate(Map<Integer, Double>, Map<Integer, Double>) - Method in class org.drip.exposure.regression.PykhtinBrownianBridgeSegment: Generate the Dense (Complete) Segment Exposures
denseTradePayment(int, int) - Method in class org.drip.exposure.regressiontrade.AdjustedVariationMarginEstimator: Retrieve the Dense Trade Payment Array across the Exposure Date Range
denseTradePaymentArray() - Method in class org.drip.exposure.regression.AndersenPykhtinSokolStretch: Retrieve the Dense Trade Payment Array
denseTradePaymentArray() - Method in class org.drip.exposure.regressiontrade.AdjustedVariationMarginEstimate: Retrieve the Path-wise Dense Trade Payment Array
denseTradePaymentArray() - Method in class org.drip.exposure.regressiontrade.AndersenPykhtinSokolPath: Retrieve the Path-wise Dense Trade Payment Array
denseTradePaymentArray(int, int, MarketPath) - Method in class org.drip.exposure.generator.FixedStreamMPoR
denseTradePaymentArray(int, int, MarketPath) - Method in class org.drip.exposure.generator.FixFloatMPoR
denseTradePaymentArray(int, int, MarketPath) - Method in class org.drip.exposure.generator.FloatStreamMPoR
denseTradePaymentArray(int, int, MarketPath) - Method in class org.drip.exposure.generator.NumeraireMPoR
denseTradePaymentArray(int, int, MarketPath) - Method in class org.drip.exposure.generator.PortfolioMPoR
denseTradePaymentArray(int, int, MarketPath) - Method in class org.drip.exposure.holdings.PositionGroupEstimator
denseTradePaymentArray(int, int, MarketPath) - Method in interface org.drip.exposure.mpor.VariationMarginTradePaymentVertex: Estimate the Dense Exposure Vertex Date Trade Payment on all Dates from the specified Start to End
denseTrajectory(LocalVolatilityGenerationControl, double[][]) - Method in class org.drip.exposure.regressiontrade.AndersenPykhtinSokolEnsemble: Generate the Dense Variation Margin Trajectory
denseVariationMargin(LocalVolatilityGenerationControl, double[][]) - Method in class org.drip.exposure.regressiontrade.AndersenPykhtinSokolEnsemble: Generate the Path-wise Dense Variation Margin Array
density(double) - Method in class org.drip.measure.chisquare.R1Central
density(double) - Method in class org.drip.measure.chisquare.R1CentralCLTProxy
density(double) - Method in class org.drip.measure.chisquare.R1CentralFisherProxy
density(double) - Method in class org.drip.measure.chisquare.R1NonCentral
density(double) - Method in class org.drip.measure.chisquare.R1NonCentralCumulantInvariant
density(double) - Method in class org.drip.measure.chisquare.R1WilsonHilferty
density(double) - Method in class org.drip.measure.continuous.R1ParetoDistribution
density(double) - Method in class org.drip.measure.continuous.R1Univariate: Compute the Density under the Distribution at the given Variate
density(double) - Method in class org.drip.measure.continuous.R1UnivariateUniform
density(double) - Method in class org.drip.measure.discrete.BoundedUniformIntegerDistribution
density(double) - Method in class org.drip.measure.discrete.PoissonDistribution
density(double) - Method in class org.drip.measure.exponential.R1RateDistribution
density(double) - Method in class org.drip.measure.exponential.R1ScaledDistribution
density(double) - Method in class org.drip.measure.exponential.TwoIIDSum
density(double) - Method in class org.drip.measure.gamma.R1ShapeScaleDistribution
density(double) - Method in class org.drip.measure.gaussian.R1UnivariateNormal
density(double) - Method in class org.drip.measure.lebesgue.R1PiecewiseDisplaced
density(double) - Method in class org.drip.measure.lebesgue.R1PiecewiseLinear
density(double) - Method in class org.drip.measure.lebesgue.R1Uniform
density(double[]) - Method in class org.drip.measure.continuous.R1Multivariate: Compute the Density under the Distribution at the given Multivariate
density(double[]) - Method in class org.drip.measure.continuous.Rd: Compute the Density under the Distribution at the given Variate Array
density(double[]) - Method in class org.drip.measure.gaussian.R1MultivariateNormal
density(double[]) - Method in class org.drip.measure.lebesgue.RdUniform
density(double[], double) - Method in class org.drip.measure.continuous.RdR1: Compute the Density under the Distribution at the given Variate Array/Variate
density(double, double) - Method in class org.drip.measure.continuous.R1R1: Compute the Density under the Distribution at the given Variate Pair
density(TimeR1Vertex) - Method in class org.drip.dynamics.process.R1ProbabilityDensityFunction: Calculates the PDF Density Value
density(TimeR1Vertex) - Method in class org.drip.dynamics.process.R1ProbabilityDensityFunctionCIR
density(TimeRdVertex) - Method in interface org.drip.dynamics.process.RdProbabilityDensityFunction: Calculates the PDF Density Value
Density(double) - Static method in class org.drip.measure.gaussian.NormalQuadrature: Retrieve the Density at the specified Point using Zero Mean and Unit Variance
densityDisplacement() - Method in class org.drip.measure.lebesgue.R1PiecewiseDisplaced: Retrieve the Density Displacement
densityEvaluator() - Method in class org.drip.measure.dynamics.SingleJumpEvaluator: Retrieve the Jump Density Evaluator
densityRdToR1() - Method in class org.drip.measure.continuous.R1Multivariate: Convert the Multivariate Density into an RdToR1 Functions Instance
densityRescale(double) - Method in class org.drip.exposure.csadynamics.NumeraireInducedMeasureShift: Compute the No CSA/CSA Density Re-scaling using the Antonov and Arneguy (2009) Linear Proxy Approach
departureRatio() - Method in class org.drip.graph.subarray.PolynomialTimeApproximate: Retrieve the Departure Ratio
Deposit(JulianDate, JulianDate, ForwardLabel) - Static method in class org.drip.product.creator.SingleStreamComponentBuilder: Create a Deposit Product from the Effective and the Maturity Dates, and the Forward Label
DepositClient - Class in org.drip.sample.service: DepositClient demonstrates the Invocation and Examination of the JSON-based Deposit Valuation Service Client.
DepositClient() - Constructor for class org.drip.sample.service.DepositClient
DepositComponentQuoteSet - Class in org.drip.product.calib: DepositComponentQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the Deposit Component.
DepositComponentQuoteSet(LatentStateSpecification[]) - Constructor for class org.drip.product.calib.DepositComponentQuoteSet: DepositComponentQuoteSet Constructor
DepositPeriods - Class in org.drip.sample.cashflow: DepositPeriods demonstrates the Cash Flow Period Details for a Deposit.
DepositPeriods() - Constructor for class org.drip.sample.cashflow.DepositPeriods
DepositProcessor - Class in org.drip.service.json: DepositProcessor Sets Up and Executes a JSON Based In/Out Deposit Valuation Processor.
DepositProcessor() - Constructor for class org.drip.service.json.DepositProcessor
depositQuote() - Method in class org.drip.service.scenario.BondReplicator: Retrieve the Array of Deposit Instrument Quotes
depositTenor() - Method in class org.drip.service.scenario.BondReplicator: Retrieve the Array of Deposit Instrument Maturity Tenors
DepthFirst - Class in org.drip.graph.search: DepthFirst implements the Recursive and Iterative Depth-first Search Schemes.
DepthFirst(Network) - Constructor for class org.drip.graph.search.DepthFirst: DepthFirst Constructor
DerivArrayFromSlope(int, double) - Static method in class org.drip.service.common.CollectionUtil: Populate an array of derivatives using the input slope (and setting the other to zero)
derivative(double[], int, int) - Method in class org.drip.function.definition.RdToR1: Calculate the derivative as a double
derivative(double[], int, int) - Method in class org.drip.function.definition.RdToRd: Calculate the Derivative Array as a double
derivative(double[], int, int) - Method in class org.drip.portfolioconstruction.optimizer.ObjectiveFunction
derivative(double, int) - Method in class org.drip.execution.athl.PermanentImpactNoArbitrage
derivative(double, int) - Method in class org.drip.execution.athl.PermanentImpactQuasiArbitrage
derivative(double, int) - Method in class org.drip.execution.athl.TemporaryImpact
derivative(double, int) - Method in class org.drip.execution.impact.ParticipationRateLinear
derivative(double, int) - Method in class org.drip.execution.impact.ParticipationRatePower
derivative(double, int) - Method in class org.drip.function.definition.R1ToR1: Calculate the derivative as a double
derivative(double, int) - Method in class org.drip.function.definition.R1ToRd: Calculate the Derivative Array as a double
derivative(double, int) - Method in class org.drip.function.e2erf.ErrorFunction
derivative(double, int) - Method in class org.drip.function.r1tor1.ExponentialDecay
derivative(double, int) - Method in class org.drip.function.r1tor1.ExponentialTension
derivative(double, int) - Method in class org.drip.function.r1tor1.FunctionClassSupremum
derivative(double, int) - Method in class org.drip.function.r1tor1.HyperbolicTension
derivative(double, int) - Method in class org.drip.function.r1tor1.LinearRationalShapeControl
derivative(double, int) - Method in class org.drip.function.r1tor1.NaturalLogSeriesElement
derivative(double, int) - Method in class org.drip.function.r1tor1.OffsetIdempotent
derivative(double, int) - Method in class org.drip.function.r1tor1.Polynomial
derivative(double, int) - Method in class org.drip.function.r1tor1.QuadraticRationalShapeControl
derivative(double, int) - Method in class org.drip.function.r1tor1.UnivariateConvolution
derivative(double, int) - Method in class org.drip.function.r1tor1.UnivariateReflection
derivative(double, int) - Method in class org.drip.numerical.estimation.R0ToR1Series
derivative(double, int) - Method in class org.drip.numerical.estimation.R1ToR1Series
derivative(double, int) - Method in class org.drip.specialfunction.gamma.EulerIntegralSecondKind
derivative(double, int) - Method in class org.drip.specialfunction.hypergeometric.EulerQuadratureEstimator
derivative(double, int) - Method in class org.drip.spline.bspline.CubicRationalLeftRaw
derivative(double, int) - Method in class org.drip.spline.bspline.CubicRationalRightRaw
derivative(double, int) - Method in class org.drip.spline.bspline.ExponentialTensionLeftHat
derivative(double, int) - Method in class org.drip.spline.bspline.ExponentialTensionLeftRaw
derivative(double, int) - Method in class org.drip.spline.bspline.ExponentialTensionRightHat
derivative(double, int) - Method in class org.drip.spline.bspline.ExponentialTensionRightRaw
derivative(double, int) - Method in class org.drip.spline.bspline.LeftHatShapeControl
derivative(double, int) - Method in class org.drip.spline.bspline.RightHatShapeControl
derivative(double, int) - Method in class org.drip.spline.bspline.SegmentMonicBasisFunction
derivative(double, int) - Method in class org.drip.spline.bspline.TensionProcessedBasisHat
derivative(double, int) - Method in class org.drip.spline.tension.KLKHyperbolicTensionPhy
derivative(double, int) - Method in class org.drip.spline.tension.KLKHyperbolicTensionPsy
derivative(int, int, double) - Method in class org.drip.numerical.estimation.R1ToR1SeriesTerm: Compute the Derivative of the R¹ To R¹ Series Expansion Term
DerivativeControl - Class in org.drip.numerical.differentiation: DerivativeControl provides bumps needed for numerically approximating derivatives.
