F-Index

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

F

f() - Method in class org.drip.measure.chisquare.R1NonCentralAbdelAty: Retrieve the Abdel-Aty (1954) f Parameter
F - Class in org.drip.sample.randomdiscrete: F demonstrates Generation of F R² Random Numbers with Two different Degrees of Freedom.
F() - Constructor for class org.drip.sample.randomdiscrete.F
F(int, int, int) - Static method in class org.drip.measure.discrete.SequenceGenerator: Generate an Array of F Distributed Random Numbers
factor() - Method in class org.drip.analytics.output.ExerciseInfo: Retrieve the Exercise Factor
factor() - Method in class org.drip.investing.engine.AssetLoading: Retrieve the Underlying Factor
factor() - Method in class org.drip.param.valuation.WorkoutInfo: Retrieve the Work-out Factor
factor(int) - Method in class org.drip.product.params.EmbeddedOptionSchedule: Get the specific indexed factor
Factor - Class in org.drip.investing.factors: Factor holds the Named Factor and its Portfolio.
Factor - Class in org.drip.portfolioconstruction.core: Factor holds the Details of a specific Factor.
Factor(String, String, String) - Constructor for class org.drip.portfolioconstruction.core.Factor: Factor Constructor
factorAssetLoading() - Method in class org.drip.portfolioconstruction.risk.AttributeJointFactor: Retrieve the Joint Factor-Asset Loading Map
factorAssetLoading(String) - Method in class org.drip.portfolioconstruction.risk.AttributeJointFactor: Retrieve the Loadings for the specified Factor
factorBeta() - Method in class org.drip.investing.engine.AssetLoading: Retrieve the Factor Beta
factorBetaType() - Method in class org.drip.investing.engine.AssetLoading: Retrieve the Factor Beta Type
FactorBetaType - Class in org.drip.investing.engine: FactorBetaType holds the various Kinds of Factor Betas.
FactorBetaType() - Constructor for class org.drip.investing.engine.FactorBetaType
factorCategory() - Method in class org.drip.investing.factors.FactorComponentLoading: Retrieve the Factor Category
factorCodeSet() - Method in class org.drip.investing.factors.FactorModel: Retrieve the Set of Factor Codes
FactorComponentLoading - Class in org.drip.investing.factors: FactorComponentLoading holds the Weight and the Loading corresponding to each Factor.
FactorComponentLoading(String, int, int, int, double, double, double) - Constructor for class org.drip.investing.factors.FactorComponentLoading: FactorComponentLoading Constructor
factorComponentLoadingMasterUniverseMap() - Method in class org.drip.investing.factors.FactorPortfolio: Retrieve the Factor Component Loading Master Universe Map
factorCount() - Method in class org.drip.dynamics.ito.DiffusionTensor: Retrieve the Factor Count
Factorial(int) - Static method in class org.drip.numerical.common.NumberUtil: This function implements Factorial N.
FactorialEstimate - Class in org.drip.sample.stirling: FactorialEstimate illustrates the Stirling's Approximation of the Factorial Function.
FactorialEstimate() - Constructor for class org.drip.sample.stirling.FactorialEstimate
FactorialEstimateLaplaceCorrection - Class in org.drip.sample.stirling: FactorialEstimateLaplaceCorrection illustrates the Laplace Correction applied to the Stirling's Approximation of the Factorial Function.
FactorialEstimateLaplaceCorrection() - Constructor for class org.drip.sample.stirling.FactorialEstimateLaplaceCorrection
FactorialEstimateNemesCorrection - Class in org.drip.sample.stirling: FactorialEstimateNemesCorrection illustrates the Nemes Correction applied to the Stirling's Approximation of the Factorial Function.
FactorialEstimateNemesCorrection() - Constructor for class org.drip.sample.stirling.FactorialEstimateNemesCorrection
FactorialEstimateRobbinsBounds - Class in org.drip.sample.stirling: FactorialEstimateRobbinsBounds illustrates the Robbin's Bounds to Stirling's Approximation of the Factorial Function.
