Index

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

E

E0ERF - Class in org.drip.sample.erf

E0ERF illustrates the Estimation of E₀ erf.

E0ERF() - Constructor for class org.drip.sample.erf.E0ERF

E0ErrorFunction - Class in org.drip.function.enerf

E0ErrorFunction implements the E₀ Error Function (erf).

E0ErrorFunction(DerivativeControl) - Constructor for class org.drip.function.enerf.E0ErrorFunction

E₀ Error Function Constructor

E1ERF - Class in org.drip.sample.erf

E1ERF illustrates the Estimation of E₁ erf.

E1ERF() - Constructor for class org.drip.sample.erf.E1ERF

E1ErrorFunction - Class in org.drip.function.enerf

E1ErrorFunction implements the E₁ Error Function (erf).

E1ErrorFunction(DerivativeControl) - Constructor for class org.drip.function.enerf.E1ErrorFunction

E₁ Error Function Constructor

E2ERFMacLaurin - Class in org.drip.sample.erf

E2ERFMacLaurin illustrates the MacLaurin Series Based Estimates for E₂ erf.

E2ERFMacLaurin() - Constructor for class org.drip.sample.erf.E2ERFMacLaurin

E2ERFMacLaurinGenerator - Class in org.drip.sample.erf

E2ERFMacLaurinGenerator illustrates the MacLaurin Series Coefficients for the E₂ ERF.

E2ERFMacLaurinGenerator() - Constructor for class org.drip.sample.erf.E2ERFMacLaurinGenerator

eadMultiplier() - Method in class org.drip.xva.settings.StandardizedExposureGeneratorScheme

Retrieve the EAD Multiplier

EarlyTerminationDate(JulianDate) - Static method in class org.drip.exposure.csatimeline.EventDateBuilder

Construct the Early Termination Date (ETD) CSA Event Date

ECSHoliday - Class in org.drip.analytics.holset

ECSHoliday holds the ECS Holidays.

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

ECSHoliday Constructor

ed() - Method in class org.drip.exposure.csatimeline.EventSequence

Retrieve the ED Event Date

ED(JulianDate) - Static method in class org.drip.exposure.csatimeline.EventDateBuilder

Construct the Event of Default CSA Event Date

ED_COMMUNICATION_DELAY_AGGRESSIVE - Static variable in class org.drip.exposure.csatimeline.EventDateBuilder

ED Communication Delay - Aggressive

ED_COMMUNICATION_DELAY_CONSERVATIVE - Static variable in class org.drip.exposure.csatimeline.EventDateBuilder

ED Communication Delay - Conservative

ED1Attribution - Class in org.drip.sample.forwardratefuturespnl

ED1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the ED1 Series.

ED1Attribution() - Constructor for class org.drip.sample.forwardratefuturespnl.ED1Attribution

ED1ClosesReconstitutor - Class in org.drip.sample.forwardratefuturesfeed

ED1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formatted ED1 Closes Feed.

ED1ClosesReconstitutor() - Constructor for class org.drip.sample.forwardratefuturesfeed.ED1ClosesReconstitutor

edCommunication() - Method in class org.drip.exposure.csatimeline.EventSequence

Retrieve the ED Communication Event Date

EDCommunication(JulianDate) - Static method in class org.drip.exposure.csatimeline.EventDateBuilder

Construct the ED Communication CSA Event Date

EDFJacobianRegressorSet - Class in org.drip.regression.curvejacobian

EDFJacobianRegressorSet implements the regression analysis set for the EDF product related Sensitivity Jacobians.

EDFJacobianRegressorSet() - Constructor for class org.drip.regression.curvejacobian.EDFJacobianRegressorSet

Edge - Class in org.drip.graph.core

Edge represents the Connection between a Pair of Vertexes.

Edge - Class in org.drip.measure.joint

Edge implements the Deterministic and the Stochastic Components of a Joint R¹ Random Increment.

Edge(String, String, double) - Constructor for class org.drip.graph.core.Edge

Edge Constructor

Edge(JumpDiffusionEdge[]) - Constructor for class org.drip.measure.joint.Edge

Edge Constructor

EDGE_DATE_SEQUENCE_FORWARD - Static variable in class org.drip.analytics.support.CompositePeriodBuilder

Edge Date Generation Sequence - Forward

EDGE_DATE_SEQUENCE_OVERNIGHT - Static variable in class org.drip.analytics.support.CompositePeriodBuilder

Edge Date Generation Sequence - Overnight

EDGE_DATE_SEQUENCE_REGULAR - Static variable in class org.drip.analytics.support.CompositePeriodBuilder

Edge Date Generation Sequence - Regular

EDGE_DATE_SEQUENCE_REVERSE - Static variable in class org.drip.analytics.support.CompositePeriodBuilder

Edge Date Generation Sequence - Reverse

EDGE_DATE_SEQUENCE_SINGLE - Static variable in class org.drip.analytics.support.CompositePeriodBuilder

Edge Date Generation Sequence - Single Edge Date Pair Between Dates

edgeCount() - Method in class org.drip.graph.core.Network

Retrieve the Count of the Edges

edgeDateSequenceScheme() - Method in class org.drip.param.period.ComposableUnitBuilderSetting

Retrieve the Edge Date Generation Scheme

edgeList() - Method in class org.drip.graph.core.Path

Retrieve the Contiguous List of Edges

edgeMap() - Method in class org.drip.graph.core.Network

Retrieve the Edge Map

edgeMap() - Method in class org.drip.graph.core.Vertex

Retrieve the Edge Map

EdgePair(JulianDate, JulianDate) - Static method in class org.drip.analytics.support.CompositePeriodBuilder

Generate a single Spanning Edge Pair between the specified dates, using the specified Calendar

edgePartition() - Method in class org.drip.graph.bellmanford.BannisterEppsteinPathGenerator

edgePartition() - Method in class org.drip.graph.bellmanford.EdgePartitionGenerator

Retrieve the Edge Partition

edgePartition() - Method in class org.drip.graph.bellmanford.YenEdgePartitionPathGenerator

EdgePartition - Class in org.drip.graph.bellmanford

EdgePartition contains the sub-graphs of the Partitioned Vertexes and their Edges from a Master Graph.

EdgePartition(Map<String, Integer>, List<String>, DirectedGraph, DirectedGraph) - Constructor for class org.drip.graph.bellmanford.EdgePartition

EdgePartition Constructor

EdgePartitionGenerator - Class in org.drip.graph.bellmanford

EdgePartitionGenerator generates the Shortest Path for a Directed Graph using the Bellman-Ford Algorithm with the Edge Partitioning Scheme applied to improve the Worst-Case Behavior.

edgePriorityQueue(boolean) - Method in class org.drip.graph.core.Network

Construct an Edge Priority Queue

edgePriorityQueue(DirectedGraph, boolean) - Method in class org.drip.graph.core.Tree

Construct and Retrieve the Edge Priority Queue from the Graph

EdgeRelaxationPathGenerator - Class in org.drip.graph.bellmanford

EdgeRelaxationPathGenerator generates the Shortest Path for a Directed Graph using the Bellman-Ford Algorithm.

EdgeRelaxationPathGenerator(DirectedGraph, boolean, FHeuristic) - Constructor for class org.drip.graph.bellmanford.EdgeRelaxationPathGenerator

EdgeRelaxationPathGenerator Constructor

edgeRun(MarketEdge, EvolutionTrajectoryVertex, double) - Method in class org.drip.xva.pde.BurgardKjaerOperator

Generate the Derivative Value Time Increment using the Burgard Kjaer Scheme

edgeRunAttribution(MarketEdge, EvolutionTrajectoryVertex, double) - Method in class org.drip.xva.pde.BurgardKjaerOperator

Generate the Time Increment Run Attribution using the Burgard Kjaer Scheme

edgeWeightPermutationsUpperBound() - Method in class org.drip.graph.decisiontree.ComplexityEstimate

Retrieve the Upper Bound on the Number of Edge Weight Permutations

edgeWeightPermutationsUpperBound() - Method in class org.drip.graph.decisiontree.ValidationComplexity

Retrieve the Upper Bound on the Number of Edge Weight Permutations

edgeWeightVariance() - Method in class org.drip.sequence.custom.OrientedPercolationFirstPassage

Retrieve the Edge Width Variance

EEKHoliday - Class in org.drip.analytics.holset

EEKHoliday holds the EEK Holidays.

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

EEKHoliday Constructor

EF1Attribution - Class in org.drip.sample.forwardratefuturespnl

EF1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the EF1 Series.

EF1Attribution() - Constructor for class org.drip.sample.forwardratefuturespnl.EF1Attribution

EF1ClosesReconstitutor - Class in org.drip.sample.forwardratefuturesfeed

EF1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formatted EF1 Closes Feed.

EF1ClosesReconstitutor() - Constructor for class org.drip.sample.forwardratefuturesfeed.EF1ClosesReconstitutor

effective() - Method in class org.drip.product.definition.BasketProduct

Returns the effective date of the basket product

effective() - Method in class org.drip.product.rates.Stream

Retrieve the Effective Date

effectiveDate() - Method in class org.drip.historical.attribution.CDSMarketSnap

Retrieve the Effective Date

effectiveDate() - Method in class org.drip.market.otc.CreditIndexConvention

Retrieve the Effective Date

effectiveDate() - Method in class org.drip.product.credit.BondComponent

effectiveDate() - Method in class org.drip.product.credit.CDSComponent

effectiveDate() - Method in class org.drip.product.definition.Component

Get the Effective Date

effectiveDate() - Method in class org.drip.product.fx.FXForwardComponent

effectiveDate() - Method in class org.drip.product.govvie.TreasuryFutures

effectiveDate() - Method in class org.drip.product.option.OptionComponent

effectiveDate() - Method in class org.drip.product.rates.FixFloatComponent

effectiveDate() - Method in class org.drip.product.rates.FloatFloatComponent

effectiveDate() - Method in class org.drip.product.rates.RatesBasket

effectiveDate() - Method in class org.drip.product.rates.SingleStreamComponent

effectiveDF() - Method in class org.drip.analytics.cashflow.LossQuadratureMetrics

Get the Period Effective Discount Factor

effectiveDF(int, int) - Method in class org.drip.state.csa.MultilateralBasisCurve

effectiveDF(int, int) - Method in class org.drip.state.curve.DerivedZeroRate

effectiveDF(int, int) - Method in interface org.drip.state.discount.DiscountFactorEstimator

Compute the time-weighted discount factor between 2 dates

effectiveDF(int, int) - Method in class org.drip.state.discount.MergedDiscountForwardCurve

effectiveDF(int, int) - Method in class org.drip.state.govvie.GovvieCurve

effectiveDF(String, String) - Method in class org.drip.state.csa.MultilateralBasisCurve

effectiveDF(String, String) - Method in class org.drip.state.curve.DerivedZeroRate

effectiveDF(String, String) - Method in interface org.drip.state.discount.DiscountFactorEstimator

Compute the time-weighted discount factor between 2 tenors

effectiveDF(String, String) - Method in class org.drip.state.discount.MergedDiscountForwardCurve

effectiveDF(String, String) - Method in class org.drip.state.govvie.GovvieCurve

effectiveDF(JulianDate, JulianDate) - Method in class org.drip.state.csa.MultilateralBasisCurve

effectiveDF(JulianDate, JulianDate) - Method in class org.drip.state.curve.DerivedZeroRate

effectiveDF(JulianDate, JulianDate) - Method in interface org.drip.state.discount.DiscountFactorEstimator

Compute the time-weighted discount factor between 2 dates

effectiveDF(JulianDate, JulianDate) - Method in class org.drip.state.discount.MergedDiscountForwardCurve

effectiveDF(JulianDate, JulianDate) - Method in class org.drip.state.govvie.GovvieCurve

effectiveExpectedExposure() - Method in class org.drip.xva.gross.BaselExposureDigest

Retrieve the Effective Expected Exposure

effectiveExpectedPositiveExposure() - Method in class org.drip.xva.gross.BaselExposureDigest

Retrieve the Effective Expected Positive Exposure

effectiveNotional() - Method in class org.drip.analytics.cashflow.LossQuadratureMetrics

Get the Period Effective Notional

effectiveRecovery() - Method in class org.drip.analytics.cashflow.LossQuadratureMetrics

Get the Period Effective Recovery

effectiveRecovery(int, int) - Method in class org.drip.state.credit.CreditCurve

Calculate the time-weighted recovery between a pair of dates

effectiveRecovery(String, String) - Method in class org.drip.state.credit.CreditCurve

Calculate the time-weighted recovery between a pair of tenors

effectiveRecovery(JulianDate, JulianDate) - Method in class org.drip.state.credit.CreditCurve

Calculate the time-weighted recovery between a pair of dates

effectiveSurvival(int, int) - Method in class org.drip.state.credit.CreditCurve

Calculate the time-weighted survival between a pair of 2 dates

effectiveSurvival(String, String) - Method in class org.drip.state.credit.CreditCurve

Calculate the time-weighted survival between a pair of 2 tenors

effectiveSurvival(JulianDate, JulianDate) - Method in class org.drip.state.credit.CreditCurve

Calculate the time-weighted survival between a pair of 2 dates

effectiveTreasuryBenchmarkYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

effectiveTreasuryBenchmarkYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Retrieve the effective treasury benchmark yield from the valuation, the component market parameters, and the market price

effectiveVolatility() - Method in class org.drip.pricer.option.Greeks

The "Effective" Volatility

efficientFrontier(HoldingsAllocationControl, AssetUniverseStatisticalProperties, int) - Method in class org.drip.portfolioconstruction.allocator.MeanVarianceOptimizer

Generate the Efficient Frontier given the Portfolio Construction Parameters

EfficientFrontierNoDrift - Class in org.drip.sample.almgrenchriss

EfficientFrontierNoDrift constructs the Efficient Frontier over a Sequence of Risk Aversion Parameters for Optimal Trading Trajectories computed in accordance with the Specification of Almgren and Chriss (2000), and calculates the corresponding Execution Half Life and the Trajectory Penalty without regard to the Drift.

EfficientFrontierNoDrift() - Constructor for class org.drip.sample.almgrenchriss.EfficientFrontierNoDrift

EfficientFrontierWithDrift - Class in org.drip.sample.almgrenchriss

EfficientFrontierWithDrift constructs the Efficient Frontier over a Sequence of Risk Aversion Parameters for Optimal Trading Trajectories computed in accordance with the Specification of Almgren and Chriss (2000), and calculates the corresponding Execution Half Life and the Trajectory Penalty incorporating the Impact of Drift.

EfficientFrontierWithDrift() - Constructor for class org.drip.sample.almgrenchriss.EfficientFrontierWithDrift

EfficientTradingTrajectory - Interface in org.drip.execution.optimum

EfficientTradingTrajectory contains the Efficient Trading Trajectory generated by one of the Methods outlined in the Almgren and Chriss (2000) and Almgren (2003) Scheme for Discrete and Continuous Trading Approximation respectively.

EfficientTradingTrajectoryContinuous - Class in org.drip.execution.optimum

EfficientTradingTrajectoryContinuous contains the Efficient Trading Trajectory generated by one of the Methods outlined in the Almgren (2003) Scheme for Continuous Trading Approximation.

EfficientTradingTrajectoryContinuous(double, double, double, double, double, R1ToR1, R1ToR1, R1ToR1, R1ToR1) - Constructor for class org.drip.execution.optimum.EfficientTradingTrajectoryContinuous

EfficientTradingTrajectoryContinuous Constructor

EfficientTradingTrajectoryDiscrete - Class in org.drip.execution.optimum

EfficientTradingTrajectoryDiscrete contains the Discrete Trading Trajectory generated by a given Optimal Trajectory Generation Scheme.

EfficientTradingTrajectoryDiscrete(double[], double[], double[], double, double, double) - Constructor for class org.drip.execution.optimum.EfficientTradingTrajectoryDiscrete

EfficientTradingTrajectoryDiscrete Constructor

efficientTrajectory() - Method in class org.drip.execution.principal.GrossProfitEstimator

Retrieve the Optimal Efficient Trajectory

EfronSteinMetrics - Class in org.drip.sequence.functional

EfronSteinMetrics contains the Variance-based non-exponential Sample Distribution/Bounding Metrics and Agnostic Bounds related to the Functional Transformation of the specified Sequence.

EfronSteinMetrics(MultivariateRandom, SingleSequenceAgnosticMetrics[]) - Constructor for class org.drip.sequence.functional.EfronSteinMetrics

EfronSteinMetrics Constructor

efronSteinSteeleBound(SingleSequenceAgnosticMetrics[]) - Method in class org.drip.sequence.functional.EfronSteinMetrics

Compute the Efron-Stein-Steele Variance Upper Bound using the Ghost Variables

EGPHoliday - Class in org.drip.analytics.holset

EGPHoliday holds the EGP Holidays.

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

EGPHoliday Constructor

EigenComponent - Class in org.drip.numerical.eigen

EigenComponent holds the Component's Eigenvector and the corresponding Eigenvalue.

EigenComponent(double[], double) - Constructor for class org.drip.numerical.eigen.EigenComponent

EigenComponent Constructor

eigenComponentOrderList(EigenOutput) - Method in class org.drip.numerical.eigen.QREigenComponentExtractor

Generate the Ordered List of Eigenvalues for the specified Eigen-output

eigenComponents() - Method in class org.drip.learning.kernel.IntegralOperatorEigenContainer

Retrieve the Array of the Integral Operator Eigen-Components

eigenComponentSuite() - Method in class org.drip.learning.kernel.MercerKernel

Retrieve the Suite of Eigen Components

eigenFunction() - Method in class org.drip.learning.kernel.IntegralOperatorEigenComponent

Retrieve the Eigen-Function

EigenFunctionRdToR1 - Class in org.drip.learning.kernel

EigenFunctionRdToR1 holds the Eigen-vector Function and its corresponding Space of the R^d To R¹ 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.

Eigenization - Class in org.drip.sample.matrix

Eigenization demonstrates how to generate the eigenvalue and eigenvector for the Input Matrix.

Eigenization() - Constructor for class org.drip.sample.matrix.Eigenization

eigenize() - Method in class org.drip.function.matrix.Square

Retrieve the Eigen-Components of the Square Matrix

eigenize() - Method in class org.drip.learning.kernel.IntegralOperator

Eigenize the Kernel Integral Operator

eigenize(double[][]) - Method in interface org.drip.numerical.eigen.ComponentExtractor

Eigenize and Extract the Components of the Specified Matrix

eigenize(double[][]) - Method in class org.drip.numerical.eigen.PowerIterationComponentExtractor

eigenize(double[][]) - Method in class org.drip.numerical.eigen.QREigenComponentExtractor

EigenOutput - Class in org.drip.numerical.eigen

EigenOutput holds the results of the Eigenization Operation - the Eigenvectors and the Eigenvalues.

EigenOutput(double[][], double[]) - Constructor for class org.drip.numerical.eigen.EigenOutput

EigenOutput Constructor

eigenvalue() - Method in class org.drip.learning.kernel.IntegralOperatorEigenComponent

Retrieve the Eigenvalue

eigenValue() - Method in class org.drip.numerical.eigen.EigenComponent

Retrieve the Eigenvalue

eigenValueArray() - Method in class org.drip.numerical.eigen.EigenOutput

Retrieve the Array of Eigenvalues

eigenVector() - Method in class org.drip.numerical.eigen.EigenComponent

Retrieve the Eigenvector

eigenVectorArray() - Method in class org.drip.numerical.eigen.EigenOutput

Retrieve the Array of Eigenvectors

elapsed(boolean) - Method in class org.drip.service.env.InvocationRecord

Retrieve the Elapsed Time

elasticity() - Method in class org.drip.capital.allocation.CorrelationCategoryBeta

Retrieve the Beta Elasticity

ELASTICITY_FIXED - Static variable in class org.drip.capital.allocation.CorrelationCategoryBeta

FIXED Beta Elasticity

ELASTICITY_FLOAT - Static variable in class org.drip.capital.allocation.CorrelationCategoryBeta

FLOAT Beta Elasticity

elasticityAttribution() - Method in class org.drip.capital.allocation.EntityComponentCapitalAssignment

Retrieve the Entity Elasticity Attribution

elasticityCoefficient() - Method in class org.drip.dynamics.physical.LangevinEvolver

Retrieve the Elasticity Coefficient

elementArray() - Method in class org.drip.graph.selection.OrderStatisticSelector

Retrieve the Array of Elements

elementSpace() - Method in class org.drip.spaces.tensor.R1CombinatorialVector

Retrieve the Full Candidate List of Elements

ElezovicGiordanoPecaricBoundProperty - Class in org.drip.sample.digamma

ElezovicGiordanoPecaricBoundProperty demonstrates the Estimation of the Elezevic-Giordano-Pecaric Bounds of the Digamma Function.