DerivativeControl() - Constructor for class org.drip.numerical.differentiation.DerivativeControl: Empty DerivativeControl constructor
DerivativeControl(double) - Constructor for class org.drip.numerical.differentiation.DerivativeControl: DerivativeControl constructor
DerivativeEstimate - Class in org.drip.sample.hypergeometric: DerivativeEstimate estimates the Hyper-geometric Function Derivative using the Euler Integral Representation.
DerivativeEstimate() - Constructor for class org.drip.sample.hypergeometric.DerivativeEstimate
derivativeExpectation(double, int) - Method in interface org.drip.measure.stochastic.R1R1ToR1: Evaluate the Derivative Expectation at the given variate
derivativeFairValue() - Method in class org.drip.xva.derivative.PositionGreekVertex: Retrieve the Derivative De-XVA "Fair" Value
derivativeInfusion(double) - Method in class org.drip.xva.definition.SimpleBalanceSheet: Generate the Updated Balance Sheet resulting from a Derivative Value Infusion
derivativeOrder() - Method in class org.drip.spline.params.SegmentFlexurePenaltyControl: Retrieve the Derivative Order
derivativeRealization(double, int) - Method in interface org.drip.measure.stochastic.R1R1ToR1: Evaluate the Derivative for a Single Realization for the given variate
derivativeXVA() - Method in class org.drip.xva.derivative.PositionGreekVertex: Retrieve the Derivative XVA Adjustment
derivativeXVAClientDefaultGrowth() - Method in class org.drip.xva.pde.BurgardKjaerEdgeAttribution: Retrieve the Client Default Component of the Derivative XVA Value Growth
derivativeXVAClientDefaultGrowth() - Method in class org.drip.xva.pde.BurgardKjaerEdgeRun: Retrieve the Client Default Component of the Derivative XVA Value Growth
derivativeXVACollateralGrowth() - Method in class org.drip.xva.pde.BurgardKjaerEdge: Retrieve the Collateral Component of the Derivative XVA Value Growth
derivativeXVADealerDefaultGrowth() - Method in class org.drip.xva.pde.BurgardKjaerEdgeAttribution: Retrieve the Dealer Default Component of the Derivative XVA Value Growth
derivativeXVADealerDefaultGrowth() - Method in class org.drip.xva.pde.BurgardKjaerEdgeRun: Retrieve the Dealer Default Component of the Derivative XVA Value Growth
derivativeXVAEarlyTerminationGrowth() - Method in class org.drip.xva.pde.BurgardKjaerEdgeAttribution: Retrieve the Early Termination Component of the Derivative XVA Value Growth
derivativeXVAFundingGrowth() - Method in class org.drip.xva.pde.BurgardKjaerEdgeAttribution: Retrieve the Funding Component of the Derivative XVA Value Growth
derivativeXVAFundingGrowth() - Method in class org.drip.xva.pde.BurgardKjaerEdgeRun: Retrieve the Funding Component of the Derivative XVA Value Growth
derivativeXVAHedgeErrorGrowth() - Method in class org.drip.xva.pde.BurgardKjaerEdgeRun: Retrieve the Hedge Error Component of the Derivative XVA Value Growth
derivativeXVAStochasticGrowth() - Method in class org.drip.xva.pde.BurgardKjaerEdge: Retrieve the Stochastic Component of the Derivative XVA Value Growth
derivativeXVAStochasticGrowthDown() - Method in class org.drip.xva.pde.BurgardKjaerEdge: Retrieve the Stochastic Down Component of the Derivative XVA Value
derivativeXVAStochasticGrowthUp() - Method in class org.drip.xva.pde.BurgardKjaerEdge: Retrieve the Stochastic Up Component of the Derivative XVA Value
derivativeXVAValue() - Method in class org.drip.xva.derivative.PositionGreekVertex: Retrieve the Derivative XVA Value
derivativeXVAValueDelta() - Method in class org.drip.xva.derivative.PositionGreekVertex: Retrieve the Derivative XVA Value Delta
derivativeXVAValueEdge() - Method in class org.drip.xva.derivative.CashAccountRebalancer: Retrieve the Derivative XVA Value Increment
derivativeXVAValueGamma() - Method in class org.drip.xva.derivative.PositionGreekVertex: Retrieve the Derivative XVA Value Gamma
derived() - Method in class org.drip.measure.process.OrnsteinUhlenbeckPair: Retrieve the Derived R^1 Ornstein-Uhlenbeck Evaluator
derivedComponent() - Method in class org.drip.product.fx.ComponentPair: Retrieve the Derived Component
derivedCompoundedToReference() - Method in class org.drip.market.otc.FloatFloatSwapConvention: Retrieve the Flag indicating whether the Derived Periods are to be compounded onto the Reference Period
derivedConvention() - Method in class org.drip.market.otc.CrossFloatSwapConvention: Retrieve the Derived Convention
derivedForwardSpec(ValuationParams, CurveSurfaceQuoteContainer, double, boolean, boolean) - Method in class org.drip.product.fx.ComponentPair: Generate the Derived Forward Latent State Segment Specification
DerivedForwardState - Class in org.drip.template.state: DerivedForwardState sets up the Calibration of the Derived Forward Latent State and examine the Emitted Metrics.
DerivedForwardState() - Constructor for class org.drip.template.state.DerivedForwardState
DerivedForwardStateShifted - Class in org.drip.template.statebump: DerivedForwardStateShifted demonstrates the Generation of Tenor-bumped Derived Forward State.
DerivedForwardStateShifted() - Constructor for class org.drip.template.statebump.DerivedForwardStateShifted
derivedFundingForwardSpec(ValuationParams, CurveSurfaceQuoteContainer, double, boolean, double) - Method in class org.drip.product.fx.ComponentPair: Generate the Derived Funding/Forward Merged Latent State Segment Specification
derivedIndex() - Method in class org.drip.state.basis.BasisCurve
derivedIndex() - Method in interface org.drip.state.basis.BasisEstimator: Retrieve the Derived Index
derivedParBasisSpread() - Method in class org.drip.product.calib.FixFloatQuoteSet: Retrieve the Derived Par Basis Spread
derivedParBasisSpread() - Method in class org.drip.product.calib.FloatFloatQuoteSet: Retrieve the Derived Par Basis Spread
derivedStream() - Method in class org.drip.product.rates.DualStreamComponent: Retrieve the Derived Stream
derivedStream() - Method in class org.drip.product.rates.FixFloatComponent
derivedStream() - Method in class org.drip.product.rates.FloatFloatComponent
DerivedZeroRate - Class in org.drip.state.curve: DerivedZeroRate implements the delegated ZeroCurve functionality.
descending() - Method in class org.drip.oms.depth.OrderBlockL2: Retrieve the Ascending/Descending Flag
description() - Method in class org.drip.analytics.eventday.Base: Return the description
description() - Method in class org.drip.capital.systemicscenario.Criterion: Retrieve the Criterion Description
description() - Method in class org.drip.investing.factors.Factor: Retrieve the Factor Description
description() - Method in class org.drip.investing.factors.FactorMeta: Retrieve the Factor Description
description() - Method in class org.drip.investing.factors.FactorModel: Retrieve the Factor Model Description
description() - Method in class org.drip.optimization.necessary.ConditionQualifier: Retrieve the Condition Qualifier Description
description() - Method in class org.drip.optimization.regularity.ConstraintQualifier: Retrieve the Constraint Qualifier Description
description() - Method in class org.drip.portfolioconstruction.core.Block: Retrieve the Description
description() - Method in class org.drip.simm.fx.FXRiskGroup: Retrieve the FX Risk Group Description
description() - Method in class org.drip.xva.basel.ValueCategory: Retrieve the Category Description
designControl() - Method in class org.drip.spline.segment.LatentStateResponseModel: Retrieve the Segment Inelastic Design Control
destinationCounterMap() - Method in class org.drip.graph.core.Vertex: Retrieve the Destination Edge Counter Map
destinationEdgeList(String, String) - Method in class org.drip.graph.core.Vertex: Generate the List of Edges between the Source and the Destination
destinationVertexName() - Method in class org.drip.graph.core.Edge: Retrieve the Destination Vertex Name
destinationVertexName() - Method in class org.drip.graph.core.Path: Retrieve the Destination Vertex Name
determinant() - Method in class org.drip.function.matrix.Square: Compute the Determinant
deterministic() - Method in class org.drip.execution.evolution.MarketImpactComposite: Retrieve the Deterministic Impact Component Instance
deterministic() - Method in class org.drip.measure.realization.JumpDiffusionEdge: Retrieve the Deterministic Component
DeterministicCollateralChoiceDiscountCurve - Class in org.drip.state.curve: DeterministicCollateralChoiceDiscountCurve implements the Dynamically Switchable Collateral Choice Discount Curve among the choice of provided "deterministic" collateral curves.