FactorialEstimateRobbinsBounds() - Constructor for class org.drip.sample.stirling.FactorialEstimateRobbinsBounds
factorizingOperator() - Method in class org.drip.learning.svm.DecisionFunctionOperatorBounds: Retrieve the Factorizing Diagonal Scaling Operator Instance
factorJointAttribute() - Method in class org.drip.portfolioconstruction.risk.AttributeJointFactor: Retrieve the Factor-to-Factor Attribute Map
factorMap() - Method in class org.drip.investing.factors.FactorModel: Retrieve the Named Map of Factors underlying the Model
FactorMeta - Class in org.drip.investing.factors: FactorMeta maintains the Meta Attributes of every Factor.
FactorMeta() - Constructor for class org.drip.investing.factors.FactorMeta
FactorModel - Class in org.drip.investing.factors: FactorModel contains the Settings of a Scheme that calibrates Betas over the specified Collection of Factors.
FactorModel(String, String) - Constructor for class org.drip.investing.factors.FactorModel: FactorModel Constructor
factorPointVolatility(int, int) - Method in class org.drip.dynamics.hjm.MultiFactorVolatility: Compute the Array of Factor Point Volatilities
factorPointVolatility(int, int, int) - Method in class org.drip.dynamics.hjm.MultiFactorVolatility: Compute the Factor Point Volatility
FactorPortfolio - Class in org.drip.investing.factors: FactorPortfolio has the Portfolio Details that constitute a Factor.
FactorPortfolio(Map<String, FactorComponentLoading>, String, boolean, int) - Constructor for class org.drip.investing.factors.FactorPortfolio: FactorPortfolio Constructor
FactorPortfolioComponentAttribute - Class in org.drip.investing.factors: FactorPortfolioComponentAttribute holds the Attributes of each Component that constitutes the Factor Portfolio.
FactorPortfolioComponentAttribute(double, double, int) - Constructor for class org.drip.investing.factors.FactorPortfolioComponentAttribute: FactorPortfolioComponentAttribute Constructor
FactorPortfolioRanker - Interface in org.drip.investing.factors: FactorPortfolioRanker contains Functionality for Ranking the Factor Portfolio Constituents.
factors() - Method in class org.drip.product.params.EmbeddedOptionSchedule: Get the array of factors
factors() - Method in class org.drip.sequence.random.PrincipalFactorSequenceGenerator: Retrieve the Principal Component Factor Array
factorSchedule() - Method in class org.drip.product.params.CouponSetting: Retrieve the Factor Schedule
factorSensitivity() - Method in class org.drip.capital.feed.CapitalUnitCorrelatedScenario: Retrieve the Factor Sensitivity
factorSensitivity() - Method in class org.drip.capital.feed.CapitalUnitIdiosyncraticScenario: Retrieve the Factor Sensitivity
factorSet() - Method in class org.drip.investing.factors.FactorModel: Retrieve the Collection of Factors
factorWeight() - Method in class org.drip.sequence.random.PrincipalFactorSequenceGenerator: Retrieve the Array of Factor Weights
FALSE_POSITION - Static variable in class org.drip.function.r1tor1solver.VariateIteratorPrimitive: False Position
FalsePosition(double, double, double, double) - Static method in class org.drip.function.r1tor1solver.VariateIteratorPrimitive: Iterate for the next variate using false position
FamaFrench3F - Class in org.drip.investing.model: FamaFrench3F implements the Three-Factor Fama-French Model.
FamaFrench5F - Class in org.drip.investing.model: FamaFrench3F implements the Five-Factor Fama-French Model.
family() - Method in class org.drip.market.definition.FloaterIndex: Retrieve the Index Family
family() - Method in class org.drip.simm.product.CreditEntity: Retrieve the Credit Entity Family
family() - Method in class org.drip.state.identifier.FloaterLabel: Retrieve the Family
family() - Method in class org.drip.state.identifier.OvernightLabel: Retrieve the Family
Faridabad - Class in org.drip.sample.bondeos: Faridabad demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Faridabad.
Faridabad() - Constructor for class org.drip.sample.bondeos.Faridabad
fatShatteringFunction() - Method in class org.drip.spaces.cover.ScaleSensitiveCoveringBounds: Retrieve the Fat Shattering Coefficient Function
FavoriteGenres - Class in org.drip.sample.algo: FavoriteGenres is the most listened to genre.
FavoriteGenres() - Constructor for class org.drip.sample.algo.FavoriteGenres
fba() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator: Retrieve the Expected FBA
fba() - Method in class org.drip.xva.gross.ExposureAdjustmentDigest: Retrieve the Univariate Thin Statistics for FBA
FBB1 - Class in org.drip.sample.treasuryfuturesapi: FBB1 demonstrates the Invocation and Examination of the FBB1 10Y SPGB Treasury Futures.