ElezovicGiordanoPecaricBoundProperty() - Constructor for class org.drip.sample.digamma.ElezovicGiordanoPecaricBoundProperty

ElezovicGiordanoPecaricLeftBound() - Static method in class org.drip.specialfunction.property.DigammaInequalityLemma

Generate the Elezovic-Giordano-Pecaric Left Bound Inequality Verifier

ElezovicGiordanoPecaricRightBound() - Static method in class org.drip.specialfunction.property.DigammaInequalityLemma

Generate the Elezovic-Giordano-Pecaric Right Bound Inequality Verifier

eligibility() - Method in class org.drip.market.exchange.TreasuryFuturesConvention

Retrieve the Treasury Futures Eligibility Settings

eliminateSpuriousExtrema() - Method in class org.drip.state.estimator.LocalControlCurveParams

Retrieve the Eliminate Spurious Extrema Flag

EliminateSpuriousExtrema(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator

Eliminate the Spurious Extrema in the Input C¹ Entry

ellipticEIntegral(double) - Method in class org.drip.specialfunction.definition.EllipticEIntegralEstimator

Evaluate The Elliptic E Integral Function

ellipticEIntegral(double) - Method in class org.drip.specialfunction.derived.EllipticEIntegral

EllipticEIntegral - Class in org.drip.specialfunction.derived

EllipticEIntegral implements the Elliptic E Integral Function from the 2F1 Hyper-geometric Function.

EllipticEIntegral(R2ToR1, int) - Constructor for class org.drip.specialfunction.derived.EllipticEIntegral

EllipticEIntegral Constructor

EllipticEIntegralEstimate - Class in org.drip.sample.hypergeometric

EllipticEIntegralEstimate estimates the Elliptic E-Integral Function using the 2F1 Hyper-geometric Function.

EllipticEIntegralEstimate() - Constructor for class org.drip.sample.hypergeometric.EllipticEIntegralEstimate

EllipticEIntegralEstimator - Class in org.drip.specialfunction.definition

EllipticEIntegralEstimator exposes the Stubs for estimating the Elliptic E-Integral and its Jacobian using the 2F1 Hyper-geometric Function.

ellipticKIntegral(double) - Method in class org.drip.specialfunction.definition.EllipticKIntegralEstimator

Evaluate The Elliptic K Integral Function

ellipticKIntegral(double) - Method in class org.drip.specialfunction.derived.EllipticKIntegral

EllipticKIntegral - Class in org.drip.specialfunction.derived

EllipticKIntegral implements the Elliptic K Integral Function from the 2F1 Hyper-geometric Function.

EllipticKIntegral(R2ToR1, int) - Constructor for class org.drip.specialfunction.derived.EllipticKIntegral

EllipticKIntegral Constructor

EllipticKIntegralEstimate - Class in org.drip.sample.hypergeometric

EllipticKIntegralEstimate estimates the Elliptic K-Integral Function using the 2F1 Hyper-geometric Function.

EllipticKIntegralEstimate() - Constructor for class org.drip.sample.hypergeometric.EllipticKIntegralEstimate

EllipticKIntegralEstimator - Class in org.drip.specialfunction.definition

EllipticKIntegralEstimator exposes the Stubs for estimating the Elliptic K-Integral and its Jacobian using the 2F1 Hyper-geometric Function.

elme() - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator

Retrieve the Empirical Learning Metric Estimator Instance

EM - Static variable in class org.drip.capital.systemicscenario.MarketSegment

The EM Market Segment

EM_ABF - Static variable in class org.drip.capital.definition.Business

EM ABF Business

EM_ABF - Static variable in class org.drip.capital.definition.Product

EM ABF Product

EM_ASSET_BACKED_FINANCE - Static variable in class org.drip.capital.definition.Business

EM Asset Backed Finance Business

EM_BONDS - Static variable in class org.drip.capital.definition.Business

EM Bonds Business

EM_CREDIT_TRADING - Static variable in class org.drip.capital.definition.Business

EM Credit Trading Business

EM_HI_VOL - Static variable in class org.drip.capital.systemicscenario.MarketSegment

The EM High Volatility Market Segment

EM_LO_VOL - Static variable in class org.drip.capital.systemicscenario.MarketSegment

The EM Low Volatility Market Segment

EM_PRIMARY_LOANS - Static variable in class org.drip.capital.definition.Business

EM Prm Loans Business

EmbeddedOptionSchedule - Class in org.drip.product.params

EmbeddedOptionSchedule is a place holder for the embedded option schedule for the component.

EmbeddedOptionSchedule(int[], double[], boolean, int, boolean, double, String, double) - Constructor for class org.drip.product.params.EmbeddedOptionSchedule

Construct the EOS from the array of dates and factors

EmbeddedOptionSchedule(EmbeddedOptionSchedule) - Constructor for class org.drip.product.params.EmbeddedOptionSchedule

Construct a Deep Copy EOS from another EOS

embeddedQuadratureEstimator() - Method in class org.drip.numerical.integration.NestedQuadratureEstimator

Retrieve the Embedded Quadrature Estimator

EMCreditTradingBreakdown - Class in org.drip.sample.betafloatfloat

EMCreditTradingBreakdown zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.

EMCreditTradingBreakdown() - Constructor for class org.drip.sample.betafloatfloat.EMCreditTradingBreakdown

EMCreditTradingDetail - Class in org.drip.sample.betafixedfloat

EMCreditTradingDetail zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.

EMCreditTradingDetail() - Constructor for class org.drip.sample.betafixedfloat.EMCreditTradingDetail

EMCreditTradingExplain - Class in org.drip.sample.allocation

EMCreditTradingExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.

EMCreditTradingExplain() - Constructor for class org.drip.sample.allocation.EMCreditTradingExplain

EMEA - Class in org.drip.sample.correlatedstress

EMEA zeds the Business Correlated Stress and their corresponding Scenario Names and Loss Amounts for the following Coordinates: - REGION == EMEA The References are:

Bank for International Supervision(2005): Stress Testing at Major Financial Institutions: Survey Results and Practice https://www.bis.org/publ/cgfs24.htm Glasserman, P.

EMEA - Static variable in class org.drip.capital.definition.Region

EMEA Region

EMEA() - Constructor for class org.drip.sample.correlatedstress.EMEA

EMERGING_MARKETS - Static variable in class org.drip.simm.equity.RegionSystemics

The "Emerging Markets" Region

emitSequence(int) - Method in class org.drip.dynamics.ito.R1StochasticDriver

Emit the Random Sequence Array

emitSequence(int) - Method in class org.drip.dynamics.ito.RdStochasticDriver

Emit the Random Sequence Array

emitSignal(double, double) - Method in class org.drip.execution.athl.TransactionRealization

Emit the IJK Signal

emitSingle() - Method in class org.drip.dynamics.ito.R1StochasticDriver

Emit a Single Random Instance

emitSingle() - Method in class org.drip.dynamics.ito.R1WienerDriver

emitSingle() - Method in class org.drip.dynamics.ito.RdStochasticDriver

Emit a Single Random R^d Instance

emitSingle() - Method in class org.drip.dynamics.ito.RdWienerDriver

empiricalAnchorMoment(int, double, boolean) - Method in class org.drip.sequence.metrics.SingleSequenceAgnosticMetrics

Compute the Specified Anchor Moment of the Sample Sequence

empiricalCentralMoment(int, boolean) - Method in class org.drip.sequence.metrics.SingleSequenceAgnosticMetrics

Compute the Specified Central Moment of the Sample Sequence

empiricalExpectation() - Method in class org.drip.sequence.metrics.SingleSequenceAgnosticMetrics

Retrieve the Sample Expectation

EmpiricalLearnerLoss - Class in org.drip.learning.bound

EmpiricalLearnerLoss Function computes the Empirical Loss of a Learning Operation resulting from the Use of a Learning Function in Conjunction with the corresponding Empirical Realization.

EmpiricalLearnerLoss(R1ToR1, double) - Constructor for class org.drip.learning.bound.EmpiricalLearnerLoss

EmpiricalLearnerLoss Constructor

EmpiricalLearningMetricEstimator - Interface in org.drip.learning.rxtor1

EmpiricalLearningMetricEstimator is the Estimator of the Empirical Loss and Risk, as well as the corresponding Covering Numbers.

empiricalLoss(R1ToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Compute the Empirical Sample Loss

empiricalLoss(R1ToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.L1LossLearner

empiricalLoss(R1ToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.LipschitzLossLearner

empiricalLoss(R1ToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.LpLossLearner

empiricalLoss(RdToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Compute the Empirical Sample Loss

empiricalLoss(RdToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.L1LossLearner

empiricalLoss(RdToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.LipschitzLossLearner

empiricalLoss(RdToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.LpLossLearner

empiricalOutcomes() - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator

Retrieve the Validated Outcome Instance

EmpiricalPenaltySupremum - Class in org.drip.learning.rxtor1

EmpiricalPenaltySupremum holds the Learning Function that corresponds to the Empirical Supremum, as well as the corresponding Supremum Value.

EmpiricalPenaltySupremum(int, double) - Constructor for class org.drip.learning.rxtor1.EmpiricalPenaltySupremum

EmpiricalPenaltySupremum Constructor

empiricalPenaltySupremumEstimator() - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumMetrics

Retrieve the Empirical Penalty Supremum Function

EmpiricalPenaltySupremumEstimator - Class in org.drip.learning.rxtor1

EmpiricalPenaltySupremumEstimator contains the Implementation of the Empirical Penalty Supremum Estimator dependent on Multivariate Random Variables where the Multivariate Function is a Linear Combination of Bounded Univariate Functions acting on each Random Variate.

EmpiricalPenaltySupremumEstimator(int, EmpiricalLearningMetricEstimator, GeneralizedValidatedVector, R1R1, RdR1) - Constructor for class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator

EmpiricalPenaltySupremumEstimator Constructor

EmpiricalPenaltySupremumMetrics - Class in org.drip.learning.rxtor1

EmpiricalPenaltySupremumMetrics computes Efron-Stein Metrics for the Penalty Supremum R^x To R¹ Functions.

EmpiricalPenaltySupremumMetrics(EmpiricalPenaltySupremumEstimator, SingleSequenceAgnosticMetrics[], MeasureConcentrationExpectationBound) - Constructor for class org.drip.learning.rxtor1.EmpiricalPenaltySupremumMetrics

EmpiricalPenaltySupremumMetrics Constructor

empiricalRawMoment(int, boolean) - Method in class org.drip.sequence.metrics.SingleSequenceAgnosticMetrics

Compute the Specified Raw Moment of the Sample Sequence

empiricalRealization() - Method in class org.drip.learning.bound.EmpiricalLearnerLoss

Retrieve the Empirical Realization

empiricalRisk(R1R1, R1ToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Compute the Empirical Sample Risk

empiricalRisk(R1R1, R1ToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.L1LossLearner

empiricalRisk(R1R1, R1ToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.LipschitzLossLearner

empiricalRisk(R1R1, R1ToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.LpLossLearner

empiricalRisk(RdR1, RdToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator

Compute the Empirical Sample Risk

empiricalRisk(RdR1, RdToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.L1LossLearner

empiricalRisk(RdR1, RdToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.LipschitzLossLearner

empiricalRisk(RdR1, RdToR1, GeneralizedValidatedVector, GeneralizedValidatedVector) - Method in class org.drip.learning.rxtor1.LpLossLearner

empiricalVariance() - Method in class org.drip.sequence.metrics.SingleSequenceAgnosticMetrics

Retrieve the Sample Variance

enclosingCUP(int) - Method in class org.drip.analytics.cashflow.CompositePeriod

Return the Unit Period to which the Date belongs

enclosingXIndex(double) - Method in class org.drip.spline.multidimensional.WireSurfacePiecewiseConstant

Enclosing X Index

enclosingYIndex(double) - Method in class org.drip.spline.multidimensional.WireSurfacePiecewiseConstant

Enclosing Y Index

end() - Method in class org.drip.state.representation.LatentStateMergeSubStretch

Retrieve the Merge Stretch End Date

endArray() - Method in interface org.drip.service.jsonparser.ContentHandler

Receive notification of the end of a JSON array.

endDate() - Method in class org.drip.analytics.cashflow.ComposableUnitPeriod

Retrieve the Accrual End Date

endDate() - Method in class org.drip.analytics.cashflow.CompositePeriod

Retrieve the Period End Date

endDate() - Method in class org.drip.analytics.cashflow.LossQuadratureMetrics

Period End Date

endDate() - Method in class org.drip.analytics.cashflow.ReferenceIndexPeriod

Reference Period End Date

endDate() - Method in class org.drip.analytics.output.UnitPeriodConvexityMetrics

Retrieve the End Date

endJSON() - Method in interface org.drip.service.jsonparser.ContentHandler

Receive notification of the end of JSON processing.

endObject() - Method in interface org.drip.service.jsonparser.ContentHandler

Receive notification of the end of a JSON object.

endObjectEntry() - Method in interface org.drip.service.jsonparser.ContentHandler

Receive notification of the end of the value of previous object entry.

endSurvival() - Method in class org.drip.analytics.cashflow.LossQuadratureMetrics

Survival at the Period End

EnE2ERFMacLaurin - Class in org.drip.sample.erf

EnE2ERFMacLaurin illustrates the E_n MacLaurin Series Based Estimates for the E₂ erf.

EnE2ERFMacLaurin() - Constructor for class org.drip.sample.erf.EnE2ERFMacLaurin

EnERFMacLaurin - Class in org.drip.sample.erf

EnERFMacLaurin illustrates the MacLaurin Series Based Estimates for E_n erf.

EnERFMacLaurin() - Constructor for class org.drip.sample.erf.EnERFMacLaurin

energy() - Method in class org.drip.capital.systemicscenario.SystemicStressShockIndicator

Retrieve the Energy Directional Indicator

enforceable() - Method in class org.drip.xva.proto.CreditDebtGroupSpecification

Indicate if the Netting is Enforceable

enforcePositivity() - Method in class org.drip.spline.pchip.MonotoneConvexHaganWest

Enforce the Positivity of the Inferred Response Values

EnhancedEulerScheme - Class in org.drip.sample.almgren2009

EnhancedEulerScheme demonstrates the Enhancement used by Almgren (2009, 2012) to deal with Time Evolution under Singular Initial Conditions.

EnhancedEulerScheme() - Constructor for class org.drip.sample.almgren2009.EnhancedEulerScheme

Ensemble - Class in org.drip.validation.evidence

Ensemble contains the Ensemble Collection of Statistical Samples and their Test Statistic Evaluators.

Ensemble(Sample[], TestStatisticEvaluator[]) - Constructor for class org.drip.validation.evidence.Ensemble

Ensemble Constructor

ensembleAdjustedVariationMarginDynamics() - Method in class org.drip.exposure.regressiontrade.AndersenPykhtinSokolEnsemble

Generate the Ensemble Adjusted Variation Margin Dynamics

ensembleDegreesOfFreedom() - Method in class org.drip.validation.hypothesis.TTestOutcome

Retrieve the Ensemble Degrees of Freedom

ensembleDistribution() - Method in class org.drip.capital.explain.CapitalUnitPnLAttribution

ensembleDistribution() - Method in class org.drip.capital.simulation.CapitalUnitPathEnsemble

ensembleDistribution() - Method in interface org.drip.capital.simulation.EnsemblePnLDistributionGenerator

Generate the Ensemble PnL Distribution

ensembleMean() - Method in class org.drip.validation.hypothesis.TTestOutcome

Retrieve the Ensemble Mean

ensemblePillarDynamics() - Method in class org.drip.exposure.regressiontrade.AndersenPykhtinSokolEnsemble

Generate the Ensemble Pillar Dynamics Array

EnsemblePnLDistribution - Class in org.drip.capital.simulation

EnsemblePnLDistribution contains the PnL Distribution from Realized Path Ensemble.

EnsemblePnLDistribution(List<Double>, List<Double>, List<Double>, List<Double>) - Constructor for class org.drip.capital.simulation.EnsemblePnLDistribution

EnsemblePnLDistribution Constructor

EnsemblePnLDistributionGenerator - Interface in org.drip.capital.simulation

EnsemblePnLDistributionGenerator exposes the Functionality to generate the PnL Distribution from the Realized Path Ensemble.

ensemblePredictiveConfidenceInterval() - Method in class org.drip.validation.hypothesis.TTestOutcome

Retrieve the Ensemble Predictive Confidence Interval

ensembleStandardDeviation() - Method in class org.drip.validation.hypothesis.TTestOutcome

Retrieve the Ensemble Standard Deviation

ensembleStandardError() - Method in class org.drip.validation.hypothesis.TTestOutcome

Retrieve the Ensemble Standard Error

ensembleStandardErrorOffset() - Method in class org.drip.validation.hypothesis.TTestOutcome

Retrieve the Ensemble Standard Error Offset

EnsembleTradeFlowAdjustment - Class in org.drip.sample.andersen2017vm

EnsembleTradeFlowAdjustment generates the Trade Flow Adjusted Variation Margin from Sparse Nodes for a Fix-Float Swap across the Ensemble of Paths.

EnsembleTradeFlowAdjustment() - Constructor for class org.drip.sample.andersen2017vm.EnsembleTradeFlowAdjustment

ensembleTStatistics() - Method in class org.drip.validation.hypothesis.TTestOutcome

Retrieve the Ensemble t-Statistics

ensembleVariance() - Method in class org.drip.validation.hypothesis.TTestOutcome

Retrieve the Ensemble Variance

EnsembleVariationMarginEstimate - Class in org.drip.sample.andersen2017vm

EnsembleVariationMarginEstimate generates the Ensemble of Dense Variation Margin Estimates from Sparse Nodes for a Fix-Float Swap across the Ensemble of Paths.

EnsembleVariationMarginEstimate() - Constructor for class org.drip.sample.andersen2017vm.EnsembleVariationMarginEstimate

entity() - Method in class org.drip.oms.transaction.OrderIssuer

Retrieve the Issuer Entity

entity() - Method in class org.drip.simm.commodity.CTBucket

Retrieve the SIMM Bucket Entity

ENTITY_CORRELATION - Static variable in class org.drip.capital.allocation.EntityComponentCorrelationCategory

Defer the Correlation Category to that of the Entity

EntityCapital - Class in org.drip.capital.allocation

EntityCapital holds the Capital for each Entity.

EntityCapital(double, double) - Constructor for class org.drip.capital.allocation.EntityCapital

EntityCapital Constructor

EntityCapitalAssignmentSetting - Class in org.drip.capital.allocation

EntityCapitalAssignmentSetting holds the Correlation Elasticities for the different Capital Components as well as the Entity's Correlation Category.

EntityCapitalAssignmentSetting(int, int, int, int, int, int, int, int, int) - Constructor for class org.drip.capital.allocation.EntityCapitalAssignmentSetting

EntityCapitalAssignmentSetting Constructor

entityCapitalAssignmentSettingMap() - Method in class org.drip.capital.setting.CapitalAllocationControl

Retrieve the Entity Capital Assignment Setting Map

EntityCDSLabel - Class in org.drip.state.identifier

EntityCDSLabel contains the Identifier Parameters referencing the Latent State of the named Entity CDS Curve.

EntityCDSLabel(String, String, String) - Constructor for class org.drip.state.identifier.EntityCDSLabel

EntityCDSLabel constructor

EntityComponentAssignmentScheme - Class in org.drip.capital.allocation

EntityComponentAssignmentScheme holds the Indicators for the BETA and the PRO RATA Capital Allocation Schemes.

EntityComponentAssignmentScheme() - Constructor for class org.drip.capital.allocation.EntityComponentAssignmentScheme

entityComponentCapital() - Method in class org.drip.capital.explain.AllocatedPnLAttribution

Retrieve the Entity Component Capital

EntityComponentCapital - Class in org.drip.capital.allocation

EntityComponentCapital holds the Component Capital for each Entity.