DeterministicCollateralChoiceDiscountCurve(MergedDiscountForwardCurve, ForeignCollateralizedDiscountCurve[], int) - Constructor for class org.drip.state.curve.DeterministicCollateralChoiceDiscountCurve: DeterministicCollateralChoiceDiscountCurve constructor
DeterministicCollateralChoiceZeroCoupon - Class in org.drip.sample.piterbarg2012: DeterministicCollateralChoiceZeroCoupon contains an analysis of the impact on the single cash flow discount factor of a Zero Coupon collateralized using a deterministic choice of collateral.
DeterministicCollateralChoiceZeroCoupon() - Constructor for class org.drip.sample.piterbarg2012.DeterministicCollateralChoiceZeroCoupon
DeterministicCoordinatedVariation(double, CoordinatedVariation) - Static method in class org.drip.execution.dynamics.ArithmeticPriceEvolutionParametersBuilder: Construct a Arithmetic Price Evolution Parameters from a Deterministic Coordinated Variation Instance
DeterministicVolBlackScholes - Class in org.drip.sample.option: DeterministicVolBlackScholes contains an illustration of the Black Scholes based European Call and Put Options Pricer that uses deterministic Volatility Function.
DeterministicVolBlackScholes() - Constructor for class org.drip.sample.option.DeterministicVolBlackScholes
DeterministicVolTermStructure - Class in org.drip.sample.option: DeterministicVolatilityTermStructure contains an illustration of the Calibration and Extraction of the Implied and the Deterministic Volatility Term Structures.
DeterministicVolTermStructure() - Constructor for class org.drip.sample.option.DeterministicVolTermStructure
DEVELOPED_COUNTRIES - Static variable in class org.drip.simm.equity.RegionSystemics: Array of Developed Countries
DEVELOPED_MARKETS - Static variable in class org.drip.simm.equity.RegionSystemics: The "Developed Markets" Region
deviationProbabilityUpperBound(int, double) - Method in class org.drip.learning.bound.CoveringNumberLossBound: Compute the Upper Bound of the Probability of the Absolute Deviation between the Empirical and the Population Means
Dewas - Class in org.drip.sample.bondmetrics: Dewas demonstrates the Analytics Calculation/Reconciliation for the Floater Dewas.
Dewas() - Constructor for class org.drip.sample.bondmetrics.Dewas
Dezhou - Class in org.drip.sample.bondeos: Dezhou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Dezhou.
Dezhou() - Constructor for class org.drip.sample.bondeos.Dezhou
df() - Method in class org.drip.analytics.output.BulletMetrics: Retrieve the Terminal DF
df() - Method in class org.drip.pricer.option.Greeks: The Option Terminal Discount Factor
df(int) - Method in class org.drip.state.csa.MultilateralBasisCurve
df(int) - Method in class org.drip.state.curve.DerivedZeroRate
df(int) - Method in class org.drip.state.curve.DeterministicCollateralChoiceDiscountCurve
df(int) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
df(int) - Method in class org.drip.state.curve.ForeignCollateralizedDiscountCurve
df(int) - Method in class org.drip.state.curve.ZeroRateDiscountCurve
df(int) - Method in interface org.drip.state.discount.DiscountFactorEstimator: Calculate the Discount Factor to the given Date
df(int) - Method in class org.drip.state.govvie.GovvieCurve
df(int) - Method in class org.drip.state.nonlinear.FlatForwardDiscountCurve
df(String) - Method in class org.drip.state.csa.MultilateralBasisCurve
df(String) - Method in class org.drip.state.curve.DerivedZeroRate
df(String) - Method in interface org.drip.state.discount.DiscountFactorEstimator: Calculate the Discount Factor to the given Tenor
df(String) - Method in class org.drip.state.discount.MergedDiscountForwardCurve
df(String) - Method in class org.drip.state.govvie.GovvieCurve
df(JulianDate) - Method in class org.drip.state.csa.MultilateralBasisCurve
df(JulianDate) - Method in class org.drip.state.curve.DerivedZeroRate
df(JulianDate) - Method in interface org.drip.state.discount.DiscountFactorEstimator: Calculate the discount factor to the given date
df(JulianDate) - Method in class org.drip.state.discount.MergedDiscountForwardCurve
df(JulianDate) - Method in class org.drip.state.govvie.GovvieCurve
df(CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.CompositePeriod: Retrieve the Coupon Period Discount Factor
DF2Yield(int, double, double) - Static method in class org.drip.analytics.support.Helper: Calculate the yield from the specified discount factor to the given time.
DFRateShapePreserver(String, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, String, FunctionSetBuilderParams, CalibratableComponent[], double[], String[], CalibratableComponent[], double[], String[], double, boolean) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder: Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
DFS1 - Class in org.drip.sample.graphsearch: DFS1 illustrates Construction/Usage of a Graph DFS and Vertex Ordering.
DFS1() - Constructor for class org.drip.sample.graphsearch.DFS1
DFS2 - Class in org.drip.sample.graphsearch: DFS2 illustrates Construction/Usage of a Graph DFS and Vertex Ordering.
DFS2() - Constructor for class org.drip.sample.graphsearch.DFS2
DFS3 - Class in org.drip.sample.graphsearch: DFS3 illustrates the Application of the Depth-First Search on a Graph.
DFS3() - Constructor for class org.drip.sample.graphsearch.DFS3
DGBBenchmarkAttribution - Class in org.drip.sample.treasurypnl: DGBBenchmarkAttribution demonstrates the Computation of the PnL Time Series Metrics for the DGB Benchmark Bond Series.
DGBBenchmarkAttribution() - Constructor for class org.drip.sample.treasurypnl.DGBBenchmarkAttribution
DGBReconstitutor - Class in org.drip.sample.treasuryfeed: DGBReconstitutor demonstrates the Cleansing and Re-constitution of the DGB Yield Marks obtained from Historical Yield Curve Prints.
DGBReconstitutor() - Constructor for class org.drip.sample.treasuryfeed.DGBReconstitutor
Dhanbad - Class in org.drip.sample.bondeos: Dhanbad demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Dhanbad.
Dhanbad() - Constructor for class org.drip.sample.bondeos.Dhanbad
Dhule - Class in org.drip.sample.securitysuite: Dhule generates the Full Suite of Replication Metrics for Bond Dhule.
Dhule() - Constructor for class org.drip.sample.securitysuite.Dhule
DiagonalizeRow(int, double[][], double[][]) - Static method in class org.drip.numerical.linearalgebra.Matrix: Diagonalize the specified row in the source matrix, and apply comparable operations to the target
diagonallyScaledFeatureSpace(DiagonalScalingOperator) - Method in class org.drip.learning.kernel.IntegralOperatorEigenContainer: Generate the Diagonally Scaled Normed Vector Space of the RKHS Feature Space Bounds that results on applying the Diagonal Scaling Operator
DiagonalOperatorCoveringBound - Class in org.drip.learning.bound: DiagonalOperatorCoveringBound implements the Behavior of the Bound on the Covering Number of the Diagonal Scaling Operator.
DiagonalOperatorCoveringBound(int, double) - Constructor for class org.drip.learning.bound.DiagonalOperatorCoveringBound: DiagonalOperatorCoveringBound Constructor
DiagonalScalingOperator - Class in org.drip.learning.kernel: DiagonalScalingOperator implements the Scaling Operator that is used to determine the Bounds of the R^x L₂ To R^x L₂ Kernel Linear Integral Operator defined by: T_k [f(.)] := Integral Over Input Space {k (., y) * f(y) * d[Prob(y)]}

The References are:

Ash, R.
DiagonalScalingOperator(double[]) - Constructor for class org.drip.learning.kernel.DiagonalScalingOperator: DiagonalScalingOperator Constructor
diameter() - Method in class org.drip.service.common.TreeUtil.DiameterHeightPair: Retrieve the Diameter
DiameterHeightPair(int, int) - Constructor for class org.drip.service.common.TreeUtil.DiameterHeightPair: DiameterHeightPair Constructor
differenceMetric() - Method in class org.drip.historical.attribution.PositionChangeComponents: Retrieve the Map of Difference Metrics
DIFFERENT_ISSUER_SENIORITY_NON_RESIDUAL - Static variable in class org.drip.simm.credit.CRQBucketCorrelation20: Correlation between Sensitivities having Different Issuer/Seniority falling under Same Regular Bucket
DIFFERENT_ISSUER_SENIORITY_NON_RESIDUAL - Static variable in class org.drip.simm.credit.CRQBucketCorrelation21: Correlation between Sensitivities having Different Issuer/Seniority falling under Same Regular Bucket
DIFFERENT_ISSUER_SENIORITY_NON_RESIDUAL - Static variable in class org.drip.simm.credit.CRQBucketCorrelation24: Correlation between Sensitivities having Different Issuer/Seniority falling under Same Regular Bucket
DIFFERENT_ISSUER_SENIORITY_RESIDUAL - Static variable in class org.drip.simm.credit.CRQBucketCorrelation20: Correlation between Sensitivities having Different Issuer/Seniority falling under Same Residual Bucket
DIFFERENT_ISSUER_SENIORITY_RESIDUAL - Static variable in class org.drip.simm.credit.CRQBucketCorrelation21: Correlation between Sensitivities having Different Issuer/Seniority falling under Same Residual Bucket
DIFFERENT_ISSUER_SENIORITY_RESIDUAL - Static variable in class org.drip.simm.credit.CRQBucketCorrelation24: Correlation between Sensitivities having Different Issuer/Seniority falling under Same Residual Bucket
differential(double[], int, int) - Method in class org.drip.function.definition.RdToR1: Calculate the Differential
differential(double[], int, int) - Method in class org.drip.function.definition.RdToRd: Calculate the Array of Differentials
differential(double, double, int) - Method in class org.drip.function.definition.R1ToR1: Calculate the Differential
differential(double, double, int) - Method in class org.drip.function.r1tor1.FlatUnivariate
differential(double, int) - Method in class org.drip.function.definition.R1ToR1: Calculate the Differential
differential(double, int) - Method in class org.drip.function.definition.R1ToRd: Calculate the Array of Differentials
Differential - Class in org.drip.numerical.differentiation: Differential holds the incremental differentials for the variate and the objective function.
