E-Index

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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<V> - 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>, Directed<?>, Directed<?>) - 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(Network<?>, 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(Directed<?>, 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.eigenization: EigenComponent holds the Component's Eigenvector and the corresponding Eigenvalue.
EigenComponent(double[], double) - Constructor for class org.drip.numerical.eigenization.EigenComponent: EigenComponent Constructor
eigenComponentOrderList(EigenOutput) - Method in class org.drip.numerical.eigenization.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() - Method in class org.drip.numerical.matrix.R1Square: Eigenize and Extract the Components of the Specified Matrix
eigenize() - Method in class org.drip.numerical.matrix.R1SquareEigenized: Eigenize and Extract the Components of the Specified Matrix
eigenize(double[][]) - Method in interface org.drip.numerical.eigenization.ComponentExtractor: Eigenize and Extract the Components of the Specified Matrix
eigenize(double[][]) - Method in class org.drip.numerical.eigenization.PowerIterationComponentExtractor
eigenize(double[][]) - Method in class org.drip.numerical.eigenization.QREigenComponentExtractor
EigenizedR1Square(int, double, boolean) - Static method in class org.drip.measure.crng.RandomMatrixGenerator: Construct an Eigenized Square Matrix of Random Elements up to the Maximum Value
eigenOutput() - Method in class org.drip.numerical.matrix.R1SquareEigenized: Retrieve the Eigen Components and the Eigen Vectors
EigenOutput - Class in org.drip.numerical.eigenization: EigenOutput holds the results of the Eigenization Operation - the Eigenvectors and the Eigenvalues.
EigenOutput(double[][], double[]) - Constructor for class org.drip.numerical.eigenization.EigenOutput: EigenOutput Constructor
eigenvalue() - Method in class org.drip.learning.kernel.IntegralOperatorEigenComponent: Retrieve the Eigenvalue
eigenValue() - Method in class org.drip.numerical.eigenization.EigenComponent: Retrieve the Eigenvalue
eigenValueArray() - Method in class org.drip.numerical.eigenization.EigenOutput: Retrieve the Array of Eigenvalues
eigenValueMultiplicityMap() - Method in class org.drip.numerical.eigenization.EigenOutput: Retrieve the Eigenvalue Multiplicity Map
eigenValueMultiplicityMap() - Method in class org.drip.numerical.matrix.R1Square: Retrieve the Eigenvalue Multiplicity Map
eigenValueMultiplicityMap() - Method in class org.drip.numerical.matrix.R1SquareEigenized: Retrieve the Eigenvalue Multiplicity Map
eigenValueMultiplicityMap() - Method in class org.drip.numerical.matrix.R1Triangular: Retrieve the Eigenvalue Multiplicity Map
eigenVector() - Method in class org.drip.numerical.eigenization.EigenComponent: Retrieve the Eigenvector
eigenVectorArray() - Method in class org.drip.numerical.eigenization.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
endHoldings() - Method in class org.drip.portfolioconstruction.postoptimization.FinalAllocationProcessor: Retrieve the Post Allocated Holdings
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
EntryWiseEvaluator - Class in org.drip.numerical.matrixnorm: EntryWiseEvaluator computes the Entry-wise Norm of a R¹Square Matrix.