EntityComponentCapital(EntityCapital, double, EntityCapital, double, EntityCapital, double, EntityCapital, double) - Constructor for class org.drip.capital.allocation.EntityComponentCapital

EntityComponentCapital Constructor

EntityComponentCapitalAssignment - Class in org.drip.capital.allocation

EntityComponentCapitalAssignment contains the Capital Assignment for each Entity and its Component.

EntityComponentCapitalAssignment(EntityElasticityAttribution, Map<String, EntityComponentCapital>, double, double, double) - Constructor for class org.drip.capital.allocation.EntityComponentCapitalAssignment

EntityComponentCapitalAssignment Constructor

entityComponentCapitalMap() - Method in class org.drip.capital.allocation.EntityComponentCapitalAssignment

Retrieve the Entity Component Capital Assignment Map

EntityComponentCorrelationCategory - Class in org.drip.capital.allocation

EntityComponentCorrelationCategory holds the Indicators of different Correlation Categories used under the BETA Capital Allocation Scheme.

EntityComponentCorrelationCategory() - Constructor for class org.drip.capital.allocation.EntityComponentCorrelationCategory

EntityComponentElasticityAttribution - Class in org.drip.capital.allocation

EntityComponentElasticityAttribution holds the Attributions of a single Individual Entity Component into Fixed, Float, and Pro-rata Elasticities.

EntityComponentElasticityAttribution(CorrelationCategoryBetaManager, boolean) - Constructor for class org.drip.capital.allocation.EntityComponentElasticityAttribution

EntityComponentElasticityAttribution Constructor

EntityComponentProRataCategory - Class in org.drip.capital.allocation

EntityComponentProRataCategory holds the Indicators of different Pro-Rata Categories used under the PRO-RATA Capital Allocation Scheme.

EntityComponentProRataCategory() - Constructor for class org.drip.capital.allocation.EntityComponentProRataCategory

entityCredit() - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Retrieve the Entity Credit Latent State Node Container

entityCredit(EntityCDSLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer

Retrieve the Entity Credit Latent State

entityCredit(EntityCreditLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Retrieve of Labeled Entity Credit

entityCreditExists(EntityCDSLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer

Indicate if the Entity Credit Latent State Exists

EntityCreditLabel - Class in org.drip.state.identifier

EntityCreditLabel contains the Identifier Parameters referencing the Latent State of the named Entity Credit Curve.

entityCreditMap() - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer

Retrieve the Entity Credit Evolver Map

EntityDesignateLabel - Class in org.drip.state.identifier

EntityDesignateLabel contains the Identifier Parameters referencing the Latent State of an Entity Designate.

entityDynamicsContainer() - Method in class org.drip.exposure.universe.MarketVertexGenerator

Retrieve the Entity Dynamics Container

EntityDynamicsContainer - Class in org.drip.exposure.evolver

EntityDynamicsContainer contains the Dealer and the Client Hazard and Recovery Latent State Evolvers.

EntityDynamicsContainer(TerminalLatentState, TerminalLatentState, TerminalLatentState, TerminalLatentState, TerminalLatentState) - Constructor for class org.drip.exposure.evolver.EntityDynamicsContainer

EntityDynamicsContainer Constructor

EntityElasticityAttribution - Class in org.drip.capital.allocation

EntityElasticityAttribution holds the Attributions across all Entity Components into Fixed, Float, and Pro-rata Elasticities.

EntityElasticityAttribution(CorrelationCategoryBetaManager, boolean) - Constructor for class org.drip.capital.allocation.EntityElasticityAttribution

EntityElasticityAttribution Constructor

entityEquity() - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Retrieve the Entity Equity Latent State Node Container

entityEquity(EntityEquityLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer

Retrieve the Entity Equity Latent State

entityEquity(EntityEquityLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Retrieve of Labeled Entity Equity

entityEquityExists(EntityEquityLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer

Indicate if the Entity Equity Latent State Exists

EntityEquityLabel - Class in org.drip.state.identifier

EntityEquityLabel contains the Identifier Parameters referencing the Latent State of the Entity Equity Curve.

entityEquityMap() - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer

Retrieve the Equity Evolver Map

entityFunding() - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Retrieve the Entity Funding Latent State Node Container

entityFunding(EntityFundingLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer

Retrieve the Entity Funding Latent State

entityFunding(EntityFundingLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Retrieve of Labeled Entity Funding

entityFundingExists(EntityFundingLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer

Indicate if the Entity Funding Latent State Exists

EntityFundingLabel - Class in org.drip.state.identifier

EntityFundingLabel contains the Identifier Parameters referencing the Latent State of the Entity Funding Curve.

EntityFundingLabel(String, String, String) - Constructor for class org.drip.state.identifier.EntityFundingLabel

EntityFundingLabel constructor

entityFundingMap() - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer

Retrieve the Entity Funding Evolver Map

entityHazard() - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Retrieve the Entity Hazard Latent State Node Container

entityHazard(EntityHazardLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer

Retrieve the Entity Hazard Latent State

entityHazard(EntityHazardLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Retrieve of Labeled Entity Hazard

entityHazardExists(EntityHazardLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer

Indicate if the Entity Hazard Latent State Exists

EntityHazardLabel - Class in org.drip.state.identifier

EntityHazardLabel contains the Identifier Parameters referencing the Latent State of the Entity Hazard Curve.

EntityHazardLabel(String, String) - Constructor for class org.drip.state.identifier.EntityHazardLabel

EntityHazardLabel constructor

entityHazardMap() - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer

Retrieve the Entity Hazard Evolver Map

entityRecovery() - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Retrieve the Entity Recovery Latent State Node Container

entityRecovery(EntityRecoveryLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer

Retrieve the Entity Recovery Latent State

entityRecovery(EntityRecoveryLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Retrieve of Labeled Entity Recovery

entityRecoveryExists(EntityRecoveryLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer

Indicate if the Entity Recovery Latent State Exists

EntityRecoveryLabel - Class in org.drip.state.identifier

EntityRecoveryLabel contains the Identifier Parameters referencing the Latent State of the Entity Recovery Curve.

entityRecoveryMap() - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer

Retrieve the Entity Recovery Evolver Map

entropyBoundNormA() - Method in class org.drip.spaces.cover.CarlStephaniNormedBounds

Retrieve the Entropy Bound using the Function Class Norm A

entropyBoundNormB() - Method in class org.drip.spaces.cover.CarlStephaniNormedBounds

Retrieve the Entropy Bound using the Function Class Norm B

entropyNumberAsymptote() - Method in interface org.drip.spaces.cover.OperatorClassCoveringBounds

Compute the Entropy Number Asymptotic Behavior

entropyNumberAsymptoteExponent() - Method in class org.drip.learning.bound.DiagonalOperatorCoveringBound

Retrieve the Entropy Number Asymptote Exponent

entropyNumberAsymptoteType() - Method in class org.drip.learning.bound.DiagonalOperatorCoveringBound

Retrieve the Entropy Number Asymptote Type

entropyNumberIndex() - Method in class org.drip.learning.kernel.DiagonalScalingOperator

entropyNumberIndex() - Method in interface org.drip.spaces.cover.OperatorClassCoveringBounds

Compute the Entropy Number Index of the Operator

entropyNumberLowerBound() - Method in class org.drip.learning.kernel.DiagonalScalingOperator

entropyNumberLowerBound() - Method in interface org.drip.spaces.cover.OperatorClassCoveringBounds

Lower Bound of the Operator Entropy Number

entropyNumberUpperBound() - Method in class org.drip.learning.kernel.DiagonalScalingOperator

entropyNumberUpperBound() - Method in interface org.drip.spaces.cover.OperatorClassCoveringBounds

Upper Bound of the Operator Entropy Number

entropyNumberUpperBound(int) - Method in class org.drip.spaces.cover.MaureyOperatorCoveringBounds

Compute the Upper Bound for the Entropy Number

entropyNumberUpperBounds(DiagonalScalingOperator, double) - Method in class org.drip.learning.svm.RdDecisionFunction

Compute the Entropy Number Upper Bounds Instance for the Specified Inputs

entry() - Method in class org.drip.graph.heap.BinaryTreeNode

Retrieve the Entry

entry() - Method in class org.drip.graph.heap.BinomialTree

Retrieve the Entry of the Binomial Tree Node

entry(String, String) - Method in class org.drip.measure.stochastic.LabelCorrelation

Retrieve the Correlation Entry for the Pair of Labels

entry(LatentStateLabel, LatentStateLabel) - Method in class org.drip.exposure.universe.MarketCorrelation

Retrieve the Cross State Correlation

entryList() - Method in class org.drip.graph.softheap.KaplanZwickBinaryNode

Retrieve the List of Entries

EnumerateDiagonalFlipFlop(int[][]) - Static method in class org.drip.service.common.ArrayUtil

Given a matrix, return all elements of the matrix in diagonal flip-flop order.

EnumerateDiagonalOrder(int[][]) - Static method in class org.drip.service.common.ArrayUtil

Given a matrix, return all elements of the matrix in anti-diagonal order.

EnvManager - Class in org.drip.service.env

EnvManager sets the environment/connection parameters, and populates the market parameters for the given EOD.

EnvManager() - Constructor for class org.drip.service.env.EnvManager

eomAdj() - Method in class org.drip.param.quoting.YieldInterpreter

Retrieve the EOM Adjustment

EONIAFutures - Class in org.drip.sample.forwardratefutures

EONIAFutures contains the demonstration of the construction and the Valuation of the EONIA Futures Contract.

EONIAFutures() - Constructor for class org.drip.sample.forwardratefutures.EONIAFutures

EOSBondPeriods - Class in org.drip.sample.cashflow

EOSBondPeriods demonstrates the Cash Flow Period Details for a Bond with Embedded Options.

EOSBondPeriods() - Constructor for class org.drip.sample.cashflow.EOSBondPeriods

eosMetricsReplicator() - Method in class org.drip.service.scenario.BondReplicator

Retrieve the EOS Metrics Replicator

EOSMetricsReplicator - Class in org.drip.service.scenario

EOSMetricsReplicator generates the EOS Metrics for Bonds with Embedded Option Schedules.

EOSMetricsReplicator(BondComponent, ValuationParams, CurveSurfaceQuoteContainer, GovvieBuilderSettings, DiffusionEvolver, int, double) - Constructor for class org.drip.service.scenario.EOSMetricsReplicator

EOSMetricsReplicator Constructor

epoch() - Method in interface org.drip.analytics.definition.Curve

Get the Epoch Date

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

epoch() - Method in class org.drip.analytics.definition.NodeStructure

epoch() - Method in class org.drip.function.r1tor1.ExponentialDecay

Retrieve the Epoch

epoch() - Method in class org.drip.function.r1tor1.SABRLIBORCapVolatility

Return the Epoch

epoch() - Method in class org.drip.state.basis.BasisCurve

epoch() - Method in class org.drip.state.credit.CreditCurve

epoch() - Method in class org.drip.state.csa.MultilateralBasisCurve

epoch() - Method in interface org.drip.state.discount.DiscountFactorEstimator

Retrieve the Starting (Epoch) Date

epoch() - Method in class org.drip.state.discount.MergedDiscountForwardCurve

epoch() - Method in class org.drip.state.discount.ZeroCurve

epoch() - Method in class org.drip.state.forward.ForwardCurve

epoch() - Method in class org.drip.state.fx.FXCurve

epoch() - Method in class org.drip.state.govvie.GovvieCurve

epoch() - Method in class org.drip.state.repo.RepoCurve

Epochal(JulianDate, double, double, double, double, double, double, double, double, double, double, LatentStateVertexContainer) - Static method in class org.drip.exposure.universe.MarketVertex

Generate an Initial Instance of MarketVertex

Epochal(JulianDate, double, double, double, double, double, double, double, double, LatentStateVertexContainer) - Static method in class org.drip.exposure.universe.MarketVertex

Generate an Initial Instance of MarketVertex

epochalMarketVertex() - Method in class org.drip.exposure.universe.MarketPath

Retrieve the Epochal Market Vertex

epochDate() - Method in class org.drip.exposure.regression.AndersenPykhtinSokolSegment

Retrieve the Epoch Date

epochImpactFunction() - Method in interface org.drip.execution.profiletime.BackgroundParticipationRate

Compute the Epoch Market Impact Function

epochImpactFunction() - Method in class org.drip.execution.profiletime.UniformParticipationRate

epochImpactFunction() - Method in class org.drip.execution.profiletime.UniformParticipationRateLinear

epochImpactFunction() - Method in class org.drip.execution.tradingtime.CoordinatedParticipationRateLinear

epochLiquidityFunction() - Method in interface org.drip.execution.profiletime.BackgroundParticipationRateLinear

Compute the Epoch Liquidity Market Impact Function

epochLiquidityFunction() - Method in class org.drip.execution.profiletime.UniformParticipationRateLinear

epochLiquidityFunction() - Method in class org.drip.execution.tradingtime.CoordinatedParticipationRateLinear

epochVolatility() - Method in class org.drip.execution.parameters.ArithmeticPriceDynamicsSettings

Retrieve the Asset Annual Volatility

epsilon() - Method in class org.drip.graph.astar.DynamicWeightFHeuristic

Retrieve the "Epsilon" Weight

epsilon() - Method in class org.drip.graph.astar.StaticWeightFHeuristic

Retrieve the "Epsilon" Weight

EPSILON_EXPONENT_AGNOSTIC_CONVEX_LEARNING - Static variable in class org.drip.learning.bound.CoveringNumberBoundBuilder

Epsilon Exponent for Agnostic Learning with Convex Functions

EPSILON_EXPONENT_AGNOSTIC_LEARNING - Static variable in class org.drip.learning.bound.CoveringNumberBoundBuilder

Epsilon Exponent for Agnostic Learning

EPSILON_EXPONENT_REGRESSION_LEARNING - Static variable in class org.drip.learning.bound.CoveringNumberBoundBuilder

Epsilon Exponent for Regression Learning

epsilonExponent() - Method in class org.drip.learning.bound.CoveringNumberLossBound

Retrieve the Exponential Epsilon Exponent

EQ - Static variable in class org.drip.function.definition.RxToR1Property

EQUAL To Comparison

EQ - Static variable in class org.drip.optimization.lp.LinearRelation

"Equal To" Relation

EQ - Static variable in class org.drip.simm.common.Chargram

The Equity Digram EQ

EQ_CT - Static variable in class org.drip.simm.common.CrossRiskClassCorrelation20

Correlation between Equity and Commodity Risk Classes

EQ_CT - Static variable in class org.drip.simm.common.CrossRiskClassCorrelation21

Correlation between Equity and Commodity Risk Classes

EQ_CT - Static variable in class org.drip.simm.common.CrossRiskClassCorrelation24

Correlation between Equity and Commodity Risk Classes

EQ_FX - Static variable in class org.drip.simm.common.CrossRiskClassCorrelation20

Correlation between Equity and FX Risk Classes

EQ_FX - Static variable in class org.drip.simm.common.CrossRiskClassCorrelation21

Correlation between Equity and FX Risk Classes

EQ_FX - Static variable in class org.drip.simm.common.CrossRiskClassCorrelation24

Correlation between Equity and FX Risk Classes

EQBucket - Class in org.drip.simm.equity

EQBucket holds the ISDA SIMM Region, Sector, Member Correlation, and Risk Weights for a given Equity Issuer Exposure Bucket.

EQBucket(int, String, String, String[], double, double, double) - Constructor for class org.drip.simm.equity.EQBucket

EQBucket Constructor

EQCrossBucketPrincipal - Class in org.drip.sample.simmvariance

EQCrossBucketPrincipal demonstrates the Computation of the Cross EQ Bucket Principal Component Co-variance using the EQ Bucket Principal Component.

EQCrossBucketPrincipal() - Constructor for class org.drip.sample.simmvariance.EQCrossBucketPrincipal

EQFoundationMarginComparison - Class in org.drip.sample.simmcurvature

EQFoundationMarginComparison illustrates the Comparison of the Equity Margin Estimates using different Schemes for Calculating the Position-Bucket Curvature Margin.

EQFoundationMarginComparison() - Constructor for class org.drip.sample.simmcurvature.EQFoundationMarginComparison

EQMarginComparison - Class in org.drip.sample.simmvariance

EQMarginComparison illustrates the Comparison of the Equity Margin Estimates using difference Schemes for Calculating the Position-Bucket Principal Component Co-variance.

EQMarginComparison() - Constructor for class org.drip.sample.simmvariance.EQMarginComparison

EQRiskThresholdContainer20 - Class in org.drip.simm.equity

EQRiskThresholdContainer20 holds the ISDA SIMM 2.0 Equity Risk Thresholds - the Equity Buckets and the Delta/Vega Limits defined for the Concentration Thresholds.

EQRiskThresholdContainer20() - Constructor for class org.drip.simm.equity.EQRiskThresholdContainer20

EQRiskThresholdContainer21 - Class in org.drip.simm.equity

EQRiskThresholdContainer21 holds the ISDA SIMM 2.1 Equity Risk Thresholds - the Equity Buckets and the Delta/Vega Limits defined for the Concentration Thresholds.

EQRiskThresholdContainer21() - Constructor for class org.drip.simm.equity.EQRiskThresholdContainer21

EQRiskThresholdContainer24 - Class in org.drip.simm.equity

EQRiskThresholdContainer24 holds the ISDA SIMM 2.4 Equity Risk Thresholds - the Equity Buckets and the Delta/Vega Limits defined for the Concentration Thresholds.

EQRiskThresholdContainer24() - Constructor for class org.drip.simm.equity.EQRiskThresholdContainer24

EQSettingsContainer20 - Class in org.drip.simm.equity

EQSettingsContainer20 holds the ISDA SIMM 2.0 Equity Buckets and their Correlations.

EQSettingsContainer20() - Constructor for class org.drip.simm.equity.EQSettingsContainer20

EQSettingsContainer21 - Class in org.drip.simm.equity

EQSettingsContainer21 holds the ISDA SIMM 2.1 Equity Buckets and their Correlations.

EQSettingsContainer21() - Constructor for class org.drip.simm.equity.EQSettingsContainer21

EQSettingsContainer24 - Class in org.drip.simm.equity

EQSettingsContainer24 holds the ISDA SIMM 2.4 Equity Buckets and their Correlations.

EQSettingsContainer24() - Constructor for class org.drip.simm.equity.EQSettingsContainer24

EQSystemics20 - Class in org.drip.simm.equity

EQSystemics20 contains the SIMM 2.0 Systemic Settings common to all Equity Risk Factors.

EQSystemics20() - Constructor for class org.drip.simm.equity.EQSystemics20

EQSystemics21 - Class in org.drip.simm.equity

EQSystemics21 contains the SIMM 2.1 Systemic Settings common to all Equity Risk Factors.

EQSystemics21() - Constructor for class org.drip.simm.equity.EQSystemics21

EQSystemics24 - Class in org.drip.simm.equity

EQSystemics24 contains the SIMM 2.4 Systemic Settings common to all Equity Risk Factors.

EQSystemics24() - Constructor for class org.drip.simm.equity.EQSystemics24

equalityConstraint() - Method in class org.drip.optimization.constrained.OptimizationFramework

Retrieve the Array of R^d To R^1 Equality Constraint Functions

equalityConstraintArray(AssetUniverseStatisticalProperties) - Method in class org.drip.portfolioconstruction.allocator.HoldingsAllocationControl

Retrieve the Equality Constraint R^d To R¹ Corresponding to the Specified Constraint Type

equalityConstraintCoefficient() - Method in class org.drip.optimization.constrained.FritzJohnMultipliers

Retrieve the Array of the Equality Constraint Coefficients

equalityConstraintRHS() - Method in class org.drip.portfolioconstruction.allocator.HoldingsAllocationControl

Retrieve the Equality Constraint RHS Corresponding to the Specified Constraint Type

equalityConstraintSettings() - Method in class org.drip.portfolioconstruction.allocator.HoldingsAllocationControl

Retrieve the Instance of the Portfolio Equality Constraint Settings

EqualityConstraintSettings - Class in org.drip.portfolioconstruction.allocator

EqualityConstraintSettings holds the Parameters required to generate the Mandatory Constraints for the Portfolio.