Differential(double, double) - Constructor for class org.drip.numerical.differentiation.Differential: Differential constructor
differentialEntropy() - Method in class org.drip.measure.chisquare.R1Central
differentialEntropy() - Method in class org.drip.measure.chisquare.R1CentralCLTProxy
differentialEntropy() - Method in class org.drip.measure.chisquare.R1CentralFisherProxy
differentialEntropy() - Method in class org.drip.measure.continuous.R1Univariate: Retrieve the Differential Entropy of the Distribution
differentialEntropy() - Method in class org.drip.measure.exponential.TwoIIDSum
differentialEntropy() - Method in class org.drip.measure.gamma.R1ShapeScaleDistribution
diffusion() - Method in class org.drip.measure.realization.JumpDiffusionEdgeUnit: Retrieve the Diffusion Unit Random Variable
Diffusion(double[], double[]) - Static method in class org.drip.measure.realization.JumpDiffusionEdgeUnit: Generate an Array of R^1 Diffusion Realizations
diffusionCoefficient(TimeRdVertex, int, int) - Method in class org.drip.dynamics.ito.DiffusionTensor: Estimate the Diffusion Coefficient
DiffusionEvaluator - Class in org.drip.measure.dynamics: DiffusionEvaluator implements the Drift/Volatility Evaluators for R¹ Random Diffusion Process.
DiffusionEvaluator(LocalEvaluator, LocalEvaluator) - Constructor for class org.drip.measure.dynamics.DiffusionEvaluator: DiffusionEvaluator Constructor
DiffusionEvaluatorLinear - Class in org.drip.measure.dynamics: DiffusionEvaluatorLinear implements the Linear Drift and Volatility Evaluators for R¹ Random Diffusion Process.
DiffusionEvaluatorLogarithmic - Class in org.drip.measure.dynamics: DiffusionEvaluatorLogarithmic evaluates the Drift/Volatility of the Diffusion Random Variable Evolution according to R¹ Logarithmic Process.
DiffusionEvaluatorMeanReversion - Class in org.drip.measure.dynamics: DiffusionEvaluatorMeanReversion evaluates the Drift/Volatility of the Diffusion Random Variable Evolution according to R¹ Mean Reversion Process.
DiffusionEvaluatorOrnsteinUhlenbeck - Class in org.drip.measure.dynamics: DiffusionEvaluatorOrnsteinUhlenbeck evaluates the Drift/Volatility of the Diffusion Random Variable Evolution according to R¹ Ornstein Uhlenbeck Process.
diffusionEvolver() - Method in class org.drip.service.scenario.EOSMetricsReplicator: Retrieve the Diffusion Evolver
DiffusionEvolver - Class in org.drip.measure.process: DiffusionEvolver implements the Functionality that guides the Single Factor R¹ Diffusion Random Process Variable Evolution.
DiffusionEvolver(DiffusionEvaluator) - Constructor for class org.drip.measure.process.DiffusionEvolver: DiffusionEvolver Constructor
diffusionStochastic() - Method in class org.drip.measure.realization.JumpDiffusionEdge: Retrieve the Diffusion Stochastic Component
diffusionTensor() - Method in class org.drip.dynamics.kolmogorov.RdFokkerPlanck: Retrieve the Diffusion Tensor
DiffusionTensor - Class in org.drip.dynamics.ito: DiffusionTensor Diffusion Tensor generates Cross-Product from the Multivariate Volatility Functions.
DiffusionTensor(RdToR1Volatility[][]) - Constructor for class org.drip.dynamics.ito.DiffusionTensor: DiffusionTensor Constructor
diffusionWander() - Method in class org.drip.measure.realization.JumpDiffusionEdge: Retrieve the Diffusion Wander Realization
DIFutures - Class in org.drip.sample.forwardratefutures: DIFutures contains the demonstration of the construction and the Valuation of the DI Futures Contract.
DIFutures() - Constructor for class org.drip.sample.forwardratefutures.DIFutures
DigammaEqualityLemma - Class in org.drip.specialfunction.property: DigammaEqualityLemma contains the Verifiable Equality Lemmas of the Digamma Function.
DigammaEqualityLemma() - Constructor for class org.drip.specialfunction.property.DigammaEqualityLemma
digammaEstimator() - Method in class org.drip.measure.chisquare.R1Central: Retrieve the Digamma Estimator
digammaEstimator() - Method in class org.drip.measure.chisquare.R1NonCentral: Retrieve the Digamma Estimator
digammaEstimator() - Method in class org.drip.measure.gamma.R1ShapeScaleDistribution: Retrieve the Digamma Estimator
digammaEstimator() - Method in class org.drip.specialfunction.bessel.SecondNISTSeriesTerm: Retrieve the Digamma Function Estimator
DigammaInequalityLemma - Class in org.drip.specialfunction.property: DigammaInequalityLemma contains the Verifiable Inequality Lemmas for the Digamma Function.
DigammaInequalityLemma() - Constructor for class org.drip.specialfunction.property.DigammaInequalityLemma
DigammaSaddlePointEqualityLemma - Class in org.drip.specialfunction.property: DigammaSaddlePointEqualityLemma contains the Verifiable Equality Lemmas for the Digamma Saddle Points.
DigammaSaddlePointEqualityLemma() - Constructor for class org.drip.specialfunction.property.DigammaSaddlePointEqualityLemma
digest() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator: Generate the "Digest" containing the "Thin" Path Statistics
digitCharacterMap() - Method in class org.drip.service.common.PhoneLetterCombinationGenerator: Retrieve the Digit to Character Array Map
DijkstraPathGenerator - Class in org.drip.graph.shortestpath: DijkstraPathGenerator generates the Shortest Path for a Directed Graph using the Dijkstra Algorithm.
DijkstraPathGenerator(DirectedGraph, boolean, FHeuristic) - Constructor for class org.drip.graph.shortestpath.DijkstraPathGenerator: DijkstraPathGenerator Constructor
DijkstraSinglePair - Class in org.drip.sample.shortestpath: DijkstraSinglePair illustrates the Shortest Path Generation for a Directed Graph using the Dijkstra Algorithm for a given Source Destination Pair.
DijkstraSinglePair() - Constructor for class org.drip.sample.shortestpath.DijkstraSinglePair
DijkstraSingleSource - Class in org.drip.sample.shortestpath: DijkstraSingleSource illustrates the Shortest Path Generation for a Directed Graph using the Dijkstra Algorithm across all Destinations for the given Source.
DijkstraSingleSource() - Constructor for class org.drip.sample.shortestpath.DijkstraSingleSource
dimension() - Method in class org.drip.dynamics.ito.DiffusionTensor: Retrieve the Dimension Count
dimension() - Method in class org.drip.function.definition.RdToR1: Retrieve the Dimension of the Input Variate
dimension() - Method in class org.drip.function.matrix.Square: Retrieve the Dimension of the Square Matrix
dimension() - Method in class org.drip.function.rdtor1.AffineBoundMultivariate
dimension() - Method in class org.drip.function.rdtor1.AffineMultivariate
dimension() - Method in class org.drip.function.rdtor1.CovarianceEllipsoidMultivariate: Retrieve the Input Variate Dimension
dimension() - Method in class org.drip.function.rdtor1.LagrangianMultivariate
dimension() - Method in class org.drip.function.rdtor1.RiskObjectiveUtilityMultivariate: Retrieve the Input Variate Dimension
dimension() - Method in class org.drip.function.rdtor1solver.ConstraintFunctionPointMetrics: Retrieve the Constraint Dimension
dimension() - Method in class org.drip.function.rdtor1solver.ObjectiveFunctionPointMetrics: Retrieve the Dimension
dimension() - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator
dimension() - Method in class org.drip.optimization.canonical.ILPConstraint
dimension() - Method in interface org.drip.optimization.canonical.LinearConstraint: Retrieve the Variate Dimension
dimension() - Method in class org.drip.optimization.canonical.LinearObjective: Retrieve the Variate Dimension
dimension() - Method in class org.drip.optimization.canonical.LPConstraint
dimension() - Method in class org.drip.portfolioconstruction.optimizer.ObjectiveFunction
dimension() - Method in class org.drip.sequence.custom.GlivenkoCantelliFunctionSupremum
dimension() - Method in class org.drip.sequence.custom.GlivenkoCantelliUniformDeviation
dimension() - Method in class org.drip.sequence.custom.KernelDensityEstimationL1
dimension() - Method in class org.drip.sequence.custom.LongestCommonSubsequence
dimension() - Method in class org.drip.sequence.custom.OrientedPercolationFirstPassage
dimension() - Method in class org.drip.sequence.functional.FlatMultivariateRandom
dimension() - Method in class org.drip.spaces.iterator.RdSpanningStateSpaceScan: Retrieve the Dimension
dimension() - Method in class org.drip.spaces.tensor.RdAggregate
dimension() - Method in interface org.drip.spaces.tensor.RdGeneralizedVector: Retrieve the Dimension of the Space
dimension() - Method in class org.drip.state.sequence.GovvieBuilderSettings: Retrieve the Calibration Instrument Dimension
dimension() - Method in class org.drip.state.sequence.PathRd: Retrieve the R^d Dimension
dimension() - Method in class org.drip.state.sequence.PathVertexRd: Retrieve the Latent State Dimension
dimExpiry() - Method in class org.drip.market.exchange.TreasuryFuturesConvention: Retrieve the Date In Month Expiry Settings
Dingzhou - Class in org.drip.sample.bondeos: Dingzhou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Dingzhou.
Dingzhou() - Constructor for class org.drip.sample.bondeos.Dingzhou
DirectedGraph - Class in org.drip.graph.core: DirectedGraph implements the Vertex/Edge Topology corresponding to a Directed Graph.
DirectedGraph() - Constructor for class org.drip.graph.core.DirectedGraph: DirectedGraph Constructor
DirectedGraphMSTGenerator - Class in org.drip.graph.treebuilder: DirectedGraphMSTGenerator exposes the Functionality behind the MST Generation for a Directed Graph.
DirectedGraphType - Class in org.drip.graph.core: DirectedGraphType holds the Pre-specified Directed Graph Types.