EntryWiseEvaluator(int, int) - Constructor for class org.drip.numerical.matrixnorm.EntryWiseEvaluator: EntryWiseEvaluator Constructor
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.r1tor1custom.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() - Method in class org.drip.numerical.complex.C1CartesianFuhrRzeszotnik: Retrieve Epsilon
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
eta() - Method in class org.drip.numerical.complex.C1CartesianFuhrRzeszotnik: 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
EUCLIDEAN_NORM - Static variable in interface org.drip.spaces.metric.GeneralizedMetricVectorSpace: Euclidean (i.e., L₂) Norm
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
eulerBackwardDifferenceScheme(double, double) - Method in class org.drip.fdm.definition.SecondOrder1DNumericalEvolver: Compute the State Increment using the Euler Backward Difference State Evolver Scheme
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
eulerForwardDifferenceScheme(double, double) - Method in class org.drip.fdm.definition.SecondOrder1DNumericalEvolver: Compute the State Increment using the Euler Forward Difference State Evolver Scheme
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.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.FunctionClassSupremum
evaluate(double) - Method in class org.drip.function.r1tor1.HyperbolicTension
evaluate(double) - Method in class org.drip.function.r1tor1.MonicPolynomial
evaluate(double) - Method in class org.drip.function.r1tor1.UnivariateReciprocal
evaluate(double) - Method in class org.drip.function.r1tor1custom.AlmgrenEnhancedEulerUpdate
evaluate(double) - Method in class org.drip.function.r1tor1custom.AndersenPiterbargMeanReverter
evaluate(double) - Method in class org.drip.function.r1tor1custom.CIRPDF
evaluate(double) - Method in class org.drip.function.r1tor1custom.ISDABucketCurvatureTenorScaler
evaluate(double) - Method in class org.drip.function.r1tor1custom.LinearRationalShapeControl
evaluate(double) - Method in class org.drip.function.r1tor1custom.QuadraticRationalShapeControl
evaluate(double) - Method in class org.drip.function.r1tor1custom.SABRLIBORCapVolatility
evaluate(double) - Method in class org.drip.function.r1tor1operator.Addition
evaluate(double) - Method in class org.drip.function.r1tor1operator.Convolution
evaluate(double) - Method in class org.drip.function.r1tor1operator.Exponential
evaluate(double) - Method in class org.drip.function.r1tor1operator.Flat
evaluate(double) - Method in class org.drip.function.r1tor1operator.NaturalLogarithm
evaluate(double) - Method in class org.drip.function.r1tor1operator.NaturalLogSeriesElement
evaluate(double) - Method in class org.drip.function.r1tor1operator.OffsetIdempotent
evaluate(double) - Method in class org.drip.function.r1tor1operator.Polynomial
evaluate(double) - Method in class org.drip.function.r1tor1operator.Reciprocal
evaluate(double) - Method in class org.drip.function.r1tor1operator.Reflection
evaluate(double) - Method in class org.drip.function.r1tor1operator.Scaler
evaluate(double) - Method in class org.drip.function.r1tor1trigonometric.Cosine
evaluate(double) - Method in class org.drip.function.r1tor1trigonometric.InverseCosine
evaluate(double) - Method in class org.drip.function.r1tor1trigonometric.InverseSine
evaluate(double) - Method in class org.drip.function.r1tor1trigonometric.InverseTangent
evaluate(double) - Method in class org.drip.function.r1tor1trigonometric.Sinc
evaluate(double) - Method in class org.drip.function.r1tor1trigonometric.Sine
evaluate(double) - Method in class org.drip.function.r1tor1trigonometric.Tangent
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(Network<Double>) - Method in class org.drip.graph.adjacencymatrix.GkToR1: Evaluate the Value across all the Graph Vertexes
evaluate(Network<Double>, String) - Method in class org.drip.graph.adjacencymatrix.GkLinearOperator: Evaluate the Value across the Specified Graph Vertex
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
evolutionGrid1D() - Method in class org.drip.fdm.cranknicolson.CNDiscretizedEvolver1D: Retrieve the 1D Evolution Grid
EvolutionGrid1D - Class in org.drip.fdm.definition: EvolutionGrid1D maintains the Time and Factor Predictor Grids R¹ State Response Evolution.
EvolutionGrid1D(double[], double[]) - Constructor for class org.drip.fdm.definition.EvolutionGrid1D: EvolutionGrid1D Constructor
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(double[]) - Method in class org.drip.fdm.cranknicolson.CNDiscretizedEvolver1D: Evolve the State Response from the Starting Value
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, Holdings, 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
Exponential - Class in org.drip.function.r1tor1operator: Addition implements the Univariate x + a Operator Function.
Exponential() - Constructor for class org.drip.function.r1tor1operator.Exponential: Exponential Constructor
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() - Method in class org.drip.numerical.complex.C1Cartesian: Exponentiate the Complex Number
Exponentiate(C1Cartesian) - Static method in class org.drip.numerical.complex.C1Util: 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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