EqualityConstraintSettings(int, double) - Constructor for class org.drip.portfolioconstruction.allocator.EqualityConstraintSettings

EqualityConstraintSettings Constructor

equalityLemma(int, int) - Method in class org.drip.specialfunction.property.GammaPolynomialQuotientLemma

Run the Equality Lemma over the specified a and b

equals(Object) - Method in class org.drip.analytics.date.JulianDate

EqualWidth(int, int, int) - Static method in class org.drip.analytics.support.VertexDateBuilder

Generate Equal Width Vertex Dates from the specified Spot Date and the Terminal Date

EquilibriumRiskAversion(double, double) - Static method in class org.drip.portfolioconstruction.allocator.RiskUtilitySettingsEstimator

Compute the Equilibrium Risk Aversion from the Portfolio Equilibrium Returns/Variance

EquilibriumRiskAversion(double, double, double) - Static method in class org.drip.portfolioconstruction.allocator.RiskUtilitySettingsEstimator

Compute the Equilibrium Risk Aversion from the Portfolio Equilibrium Returns/Variance and the Risk Free Rate

equiPartitionEnergy() - Method in class org.drip.dynamics.physical.LangevinEvolver

Retrieve the Equi-Partition Energy

EquiRankTreeMerge(KaplanZwickTree<KEY, ITEM>, KaplanZwickTree<KEY, ITEM>) - Static method in class org.drip.graph.softheap.KaplanZwickTree

Merge Two Trees with Identical Ranks

EQUITIES - Static variable in class org.drip.capital.definition.Business

Equities Business

EQUITIES - Static variable in class org.drip.capital.definition.Product

Equities Product

EquitiesBreakdown - Class in org.drip.sample.betafloatfloat

EquitiesBreakdown zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.

EquitiesBreakdown() - Constructor for class org.drip.sample.betafloatfloat.EquitiesBreakdown

EquitiesDetail - Class in org.drip.sample.betafixedfloat

EquitiesDetail zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.

EquitiesDetail() - Constructor for class org.drip.sample.betafixedfloat.EquitiesDetail

EquitiesExplain - Class in org.drip.sample.allocation

EquitiesExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.

EquitiesExplain() - Constructor for class org.drip.sample.allocation.EquitiesExplain

equity() - Method in class org.drip.xva.basel.BalanceSheetVertex

Estimate the Equity Account

Equity - Class in org.drip.exposure.evolver

Equity describes a Tradeable Equity.

Equity(String, LatentStateLabel, DiffusionEvolver, double, double) - Constructor for class org.drip.exposure.evolver.Equity

Equity Constructor

EQUITY - Static variable in class org.drip.investing.factors.RiskPremiumCategory

Equity Risk

EQUITY_DERIVATIVES - Static variable in class org.drip.capital.definition.Business

Equity Derivatives Business

EQUITY_UNDERWRITING - Static variable in class org.drip.capital.definition.Business

Equity Underwriting Business

EQUITY_UNDERWRITING - Static variable in class org.drip.capital.definition.Product

Equity_Underwriting Product

Equity20 - Class in org.drip.sample.simmsettings

Equity20 demonstrates the Extraction and Display of ISDA SIMM 2.0 Single/Cross Currency Equity Bucket Risk Weights, Correlations, and Systemics.

Equity20() - Constructor for class org.drip.sample.simmsettings.Equity20

Equity21 - Class in org.drip.sample.simmsettings

Equity21 demonstrates the Extraction and Display of ISDA SIMM 2.1 Single/Cross Currency Equity Bucket Risk Weights, Correlations, and Systemics.

Equity21() - Constructor for class org.drip.sample.simmsettings.Equity21

Equity24 - Class in org.drip.sample.simmsettings

Equity24 demonstrates the Extraction and Display of ISDA SIMM 2.4 Single/Cross Currency Equity Bucket Risk Weights, Correlations, and Systemics.

Equity24() - Constructor for class org.drip.sample.simmsettings.Equity24

EquityClassMargin20 - Class in org.drip.sample.simmeq

EquityClassMargin20 illustrates the Computation of the ISDA 2.0 Aggregate Margin for across a Group of Equity Bucket Exposure Sensitivities.

EquityClassMargin20() - Constructor for class org.drip.sample.simmeq.EquityClassMargin20

EquityClassMargin21 - Class in org.drip.sample.simmeq

EquityClassMargin21 illustrates the Computation of the ISDA 2.1 Aggregate Margin for across a Group of Equity Bucket Exposure Sensitivities.

EquityClassMargin21() - Constructor for class org.drip.sample.simmeq.EquityClassMargin21

EquityClassMargin24 - Class in org.drip.sample.simmeq

EquityClassMargin24 illustrates the Computation of the ISDA 2.4 Aggregate Margin for across a Group of Equity Bucket Exposure Sensitivities.

EquityClassMargin24() - Constructor for class org.drip.sample.simmeq.EquityClassMargin24

EquityCurvatureMargin20 - Class in org.drip.sample.simmeq

EquityCurvatureMargin20 illustrates the Computation of the SIMM 2.0 Curvature Margin for a Group of Equity Bucket Exposure Sensitivities.

EquityCurvatureMargin20() - Constructor for class org.drip.sample.simmeq.EquityCurvatureMargin20

EquityCurvatureMargin21 - Class in org.drip.sample.simmeq

EquityCurvatureMargin21 illustrates the Computation of the SIMM 2.1 Curvature Margin for a Group of Equity Bucket Exposure Sensitivities.

EquityCurvatureMargin21() - Constructor for class org.drip.sample.simmeq.EquityCurvatureMargin21

EquityCurvatureMargin24 - Class in org.drip.sample.simmeq

EquityCurvatureMargin24 illustrates the Computation of the SIMM 2.4 Curvature Margin for a Group of Equity Bucket Exposure Sensitivities.

EquityCurvatureMargin24() - Constructor for class org.drip.sample.simmeq.EquityCurvatureMargin24

EquityDeltaMargin20 - Class in org.drip.sample.simmeq

EquityDeltaMargin20 illustrates the Computation of the SIMM 2.0 Delta Margin across a Group of Equity Bucket Exposure Sensitivities.

EquityDeltaMargin20() - Constructor for class org.drip.sample.simmeq.EquityDeltaMargin20

EquityDeltaMargin21 - Class in org.drip.sample.simmeq

EquityDeltaMargin21 illustrates the Computation of the SIMM 2.1 Delta Margin across a Group of Equity Bucket Exposure Sensitivities.

EquityDeltaMargin21() - Constructor for class org.drip.sample.simmeq.EquityDeltaMargin21

EquityDeltaMargin24 - Class in org.drip.sample.simmeq

EquityDeltaMargin24 illustrates the Computation of the SIMM 2.4 Delta Margin across a Group of Equity Bucket Exposure Sensitivities.

EquityDeltaMargin24() - Constructor for class org.drip.sample.simmeq.EquityDeltaMargin24

EquityDerivativeBreakdown - Class in org.drip.sample.betafloatfloat

EquityDerivativeBreakdown zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.

EquityDerivativeBreakdown() - Constructor for class org.drip.sample.betafloatfloat.EquityDerivativeBreakdown

EquityDerivativeDetail - Class in org.drip.sample.betafixedfloat

EquityDerivativeDetail zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.

EquityDerivativeDetail() - Constructor for class org.drip.sample.betafixedfloat.EquityDerivativeDetail

EquityDerivativeExplain - Class in org.drip.sample.allocation

EquityDerivativeExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.

EquityDerivativeExplain() - Constructor for class org.drip.sample.allocation.EquityDerivativeExplain

equityEquityCorrelation(EntityEquityLabel, EntityEquityLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Correlation Surface between the Pair of Equity Latent States

equityForwardCorrelation(EntityEquityLabel, ForwardLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Correlation Surface between the Equity and the Forward Latent States

equityFundingCorrelation(EntityEquityLabel, FundingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Correlation Surface between Equity and the Funding Latent States

equityFXCorrelation(EntityEquityLabel, FXLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Correlation Surface between the Equity and the FX Latent States

equityGovvieCorrelation(EntityEquityLabel, GovvieLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Correlation Surface between the Equity and the Govvie Latent States

EquityMarketImpactDRI - Class in org.drip.sample.athl

EquityMarketImpactDRI demonstrates the Reconciliation of the Equity Market Impact with that determined empirically by Almgren, Thum, Hauptmann, and Li (2005), using the Parameterization of Almgren (2003) for DRI.

EquityMarketImpactDRI() - Constructor for class org.drip.sample.athl.EquityMarketImpactDRI

EquityMarketImpactIBM - Class in org.drip.sample.athl

EquityMarketImpactIBM demonstrates the Reconciliation of the Equity Market Impact with that determined empirically by Almgren, Thum, Hauptmann, and Li (2005), using the Parameterization of Almgren (2003) for IBM.

EquityMarketImpactIBM() - Constructor for class org.drip.sample.athl.EquityMarketImpactIBM

equityMarkets() - Method in class org.drip.capital.systemicscenario.SystemicStressShockIndicator

Retrieve the Equity Markets Directional Indicator

equityMultiplicativeScale() - Method in class org.drip.simm.estimator.AdditionalInitialMargin

Retrieve the Equity Multiplicative Scale

equityOvernightCorrelation(EntityEquityLabel, OvernightLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Correlation Surface between Equity and the Overnight Latent States

equityPaydownCorrelation(EntityEquityLabel, PaydownLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Correlation Surface between the Equity and the Pay-down Latent States

equityRatingCorrelation(EntityEquityLabel, RatingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Correlation Surface between the Equity and the Rating Latent States

equityRecoveryCorrelation(EntityEquityLabel, EntityRecoveryLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Correlation Surface between the Equity and the Recovery Latent States

equityRepoCorrelation(EntityEquityLabel, RepoLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Correlation Surface between the Equity and the Repo Latent States

equityRiskClassAggregate() - Method in class org.drip.simm.estimator.ProductClassMargin

Retrieve the Equity Risk Class Aggregate

equityRiskClassSensitivity() - Method in class org.drip.simm.estimator.ProductClassSensitivity

Retrieve the Equity Risk Class Sensitivity

equityRiskClassSensitivitySettings() - Method in class org.drip.simm.estimator.ProductClassSettings

Retrieve the Equity Risk Class Sensitivity Settings

EquityRiskConcentrationThreshold20 - Class in org.drip.sample.simmsettings

EquityRiskConcentrationThreshold20 demonstrates the Extraction and Display of ISDA SIMM 2.0 Equity Risk Concentration Thresholds.

EquityRiskConcentrationThreshold20() - Constructor for class org.drip.sample.simmsettings.EquityRiskConcentrationThreshold20

EquityRiskConcentrationThreshold21 - Class in org.drip.sample.simmsettings

EquityRiskConcentrationThreshold21 demonstrates the Extraction and Display of ISDA SIMM 2.1 Equity Risk Concentration Thresholds.

EquityRiskConcentrationThreshold21() - Constructor for class org.drip.sample.simmsettings.EquityRiskConcentrationThreshold21

EquityRiskConcentrationThreshold24 - Class in org.drip.sample.simmsettings

EquityRiskConcentrationThreshold24 demonstrates the Extraction and Display of ISDA SIMM 2.4 Equity Risk Concentration Thresholds.

EquityRiskConcentrationThreshold24() - Constructor for class org.drip.sample.simmsettings.EquityRiskConcentrationThreshold24

equityState(EntityEquityLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Equity State for the specified Equity Latent State Label

EquityUndwrtBreakdown - Class in org.drip.sample.betafloatfloat

EquityUndwrtBreakdown zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.

EquityUndwrtBreakdown() - Constructor for class org.drip.sample.betafloatfloat.EquityUndwrtBreakdown

EquityUndwrtDetail - Class in org.drip.sample.betafixedfloat

EquityUndwrtDetail zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.

EquityUndwrtDetail() - Constructor for class org.drip.sample.betafixedfloat.EquityUndwrtDetail

EquityUndwrtExplain - Class in org.drip.sample.allocation

EquityUndwrtExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.

EquityUndwrtExplain() - Constructor for class org.drip.sample.allocation.EquityUndwrtExplain

EquityVegaMargin20 - Class in org.drip.sample.simmeq

EquityVegaMargin20 illustrates the Computation of the SIMM 2.0 Vega Margin across a Group of Equity Bucket Exposure Sensitivities.

EquityVegaMargin20() - Constructor for class org.drip.sample.simmeq.EquityVegaMargin20

EquityVegaMargin21 - Class in org.drip.sample.simmeq

EquityVegaMargin21 illustrates the Computation of the SIMM 2.1 Vega Margin across a Group of Equity Bucket Exposure Sensitivities.

EquityVegaMargin21() - Constructor for class org.drip.sample.simmeq.EquityVegaMargin21

EquityVegaMargin24 - Class in org.drip.sample.simmeq

EquityVegaMargin24 illustrates the Computation of the SIMM 2.4 Vega Margin across a Group of Equity Bucket Exposure Sensitivities.

EquityVegaMargin24() - Constructor for class org.drip.sample.simmeq.EquityVegaMargin24

equityVolatility(EntityEquityLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Volatility Curve for the Equity Latent State

ER1Attribution - Class in org.drip.sample.forwardratefuturespnl

ER1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the ER1 Series.

ER1Attribution() - Constructor for class org.drip.sample.forwardratefuturespnl.ER1Attribution

ER1ClosesReconstitutor - Class in org.drip.sample.forwardratefuturesfeed

ER1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formatted ER1 Closes Feed.

ER1ClosesReconstitutor() - Constructor for class org.drip.sample.forwardratefuturesfeed.ER1ClosesReconstitutor

erf() - Method in class org.drip.function.e2erf.BuiltInEntry

Retrieve the E₂ erf

erf(double) - Method in class org.drip.function.e2erfc.ErrorFunctionComplement

Compute the erf Value for the given X

ERF(double) - Static method in class org.drip.measure.gaussian.NormalQuadrature

Compute the Error Function of x

ERF(int) - Static method in class org.drip.function.e2erf.MacLaurinSeries

Construct the E₂ erf MacLaurin Series Generator Version

ERF(int, int) - Static method in class org.drip.function.enerf.GeneralizedMacLaurinSeriesGenerator

Construct the E_n erf MacLaurin Series Generator

ERFAbramowitzStegunInverse4 - Class in org.drip.sample.erf

ERFAbramowitzStegunInverse4 illustrates the Error Function Estimation based on the Abramowitz-Stegun 4^th Degree Inverse Polynomial.

ERFAbramowitzStegunInverse4() - Constructor for class org.drip.sample.erf.ERFAbramowitzStegunInverse4

ERFAbramowitzStegunInverse6 - Class in org.drip.sample.erf

ERFAbramowitzStegunInverse6 illustrates the Error Function Estimation based on the Abramowitz-Stegun 6^th Degree Inverse Polynomial.

ERFAbramowitzStegunInverse6() - Constructor for class org.drip.sample.erf.ERFAbramowitzStegunInverse6

ERFAbramowitzStegunMixed3 - Class in org.drip.sample.erf

ERFAbramowitzStegunMixed3 illustrates the Error Function Estimation based on the Abramowitz-Stegun 3^rd Degree Mixed Polynomial.

ERFAbramowitzStegunMixed3() - Constructor for class org.drip.sample.erf.ERFAbramowitzStegunMixed3

ERFAbramowitzStegunMixed5 - Class in org.drip.sample.erf

ERFAbramowitzStegunMixed5 illustrates the Error Function Estimation based on the Abramowitz-Stegun 5^th Degree Mixed Polynomial.

ERFAbramowitzStegunMixed5() - Constructor for class org.drip.sample.erf.ERFAbramowitzStegunMixed5

erfc() - Method in class org.drip.function.e2erf.BuiltInEntry

Retrieve the E₂ erfc

erfc(double) - Method in class org.drip.function.e2erf.ErrorFunction

Compute the erfc Value for the given X

ERFC(double) - Static method in class org.drip.measure.gaussian.NormalQuadrature

Compute the Error Function Complement of x

ERFCAsymptoticExpansion - Class in org.drip.sample.erfx

ERFCAsymptoticExpansion illustrates the Error Function Complement Estimation based on the Asymptotic Expansion of the Error Function Complement Series.

ERFCAsymptoticExpansion() - Constructor for class org.drip.sample.erfx.ERFCAsymptoticExpansion

ERFCChianiDardariSimon2012a - Class in org.drip.sample.erfx

ERFCChianiDardariSimon2012a illustrates the Error Function Complement Estimation based on the Chiani-Dardari-Simon (2012a) Bounded Analytical Error Function Complement Expression.

ERFCChianiDardariSimon2012a() - Constructor for class org.drip.sample.erfx.ERFCChianiDardariSimon2012a

ERFCChianiDardariSimon2012b - Class in org.drip.sample.erfx

ERFCChianiDardariSimon2012b illustrates the Error Function Complement Estimation based on the Chiani-Dardari-Simon (2012b) Analytical Error Function Complement Expression.

ERFCChianiDardariSimon2012b() - Constructor for class org.drip.sample.erfx.ERFCChianiDardariSimon2012b

ERFCContinuedFractionExpansion - Class in org.drip.sample.erfx

ERFCContinuedFractionExpansion illustrates the Error Function Complement Estimation based on the Continued Fraction Expansion Analytical Error Function Complement Expression.

ERFCContinuedFractionExpansion() - Constructor for class org.drip.sample.erfx.ERFCContinuedFractionExpansion

ERFCCraig1991 - Class in org.drip.sample.newtoncotes

ERFCCraig1991 computes the R¹ Numerical Estimate of the erf Integrand using Newton-Cotes Grids.

ERFCCraig1991() - Constructor for class org.drip.sample.newtoncotes.ERFCCraig1991

ERFCCraig1991G7 - Class in org.drip.sample.gausskronrod

ERFCCraig1991G7 computes the R¹ Numerical Estimate of the erfc Integrand using the G7 Gaussian Integration Quadrature Scheme.

ERFCCraig1991G7() - Constructor for class org.drip.sample.gausskronrod.ERFCCraig1991G7

ERFCCraig1991G7K15 - Class in org.drip.sample.gausskronrod

ERFCCraig1991G7K15 computes the R¹ Nested Numerical Estimate and Error of the erfc Integrand using the G7-K15 Gaussian Integration Quadrature Scheme.

ERFCCraig1991G7K15() - Constructor for class org.drip.sample.gausskronrod.ERFCCraig1991G7K15

ERFCCraig1991GaussLegendre - Class in org.drip.sample.gaussquadrature

ERFCCraig1991GaussLegendre computes the R¹ Numerical Estimate of the erfc Integrand using the Gauss-Legendre Integration Quadrature Scheme.

ERFCCraig1991GaussLegendre() - Constructor for class org.drip.sample.gaussquadrature.ERFCCraig1991GaussLegendre

ERFCCraig1991GaussLobatto - Class in org.drip.sample.gaussquadrature

ERFCCraig1991GaussLobatto computes the R¹ Numerical Estimate of the erfc Integrand using the Gauss-Lobatto Integration Quadrature Scheme.

ERFCCraig1991GaussLobatto() - Constructor for class org.drip.sample.gaussquadrature.ERFCCraig1991GaussLobatto

ERFCCraig1991K15 - Class in org.drip.sample.gausskronrod

ERFCCraig1991K15 computes the R¹ Numerical Estimate of the erfc Integrand using the K15 Gaussian Integration Quadrature Scheme.

ERFCCraig1991K15() - Constructor for class org.drip.sample.gausskronrod.ERFCCraig1991K15

ERFCInverseFactorialExpansion - Class in org.drip.sample.erfx

ERFCInverseFactorialExpansion illustrates the Error Function Complement Estimation based on the Inverse Factorial Expansion Error Function Complement Series.

ERFCInverseFactorialExpansion() - Constructor for class org.drip.sample.erfx.ERFCInverseFactorialExpansion

ERFCKaragiannidisLioumpas - Class in org.drip.sample.erfx

ERFCKaragiannidisLioumpas illustrates the Error Function Complement Estimation based on the Karagiannidis-Lioumpas Analytical Error Function Complement Expression.

ERFCKaragiannidisLioumpas() - Constructor for class org.drip.sample.erfx.ERFCKaragiannidisLioumpas

erfcx(double) - Method in class org.drip.function.e2erfc.ErrorFunctionComplement

Compute the erfcx Value for the given X

ERFHansHeinrichBurmannConvergent - Class in org.drip.sample.erf

ERFHansHeinrichBurmannConvergent illustrates the Error Function Estimation based on the Convergent Hans-Heinrich-Burmann Series.