DirectedGraphType() - Constructor for class org.drip.graph.core.DirectedGraphType
direction() - Method in class org.drip.function.definition.SizedVector: Retrieve the Unit Direction Vector
directionalIncrement(double[], double) - Method in class org.drip.function.definition.UnitVector: Compute the Directional Increment along the Vector
Dirichlet() - Static method in class org.drip.specialfunction.digamma.IntegralEstimator: Generate the Dirichlet Integral Digamma Estimator
DirichletIntegralEstimate - Class in org.drip.sample.digamma: DirichletIntegralEstimate demonstrates the Estimation of the Digamma Function using the Dirichlet Integral.
DirichletIntegralEstimate() - Constructor for class org.drip.sample.digamma.DirichletIntegralEstimate
dirty1DPnL() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the 1D Dirty PnL
dirty1DPnLWithFixing() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the 1D Dirty PnL With Fixing
disaggregateSweptBlock(OrderBlock, boolean) - Method in class org.drip.oms.depth.PriceBook: Disaggregate a Swept Block to the Price Book
disallowEmptyArray() - Method in class org.drip.graph.subarray.Kadane: Retrieve the Flag indicating whether Empty Array should be allowed
Discount(MergedDiscountForwardCurve) - Static method in class org.drip.param.creator.MarketParamsBuilder: Create a Market Parameters instance with the Funding Curve alone
DISCOUNT_QM_COMPOUNDED_SHORT_RATE - Static variable in class org.drip.analytics.definition.LatentStateStatic: Discount Latent State Quantification Metric - Compounded Short Rate
DISCOUNT_QM_DISCOUNT_FACTOR - Static variable in class org.drip.analytics.definition.LatentStateStatic: Discount Latent State Quantification Metric - Discount Factor
DISCOUNT_QM_FORWARD_RATE - Static variable in class org.drip.analytics.definition.LatentStateStatic: Discount Latent State Quantification Metric - Forward Rate
DISCOUNT_QM_ZERO_RATE - Static variable in class org.drip.analytics.definition.LatentStateStatic: Discount Latent State Quantification Metric - Zero Rate
discountCurve() - Method in class org.drip.dynamics.lmm.BGMCurveUpdate: Retrieve the Discount Factor Curve
discountCurve() - Method in class org.drip.dynamics.lmm.LognormalLIBORPointEvolver: Retrieve the Discount Curve Instance
DiscountCurve - Class in org.drip.state.discount: DiscountCurve Interface combines the Interfaces of Latent State Curve Representation and Discount Factor Estimator.
DiscountCurve() - Constructor for class org.drip.state.discount.DiscountCurve
DiscountCurve(ValuationParams, Component[], double[], String[], double, boolean, ExplicitBootDiscountCurve, GovvieCurve, LatentStateFixingsContainer, ValuationCustomizationParams) - Static method in class org.drip.state.nonlinear.NonlinearCurveBuilder: Boot-strap a Discount Curve from the set of calibration components
discountCurveBasis(ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, double, double, boolean) - Method in class org.drip.product.fx.FXForwardComponent: Calculate the basis to either the numerator or the denominator discount curve
discountCurveIncrement() - Method in class org.drip.dynamics.lmm.BGMCurveUpdate: Retrieve the Discount Factor Discount Curve Increment
DiscountCurveInputInstrument - Class in org.drip.service.api: DiscountCurveInputInstrument contains the input instruments and their quotes.
DiscountCurveInputInstrument(JulianDate, List<String>, List<Double>, List<String>, List<Double>, List<String>, List<Double>) - Constructor for class org.drip.service.api.DiscountCurveInputInstrument: DiscountCurveInputInstrument constructor
DiscountCurveJacobianRegressorSet - Class in org.drip.regression.curvejacobian: DiscountCurveJacobianRegressorSet implements the regression analysis for the full discount curve (built from cash/future/swap) Sensitivity Jacobians.
DiscountCurveJacobianRegressorSet() - Constructor for class org.drip.regression.curvejacobian.DiscountCurveJacobianRegressorSet
DiscountCurveNode(ValuationParams, Component, double, String, boolean, int, ExplicitBootDiscountCurve, GovvieCurve, LatentStateFixingsContainer, ValuationCustomizationParams) - Static method in class org.drip.state.nonlinear.NonlinearCurveBuilder: Calibrate a Single Discount Curve Segment from the corresponding Component
DiscountCurveRegressor - Class in org.drip.regression.curve: DiscountCurveRegressor implements the regression set analysis for the Discount Curve.
DiscountCurveRegressor() - Constructor for class org.drip.regression.curve.DiscountCurveRegressor: Do Nothing DiscountCurveRegressor constructor
DiscountCurveScenario - Class in org.drip.state.boot: DiscountCurveScenario uses the interest rate calibration instruments along with the component calibrator to produce scenario interest rate curves.
DiscountCurveScenario() - Constructor for class org.drip.state.boot.DiscountCurveScenario
DiscountCurveScenarioContainer - Class in org.drip.param.market: DiscountCurveScenarioContainer implements the RatesScenarioCurve abstract class that exposes the interface the constructs scenario discount curves.
DiscountCurveScenarioContainer(CalibratableComponent[]) - Constructor for class org.drip.param.market.DiscountCurveScenarioContainer: Constructs an DiscountCurveScenarioContainer instance from the corresponding DiscountCurveScenarioGenerator
DiscountedSale(int[], List<Integer>) - Static method in class org.drip.service.common.ArrayUtil: A shopkeeper has a sale to complete and has arranged the items being sold in a list.
discountFactor() - Method in class org.drip.dynamics.lmm.BGMForwardTenorSnap: Retrieve the Discount Factor
discountFactor() - Method in class org.drip.dynamics.lmm.BGMPointUpdate: Retrieve the Discount Factor
discountFactor() - Method in class org.drip.dynamics.lmm.ContinuousForwardRateUpdate: Retrieve the Discount Factor
DiscountFactorDiscountCurve - Class in org.drip.state.curve: DiscountFactorDiscountCurve manages the Discounting Latent State, using the Discount Factor as the State Response Representation.
DiscountFactorDiscountCurve(String, Span) - Constructor for class org.drip.state.curve.DiscountFactorDiscountCurve: DiscountFactorDiscountCurve constructor
DiscountFactorEstimator - Interface in org.drip.state.discount: DiscountFactorEstimator is the interface that exposes the calculation of the Discount Factor for a specific Sovereign/Jurisdiction Span.
discountFactorFundingLoading(FundingLabel) - Method in class org.drip.analytics.output.BulletMetrics: Retrieve the Discount Factor Loading Coefficient for the specified Funding Latent State
discountFactorIncrement() - Method in class org.drip.dynamics.lmm.BGMForwardTenorSnap: Retrieve the Discount Factor Increment
discountFactorIncrement() - Method in class org.drip.dynamics.lmm.BGMPointUpdate: Retrieve the Discount Factor Increment
discountFactorIncrement() - Method in class org.drip.dynamics.lmm.ContinuousForwardRateUpdate: Retrieve the Discount Factor Increment
discountFactorIncrements() - Method in class org.drip.dynamics.lmm.BGMTenorNodeSequence: Retrieve the Array of Tenor Discount Factor Increments
discountFactors() - Method in class org.drip.dynamics.lmm.BGMTenorNodeSequence: Retrieve the Array of Tenor Discount Factors
DiscountForward(MergedDiscountForwardCurve, ForwardCurve) - Static method in class org.drip.param.creator.MarketParamsBuilder: Create a Market Parameters instance with the Funding Curve and the forward Curve
discountFunctionValue(int, boolean) - Method in class org.drip.dynamics.lmm.ContinuouslyCompoundedForwardProcess: Retrieve a Realized/Expected Value of the Discount to the Target Date
discountMargin() - Method in class org.drip.analytics.output.BondRVMeasures: Retrieve the Discount Margin
discountMarginFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from ASW to Maturity
discountMarginFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from ASW to Work-out
discountMarginFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from ASW to Optimal Exercise
discountMarginFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from Bond Basis to Maturity
discountMarginFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from Bond Basis to Work-out
discountMarginFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from Bond Basis to Optimal Exercise
discountMarginFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from Credit Basis to Maturity
discountMarginFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from Credit Basis to Work-out
discountMarginFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from Credit Basis to Optimal Exercise
discountMarginFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from E Spread to Maturity
discountMarginFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from E Spread to Work-out
discountMarginFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from E Spread to Optimal Exercise
discountMarginFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from G Spread to Maturity
discountMarginFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from G Spread to Work-out
discountMarginFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from G Spread to Optimal Exercise
discountMarginFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from I Spread to Maturity
discountMarginFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from I Spread to Work-out
discountMarginFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from I Spread to Optimal Exercise
discountMarginFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from J Spread to Maturity
discountMarginFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from J Spread to Work-out
discountMarginFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from J Spread to Optimal Exercise
discountMarginFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from N Spread to Maturity
discountMarginFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from N Spread to Work-out
discountMarginFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from N Spread to Optimal Exercise
discountMarginFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from OAS to Maturity
discountMarginFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from OAS to Work-out
discountMarginFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from OAS to Optimal Exercise
discountMarginFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from PECS to Maturity
discountMarginFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from PECS to Work-out
discountMarginFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from PECS to Optimal Exercise
discountMarginFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from Price to Maturity
discountMarginFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from Price to Work-out
discountMarginFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from Price to Optimal Exercise
discountMarginFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from TSY Spread to Maturity
discountMarginFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from TSY Spread to Work-out
discountMarginFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from TSY Spread to Optimal Exercise
discountMarginFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from Yield to Maturity
discountMarginFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from Yield to Work-out
discountMarginFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from Yield Spread to Maturity
discountMarginFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from Yield Spread to Work-out
discountMarginFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from Yield Spread to Optimal Exercise
discountMarginFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from Yield to Optimal Exercise
discountMarginFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from Z Spread to Maturity
discountMarginFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from Z Spread to Work-out
discountMarginFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
discountMarginFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Discount Margin from Z Spread to Optimal Exercise
DiscountRate - Class in org.drip.portfolioconstruction.alm: DiscountRate holds the Cash Flow Discount Rate Parameters for each Type, i.e., Discount Rates for Working Age Income, Pension Benefits, and Basic Consumption.