ERFHansHeinrichBurmannConvergent() - Constructor for class org.drip.sample.erf.ERFHansHeinrichBurmannConvergent

ERFHansHeinrichBurmannSchopfSupancic - Class in org.drip.sample.erf

ERFHansHeinrichBurmannSchopfSupancic illustrates the Error Function Estimation based on the Schopf Supancic (2014) Series.

ERFHansHeinrichBurmannSchopfSupancic() - Constructor for class org.drip.sample.erf.ERFHansHeinrichBurmannSchopfSupancic

ERFI(int) - Static method in class org.drip.function.e2erf.MacLaurinSeries

Construct the E₂ erfi MacLaurin Series Generator Version

ERFICoefficient(int) - Static method in class org.drip.function.e2erf.MacLaurinSeries

Generate the ERFI E₂ MacLaurin Coefficient corresponding to the specified Series Index

ERFIMacLaurin - Class in org.drip.sample.erfx

ERFIMacLaurin illustrates the Inverse Error Function Estimation using the Euler-MacLaurin Series Inverse Error Function Estimator.

ERFIMacLaurin() - Constructor for class org.drip.sample.erfx.ERFIMacLaurin

ERFIMacLaurinGenerator - Class in org.drip.sample.erfx

ERFIMacLaurinGenerator illustrates the MacLaurin Series Coefficient Generation for the Error Function Inverse.

ERFIMacLaurinGenerator() - Constructor for class org.drip.sample.erfx.ERFIMacLaurinGenerator

ERFIntegrand - Class in org.drip.sample.newtoncotes

ERFIntegrand computes the R¹ Numerical Estimate of the erf Integrand using Newton-Cotes Grids.

ERFIntegrand() - Constructor for class org.drip.sample.newtoncotes.ERFIntegrand

ERFIntegrandG7 - Class in org.drip.sample.gausskronrod

ERFIntegrandG7 computes the R¹ Numerical Estimate of the erf Integrand using the G7 Gaussian Quadrature Scheme.

ERFIntegrandG7() - Constructor for class org.drip.sample.gausskronrod.ERFIntegrandG7

ERFIntegrandG7K15 - Class in org.drip.sample.gausskronrod

ERFIntegrandG7K15 computes the R¹ Nested Numerical Estimate and Error of the erf Integrand using the G7-K15 Gaussian Integration Quadrature Scheme.

ERFIntegrandG7K15() - Constructor for class org.drip.sample.gausskronrod.ERFIntegrandG7K15

ERFIntegrandGaussLegendre - Class in org.drip.sample.gaussquadrature

ERFIntegrandGaussLegendre computes the R¹ Numerical Estimate of the erf Integrand using the Gauss-Legendre Integration Quadrature Scheme.

ERFIntegrandGaussLegendre() - Constructor for class org.drip.sample.gaussquadrature.ERFIntegrandGaussLegendre

ERFIntegrandGaussLobatto - Class in org.drip.sample.gaussquadrature

ERFIntegrandGaussLobatto computes the R¹ Numerical Estimate of the erf Integrand using the Gauss-Lobatto Integration Quadrature Scheme.

ERFIntegrandGaussLobatto() - Constructor for class org.drip.sample.gaussquadrature.ERFIntegrandGaussLobatto

ERFIntegrandK15 - Class in org.drip.sample.gausskronrod

ERFIntegrandK15 computes the R¹ Numerical Estimate of the erf Integrand using the K15 Gaussian Quadrature Scheme.

ERFIntegrandK15() - Constructor for class org.drip.sample.gausskronrod.ERFIntegrandK15

ERFIWinitzki2008a - Class in org.drip.sample.erfx

ERFIWinitzki2008a illustrates the Inverse Error Function Estimation based on the Winitzki (2008a) Analytical Inverse Error Function Estimator.

ERFIWinitzki2008a() - Constructor for class org.drip.sample.erfx.ERFIWinitzki2008a

ERFIWinitzki2008b - Class in org.drip.sample.erfx

ERFIWinitzki2008b illustrates the Inverse Error Function Estimation based on the Winitzki (2008b) Analytical Inverse Error Function Estimator.

ERFIWinitzki2008b() - Constructor for class org.drip.sample.erfx.ERFIWinitzki2008b

ERFNumericalRecipe - Class in org.drip.sample.erf

ERFNumericalRecipe illustrates the Error Function Estimation based on the Numerical Recipe Version of the Error Function Estimator.

ERFNumericalRecipe() - Constructor for class org.drip.sample.erf.ERFNumericalRecipe

ERFWinitzki2008a - Class in org.drip.sample.erf

ERFWinitzki2008a illustrates the Error Function Estimation based on the Winitzki (2008a) Analytical Error Function Estimator.

ERFWinitzki2008a() - Constructor for class org.drip.sample.erf.ERFWinitzki2008a

ERFWinitzki2008b - Class in org.drip.sample.erf

ERFWinitzki2008b illustrates the Error Function Estimation based on the Winitzki (2008b) Analytical Error Function Estimator.

ERFWinitzki2008b() - Constructor for class org.drip.sample.erf.ERFWinitzki2008b

ErlangDistribution - Class in org.drip.measure.gamma

ErlangDistribution implements the Shape and Scale Parameterization of the R¹ Erlang Distribution.

ErlangDistribution(int, double, R1ToR1, R1ToR1, R2ToR1) - Constructor for class org.drip.measure.gamma.ErlangDistribution

ErlangDistribution Constructor

ErlangPDFEstimate - Class in org.drip.sample.gammadistribution

ErlangPDFEstimate demonstrates the Construction and Analysis of the R¹ Erlang Distribution.

ErlangPDFEstimate() - Constructor for class org.drip.sample.gammadistribution.ErlangPDFEstimate

Erode - Class in org.drip.sample.bondmetrics

Erode demonstrates the Analytics Calculation/Reconciliation for the Callable Bond Erode.

Erode() - Constructor for class org.drip.sample.bondmetrics.Erode

error() - Method in class org.drip.measure.statistics.MultivariateDiscrete

Retrieve the Multivariate Sequence "Error"

error() - Method in class org.drip.measure.statistics.UnivariateDiscreteThin

Retrieve the Sequence Error

error() - Method in class org.drip.numerical.integration.QuadratureEstimate

Retrieve the Quadrature Error Estimate

ERROR - Static variable in class org.drip.analytics.support.Logger

Logger level ERROR

ERROR_UNEXPECTED_CHAR - Static variable in exception org.drip.service.jsonparser.ParseException

Error - Unexpected Character

ERROR_UNEXPECTED_EXCEPTION - Static variable in exception org.drip.service.jsonparser.ParseException

Error - Unexpected Exception

ERROR_UNEXPECTED_TOKEN - Static variable in exception org.drip.service.jsonparser.ParseException

Error - Unexpected Token

errorFunction(double) - Method in class org.drip.measure.gaussian.R1UnivariateNormal

Compute the Error Function Around an Absolute Width around the Mean

ErrorFunction - Class in org.drip.function.e2erf

ErrorFunction implements the E₂ Error Function (erf).

ErrorFunction(R1ToR1Series, DerivativeControl) - Constructor for class org.drip.function.e2erf.ErrorFunction

ErrorFunction Constructor

ErrorFunctionAnalytical - Class in org.drip.function.e2erf

ErrorFunctionAnalytical implements Analytical Versions of the E₂ Error Function (erf) Estimate.

ErrorFunctionAnalytical() - Constructor for class org.drip.function.e2erf.ErrorFunctionAnalytical

ErrorFunctionComplement - Class in org.drip.function.e2erfc

ErrorFunctionComplement implements the Error Function Complement (erfc).

ErrorFunctionComplement(R1ToR1Series, DerivativeControl) - Constructor for class org.drip.function.e2erfc.ErrorFunctionComplement

ErrorFunctionComplement Constructor

ErrorFunctionComplementAnalytical - Class in org.drip.function.e2erfc

ErrorFunctionComplementAnalytical implements Analytical Versions of the Error Function Complement (erfc) Estimate.

ErrorFunctionComplementAnalytical() - Constructor for class org.drip.function.e2erfc.ErrorFunctionComplementAnalytical

ErrorFunctionComplementInverse - Class in org.drip.function.e2erfc

ErrorFunctionComplementInverse implements the Error Function Complement Inverse erfc^-1.

ErrorFunctionInverse - Class in org.drip.function.e2erf

ErrorFunctionInverse implements the E₂ erf Inverse erf^-1.

ES1Attribution - Class in org.drip.sample.forwardratefuturespnl

ES1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the ES1 Series.

ES1Attribution() - Constructor for class org.drip.sample.forwardratefuturespnl.ES1Attribution

ES1ClosesReconstitutor - Class in org.drip.sample.forwardratefuturesfeed

ES1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formatted ES1 Closes Feed.

ES1ClosesReconstitutor() - Constructor for class org.drip.sample.forwardratefuturesfeed.ES1ClosesReconstitutor

ESBHoliday - Class in org.drip.analytics.holset

ESBHoliday holds the ESB Holidays.

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

ESBHoliday Constructor

escape(String) - Static method in class org.drip.service.representation.JSONObject

Escape quotes, \, /, \r, \n, \b, \f, \t and other control characters (U+0000 through U+001F).

escape(String) - Static method in class org.drip.service.representation.JSONValue

Escape quotes, \, /, \r, \n, \b, \f, \t and other control characters (U+0000 through U+001F).

ESPHoliday - Class in org.drip.analytics.holset

ESPHoliday holds the ESP Holidays.

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

ESPHoliday Constructor

eSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from ASW to Maturity

eSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from ASW to Work-out

eSpreadFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from ASW to Optimal Exercise

eSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from Bond Basis to Maturity

eSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from Bond Basis to Work-out

eSpreadFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from Bond Basis to Optimal Exercise

eSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from Credit Basis to Maturity

eSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from Credit Basis to Work-out

eSpreadFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from Credit Basis to Optimal Exercise

eSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from Discount Margin to Maturity

eSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from Discount Margin to Work-out

eSpreadFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from Discount Margin to Optimal Exercise

eSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from G Spread to Maturity

eSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from G Spread to Work-out

eSpreadFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from G Spread to Optimal Exercise

eSpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from I Spread to Maturity

eSpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from I Spread to Work-out

eSpreadFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from I Spread to Optimal Exercise

eSpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from J Spread to Maturity

eSpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from J Spread to Work-out

eSpreadFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from J Spread to Optimal Exercise

eSpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from N Spread to Maturity

eSpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from N Spread to Work-out

eSpreadFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from N Spread to Optimal Exercise

eSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from OAS to Maturity

eSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from OAS to Work-out

eSpreadFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from OAS to Optimal Exercise

eSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from PECS to Maturity

eSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from PECS to Work-out

eSpreadFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from PECS to Optimal Exercise

eSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from Price to Maturity

eSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from Price to Work-out

eSpreadFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from Price to Optimal Exercise

eSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from TSY Spread to Maturity

eSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from TSY Spread to Work-out

eSpreadFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from TSY Spread to Optimal Exercise

eSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from Yield to Maturity

eSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from Yield to Work-out

eSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from Yield Spread to Maturity

eSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from Yield Spread to Work-out

eSpreadFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from Yield Spread to Optimal Exercise

eSpreadFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

eSpreadFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Calculate E Spread from Yield to Optimal Exercise

ESTHoliday - Class in org.drip.analytics.holset

ESTHoliday holds the EST Holidays.

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

ESTHoliday Constructor

estimate() - Method in class org.drip.graph.softheap.KaplanZwickTargetSize

Retrieve the Target Size Estimate

estimate(double, double) - Method in class org.drip.portfolioconstruction.cost.TransactionCharge

Estimate the Transaction Charge for a Single Holdings Change

estimate(double, double) - Method in class org.drip.portfolioconstruction.cost.TransactionChargeFixed

estimate(double, double) - Method in class org.drip.portfolioconstruction.cost.TransactionChargeLinear

estimate(double, double) - Method in class org.drip.portfolioconstruction.cost.TransactionChargeMarketImpact

estimate(R1ToR1) - Method in class org.drip.numerical.integration.NestedQuadratureEstimator

Estimate the Quadrature and its Error

estimate(ProductClassSettings, MarginEstimationSettings) - Method in class org.drip.simm.estimator.ProductClassSensitivity

Generate the Margin for the Product Class

Estimate(JSONObject) - Static method in class org.drip.service.assetallocation.BlackLittermanProcessor

JSON Based in/out Bayesian Co-variance/Returns Estimation Thunker

estimateManifestMeasure(String, int) - Method in class org.drip.state.discount.MergedDiscountForwardCurve

Estimate the manifest measure value for the given date

estimateOmega(DiffusionTensor, RdToR1Drift[]) - Method in interface org.drip.dynamics.kolmogorov.RiskenOmegaEstimator

Estimate Omega Matrix using the Risken Algorithm

Estimator - Class in org.drip.specialfunction.lanczos

Estimator implements the Lanczos Gamma Function Estimation Scheme.

Estimator(ASeriesGenerator, DerivativeControl) - Constructor for class org.drip.specialfunction.lanczos.Estimator

Estimator Constructor

eta() - Method in class org.drip.dynamics.hjm.G2PlusPlus

Retrieve Eta

etd() - Method in class org.drip.exposure.csatimeline.EventSequence

Retrieve the ETD Event Date

etd() - Method in class org.drip.exposure.csatimeline.LastFlowDates

Retrieve the ETD

ETD(JulianDate) - Static method in class org.drip.exposure.csatimeline.EventDateBuilder

Construct the Early Termination Date (ETD) CSA Event Date

ETD_CALL_OUT_DELAY_AGGRESSIVE - Static variable in class org.drip.exposure.csatimeline.EventDateBuilder

ETD Call-out Delay - Aggressive

ETD_CALL_OUT_DELAY_CONSERVATIVE - Static variable in class org.drip.exposure.csatimeline.EventDateBuilder

ETD Call-out Delay - Conservative

ETD_DESIGNATION_DELAY_AGGRESSIVE - Static variable in class org.drip.exposure.csatimeline.EventDateBuilder

ETD Designation Delay - Aggressive

ETD_DESIGNATION_DELAY_CONSERVATIVE - Static variable in class org.drip.exposure.csatimeline.EventDateBuilder

ETD Designation Delay - Conservative

etdDesignation() - Method in class org.drip.exposure.csatimeline.EventSequence

Retrieve the ETD Designation Event Date

ETDDesignation(JulianDate) - Static method in class org.drip.exposure.csatimeline.EventDateBuilder

Construct the ETD Designation CSA Event Date

EUBHoliday - Class in org.drip.analytics.holset

EUBHoliday holds the EUB Holidays.

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

EUBHoliday Constructor

EuclideanMSTGenerator - Class in org.drip.graph.treebuilder

EuclideanMSTGenerator exposes the Functionality behind the MST Generation for a Euclidean Graph.

Euler() - Static method in class org.drip.specialfunction.loggamma.InfiniteSumSeriesTerm

Construct the Euler Infinite Sum Series Term for Log Gamma

Euler(int) - Static method in class org.drip.specialfunction.loggamma.InfiniteSumEstimator

Compute the Euler Infinite Sum Series of Log Gamma Estimator

Euler(int) - Static method in class org.drip.specialfunction.loggamma.InfiniteSumSeries

Construct the R¹ To R¹ Infinite Euler Sum Series

EULER_MASCHERONI - Static variable in class org.drip.specialfunction.gamma.Definitions

The Euler-Mascheroni Constant

EulerEnhancedLinearThreshold(double, double, double) - Static method in class org.drip.execution.hjb.NonDimensionalCostSystemic

Generate a Euler Enhanced Linear Trading Systemic Non Dimensional Cost Instance

EulerFirst(int) - Static method in class org.drip.specialfunction.beta.IncompleteIntegrandEstimator

Construct the Incomplete Beta Estimator from the Euler Integral of the First Kind

EulerFirst(int) - Static method in class org.drip.specialfunction.beta.IntegrandEstimator

Construct the Beta Estimator from the Euler Integral of the First Kind

EulerFirstN(int, double) - Static method in class org.drip.specialfunction.beta.IntegrandEstimator

Construct the Beta Estimator from the Euler Integral of the First Kind Exponent N

EulerFirstRightPlane(int) - Static method in class org.drip.specialfunction.beta.IntegrandEstimator

Construct the Beta Estimator from the Euler Integral of the First Kind over the Right Half Plane

EulerIntegral() - Static method in class org.drip.specialfunction.incompletegamma.LowerRegularized

Construct the Euler Integral Version of Lower Regularized Incomplete Gamma Function

EulerIntegral() - Static method in class org.drip.specialfunction.incompletegamma.UpperRegularized

Construct the Euler Integral Version of Upper Regularized Incomplete Gamma Function

EulerIntegralSecondKind - Class in org.drip.specialfunction.gamma

EulerIntegralSecondKind implements the Euler's Second Kind Integral Version of the Gamma Function.

EulerIntegralSecondKind(DerivativeControl) - Constructor for class org.drip.specialfunction.gamma.EulerIntegralSecondKind

EulerIntegralSecondKind Constructor

EulerIntegralSumConstraint - Class in org.drip.sample.gammaincomplete

EulerIntegralSumConstraint illustrates the Constraint that the Lower and Upper Gamma Functions must add up to the Parent.

EulerIntegralSumConstraint() - Constructor for class org.drip.sample.gammaincomplete.EulerIntegralSumConstraint

EulerIntegrandNEstimate - Class in org.drip.sample.beta

EulerIntegrandNEstimate illustrates the Beta Function Estimation using the Euler Integrand "N" Scheme.

EulerIntegrandNEstimate() - Constructor for class org.drip.sample.beta.EulerIntegrandNEstimate

EulerQuadratureEstimate - Class in org.drip.sample.hypergeometric

EulerQuadratureEstimate estimates the Hyper-geometric Function using the Euler Integral Representation.

EulerQuadratureEstimate() - Constructor for class org.drip.sample.hypergeometric.EulerQuadratureEstimate

EulerQuadratureEstimator - Class in org.drip.specialfunction.hypergeometric

EulerQuadratureEstimator estimates the Hyper-geometric Function using the Euler Integral Representation.

EulerQuadratureEstimator(HypergeometricParameters, R2ToR1, int) - Constructor for class org.drip.specialfunction.hypergeometric.EulerQuadratureEstimator

EulerQuadratureEstimator Constructor

EulerTrajectoryEvolutionScheme - Class in org.drip.sample.burgard2012

EulerTrajectoryEvolutionScheme computes the Sequence of XVA Paths arising out of the Joint Evolution of Numeraires - the Continuous Asset, the Collateral, the Bank, and the Counter-Party Numeraires involved in the Dynamic XVA Replication Portfolio of the Burgard and Kjaer (2011) Methodology.

EulerTrajectoryEvolutionScheme() - Constructor for class org.drip.sample.burgard2012.EulerTrajectoryEvolutionScheme

eulerWalk(MarketEdge, BurgardKjaerOperator, EvolutionTrajectoryVertex, double) - Method in class org.drip.xva.pde.TrajectoryEvolutionScheme

Execute a Single Euler Time Step Walk

eulerWalk(MarketVertex[], BurgardKjaerOperator, EvolutionTrajectoryVertex, double) - Method in class org.drip.xva.pde.TrajectoryEvolutionScheme

Execute a Sequential Array of Euler Time Step Walks

EUR - Class in org.drip.template.irs

EUR contains a Templated Pricing of the OTC Fix-Float EUR IRS Instrument.

EUR() - Constructor for class org.drip.template.irs.EUR

EUR3M6MUSD3M6M - Class in org.drip.sample.dual

EUR3M6MUSD3M6M demonstrates the setup and construction of the USD 3M Forward Curve from EUR3M6MUSD3M6M CCBS, EUR 3M, EUR 6M, and USD 6M Quotes.

EUR3M6MUSD3M6M() - Constructor for class org.drip.sample.dual.EUR3M6MUSD3M6M

EURHoliday - Class in org.drip.analytics.holset

EURHoliday holds the EUR Holidays.

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

EURHoliday Constructor

EURIBOR3M - Class in org.drip.template.forwardratefutures

EURIBOR3M contains a Templated Pricing of the 3M EURIBOR EUR Instrument.

EURIBOR3M() - Constructor for class org.drip.template.forwardratefutures.EURIBOR3M

EURIRSAttribution - Class in org.drip.sample.fixfloatpnl

EURIRSAttribution generates the Historical PnL Attribution for EUR IRS.

EURIRSAttribution() - Constructor for class org.drip.sample.fixfloatpnl.EURIRSAttribution

EuroDollar - Class in org.drip.template.forwardratefutures

EuroDollar contains a Templated Pricing of the EuroDollar (i.e, LIBOR 3M USD Futures) Instrument.

EuroDollar() - Constructor for class org.drip.template.forwardratefutures.EuroDollar

EUROISSmoothReconstitutor - Class in org.drip.sample.overnightfeed

EUROISSmoothReconstitutor Demonstrates the Cleansing and the Smooth Re-constitution of the EUR Input OIS Marks.

EUROISSmoothReconstitutor() - Constructor for class org.drip.sample.overnightfeed.EUROISSmoothReconstitutor

EuropeanCallPut - Class in org.drip.product.option

EuropeanCallPut implements a simple European Call/Put Option, and its Black Scholes Price.

EuropeanCallPut(JulianDate, double) - Constructor for class org.drip.product.option.EuropeanCallPut

EuropeanCallPut constructor

EURShapePreserving1YForward - Class in org.drip.sample.fundinghistorical

EURShapePreserving1YForward Generates the Historical EUR Shape Preserving Funding Curve Native 1Y Compounded Forward Rate.

EURShapePreserving1YForward() - Constructor for class org.drip.sample.fundinghistorical.EURShapePreserving1YForward

EURShapePreserving1YStart - Class in org.drip.sample.fundinghistorical

EURShapePreserving1YStart Generates the Historical EUR Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.

EURShapePreserving1YStart() - Constructor for class org.drip.sample.fundinghistorical.EURShapePreserving1YStart

EURShapePreservingReconstitutor - Class in org.drip.sample.fundingfeed

EURShapePreservingReconstitutor Demonstrates the Cleansing and the Shape Preserving Re-constitution of the EUR Input Marks.

EURShapePreservingReconstitutor() - Constructor for class org.drip.sample.fundingfeed.EURShapePreservingReconstitutor

EURSmooth1MForward - Class in org.drip.sample.overnighthistorical

EURSmooth1MForward Generates the Historical EUR Smoothened Overnight Curve Native 1M Compounded Forward Rate.

EURSmooth1MForward() - Constructor for class org.drip.sample.overnighthistorical.EURSmooth1MForward

EURSmooth1YForward - Class in org.drip.sample.fundinghistorical

EURSmooth1YForward Generates the Historical EUR Smoothened Funding Curve Native 1Y Compounded Forward Rate.

EURSmooth1YForward() - Constructor for class org.drip.sample.fundinghistorical.EURSmooth1YForward

EURSmoothReconstitutor - Class in org.drip.sample.fundingfeed

EURSmoothReconstitutor Demonstrates the Cleansing and the Smooth Re-constitution of the EUR Input Marks.

EURSmoothReconstitutor() - Constructor for class org.drip.sample.fundingfeed.EURSmoothReconstitutor

evaluate(double) - Method in class org.drip.execution.athl.PermanentImpactNoArbitrage

evaluate(double) - Method in class org.drip.execution.athl.PermanentImpactQuasiArbitrage

evaluate(double) - Method in class org.drip.execution.athl.TemporaryImpact

evaluate(double) - Method in class org.drip.execution.impact.ParticipationRateLinear

evaluate(double) - Method in class org.drip.execution.impact.ParticipationRatePower

evaluate(double) - Method in class org.drip.execution.principal.GrossProfitExpectation

evaluate(double) - Method in class org.drip.function.definition.R1ToR1

Evaluate for the given variate

evaluate(double) - Method in class org.drip.function.definition.R1ToRd

Evaluate for the given Input R^1 Variate

evaluate(double) - Method in class org.drip.function.enerf.E0ErrorFunction

evaluate(double) - Method in class org.drip.function.enerf.E1ErrorFunction

evaluate(double) - Method in class org.drip.function.r1tor1.AlmgrenEnhancedEulerUpdate

evaluate(double) - Method in class org.drip.function.r1tor1.AndersenPiterbargMeanReverter

evaluate(double) - Method in class org.drip.function.r1tor1.Bennett

evaluate(double) - Method in class org.drip.function.r1tor1.ExponentialDecay

evaluate(double) - Method in class org.drip.function.r1tor1.ExponentialTension

evaluate(double) - Method in class org.drip.function.r1tor1.FlatUnivariate

evaluate(double) - Method in class org.drip.function.r1tor1.FunctionClassSupremum

evaluate(double) - Method in class org.drip.function.r1tor1.HyperbolicTension

evaluate(double) - Method in class org.drip.function.r1tor1.ISDABucketCurvatureTenorScaler

evaluate(double) - Method in class org.drip.function.r1tor1.LinearRationalShapeControl

evaluate(double) - Method in class org.drip.function.r1tor1.MonicPolynomial

evaluate(double) - Method in class org.drip.function.r1tor1.NaturalLogSeriesElement

evaluate(double) - Method in class org.drip.function.r1tor1.OffsetIdempotent

evaluate(double) - Method in class org.drip.function.r1tor1.Polynomial

evaluate(double) - Method in class org.drip.function.r1tor1.QuadraticRationalShapeControl

evaluate(double) - Method in class org.drip.function.r1tor1.R1UnivariateCIRPDF

evaluate(double) - Method in class org.drip.function.r1tor1.SABRLIBORCapVolatility

evaluate(double) - Method in class org.drip.function.r1tor1.Sinc

evaluate(double) - Method in class org.drip.function.r1tor1.UnivariateConvolution

evaluate(double) - Method in class org.drip.function.r1tor1.UnivariateReciprocal

evaluate(double) - Method in class org.drip.function.r1tor1.UnivariateReflection

evaluate(double) - Method in class org.drip.learning.bound.EmpiricalLearnerLoss

evaluate(double) - Method in class org.drip.numerical.estimation.R0ToR1Series

evaluate(double) - Method in class org.drip.numerical.estimation.R1ToR1IntegrandEstimator

evaluate(double) - Method in class org.drip.numerical.estimation.R1ToR1IntegrandLimitEstimator

evaluate(double) - Method in class org.drip.numerical.estimation.R1ToR1Series

evaluate(double) - Method in class org.drip.numerical.laplacian.LaplaceTransformGaussLegendre

evaluate(double) - Method in class org.drip.specialfunction.definition.ConfluentHypergeometricEstimator

evaluate(double) - Method in class org.drip.specialfunction.definition.EllipticEIntegralEstimator

evaluate(double) - Method in class org.drip.specialfunction.definition.EllipticKIntegralEstimator

evaluate(double) - Method in class org.drip.specialfunction.definition.JacobiEstimator

evaluate(double) - Method in class org.drip.specialfunction.definition.LegendreEstimator

evaluate(double) - Method in class org.drip.specialfunction.definition.ModifiedScaledExponentialEstimator

evaluate(double) - Method in class org.drip.specialfunction.definition.RegularHypergeometricEstimator

evaluate(double) - Method in class org.drip.specialfunction.definition.RelaxationTimeDistributionEstimator

evaluate(double) - Method in class org.drip.specialfunction.definition.ScaledExponentialEstimator

evaluate(double) - Method in class org.drip.specialfunction.derived.LogBigPi

evaluate(double) - Method in class org.drip.specialfunction.derived.LogSmallPi

evaluate(double) - Method in class org.drip.specialfunction.derived.PowerSourceExponentialDecay

evaluate(double) - Method in class org.drip.specialfunction.derived.RiemannZeta

evaluate(double) - Method in class org.drip.specialfunction.derived.StretchedExponentialMoment

evaluate(double) - Method in class org.drip.specialfunction.digamma.BinetFirstIntegral

evaluate(double) - Method in class org.drip.specialfunction.gamma.EulerIntegralSecondKind

evaluate(double) - Method in class org.drip.specialfunction.gamma.FirstDerivative

evaluate(double) - Method in class org.drip.specialfunction.gamma.LogReciprocal

evaluate(double) - Method in class org.drip.specialfunction.gamma.NemesAnalytic

evaluate(double) - Method in class org.drip.specialfunction.gamma.RamanujanSeries

evaluate(double) - Method in class org.drip.specialfunction.gamma.StirlingSeries

evaluate(double) - Method in class org.drip.specialfunction.gamma.WindschitlTothAnalytic

evaluate(double) - Method in class org.drip.specialfunction.incompletegamma.LowerEulerIntegral

evaluate(double) - Method in class org.drip.specialfunction.incompletegamma.LowerLimitPowerIntegrand

evaluate(double) - Method in class org.drip.specialfunction.incompletegamma.LowerSFixed

evaluate(double) - Method in class org.drip.specialfunction.incompletegamma.UpperEulerIntegral

evaluate(double) - Method in class org.drip.specialfunction.incompletegamma.UpperLimitPowerIntegrand

evaluate(double) - Method in class org.drip.specialfunction.lanczos.Estimator

evaluate(double) - Method in class org.drip.specialfunction.loggamma.BinetIntegralFirstKindEstimator

evaluate(double) - Method in class org.drip.specialfunction.loggamma.BinetIntegralSecondKindEstimator

evaluate(double) - Method in class org.drip.specialfunction.loggamma.NemesAnalyticEstimator

evaluate(double) - Method in class org.drip.specialfunction.loggamma.RaabeSeriesEstimator

evaluate(double) - Method in class org.drip.specialfunction.loggamma.RamanujanSeriesEstimator

evaluate(double) - Method in class org.drip.specialfunction.loggamma.StirlingSeriesEstimator

evaluate(double) - Method in class org.drip.specialfunction.loggamma.WindschitlTothAnalyticEstimator

evaluate(double) - Method in class org.drip.spline.bspline.CubicRationalLeftRaw

evaluate(double) - Method in class org.drip.spline.bspline.CubicRationalRightRaw

evaluate(double) - Method in class org.drip.spline.bspline.ExponentialTensionLeftHat

evaluate(double) - Method in class org.drip.spline.bspline.ExponentialTensionLeftRaw

evaluate(double) - Method in class org.drip.spline.bspline.ExponentialTensionRightHat

evaluate(double) - Method in class org.drip.spline.bspline.ExponentialTensionRightRaw

evaluate(double) - Method in class org.drip.spline.bspline.LeftHatShapeControl

evaluate(double) - Method in class org.drip.spline.bspline.RightHatShapeControl

evaluate(double) - Method in class org.drip.spline.bspline.SegmentMonicBasisFunction

evaluate(double) - Method in class org.drip.spline.bspline.SegmentMulticBasisFunction

evaluate(double) - Method in class org.drip.spline.bspline.TensionProcessedBasisHat

evaluate(double) - Method in class org.drip.spline.pchip.MonotoneConvexHaganWest

evaluate(double) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence

evaluate(double) - Method in class org.drip.spline.tension.KLKHyperbolicTensionPhy

evaluate(double) - Method in class org.drip.spline.tension.KLKHyperbolicTensionPsy

evaluate(double[]) - Method in class org.drip.function.definition.RdToR1

Evaluate for the given Input Variates

evaluate(double[]) - Method in class org.drip.function.definition.RdToRd

Evaluate for the given Input R^d Variates

evaluate(double[]) - Method in class org.drip.function.rdtor1.AffineBoundMultivariate

evaluate(double[]) - Method in class org.drip.function.rdtor1.AffineMultivariate

evaluate(double[]) - Method in class org.drip.function.rdtor1.CovarianceEllipsoidMultivariate

evaluate(double[]) - Method in class org.drip.function.rdtor1.LagrangianMultivariate

evaluate(double[]) - Method in class org.drip.function.rdtor1.RiskObjectiveUtilityMultivariate

evaluate(double[]) - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator

evaluate(double[]) - Method in class org.drip.learning.svm.KernelRdDecisionFunction

evaluate(double[]) - Method in class org.drip.learning.svm.LinearRdDecisionFunction

evaluate(double[]) - Method in class org.drip.portfolioconstruction.optimizer.ObjectiveFunction

evaluate(double[]) - Method in class org.drip.sequence.custom.GlivenkoCantelliFunctionSupremum

evaluate(double[]) - Method in class org.drip.sequence.custom.GlivenkoCantelliUniformDeviation

evaluate(double[]) - Method in class org.drip.sequence.custom.KernelDensityEstimationL1

evaluate(double[]) - Method in class org.drip.sequence.custom.LongestCommonSubsequence

evaluate(double[]) - Method in class org.drip.sequence.custom.OrientedPercolationFirstPassage

evaluate(double[]) - Method in class org.drip.sequence.functional.FlatMultivariateRandom

evaluate(double[]) - Method in class org.drip.specialfunction.beta.MultivariateLogGammaEstimator

Evaluate the Multi-variate Log Beta Function using the Log Gamma Function

evaluate(double[]) - Method in interface org.drip.validation.evidence.TestStatisticEvaluator

Evaluate the Test Statistic for the sample Array

evaluate(double[][]) - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator

Retrieve the Worst-case Loss over the Multivariate Sequence

evaluate(double[], double[]) - Method in class org.drip.learning.kernel.IntegralOperatorEigenComponent

Compute the Eigen-Component Contribution to the Kernel Value

evaluate(double[], double[]) - Method in class org.drip.learning.kernel.MercerKernel

evaluate(double[], double[]) - Method in class org.drip.learning.kernel.SymmetricRdToNormedR1Kernel

Compute the Kernel's R^d X R^d To R^1 Value

evaluate(double[], double[]) - Method in class org.drip.learning.kernel.SymmetricRdToNormedRdKernel

Compute the Kernel's R^d X R^d To R^1 Dot-Product Value

evaluate(double, double) - Method in class org.drip.dynamics.ito.R1ToR1Drift

evaluate(double, double) - Method in class org.drip.dynamics.ito.R1ToR1Volatility

evaluate(double, double) - Method in class org.drip.dynamics.process.R1ProbabilityDensityFunction

evaluate(double, double) - Method in class org.drip.execution.impact.TransactionFunction

Evaluate the Impact Function at the specified Trade Parameters

evaluate(double, double) - Method in interface org.drip.function.definition.R2ToR1

Evaluate for the given variate Pair

evaluate(double, double) - Method in interface org.drip.function.definition.R2ToZ1

Evaluate for the given variate Pair

evaluate(double, double) - Method in class org.drip.numerical.estimation.R2ToR1Series

Evaluate for the given x, y

evaluate(double, double) - Method in class org.drip.specialfunction.beta.LogGammaEstimator

evaluate(double, double) - Method in class org.drip.specialfunction.definition.BesselFirstKindEstimator

evaluate(double, double) - Method in class org.drip.specialfunction.definition.BesselSecondKindEstimator

evaluate(double, double) - Method in class org.drip.specialfunction.definition.HankelFirstKindEstimator

evaluate(double, double) - Method in class org.drip.specialfunction.definition.HankelSecondKindEstimator

evaluate(double, double) - Method in class org.drip.specialfunction.definition.ModifiedBesselFirstKindEstimator

evaluate(double, double) - Method in class org.drip.specialfunction.definition.ModifiedBesselSecondKindEstimator

evaluate(double, double) - Method in class org.drip.specialfunction.definition.RiccatiBesselCEstimator

evaluate(double, double) - Method in class org.drip.specialfunction.definition.RiccatiBesselSEstimator

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

evaluate(double, double) - Method in class org.drip.specialfunction.definition.RiccatiBesselZitaEstimator

evaluate(double, double) - Method in class org.drip.specialfunction.definition.SphericalBesselFirstKindEstimator

evaluate(double, double) - Method in class org.drip.specialfunction.definition.SphericalBesselSecondKindEstimator

evaluate(double, double) - Method in class org.drip.specialfunction.definition.SphericalHankelFirstKindEstimator

evaluate(double, double) - Method in class org.drip.specialfunction.definition.SphericalHankelSecondKindEstimator

evaluate(double, double) - Method in class org.drip.specialfunction.generator.BesselFirstKindLaurentExpansion

evaluate(double, double) - Method in class org.drip.specialfunction.generator.SphericalBesselFirstKindExpansion

evaluate(double, double) - Method in class org.drip.specialfunction.generator.SphericalBesselSecondKindExpansion

evaluate(double, double, double) - Method in interface org.drip.function.definition.R3ToR1

Evaluate for the given variate Pair

evaluate(double, double, double) - Method in class org.drip.specialfunction.beta.IncompleteRegularizedEstimator

evaluate(int[]) - Method in class org.drip.optimization.canonical.LinearObjective

Evaluate the Objective Function at the specified Variate Array

evaluate(R1ToR1) - Method in class org.drip.function.matrix.Square

Compute the Value of the Matrix using the specified Function

evaluate(VertexContext) - Method in class org.drip.graph.astar.VertexContextEpsilonAdmissibleHeuristic

Compute the Epsilon-Admissible Heuristic for the Specified Vertex Context

evaluate(VertexContext) - Method in class org.drip.graph.astar.VertexContextWeightHeuristic

Compute the Epsilon-Admissible Weight Heuristic for the Specified Vertex Context

evaluate(Vertex) - Method in class org.drip.graph.astar.DynamicWeightFHeuristic

evaluate(Vertex) - Method in class org.drip.graph.astar.FHeuristic

evaluate(Vertex) - Method in class org.drip.graph.astar.MalikAllardFHeuristic

evaluate(Vertex) - Method in class org.drip.graph.astar.StaticWeightFHeuristic

evaluate(Vertex) - Method in interface org.drip.graph.astar.VertexFunction

Compute the Value at the Vertex

evaluate(PositionVertex, double) - Method in class org.drip.oms.indifference.UtilityFunction

Evaluate the Utility Function at the Position Vertex using the Position Adjustment

evaluatedSampleTestStatistic() - Method in class org.drip.validation.evidence.Ensemble

Retrieve the Computed Ensemble Test Statistics

evaluateExpectation(double) - Method in interface org.drip.measure.stochastic.R1R1ToR1

Evaluate the Expectation for the given variate

evaluateRealization(double) - Method in interface org.drip.measure.stochastic.R1R1ToR1

Evaluate a Single Realization for the given variate

evaluateRecursive(int, double) - Method in class org.drip.specialfunction.incompletegamma.UpperSFixed

Evaluate the Upper Gamma (-n, z) recursively from n = 0

evaluateUsingDensity(double, RelaxationTimeDistributionEstimator) - Method in class org.drip.specialfunction.definition.ScaledExponentialEstimator

Evaluate using the Relaxation Time Density

evaluator() - Method in class org.drip.measure.process.DiffusionEvolver

Retrieve the Diffusion Evaluator

event(String) - Method in class org.drip.capital.stress.IdiosyncraticEventContainer

Retrieve the Stress Event

event(String) - Method in class org.drip.capital.stress.SystemicEventContainer

Retrieve the Stress Event

Event - Class in org.drip.capital.stress

Event holds the Coordinate-Level Parameterization of a Stress Event.

Event(EventSpecification, PnLSeries, Map<String, PnLSeries>) - Constructor for class org.drip.capital.stress.Event

Event Constructor

eventAggregationWeightFunction() - Method in class org.drip.validation.riskfactorsingle.DiscriminatoryPowerAnalyzerAggregate

Retrieve the Event Aggregation Weight Function

EventAggregationWeightFunction - Class in org.drip.validation.riskfactorsingle

EventAggregationWeightFunction exposes the Aggregation Weight for the given Event.

EventAggregationWeightFunction() - Constructor for class org.drip.validation.riskfactorsingle.EventAggregationWeightFunction

EventDate - Class in org.drip.exposure.csatimeline

EventDate holds a specific Date composing BCBS/IOSCO prescribed Events Time-line occurring Margin Period.

EventDate(JulianDate, String, String) - Constructor for class org.drip.exposure.csatimeline.EventDate

EventDate Constructor

EventDateBuilder - Class in org.drip.exposure.csatimeline

EventDateBuilder builds the CSA BCBS/IOSCO Dates prescribed Events Time-line occurring Margin Period.