DiscountRate(double, double, double, double) - Constructor for class org.drip.portfolioconstruction.alm.DiscountRate: DiscountRate Constructor
DISCRETE_RANDOM_FROM_AHRENS_DIETER - Static variable in class org.drip.measure.gamma.R1ShapeScaleDiscrete: Generate Random Discrete from Ahrens-Dieter (1982) Scheme
DISCRETE_RANDOM_FROM_INVERSE_CDF - Static variable in class org.drip.measure.gamma.R1ShapeScaleDiscrete: Generate Random Discrete from Inverse CDF
DISCRETE_RANDOM_FROM_MARSAGLIA - Static variable in class org.drip.measure.gamma.R1ShapeScaleDiscrete: Generate Random Discrete from Marsaglia (1977) Scheme
DiscreteAlmgrenChriss - Class in org.drip.execution.nonadaptive: DiscreteAlmgrenChriss generates the Trade/Holdings List of Optimal Execution Schedule for the Equally Spaced Trading Intervals based on the No-Drift Linear Impact Evolution Walk Parameters specified.
DiscreteAlmgrenChrissDrift - Class in org.drip.execution.nonadaptive: DiscreteAlmgrenChrissDrift generates the Trade/Holdings List of Optimal Execution Schedule for the Equally Spaced Trading Intervals based on the Linear Impact Evolution Walk Parameters with Drift specified.
DiscreteBeta - Class in org.drip.sample.gammadistribution: DiscreteBeta illustrates the Generation of Discrete Beta Random Numbers using the Ahlers-Dieter and the Marsaglia Schemes.
DiscreteBeta() - Constructor for class org.drip.sample.gammadistribution.DiscreteBeta
DiscreteBetaPrime - Class in org.drip.sample.gammadistribution: DiscreteBetaPrime illustrates the Generation of Discrete Beta Prime Random Numbers using the Ahlers-Dieter and the Marsaglia Schemes.
DiscreteBetaPrime() - Constructor for class org.drip.sample.gammadistribution.DiscreteBetaPrime
discreteCompounding() - Method in class org.drip.state.nonlinear.FlatForwardDiscountCurve: Retrieve the Discrete Compounding Flag
DiscreteF - Class in org.drip.sample.gammadistribution: DiscreteF illustrates the Generation of Discrete F Random Numbers using the Ahlers-Dieter and the Marsaglia Schemes.
DiscreteF() - Constructor for class org.drip.sample.gammadistribution.DiscreteF
DiscreteGeneralizedGamma - Class in org.drip.sample.gammadistribution: DiscreteGeneralizedGamma illustrates the Generation of Discrete Generalized Gamma Random Numbers using the Ahlers-Dieter and the Marsaglia Schemes.
DiscreteGeneralizedGamma() - Constructor for class org.drip.sample.gammadistribution.DiscreteGeneralizedGamma
DiscreteInverseGamma - Class in org.drip.sample.gammadistribution: DiscreteInverseGamma illustrates the Generation of Discrete Inverse Gamma Random Numbers using the Ahlers-Dieter and the Marsaglia Schemes.
DiscreteInverseGamma() - Constructor for class org.drip.sample.gammadistribution.DiscreteInverseGamma
DiscreteLinearTradingEnhanced - Class in org.drip.execution.nonadaptive: DiscreteLinearTradingEnhanced contains the Volatility Trading Trajectory generated by the Almgren (2003) Scheme under the Criterion of No-Drift AND Linear Temporary Impact Volatility.
DiscretelyCompoundedFlatRate(JulianDate, String, double, String, int) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder: Create a Discount Curve from the Discretely Compounded Flat Rate
DiscreteRandomGenerationScheme - Class in org.drip.sample.gammadistribution: DiscreteRandomGenerationScheme illustrates the Generation of Discrete Random Gamma Numbers following the R¹ Gamma Distribution using a variety of Schemes.
DiscreteRandomGenerationScheme() - Constructor for class org.drip.sample.gammadistribution.DiscreteRandomGenerationScheme
DiscreteTradingTrajectory - Class in org.drip.execution.strategy: DiscreteTradingTrajectory holds the Trajectory of a Trading Block that is to be executed over a Discrete Time Set.
DiscreteTradingTrajectory(double[], double[], double[]) - Constructor for class org.drip.execution.strategy.DiscreteTradingTrajectory: DiscreteTradingTrajectory Constructor
DiscreteTradingTrajectoryControl - Class in org.drip.execution.strategy: DiscreteTradingTrajectoryControl holds the Time Trajectory Control Settings of a Trading Block that is to be executed over a Discrete Time Sequence.
DiscreteTradingTrajectoryControl(double, double[]) - Constructor for class org.drip.execution.strategy.DiscreteTradingTrajectoryControl: DiscreteTradingTrajectoryControl Constructor
discretizationScheme() - Method in class org.drip.param.pricer.CreditPricerParams: Retrieve the Discretization Scheme
DiscriminatoryPowerAnalyzer - Class in org.drip.validation.riskfactorsingle: DiscriminatoryPowerAnalyzer implements the Discriminatory Power Analyzer for the given Sample across the One/More Hypothesis at a Single Event.
DiscriminatoryPowerAnalyzer(ProbabilityIntegralTransform, GapTestSetting) - Constructor for class org.drip.validation.riskfactorsingle.DiscriminatoryPowerAnalyzer: DiscriminatoryPowerAnalyzer Constructor
DiscriminatoryPowerAnalyzerAggregate - Class in org.drip.validation.riskfactorsingle: DiscriminatoryPowerAnalyzerAggregate implements the Discriminatory Power Analyzer for the given Sample across the One/More Hypothesis and Multiple Events.
DiscriminatoryPowerAnalyzerAggregate(Map<String, ProbabilityIntegralTransform>, GapTestSetting, EventAggregationWeightFunction) - Constructor for class org.drip.validation.riskfactorsingle.DiscriminatoryPowerAnalyzerAggregate: DiscriminatoryPowerAnalyzerAggregate Constructor
DisplaceAndScaleMinusOne_PlusOne(double, double) - Static method in class org.drip.numerical.integration.AbscissaTransform: Generate the Scaled and Displaced Abscissa Transform from (left, right) To (-1, +1)
DisplaceAndScaleZero_PlusOne(double, double) - Static method in class org.drip.numerical.integration.AbscissaTransform: Generate the Scaled and Displaced Abscissa Transform from (left, right) To (0, +1)
display() - Method in class org.drip.function.definition.CartesianComplexNumber: Display the Real/Imaginary Contents
display() - Method in class org.drip.optimization.necessary.ConditionQualifier: Convert the Condition Qualifier into a Display String
display() - Method in class org.drip.optimization.regularity.ConstraintQualifier: Convert the Constraint Qualifier into a Display String
display() - Method in class org.drip.service.api.CDXCOB: Display the CDXCOB Content
display() - Method in class org.drip.service.scenario.BondReplicationRun: Display the Measures
display(String) - Method in class org.drip.spline.params.SegmentResponseValueConstraint: Display the Comment Annotated State
displayAmount() - Method in class org.drip.oms.transaction.Order: Retrieve the Order Display Amount
displaySettings() - Method in class org.drip.oms.transaction.Order: Retrieve the Order Display Settings
DisplaySettings - Class in org.drip.oms.transaction: DisplaySettings contains the Details of Order Display.
DisplaySettings(boolean, double) - Constructor for class org.drip.oms.transaction.DisplaySettings: DisplaySettings Constructor
displayString() - Method in class org.drip.function.r1tor1solver.BracketingOutput
displayString() - Method in class org.drip.function.r1tor1solver.ExecutionInitializationOutput: Return a string form of the Initializer output
displayString() - Method in class org.drip.function.r1tor1solver.FixedPointFinderOutput: Return a string form of the root finder output
displayString() - Method in class org.drip.numerical.differentiation.WengertJacobian: Stringifies the contents of WengertJacobian
displayString() - Method in class org.drip.spline.grid.AggregatedSpan
displayString() - Method in class org.drip.spline.grid.OverlappingStretchSpan
displayString() - Method in interface org.drip.spline.grid.Span: Display the Span Edge Coordinates
displayString() - Method in class org.drip.spline.segment.LatentStateResponseModel: Display the string representation for diagnostic purposes
displayString() - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
displayString() - Method in interface org.drip.spline.stretch.MultiSegmentSequence: Display the Segments
displayString(boolean) - Method in class org.drip.regression.core.RegressionRunOutput: Print the contents of the regression output
displayString(String) - Method in class org.drip.regression.core.UnitRegressionStat: Return the string version of the statistics
displayString(String) - Method in class org.drip.state.estimator.PredictorResponseWeightConstraint: Display the Constraints and the corresponding Weights
displayString(String) - Method in class org.drip.state.representation.LatentStateSpecification: Display the Latent State Details
distance() - Method in class org.drip.validation.distance.GapTestOutcome: Retrieve the Outcome Distance Metric
distance() - Method in class org.drip.validation.riskfactorsingle.GapTestOutcomeAggregate: Retrieve the Aggregate Distance
distanceHypothesisMap() - Method in class org.drip.validation.distance.HypothesisOutcomeSuite: Retrieve the Distance-Hypothesis Map
distanceHypothesisMap() - Method in class org.drip.validation.riskfactorsingle.HypothesisOutcomeSuiteAggregate: Retrieve the Aggregate Distance - Hypothesis ID Map
distanceTest(ProbabilityIntegralTransform, GapTestSetting) - Method in class org.drip.validation.hypothesis.ProbabilityIntegralTransformTest: Run a Distance Gap Test between the Hypothesis and the Sample
DistinctArrayThreeSum - Class in org.drip.sample.subarray: DistinctArrayThreeSum illustrates the Check that indicates if the Set of Numbers contains 3 that Sum to Zero over 3 Distinct Input Arrays.
DistinctArrayThreeSum() - Constructor for class org.drip.sample.subarray.DistinctArrayThreeSum
DISTRESSED - Static variable in class org.drip.capital.definition.Business: Distressed Business
DistressedBreakdown - Class in org.drip.sample.betafloatfloat: DistressedBreakdown zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
DistressedBreakdown() - Constructor for class org.drip.sample.betafloatfloat.DistressedBreakdown
DistressedDetail - Class in org.drip.sample.betafixedfloat: DistressedDetail zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
DistressedDetail() - Constructor for class org.drip.sample.betafixedfloat.DistressedDetail
DistressedExplain - Class in org.drip.sample.allocation: DistressedExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.
DistressedExplain() - Constructor for class org.drip.sample.allocation.DistressedExplain
distribution() - Method in class org.drip.measure.bayesian.ProjectionDistributionLoading: Retrieve the Projection Distribution
DIStylePriceFromRate(double, int, int, String) - Static method in class org.drip.analytics.support.Helper: Compute the DI-Style Price given the Rate
DIStyleRateFromPrice(double, int, int, String) - Static method in class org.drip.analytics.support.Helper: Compute the DI-Style Rate given the Price
Divide(CartesianComplexNumber, CartesianComplexNumber) - Static method in class org.drip.function.definition.CartesianComplexNumber: Divide the Numerator Complex Number by the Denominator Complex Number
DivideIntegers(int, int) - Static method in class org.drip.numerical.common.NumberUtil: Divide two integers without using multiplication, division, and mod operator.
DIVIDEND_YIELD - Static variable in class org.drip.investing.riskindex.ValueFactorMetrics: Dividend Yield
dividendRate() - Method in class org.drip.exposure.evolver.Equity: Retrieve the Equity Dividend Rate
DividendYield(FactorPortfolio, FactorPortfolioRanker) - Method in class org.drip.investing.riskindex.ValueFactor: Build a Value Factor Instance based off of the Dividend Yield Metric
DKK - Class in org.drip.template.irs: DKK contains a Templated Pricing of the OTC Fix-Float DKK IRS Instrument.
DKK() - Constructor for class org.drip.template.irs.DKK
DKK3M6MUSD3M6M - Class in org.drip.sample.dual: DKK3M6MUSD3M6M demonstrates the setup and construction of the USD 3M Forward Curve from DKK3M6MUSD3M6M CCBS, DKK 3M, DKK 6M, and USD 6M Quotes.
DKK3M6MUSD3M6M() - Constructor for class org.drip.sample.dual.DKK3M6MUSD3M6M
DKKHoliday - Class in org.drip.analytics.holset: DKKHoliday holds the DKK Holidays.
DKKHoliday() - Constructor for class org.drip.analytics.holset.DKKHoliday: DKKHoliday Constructor
DKKIRSAttribution - Class in org.drip.sample.fixfloatpnl: DKKIRSAttribution generates the Historical PnL Attribution for DKK IRS.
DKKIRSAttribution() - Constructor for class org.drip.sample.fixfloatpnl.DKKIRSAttribution
DKKShapePreserving1YStart - Class in org.drip.sample.fundinghistorical: DKKShapePreserving1YStart Generates the Historical DKK Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
DKKShapePreserving1YStart() - Constructor for class org.drip.sample.fundinghistorical.DKKShapePreserving1YStart
DKKShapePreservingReconstitutor - Class in org.drip.sample.fundingfeed: DKKShapePreservingReconstitutor Demonstrates the Cleansing and the Shape Preserving Re-constitution of the DKK Input Marks.
DKKShapePreservingReconstitutor() - Constructor for class org.drip.sample.fundingfeed.DKKShapePreservingReconstitutor
DM - Static variable in class org.drip.capital.systemicscenario.MarketSegment: The DM Market Segment
DM_HI_VOL - Static variable in class org.drip.capital.systemicscenario.MarketSegment: The DM High Volatility Market Segment
DM_LO_VOL - Static variable in class org.drip.capital.systemicscenario.MarketSegment: The DM Low Volatility Market Segment
DOLLAR_DECLINE - Static variable in class org.drip.capital.definition.SystemicScenarioDefinition: Dollar Decline SYSTEMIC Scenario
dollarDecline() - Method in class org.drip.capital.shell.SystemicScenarioPnLSeries: Retrieve the Dollar Decline PnL Series
dollarDecline() - Method in class org.drip.capital.systemicscenario.HypotheticalScenarioDefinition: Retrieve the Dollar Decline Scenario Realization
dollarDeclineDecompositionMap() - Method in class org.drip.capital.shell.SystemicScenarioPnLSeriesPAA: Retrieve the Dollar Decline PAA Category PnL Decomposition Map
DomesticCollateralForeignForex - Class in org.drip.sample.piterbarg2012: DomesticCollateralForeignForex demonstrates the construction and the usage of Domestic Currency Collateralized Foreign Pay-out FX forward product, and the generation of its measures.
DomesticCollateralForeignForex() - Constructor for class org.drip.sample.piterbarg2012.DomesticCollateralForeignForex
DomesticCollateralForeignForexAnalysis - Class in org.drip.sample.piterbarg2012: DomesticCollateralForeignForexAnalysis contains an analysis of the correlation and volatility impact on the price of a Domestic Collateralized Foreign Pay-out Forex Contract.
DomesticCollateralForeignForexAnalysis() - Constructor for class org.drip.sample.piterbarg2012.DomesticCollateralForeignForexAnalysis
DomesticCollateralizedForeignForward - Class in org.drip.product.fx: DomesticCollateralizedForeignForward contains the Domestic Currency Collateralized Foreign Payout FX forward product contract details.
DomesticCollateralizedForeignForward(CurrencyPair, double, JulianDate) - Constructor for class org.drip.product.fx.DomesticCollateralizedForeignForward: Create an DomesticCollateralizedForeignForward from the currency pair, the strike, and the maturity dates
done(double) - Method in class org.drip.function.r1tor1solver.ConvergenceOutput: Indicate that the initialization is completed
done(double, double, double, double, double) - Method in class org.drip.function.r1tor1solver.BracketingOutput: Set the brackets in the output object
Dongguan - Class in org.drip.sample.bondeos: Dongguan demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Dongguan.
Dongguan() - Constructor for class org.drip.sample.bondeos.Dongguan
Dongying - Class in org.drip.sample.bondeos: Dongying demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Dongying.
Dongying() - Constructor for class org.drip.sample.bondeos.Dongying
DOPHoliday - Class in org.drip.analytics.holset: DOPHoliday holds the DOP Holidays.
DOPHoliday() - Constructor for class org.drip.analytics.holset.DOPHoliday: DOPHoliday Constructor
DotProduct(double[], double[]) - Static method in class org.drip.numerical.linearalgebra.Matrix: Dot Product of Vectors A and E
DOUBLE_TAIL_CHECK - Static variable in class org.drip.validation.hypothesis.SignificanceTestSetting: Double Tail Significance Test
doubleArrayAtColumn(int) - Method in class org.drip.feed.loader.CSVGrid: Retrieve the Array of Double Values corresponding to the specified Column Index
doubleArrayAtColumn(int, double) - Method in class org.drip.feed.loader.CSVGrid: Retrieve the Array of Double Values corresponding to the specified Column Index
DoubleArrayEntry(JSONObject, String) - Static method in class org.drip.service.jsonparser.Converter: Convert the JSON Entry to a Double Array
DoubleEntry(JSONObject, String) - Static method in class org.drip.service.jsonparser.Converter: Convert the JSON Entry to a Double
DoubleFactorial(int) - Static method in class org.drip.numerical.common.NumberUtil: Compute (2n - 1)!!
doubleMap(double) - Method in class org.drip.feed.loader.CSVGrid: Construct a Historical Map of Scaled/Keyed Double
doubleValue(String) - Method in class org.drip.feed.loader.PropertiesParser: Extract the Named Value as a Double
DOWN - Static variable in class org.drip.capital.systemicscenario.SystemicStressShockIndicator: Systemic Stress Shock Direction DOWN
downNodeMetrics() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics: Retrieve the "Down" Node Metrics
DOWNTICK - Static variable in class org.drip.oms.depth.PriceTick: Price Down-tick
drift() - Method in class org.drip.execution.athl.TransactionSignal: Retrieve the Drift of the Transaction Signal
drift() - Method in class org.drip.execution.parameters.ArithmeticPriceDynamicsSettings: Retrieve the Asset Annual Logarithmic Drift
drift() - Method in class org.drip.measure.dynamics.DiffusionEvaluator: Retrieve the Drift Evaluator
drift(TimeR1Vertex) - Method in class org.drip.dynamics.ito.R1ToR1Drift: Calculates the Drift Value
drift(TimeRdVertex) - Method in interface org.drip.dynamics.ito.RdToR1Drift: Calculates the Drift Value
driftExpectationEstimate() - Method in class org.drip.execution.cost.LinearTemporaryImpact: Retrieve the Drift Expectation Estimate
driftFunction() - Method in class org.drip.dynamics.kolmogorov.R1FokkerPlanck: Retrieve the Drift Function
driftFunction() - Method in class org.drip.dynamics.process.R1StochasticEvolver: Retrieve the Drift Function
driftFunctionArray() - Method in class org.drip.dynamics.kolmogorov.RdFokkerPlanck: Retrieve the Drift Function Array
driftFunctionArray() - Method in class org.drip.dynamics.process.RdStochasticEvolver: Retrieve the Drift Function Array
driftGainUpperBound() - Method in class org.drip.execution.optimum.AlmgrenChrissDriftDiscrete: Retrieve the Gain Upper Bound induced by the Drift
driftLDEV() - Method in class org.drip.measure.joint.Evolver: Retrieve the Array of the LDEV Drift Functions of the Individual Marginal Processes
driftValue() - Method in class org.drip.measure.dynamics.DiffusionEvaluatorLinear: Retrieve the Linear Drift Value
driftValue() - Method in class org.drip.measure.dynamics.DiffusionEvaluatorLogarithmic: Retrieve the Logarithmic Drift Value
driftVolatilityEstimate() - Method in class org.drip.execution.cost.LinearTemporaryImpact: Retrieve the Drift Volatility Estimate
DRIP_COMPUTE_ENGINE_PORT - Static variable in class org.drip.service.engine.ComputeServer: The DRIP compute Service Engine Port
dripVersion() - Method in class org.drip.service.env.BuildRecord: Retrieve the DRIP Build Version
DTFHoliday - Class in org.drip.analytics.holset: DTFHoliday holds the DTF Holidays.
DTFHoliday() - Constructor for class org.drip.analytics.holset.DTFHoliday: DTFHoliday Constructor
DTIExMortgage - Class in org.drip.loan.borrower: DTIExMortgage contains the Borrower's current ex-of-mortgage Debt-to-Income Ratio.