EventDateBuilder() - Constructor for class org.drip.exposure.csatimeline.EventDateBuilder

eventDates(int, int) - Method in class org.drip.market.exchange.TreasuryFuturesConvention

Retrieve the TreasuryFuturesEventDates Instance corresponding to the Futures Expiry Year/Month

eventIndicationEvaluator() - Method in class org.drip.measure.process.JumpDiffusionEvolver

Retrieve the Hazard Point Event Indicator Instance

eventMap() - Method in class org.drip.capital.stress.IdiosyncraticEventContainer

Retrieve the Stress Event Specification Map

eventMap() - Method in class org.drip.capital.stress.SystemicEventContainer

Retrieve the Stress Event Map

EventOfDefault(JulianDate) - Static method in class org.drip.exposure.csatimeline.EventDateBuilder

Construct the Event of Default CSA Event Date

EventOfDefault(EventDate, String, int) - Static method in class org.drip.exposure.csatimeline.EventDateBuilder

Construct the Cure Period Adjusted ED

eventOutcomeMap() - Method in class org.drip.validation.riskfactorsingle.GapTestOutcomeAggregate

Retrieve the Event to Gap Test Outcome Map

eventProbabilityContainer() - Method in class org.drip.capital.stress.IdiosyncraticEventContainer

Retrieve the Scenario Probability Event Container

EventProbabilityContainer - Class in org.drip.capital.stress

EventProbabilityContainer contains the Map of the Named Stress Event Probabilities.

EventProbabilityContainer() - Constructor for class org.drip.capital.stress.EventProbabilityContainer

Empty EventProbabilityContainer

eventProbabilityLadder() - Method in class org.drip.capital.stress.SystemicEventContainer

Retrieve the Scenario Probability Event Ladder

EventProbabilityLadder - Class in org.drip.capital.stress

EventProbabilityLadder contains the Probabilities and their corresponding Event Steps in a Ladder Progression.

EventProbabilityLadder() - Constructor for class org.drip.capital.stress.EventProbabilityLadder

Empty EventProbabilityLadder Constructor

eventSamplePITMap() - Method in class org.drip.validation.riskfactorsingle.DiscriminatoryPowerAnalyzerAggregate

Retrieve the Event Sample PIT Map

EventSequence - Class in org.drip.exposure.csatimeline

EventSequence holds the BCBS/IOSCO prescribed Events Time-line occurring Margin Period.

EventSequence(EventDate, EventDate, EventDate, EventDate, EventDate, EventDate, EventDate, EventDate, EventDate, EventDate, int, int, String) - Constructor for class org.drip.exposure.csatimeline.EventSequence

eventSet() - Method in class org.drip.capital.stress.IdiosyncraticEventContainer

Retrieve the Stress Event Set

eventSet() - Method in class org.drip.capital.stress.SystemicEventContainer

Retrieve the Stress Event Set

EventSpecification - Class in org.drip.capital.stress

EventSpecification contains the Name of a Stress Event and its Probability.

EventSpecification(String, double) - Constructor for class org.drip.capital.stress.EventSpecification

EventSpecification Constructor

eventType() - Method in class org.drip.capital.stress.IdiosyncraticEventContainer

Retrieve the Stress Event Type

eventType() - Method in class org.drip.capital.stress.SystemicEventContainer

Retrieve the Stress Event Type

evolutionFinishDate() - Method in class org.drip.dynamics.evolution.LSQMPointUpdate

Retrieve the Evolution Finish Date

EvolutionIncrement - Class in org.drip.execution.discrete

EvolutionIncrement contains the Realized Stochastic Evolution Increments of the Price/Short-fall exhibited by an Asset owing to the Volatility and the Market Impact Factors over the Slice Time Interval.

EvolutionIncrement(MarketImpactComponent, MarketImpactComponent) - Constructor for class org.drip.execution.discrete.EvolutionIncrement

EvolutionIncrement Constructor

EvolutionMetrics - Class in org.drip.sample.hullwhite

EvolutionMetrics demonstrates the Construction and Usage of the Hull-White Metrics Using Hull-White 1F Model Dynamics for the Evolution of the Short Rate.

EvolutionMetrics() - Constructor for class org.drip.sample.hullwhite.EvolutionMetrics

evolutionStartDate() - Method in class org.drip.dynamics.evolution.LSQMPointUpdate

Retrieve the Evolution Start Date

evolutionStrictlyPositive() - Method in class org.drip.dynamics.meanreverting.R1CIRStochasticEvolver

Indicate it the Evolution includes Zero, or is strictly Positive

EvolutionTrajectoryEdge - Class in org.drip.xva.derivative

EvolutionTrajectoryEdge holds the Evolution Edges of the Trajectory, the Cash Account, and the Derivative Values evolved in a Dynamically Adaptive Manner, as laid out in Burgard and Kjaer (2014).

EvolutionTrajectoryEdge(EvolutionTrajectoryVertex, EvolutionTrajectoryVertex, CashAccountEdge) - Constructor for class org.drip.xva.derivative.EvolutionTrajectoryEdge

EvolutionTrajectoryEdge Constructor

EvolutionTrajectoryVertex - Class in org.drip.xva.derivative

EvolutionTrajectoryVertex holds the Evolution Snapshot of the Trade-able Prices, the Cash Account, the Replication Portfolio, and the corresponding Derivative Value, as laid out in Burgard and Kjaer (2014).

EvolutionTrajectoryVertex(double, ReplicationPortfolioVertex, PositionGreekVertex, double, double, double, double) - Constructor for class org.drip.xva.derivative.EvolutionTrajectoryVertex

EvolutionTrajectoryVertex Constructor

evolve(int, int, int, LSQMCurveUpdate) - Method in interface org.drip.dynamics.evolution.CurveStateEvolver

Evolve the Latent State and return the LSQM Curve Update

evolve(int, int, int, LSQMCurveUpdate) - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver

evolve(int, int, int, LSQMPointUpdate) - Method in interface org.drip.dynamics.evolution.PointStateEvolver

Evolve the Latent State and return the LSQM Point Update

evolve(int, int, int, LSQMPointUpdate) - Method in class org.drip.dynamics.hjm.MultiFactorStateEvolver

evolve(int, int, int, LSQMPointUpdate) - Method in class org.drip.dynamics.hullwhite.SingleFactorStateEvolver

evolve(int, int, int, LSQMPointUpdate) - Method in class org.drip.dynamics.lmm.ContinuousForwardRateEvolver

evolve(int, int, int, LSQMPointUpdate) - Method in class org.drip.dynamics.lmm.LognormalLIBORPointEvolver

evolve(int, int, int, LSQMPointUpdate) - Method in class org.drip.dynamics.sabr.StochasticVolatilityStateEvolver

evolve(TimeR1Vertex, double) - Method in class org.drip.dynamics.process.R1StochasticEvolver

Generate the Next Vertex in the Iteration

evolve(TimeRdVertex, double) - Method in class org.drip.dynamics.process.RdStochasticEvolver

Generate the Next Vertex in the Iteration

evolve(NonDimensionalCost, MarketState, double, double, double) - Method in class org.drip.execution.hjb.NonDimensionalCostEvolver

Evolve a Single Time Step of the Optimal Trajectory

evolve(NonDimensionalCost, MarketState, double, double, double) - Method in class org.drip.execution.hjb.NonDimensionalCostEvolverCorrelated

evolve(NonDimensionalCost, MarketState, double, double, double) - Method in class org.drip.execution.hjb.NonDimensionalCostEvolverSystemic

evolver() - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryGenerator

Retrieve the Non Dimensional Cost Evolver

evolver() - Method in class org.drip.exposure.evolver.ScalingNumeraire

Retrieve the Scaling Numeraire Evolver

evolver() - Method in class org.drip.state.sequence.PathVertexRd

Retrieve the Array of the Latent State Diffusion Evolvers

Evolver - Class in org.drip.measure.joint

Evolver exposes the Functionality that guides the Multi-Factor Random Process Variable Evolution.

evolveTrinomialTree(int, int, int, TrinomialTreeNodeMetrics) - Method in class org.drip.dynamics.hullwhite.SingleFactorStateEvolver

Generate the Metrics associated with the Transition that results from using a Trinomial Tree Using the Starting Node Metrics

evolveTrinomialTreeSequence(int, int, int) - Method in class org.drip.dynamics.hullwhite.SingleFactorStateEvolver

Evolve the Trinomial Tree Sequence

evolveTrinomialTreeSequence(int, int, int, int, TrinomialTreeNodeMetrics, TrinomialTreeSequenceMetrics) - Method in class org.drip.dynamics.hullwhite.SingleFactorStateEvolver

Evolve the Trinomial Tree Sequence

excessKurtosis() - Method in class org.drip.measure.chisquare.R1Central

excessKurtosis() - Method in class org.drip.measure.chisquare.R1CentralCLTProxy

excessKurtosis() - Method in class org.drip.measure.chisquare.R1CentralFisherProxy

excessKurtosis() - Method in class org.drip.measure.chisquare.R1NonCentral

excessKurtosis() - Method in class org.drip.measure.chisquare.R1WilsonHilferty

excessKurtosis() - Method in class org.drip.measure.continuous.R1Univariate

Retrieve the Excess Kurtosis of the Distribution

excessKurtosis() - Method in class org.drip.measure.exponential.R1RateDistribution

excessKurtosis() - Method in class org.drip.measure.gamma.R1ShapeScaleDistribution

excessReturns(double) - Method in class org.drip.portfolioconstruction.mpt.AssetSecurityCharacteristicLine

Retrieve the Excess Returns over the Market for the Asset

excessReturnsDistribution() - Method in class org.drip.portfolioconstruction.bayesian.ProjectionSpecification

Retrieve the R¹ Projection Space Excess Returns Normal Distribution

excessReturnsMean() - Method in class org.drip.portfolioconstruction.asset.PortfolioMetrics

Retrieve the Portfolio Expected Excess Returns

excessReturnsStandardDeviation() - Method in class org.drip.portfolioconstruction.asset.PortfolioMetrics

Retrieve the Portfolio Excess Returns Standard Deviation

excessReturnsVariance() - Method in class org.drip.portfolioconstruction.asset.PortfolioMetrics

Retrieve the Portfolio Excess Returns Variance

ExchangeInfo(String) - Static method in class org.drip.market.exchange.ShortTermFuturesContainer

Retrieve the Short Term Futures Exchange Info From the Corresponding Forward Label

ExchangeInfo(String, String) - Static method in class org.drip.market.exchange.FuturesOptionsContainer

Retrieve the FuturesOptions Exchange Info

ExchangeInfo(ForwardLabel) - Static method in class org.drip.market.exchange.ShortTermFuturesContainer

Retrieve the Short Term Futures Exchange Info From the Corresponding Forward Label

ExchangeInstrumentBuilder - Class in org.drip.service.template

ExchangeInstrumentBuilder contains static Helper API to facilitate Construction of Exchange-traded Instruments.

ExchangeInstrumentBuilder() - Constructor for class org.drip.service.template.ExchangeInstrumentBuilder

exchanges() - Method in class org.drip.market.exchange.FuturesOptions

Retrieve the Set of Traded Exchanges

exchanges() - Method in class org.drip.market.exchange.ShortTermFutures

Retrieve the List of Exchanges

exchanges() - Method in class org.drip.market.exchange.TreasuryFuturesConvention

Retrieve the Bond Futures Exchanges Array

ExchangeTradedFuturesOption(JulianDate, ForwardLabel, double, String, boolean, String, String) - Static method in class org.drip.product.creator.SingleStreamOptionBuilder

Create an Exchange-traded Standard Futures Option

ExchangeTradedOptionDefinitions - Class in org.drip.sample.treasuryfutures

ExchangeTradedOptionDefinitions contains all the pre-fixed Definitions of Exchange-traded Options on Bond Futures Contracts.

ExchangeTradedOptionDefinitions() - Constructor for class org.drip.sample.treasuryfutures.ExchangeTradedOptionDefinitions

execRegression() - Method in class org.drip.regression.core.UnitRegressionExecutor

Execute the regression call within this function

execRegression() - Method in class org.drip.regression.spline.BasisSplineRegressor

execRegression() - Method in class org.drip.regression.spline.HermiteBasisSplineRegressor

execRegression() - Method in class org.drip.regression.spline.LagrangePolynomialStretchRegressor

execRegression() - Method in class org.drip.regression.spline.LocalControlBasisSplineRegressor

executedBlockSize() - Method in class org.drip.execution.strategy.ContinuousTradingTrajectory

executedBlockSize() - Method in class org.drip.execution.strategy.DiscreteTradingTrajectory

executedBlockSize() - Method in interface org.drip.execution.strategy.TradingTrajectory

Retrieve the Executed Block Size

executedPrice() - Method in class org.drip.oms.fill.OrderFulfillment

Retrieve the Executed Price

executedSize() - Method in class org.drip.oms.fill.OrderFulfillment

Retrieve the Executed Size

executedTime() - Method in class org.drip.oms.fill.OrderFulfillment

Retrieve the Executed Time

ExecutionControl - Class in org.drip.function.r1tor1solver

ExecutionControl implements the core fixed point search execution control and customization functionality.

ExecutionControl(R1ToR1, ExecutionControlParams) - Constructor for class org.drip.function.r1tor1solver.ExecutionControl

ExecutionControl constructor

ExecutionControlParams - Class in org.drip.function.r1tor1solver

ExecutionControlParams holds the parameters needed for controlling the execution of the fixed point finder.

ExecutionControlParams() - Constructor for class org.drip.function.r1tor1solver.ExecutionControlParams

Default Execution Control Parameters constructor

ExecutionControlParams(int, boolean, double, double, double, double) - Constructor for class org.drip.function.r1tor1solver.ExecutionControlParams

Execution Control Parameters constructor

ExecutionInitializationOutput - Class in org.drip.function.r1tor1solver

ExecutionInitializationOutput holds the output of the root initializer calculation.

ExecutionInitializer - Class in org.drip.function.r1tor1solver

ExecutionInitializer implements the initialization execution and customization functionality.

ExecutionInitializer(R1ToR1, ConvergenceControlParams, boolean) - Constructor for class org.drip.function.r1tor1solver.ExecutionInitializer

ExecutionInitializer constructor

executionTime() - Method in class org.drip.execution.strategy.ContinuousTradingTrajectory

executionTime() - Method in class org.drip.execution.strategy.DiscreteTradingTrajectory

executionTime() - Method in interface org.drip.execution.strategy.TradingTrajectory

Retrieve the Execution Time

executionTimeNode() - Method in class org.drip.execution.strategy.DiscreteTradingTrajectory

Retrieve the Array containing the Execution Time Nodes Sequence

executionTimeNodes() - Method in class org.drip.execution.strategy.DiscreteTradingTrajectoryControl

Retrieve the Array containing the Execution Time Nodes

executionTimeUpperBound() - Method in class org.drip.execution.optimum.PowerImpactContinuous

Retrieve the Optimal Trajectory Execution Time Upper Bound (if it exists)

exercised() - Method in class org.drip.product.credit.BondComponent

exercised() - Method in class org.drip.product.definition.Bond

Indicate if the bond has been exercised

exercised() - Method in class org.drip.product.params.TerminationSetting

Indicate if the contract has been exercised

exerciseDate() - Method in class org.drip.product.option.OptionComponent

Retrieve the Option Exercise Date

exerciseDates(int) - Method in class org.drip.product.params.EmbeddedOptionSchedule

Generate the Possible Exercise Dates from the Spot Date and the Notice Period

exerciseFactors(int) - Method in class org.drip.product.params.EmbeddedOptionSchedule

Generate the Possible Exercise Factors from the Spot Date and the Notice Period

exerciseIndicator() - Method in class org.drip.analytics.output.BondEOSMetrics

Retrieve the Path/Vertex Exercise Indicator Double Array

ExerciseInfo - Class in org.drip.analytics.output

ExerciseInfo is a place-holder for the set of exercise information.

ExerciseInfo(int, double, int) - Constructor for class org.drip.analytics.output.ExerciseInfo

Constructs the ExerciseInfo from the work-out date, type, and the exercise factor

exerciseNoticePeriod() - Method in class org.drip.product.params.EmbeddedOptionSchedule

Retrieve the exercise notice period

exerciseYieldFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent

exerciseYieldFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond

Retrieve the work-out information from price

ExhaustivePermutationScan(String, int) - Static method in class org.drip.spaces.big.SubStringSetExtractor

Locate the String Set of the Target Size using an Exhaustive Permutation Scan

exists(CollateralLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Check Presence of Labeled Collateral

exists(CSALabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Check Presence of Labeled CSA

exists(CustomLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Check Presence of Labeled Custom

exists(EntityCreditLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Check Presence of Labeled Entity Credit

exists(EntityEquityLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Check Presence of Labeled Entity Equity

exists(EntityFundingLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Check Presence of Labeled Entity Funding

exists(EntityHazardLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Check Presence of Labeled Entity Hazard

exists(EntityRecoveryLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Check Presence of Labeled Entity Recovery

exists(ForwardLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Check Presence of Labeled Forward

exists(FundingLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Check Presence of Labeled Funding

exists(FXLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Check Presence of Labeled FX

exists(GovvieLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Check Presence of Labeled Govvie

exists(OTCFixFloatLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Check Presence of Labeled OTC Fix Float

exists(OvernightLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Check Presence of Labeled Overnight

exists(PaydownLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Check Presence of Labeled Pay Down

exists(RatingLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Check Presence of Labeled Rating

exists(RepoLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Check Presence of Labeled Repo

exists(VolatilityLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer

Check Presence of Labeled Volatility

EXP_SQRT_LOG_LOG_N - Static variable in class org.drip.graph.asymptote.BigOAsymptoteForm

Exp (SQRT (Log (Log))) Time Asymptotic Form

expectation() - Method in class org.drip.execution.bayesian.PriorDriftDistribution

Retrieve the Expectation of the Prior Drift Distribution

expectation() - Method in class org.drip.execution.discrete.ShortfallIncrementDistribution

Retrieve the Total Expectation

expectation(RdToR1) - Method in class org.drip.measure.continuous.R1Multivariate

Compute the Expectation of the Specified R^d To R^1 Function Instance

expectationConjecture(double[]) - Method in class org.drip.sequence.custom.LongestCommonSubsequence

Conjecture of the Expected Value of the LCS Length

expectationConjectureLowerBound(double[]) - Method in class org.drip.sequence.custom.LongestCommonSubsequence

Lower Bound of the Conjecture of the Expected Value of the LCS Length

expectationConjectureUpperBound(double[]) - Method in class org.drip.sequence.custom.LongestCommonSubsequence

Upper Bound of the Conjecture of the Expected Value of the LCS Length

expectationContribution(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.capture.TrajectoryShortfallEstimator

expectationContribution(ArithmeticPriceEvolutionParameters) - Method in class org.drip.execution.discrete.Slice

expectationContribution(ArithmeticPriceEvolutionParameters) - Method in interface org.drip.execution.sensitivity.ControlNodesGreekGenerator

Generate the Total Expectation Contribution

expectedAssetExcessReturnsArray() - Method in class org.drip.portfolioconstruction.allocator.ForwardReverseHoldingsAllocation

Retrieve the Array of Expected Excess Returns Array for each Asset

expectedATMPayoff() - Method in class org.drip.pricer.option.Greeks

The Expected ATM Payoff

ExpectedBasicConsumption - Class in org.drip.portfolioconstruction.alm

ExpectedBasicConsumption holds the Parameters required for estimating the Investor's Basic Consumption Profile.

ExpectedBasicConsumption(double, double) - Constructor for class org.drip.portfolioconstruction.alm.ExpectedBasicConsumption

ExpectedBasicConsumption Constructor

ExpectedExcessReturnsWeights - Class in org.drip.sample.idzorek

ExpectedExcessReturnsWeights reconciles the Expected Returns and the corresponding Weights for different Input Asset Distributions using the Black-Litterman Model Process.

ExpectedExcessReturnsWeights() - Constructor for class org.drip.sample.idzorek.ExpectedExcessReturnsWeights

expectedExposure() - Method in class org.drip.xva.gross.BaselExposureDigest

Retrieve the Expected Exposure

expectedFactorReturns() - Method in class org.drip.investing.engine.AssetLoading

Retrieve the Expected Factor Returns

expectedFinalShortRate() - Method in class org.drip.dynamics.hullwhite.ShortRateUpdate

Retrieve the Expected Final Short Rate

ExpectedNonFinancialIncome - Class in org.drip.portfolioconstruction.alm

ExpectedNonFinancialIncome holds the Parameters required for estimating the Investor's Non-Financial Income Profile.