DTIExMortgage(double) - Constructor for class org.drip.loan.borrower.DTIExMortgage: DTIExMortgage Constructor
DU1 - Class in org.drip.sample.treasuryfuturesapi: DU1 demonstrates the Invocation and Examination of the DU1 2Y SCHATZ DBR Treasury Futures.
DU1() - Constructor for class org.drip.sample.treasuryfuturesapi.DU1
DU1Attribution - Class in org.drip.sample.treasuryfuturespnl: DU1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the DU1 Series.
DU1Attribution() - Constructor for class org.drip.sample.treasuryfuturespnl.DU1Attribution
DU1ClosesReconstitutor - Class in org.drip.sample.treasuryfuturesfeed: DU1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formated DU1 Closes Feed.
DU1ClosesReconstitutor() - Constructor for class org.drip.sample.treasuryfuturesfeed.DU1ClosesReconstitutor
DU1KeyRateDuration - Class in org.drip.sample.treasuryfuturesrisk: DU1KeyRateDuration demonstrates the Computation of the Key Rate Duration for the DU1 Treasury Futures.
DU1KeyRateDuration() - Constructor for class org.drip.sample.treasuryfuturesrisk.DU1KeyRateDuration
DualConstrainedEllipsoidVariance - Class in org.drip.sample.semidefinite: DualConstrainedEllipsoidVariance demonstrates the Application of the Interior Point Method for Minimizing the Variance Across The Specified Ellipsoid under both Normalization and first Moment Constraints.
DualConstrainedEllipsoidVariance() - Constructor for class org.drip.sample.semidefinite.DualConstrainedEllipsoidVariance
DualConstrainedVariateConvergence - Class in org.drip.sample.assetallocation: DualConstrainedVariateConvergence demonstrates the Sequential Convergence of the Constrained Optimal R^d Space.
DualConstrainedVariateConvergence() - Constructor for class org.drip.sample.assetallocation.DualConstrainedVariateConvergence
DUALDENSE(String, ValuationParams, CalibratableComponent[], double[], String, String[], CalibratableComponent[], double[], String, String[], TurnListDiscountFactor) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder: The DUAL DENSE Curve Creation Methodology - this uses configurable re-construction set for the short term, and another configurable re-construction for the Swap Set.
DualDoubleArrayEntry(JSONObject, String) - Static method in class org.drip.service.jsonparser.Converter: Convert the JSON Entry to a Dual Double Array
dualFeasibility() - Method in class org.drip.optimization.constrained.NecessarySufficientConditions: Retrieve the Dual Feasibility Necessary Condition
dualFeasibilityCheck() - Method in class org.drip.optimization.constrained.FritzJohnMultipliers: Indicate of the Multipliers constitute Valid Dual Feasibility
DualRandomSequenceBound - Class in org.drip.sample.sequence: DualRandomSequenceBound demonstrates the Computation of the Probabilistic Bounds for a Joint Realizations of a Sample Random Sequence.
DualRandomSequenceBound() - Constructor for class org.drip.sample.sequence.DualRandomSequenceBound
DualSequenceAgnosticMetrics - Class in org.drip.sequence.metrics: DualSequenceAgnosticMetrics contains the Joint Distribution Metrics and Agnostic Bounds related to the specified Sequence Pair.
DualSequenceAgnosticMetrics(SingleSequenceAgnosticMetrics, SingleSequenceAgnosticMetrics) - Constructor for class org.drip.sequence.metrics.DualSequenceAgnosticMetrics: DualSequenceAgnosticMetrics Constructor
DualStreamComponent - Class in org.drip.product.rates: DualStreamComponent is the abstract class that extends the CalibratableFixedIncomeComponent on top of which all the dual stream rates components (fix-float, float-float, IRS etc.) are implemented.
DualStreamComponent() - Constructor for class org.drip.product.rates.DualStreamComponent
DualStreamComponentBuilder - Class in org.drip.product.creator: DualStreamComponentBuilder contains the suite of helper functions for creating the Stream-based Dual Streams from different kinds of inputs.
DualStreamComponentBuilder() - Constructor for class org.drip.product.creator.DualStreamComponentBuilder
DualStreamForwardArray(DualStreamComponent) - Static method in class org.drip.analytics.support.ForwardDecompositionUtil: Decompose the Dual Stream Component into an Array of Single Forward Period Dual Streams
Dumdum - Class in org.drip.sample.bondmetrics: Dumdum generates the Full Suite of Replication Metrics for a Sample Bond.
Dumdum() - Constructor for class org.drip.sample.bondmetrics.Dumdum
DumpIndexArray(String, int[]) - Static method in class org.drip.spaces.iterator.IterationHelper: Display the Contents of the Index Array
DuplicationFormula() - Static method in class org.drip.specialfunction.property.GammaEqualityLemma: Construct the Duplication Formula Verifier
DuplicationProperty - Class in org.drip.sample.gamma: DuplicationProperty demonstrates the Verification of the Duplication Property of the Gamma Function.
DuplicationProperty() - Constructor for class org.drip.sample.gamma.DuplicationProperty
durationDays() - Method in class org.drip.oms.transaction.TimeInForce: Retrieve the Duration Tenor in Days
durationFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from ASW to Maturity
durationFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
durationFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from ASW to Work-out
durationFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from ASW to Optimal Exercise
durationFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from Bond Basis to Maturity
durationFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
durationFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from Bond Basis to Work-out
durationFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from Bond Basis to Optimal Exercise
durationFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from Credit Basis to Maturity
durationFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
durationFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from Credit Basis to Work-out
durationFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from Credit Basis to Optimal Exercise
durationFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from Discount Margin to Maturity
durationFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
durationFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from Discount Margin to Work-out
durationFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from Discount Margin to Optimal Exercise
durationFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from E Spread to Maturity
durationFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
durationFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from E Spread to Work-out
durationFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from E Spread to Optimal Exercise
durationFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from G Spread to Maturity
durationFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
durationFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from G Spread to Work-out
durationFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from G Spread to Optimal Exercise
durationFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from I Spread to Maturity
durationFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
durationFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from I Spread to Work-out
durationFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from I Spread to Optimal Exercise
durationFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from J Spread to Maturity
durationFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
durationFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from J Spread to Work-out
durationFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from J Spread to Optimal Exercise
durationFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from N Spread to Maturity
durationFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
durationFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from N Spread to Work-out
durationFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from N Spread to Optimal Exercise
durationFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from OAS to Maturity
durationFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
durationFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from OAS to Work-out
durationFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from OAS to Optimal Exercise
durationFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from PECS to Maturity
durationFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
durationFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from PECS to Work-out
durationFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from PECS to Optimal Exercise
durationFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from Price to Maturity
durationFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
durationFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from Price to Work-out
durationFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from Price to Optimal Exercise
durationFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from TSY Spread to Maturity
durationFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
durationFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from TSY Spread to Work-out
durationFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from TSY Spread to Optimal Exercise
durationFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from Yield to Maturity
durationFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
durationFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from Yield to Work-out
durationFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from Yield Spread to Maturity
durationFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
durationFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from Yield Spread to Work-out
durationFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from Yield Spread to Optimal Exercise
durationFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from Yield to Optimal Exercise
durationFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from Z Spread to Maturity
durationFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
durationFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from Z Spread to Work-out
durationFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
durationFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate Duration from Z Spread to Optimal Exercise
Durgapur - Class in org.drip.sample.bondmetrics: Durgapur demonstrates the Analytics Calculation/Reconciliation for the Bond Durgapur.
Durgapur() - Constructor for class org.drip.sample.bondmetrics.Durgapur
dv01() - Method in class org.drip.analytics.output.BondCouponMeasures: Retrieve the DV01
DV01() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the DV01
DV01WithFixing() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the DV01 With Fixing
dva() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator: Retrieve the Expected DVA
dva() - Method in class org.drip.xva.gross.ExposureAdjustmentDigest: Retrieve the Univariate Thin Statistics for DVA
DVA(double) - Static method in class org.drip.xva.basel.ValueAdjustment: Construct the DVA Value Adjustment Instance
dva2() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator: Retrieve the Expected DVA2
dva2() - Method in class org.drip.xva.gross.ExposureAdjustmentDigest: Retrieve the Univariate Thin Statistics for DVA2
DVA2(double) - Static method in class org.drip.xva.basel.ValueAdjustment: Construct the DVA2 Value Adjustment Instance
DyadicEntropyNumber(double) - Static method in class org.drip.spaces.cover.CoveringBoundsHelper: Compute the Dyadic Entropy Number from the n^th Entropy Number
dyadicEntropyUpperBound(int) - Method in class org.drip.spaces.cover.MaureyOperatorCoveringBounds: Compute the Upper Bound for the Dyadic Entropy Number
DynamicMSTGenerator - Class in org.drip.graph.treebuilder: DynamicMSTGenerator exposes the Functionality behind the MST Generation for a Dynamic Graph.
DynamicsContainer - Class in org.drip.exposure.evolver: DynamicsContainer holds the Dynamics of the Economy with the following Traded Assets - the Numeraire Evolver Dynamics, the Terminal Latent State Evolver Dynamics, and the Primary Security Evolver Dynamics.
DynamicsContainer() - Constructor for class org.drip.exposure.evolver.DynamicsContainer: Empty DynamicsContainer Constructor
DynamicsParameters - Class in org.drip.execution.athl: DynamicsParameters generates the Variants of the Market Dynamics Parameters constructed using the Methodologies presented in Almgren, Thum, Hauptmann, and Li (2005), using the Parameterization of Almgren (2003).
DynamicsParameters(AssetFlowSettings) - Constructor for class org.drip.execution.athl.DynamicsParameters: DynamicsParameters Constructor
DynamicWeightFHeuristic - Class in org.drip.graph.astar: DynamicWeightFHeuristic implements the Dynamically Weighted A^* F-Heuristic Value at a Vertex.
DynamicWeightFHeuristic(VertexFunction, VertexFunction, VertexFunction, double) - Constructor for class org.drip.graph.astar.DynamicWeightFHeuristic: DynamicWeightFHeuristic Constructor

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