ExpectedNonFinancialIncome(double) - Constructor for class org.drip.portfolioconstruction.alm.ExpectedNonFinancialIncome

ExpectedNonFinancialIncome Constructor

expectedPayoff() - Method in class org.drip.pricer.option.Greeks

The Expected Payoff

expectedPositiveExposure() - Method in class org.drip.xva.gross.BaselExposureDigest

Retrieve the Expected Positive Exposure

ExpectedPositiveExposure12 - Class in org.drip.sample.anfuso2017

ExpectedPositiveExposure12 computes the Expected Positive Exposure as a Function of the MTM Volatility as laid out in Table 12 of Anfuso, Karyampas, and Nawroth (2017).

ExpectedPositiveExposure12() - Constructor for class org.drip.sample.anfuso2017.ExpectedPositiveExposure12

expectedRecovery() - Method in class org.drip.analytics.output.BondWorkoutMeasures

Retrieve the Expected Recovery

expectedReturn() - Method in class org.drip.portfolioconstruction.params.AssetStatisticalProperties

Retrieve the Expected Returns of the Asset

expectedReturn(AssetUniverseStatisticalProperties) - Method in class org.drip.portfolioconstruction.asset.Portfolio

Retrieve the Expected Returns of the Portfolio

expectedReturns() - Method in class org.drip.function.rdtor1.RiskObjectiveUtilityMultivariate

Retrieve the Array of Expected Returns

expectedReturns(String[]) - Method in class org.drip.portfolioconstruction.params.AssetUniverseStatisticalProperties

Retrieve the Asset Expected Returns Array

ExpectedReturnsTerm - Class in org.drip.portfolioconstruction.objective

ExpectedReturnsTerm holds the Details of the Portfolio Expected Returns Based Objective Terms.

ExpectedReturnsTerm(String, double[], double[], double[]) - Constructor for class org.drip.portfolioconstruction.objective.ExpectedReturnsTerm

ExpectedReturnsTerm Constructor

expectedShortfall() - Method in class org.drip.capital.explain.AllocatedPnLAttribution

expectedShortfall() - Method in class org.drip.capital.explain.PnLAttribution

Retrieve the Expected Short-fall

expectedShortfall(double) - Method in class org.drip.capital.simulation.CapitalUnitPathEnsemble

expectedShortfall(double) - Method in interface org.drip.capital.simulation.PathEnsemble

Compute Expected Short-fall given the Confidence Level by Percentage

expectedShortfall(double) - Method in class org.drip.measure.continuous.R1Univariate

Retrieve the Quantile ES (Expected Shortfall) of the Distribution

expectedShortfall(int) - Method in class org.drip.capital.simulation.CapitalUnitPathEnsemble

expectedShortfall(int) - Method in interface org.drip.capital.simulation.PathEnsemble

Compute Expected Short-fall given the Confidence Level by Count

expectedShortfallConfidenceLevel() - Method in class org.drip.capital.setting.HorizonTailPnLControl

Retrieve the Expected Short-fall Confidence Level

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

Retrieve the Expected Final/Terminal Value for X

expiry() - Method in class org.drip.market.exchange.TreasuryFuturesEventDates

Retrieve the Expiry Date

expiry() - Method in class org.drip.product.govvie.TreasuryFutures

Retrieve the Futures Expiration Date

expiryCleanPrice() - Method in class org.drip.historical.attribution.TreasuryFuturesMarketSnap

Retrieve the Clean Price at Expiry

expiryDate() - Method in class org.drip.historical.attribution.TreasuryFuturesMarketSnap

Retrieve the Expiry Date

expiryDeliveryNoticeLag() - Method in class org.drip.market.exchange.TreasuryFuturesSettle

Retrieve the Lag Between the Expiry and the Delivery Notice Dates

ExpiryDeliveryTradingDates - Class in org.drip.sample.treasuryfutures

ExpiryDeliveryTradingDates illustrates Generation of Event Dates from the Expiry Month/Year of the Bond Futures Contracts.

ExpiryDeliveryTradingDates() - Constructor for class org.drip.sample.treasuryfutures.ExpiryDeliveryTradingDates

expiryFinalDeliveryLag() - Method in class org.drip.market.exchange.TreasuryFuturesSettle

Retrieve the Lag Between the Expiry and the Final Delivery Dates

expiryFirstDeliveryLag() - Method in class org.drip.market.exchange.TreasuryFuturesSettle

Retrieve the Lag Between the Expiry and the First Delivery Dates

expiryLastTradingLag() - Method in class org.drip.market.exchange.TreasuryFuturesSettle

Retrieve the Lag Between the Expiry and the Last Trading Dates

explainedChange() - Method in class org.drip.historical.attribution.PositionChangeComponents

Retrieve the Explained Interval Change

ExplicitBootCreditCurve - Class in org.drip.state.credit

ExplicitBootCreditCurve exposes the functionality associated with the bootstrapped Credit Curve.

ExplicitBootCurve - Interface in org.drip.analytics.definition

In ExplicitBootCurve, the segment boundaries explicitly line up with the instrument maturity boundaries.

ExplicitBootDiscountCurve - Class in org.drip.state.discount

ExplicitBootDiscountCurve exposes the functionality associated with the bootstrapped Discount Curve.

ExplicitBootFXCurve - Class in org.drip.state.fx

ExplicitBootFXCurve exposes the functionality associated with the bootstrapped FX Curve.

ExplicitBootGovvieCurve - Class in org.drip.state.govvie

ExplicitBootGovvieCurve exposes the Functionality associated with the bootstrapped Govvie Curve.

ExplicitBootRepoCurve - Class in org.drip.state.repo

ExplicitBootRepoCurve exposes the functionality associated with the bootstrapped Repo Curve.

ExplicitBootVolatilityCurve - Class in org.drip.state.volatility

ExplicitBootVolatilityCurve exposes the functionality associated with the bootstrapped Volatility Curve.

exponent() - Method in class org.drip.execution.athl.PermanentImpactQuasiArbitrage

exponent() - Method in class org.drip.execution.athl.TemporaryImpact

exponent() - Method in class org.drip.execution.impact.ParticipationRatePower

exponent() - Method in class org.drip.execution.impact.TransactionFunctionPower

Retrieve the Power Law Exponent Market Impact Parameter

exponent() - Method in class org.drip.learning.bound.MeasureConcentrationExpectationBound

Retrieve the Asymptote Exponent

exponent() - Method in class org.drip.portfolioconstruction.cost.TransactionChargeMarketImpact

Retrieve the Transaction Charge Exponent

exponent() - Method in class org.drip.specialfunction.definition.ScaledExponentialEstimator

Retrieve the Exponent

exponentFunction() - Method in class org.drip.specialfunction.definition.ModifiedScaledExponentialEstimator

Retrieve the Exponent Function

ExponentialAffineZeroCoefficients - Class in org.drip.dynamics.physical

ExponentialAffineZeroCoefficients contains the Exponential Affine Coefficients for a Zero-coupon Bond priced using the CIR Process.

ExponentialAffineZeroCoefficients(double, double) - Constructor for class org.drip.dynamics.physical.ExponentialAffineZeroCoefficients

ExponentialAffineZeroCoefficients Constructor

ExponentialAffineZeroPricer - Class in org.drip.sample.ckls

ExponentialAffineZeroPricer illustrates the Pricing of a Zero Coupon Bond using the R¹ Cox-Ingersoll-Ross Process.

ExponentialAffineZeroPricer() - Constructor for class org.drip.sample.ckls.ExponentialAffineZeroPricer

ExponentialAndersonDarlingGapAnalysis - Class in org.drip.sample.distancetest

ExponentialAndersonDarlingGapAnalysis demonstrates the Generation of the Sample Distance Metrics for Different Ensemble Hypotheses.

ExponentialAndersonDarlingGapAnalysis() - Constructor for class org.drip.sample.distancetest.ExponentialAndersonDarlingGapAnalysis

ExponentialAndersonDarlingGapDiscriminant - Class in org.drip.sample.distancetest

ExponentialAndersonDarlingGapDiscriminant demonstrates the Generation of the Sample Distance Discriminant Metrics for Different Ensemble Hypotheses.

ExponentialAndersonDarlingGapDiscriminant() - Constructor for class org.drip.sample.distancetest.ExponentialAndersonDarlingGapDiscriminant

ExponentialAsymptote() - Static method in class org.drip.specialfunction.digamma.CumulativeSeries

Construct the R¹ To R¹ Exponential Asymptotic Cumulative Series

ExponentialAsymptote() - Static method in class org.drip.specialfunction.digamma.CumulativeSeriesEstimator

Compute the Exponential Asymptotic Cumulative Series of Digamma Estimator

ExponentialAsymptote() - Static method in class org.drip.specialfunction.digamma.CumulativeSeriesTerm

Construct the Asymptotic Cumulative Sum Series Term for exp (-diGamma)

ExponentialAsymptoteHalfShifted() - Static method in class org.drip.specialfunction.digamma.CumulativeSeries

Construct the R¹ To R¹ Exponential Half-Shifted Asymptotic Cumulative Series

ExponentialAsymptoteHalfShifted() - Static method in class org.drip.specialfunction.digamma.CumulativeSeriesEstimator

Compute the Exponential Asymptotic Cumulative Series of Digamma + 0.5 Estimator

ExponentialAsymptoteHalfShifted() - Static method in class org.drip.specialfunction.digamma.CumulativeSeriesTerm

Construct the Asymptotic Cumulative Sum Series Term for exp (diGamma + 0.5)

ExponentialAsymptoteHalfShiftedEstimate - Class in org.drip.sample.digamma

ExponentialAsymptoteHalfShiftedEstimate demonstrates the Estimation of the Digamma Function using the Exponential Asymptote Half-Shifted Series.

ExponentialAsymptoteHalfShiftedEstimate() - Constructor for class org.drip.sample.digamma.ExponentialAsymptoteHalfShiftedEstimate

ExponentialAsymptoticEstimate - Class in org.drip.sample.digamma

ExponentialAsymptoticEstimate demonstrates the Estimation of the Digamma Function using the Exponential Asymptotic Series.

ExponentialAsymptoticEstimate() - Constructor for class org.drip.sample.digamma.ExponentialAsymptoticEstimate

ExponentialConvexProperty - Class in org.drip.sample.gamma

ExponentialConvexProperty demonstrates the Verification of the Exponential Convex Property of the Gamma Function.

ExponentialConvexProperty() - Constructor for class org.drip.sample.gamma.ExponentialConvexProperty

ExponentialCramersVonMisesGapAnalysis - Class in org.drip.sample.distancetest

ExponentialCramersVonMisesGapAnalysis demonstrates the Generation of the Sample Distance Metrics for Different Ensemble Hypotheses.

ExponentialCramersVonMisesGapAnalysis() - Constructor for class org.drip.sample.distancetest.ExponentialCramersVonMisesGapAnalysis

ExponentialCramersVonMisesGapDiscriminant - Class in org.drip.sample.distancetest

ExponentialCramersVonMisesGapDiscriminant demonstrates the Generation of the Sample Distance Discriminant Metrics for Different Ensemble Hypotheses.

ExponentialCramersVonMisesGapDiscriminant() - Constructor for class org.drip.sample.distancetest.ExponentialCramersVonMisesGapDiscriminant

ExponentialDecay - Class in org.drip.function.r1tor1

ExponentialDecay implements the scaled exponential decay Univariate Function.

ExponentialDecay(double, double) - Constructor for class org.drip.function.r1tor1.ExponentialDecay

ExponentialDecay constructor

exponentialFamilyRepresentation(double) - Method in class org.drip.measure.gamma.R1ShapeScaleDistribution

Generate the Exponential Family Representation

ExponentialFamilyRepresentation - Class in org.drip.measure.gamma

ExponentialFamilyRepresentation represents the Natural Parameters and the Natural Statistics of the R¹ Exponential Family of Distributions.

ExponentialFamilyRepresentation(double[], double[]) - Constructor for class org.drip.measure.gamma.ExponentialFamilyRepresentation

ExponentialFamilyRepresentation Constructor

ExponentiallyCompoundedFlatRate(JulianDate, String, double) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder

Create a Discount Curve from the Exponentially Compounded Flat Rate

ExponentiallyConvex(double, double) - Static method in class org.drip.specialfunction.property.GammaInequalityLemma

Generate the Exponentially Convex Inequality Verifier

ExponentialMixtureBasisSet(ExponentialMixtureSetParams) - Static method in class org.drip.spline.basis.FunctionSetBuilder

Construct the Exponential Mixture Basis Set y = A + B * exp(-l_1 * x) + C * exp(-l_2 * x) + D * exp(-l_3 * x)

ExponentialMixtureSetParams - Class in org.drip.spline.basis

ExponentialMixtureSetParams implements per-segment parameters for the exponential mixture basis set, i.e., the array of the exponential tension parameters, one per each entity in the mixture.

ExponentialMixtureSetParams(double[]) - Constructor for class org.drip.spline.basis.ExponentialMixtureSetParams

ExponentialMixtureSetParams constructor

ExponentialRationalBasisSet(ExponentialRationalSetParams) - Static method in class org.drip.spline.basis.FunctionSetBuilder

Construct the Exponential Rational Basis Set y = A + B / (1+x) + C * exp(-x) + D * exp(-x) / (1+x)

ExponentialRationalSetParams - Class in org.drip.spline.basis

ExponentialRationalSetParams implements per-segment parameters for the exponential rational basis set, i.e., the exponential tension and the rational tension parameters.

ExponentialRationalSetParams(double, double) - Constructor for class org.drip.spline.basis.ExponentialRationalSetParams

ExponentialRationalSetParams constructor

exponentialTension() - Method in class org.drip.spline.basis.ExponentialRationalSetParams

Get the Exponential Tension

ExponentialTension - Class in org.drip.function.r1tor1

ExponentialTension provides the evaluation of the Exponential Tension Function and its derivatives for a specified variate.

ExponentialTension(double, double) - Constructor for class org.drip.function.r1tor1.ExponentialTension

ExponentialTension constructor

ExponentialTensionBasisSet(ExponentialTensionSetParams) - Static method in class org.drip.spline.basis.FunctionSetBuilder

This function implements the elastic coefficients for the segment using tension exponential basis splines inside - [0,...,1) - Globally [x_0,...,x_1).

ExponentialTensionLeftHat - Class in org.drip.spline.bspline

ExponentialTensionLeftHat implements the TensionBasisHat interface in accordance with the left exponential hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.

ExponentialTensionLeftHat(double, double, double) - Constructor for class org.drip.spline.bspline.ExponentialTensionLeftHat

ExponentialTensionLeftHat constructor

ExponentialTensionLeftRaw - Class in org.drip.spline.bspline

ExponentialTensionLeftRaw implements the TensionBasisHat interface in accordance with the raw left exponential hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.

ExponentialTensionLeftRaw(double, double, double) - Constructor for class org.drip.spline.bspline.ExponentialTensionLeftRaw

ExponentialTensionLeftRaw constructor

ExponentialTensionRightHat - Class in org.drip.spline.bspline

ExponentialTensionRightHat implements the TensionBasisHat interface in accordance with the right exponential hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.

ExponentialTensionRightHat(double, double, double) - Constructor for class org.drip.spline.bspline.ExponentialTensionRightHat

ExponentialTensionRightHat constructor

ExponentialTensionRightRaw - Class in org.drip.spline.bspline

ExponentialTensionRightRaw implements the TensionBasisHat interface in accordance with the raw right exponential hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.

ExponentialTensionRightRaw(double, double, double) - Constructor for class org.drip.spline.bspline.ExponentialTensionRightRaw

ExponentialTensionRightRaw constructor

ExponentialTensionSetParams - Class in org.drip.spline.basis

ExponentialTensionSetParams implements per-segment parameters for the exponential tension basis set.

ExponentialTensionSetParams(double) - Constructor for class org.drip.spline.basis.ExponentialTensionSetParams

ExponentialTensionSetParams constructor

Exponentiate(CartesianComplexNumber) - Static method in class org.drip.function.definition.CartesianComplexNumber

Exponentiate the Complex Number

exponentScaler() - Method in class org.drip.learning.bound.CoveringNumberLossBound

Retrieve the Exponent Scaler

exposure() - Method in class org.drip.exposure.regression.PillarVertex

Retrieve the Path Pillar Exposure

exposure() - Method in class org.drip.exposure.regression.PykhtinPillar

Retrieve the Point Exposure

ExposureAdjustmentAggregator - Class in org.drip.xva.gross

ExposureAdjustmentAggregator aggregates across Multiple Exposure/Adjustment Paths belonging to the Counter Party.

ExposureAdjustmentAggregator(PathExposureAdjustment[]) - Constructor for class org.drip.xva.gross.ExposureAdjustmentAggregator

ExposureAdjustmentAggregator Constructor

ExposureAdjustmentDigest - Class in org.drip.xva.gross

ExposureAdjustmentDigest holds the "thin" Statistics of the Aggregations across Multiple Path Projection Runs along the Granularity of a Counter Party Group (i.e., across multiple Funding and Credit/Debt Netting groups).

ExposureAdjustmentDigest(double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[][], double[][], double[][], double[][], double[][], double[][], double[][], double[][], double[][], double[][], double[][], double[][], double[][], double[][]) - Constructor for class org.drip.xva.gross.ExposureAdjustmentDigest

ExposureAdjustmentDigest Constructor

exposureAtDefault() - Method in class org.drip.xva.gross.BaselExposureDigest

Retrieve the Exposure At Default

exposureDateArray() - Method in class org.drip.exposure.mpor.PathVariationMarginTrajectoryEstimator

Retrieve the Array of Exposure Dates

exposureList() - Method in class org.drip.exposure.regression.PykhtinPillarDynamics

Retrieve the Exposure Set

ExposurePathBrownianBridge - Class in org.drip.sample.pykhtin2009

ExposurePathBrownianBridge sets up a Brownian Bridge Scheme base on the Pykhtin (2009) local Volatility Methodology to estimate Exposures at Secondary Nodes.

ExposurePathBrownianBridge() - Constructor for class org.drip.sample.pykhtin2009.ExposurePathBrownianBridge

ExposurePathFixFloat - Class in org.drip.sample.pykhtin2009

ExposurePathFixFloat sets up a Brownian Bridge Based Dense Exposure Generation from Sparse Nodes for a Fix-Float Swap.

ExposurePathFixFloat() - Constructor for class org.drip.sample.pykhtin2009.ExposurePathFixFloat

ExposurePathLocalVolatility - Class in org.drip.sample.pykhtin2009

ExposurePathLocalVolatility estimates the Path-wise Local Volatility Realizations using the Pykhtin (2009) Scheme.

ExposurePathLocalVolatility() - Constructor for class org.drip.sample.pykhtin2009.ExposurePathLocalVolatility

ExpressionOperatorPathList(int[], int) - Static method in class org.drip.service.common.ArrayUtil

Given a string that contains only digits 0-9 and a target value, return all possibilities to add binary operators (not unary) +, -, or * between the digits so they evaluate to the target value.

extendedStressFundingAmount() - Method in class org.drip.capital.bcbs.BalanceSheetFunding

Retrieve the Funding Amount Required Over the Specified Period of Extended Stress

extractExtremum() - Method in class org.drip.graph.heap.BinaryTreePriorityQueue

extractExtremum() - Method in class org.drip.graph.heap.BinomialTreePriorityQueue

extractExtremum() - Method in class org.drip.graph.heap.PriorityQueue

Extract the Top from the Heap

extractExtremum() - Method in class org.drip.graph.heap.TimedCollection

Extract the Extremum Item

extractExtremum() - Method in class org.drip.graph.softheap.KaplanZwickPriorityQueue

extraFamilyCrossTenorCorrelation() - Method in class org.drip.simm.parameters.BucketSensitivitySettingsCR

Retrieve the Extra-Family Cross Tenor Correlation

extraGroupCorrelation() - Method in class org.drip.simm.foundation.RiskGroupPrincipalCovariance

Retrieve the Cross Group Correlation

extremum() - Method in class org.drip.graph.heap.BinaryTreePriorityQueue

extremum() - Method in class org.drip.graph.heap.BinomialTreePriorityQueue

extremum() - Method in class org.drip.graph.heap.PriorityQueue

Retrieve the Top from the Heap

extremum() - Method in class org.drip.graph.softheap.KaplanZwickPriorityQueue

Ezhou - Class in org.drip.sample.bondeos

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

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

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