FBB1() - Constructor for class org.drip.sample.treasuryfuturesapi.FBB1
FBB1Attribution - Class in org.drip.sample.treasuryfuturespnl: FBB1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the FBB1 Series.
FBB1Attribution() - Constructor for class org.drip.sample.treasuryfuturespnl.FBB1Attribution
FBB1ClosesReconstitutor - Class in org.drip.sample.treasuryfuturesfeed: FBB1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formated FBB1 Closes Feed.
FBB1ClosesReconstitutor() - Constructor for class org.drip.sample.treasuryfuturesfeed.FBB1ClosesReconstitutor
FBB1KeyRateDuration - Class in org.drip.sample.treasuryfuturesrisk: FBB1KeyRateDuration demonstrates the Computation of the Key Rate Duration for the FBB1 Treasury Futures.
FBB1KeyRateDuration() - Constructor for class org.drip.sample.treasuryfuturesrisk.FBB1KeyRateDuration
fca() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator: Retrieve the Expected FCA
fca() - Method in class org.drip.xva.gross.ExposureAdjustmentDigest: Retrieve the Univariate Thin Statistics for FCA
fda() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator: Retrieve the Expected FDA
fda() - Method in class org.drip.xva.gross.ExposureAdjustmentDigest: Retrieve the Univariate Thin Statistics for FDA
FDA(double) - Static method in class org.drip.xva.basel.ValueAdjustment: Construct the FDA Value Adjustment Instance
feasibleStart() - Method in class org.drip.portfolioconstruction.allocator.BoundedHoldingsAllocationControl: Retrieve an Array of Viable Starting Variates From Within the Feasible Region
feasibleStart() - Method in class org.drip.portfolioconstruction.asset.AssetBounds: Retrieve a Viable Feasible Starting Point
featureMaureyOperatorEntropy(int) - Method in class org.drip.learning.svm.DecisionFunctionOperatorBounds: Compute the Decision Function Entropy Number Upper Bound using the Product of the Feature Space's Maurey Upper Bound for the Entropy for the specified Entropy Number and the Scaling Operator Entropy Number Upper Bound
featureMaureyOperatorNorm(int) - Method in class org.drip.learning.svm.DecisionFunctionOperatorBounds: Compute the Decision Function Entropy Number Upper Bound using the Product of the Feature Space's Maurey Upper Bound for the Entropy for the specified Entropy Number and the Scaling Operator Norm
featureNormOperatorEntropy() - Method in class org.drip.learning.svm.DecisionFunctionOperatorBounds: Compute the Decision Function Entropy Number Upper Bound using the Product of the Feature Space's Norm for the Upper Bound of the Entropy Number and the Scaling Operator Entropy Number Upper Bound
featureSpaceDimension() - Method in class org.drip.learning.kernel.SymmetricRdToNormedR1Kernel: Compute the Feature Space Input Dimension
featureSpaceDimension() - Method in class org.drip.learning.kernel.SymmetricRdToNormedRdKernel: Compute the Feature Space Input Dimension
featureSpaceDimension() - Method in class org.drip.learning.svm.DecisionFunctionOperatorBounds: Retrieve the Feature Space Dimension
featureSpaceMaureyBound(int) - Method in class org.drip.learning.svm.DecisionFunctionOperatorBounds: Compute the Feature Space's Maurey Bound for the Entropy Number given the specified Entropy Number
featureSpaceMaureyConstant() - Method in class org.drip.learning.svm.DecisionFunctionOperatorBounds: Retrieve the Feature Space Maurey Constant
FEBRUARY - Static variable in class org.drip.analytics.date.DateUtil: Integer Month - February
FederalReserve() - Static method in class org.drip.capital.bcbs.HighQualityLiquidAssetStandard: Generate an Instance of the Fed's HQLA Standard
FederalReserveStandard() - Static method in class org.drip.capital.bcbs.HighQualityLiquidAssetSettings: Retrieve the Federal Reserve Version of the HQLA Settings Standard
FedFundFutures - Class in org.drip.sample.forwardratefutures: FedFundFutures contains the demonstration of the construction and the Valuation of the Fed Fund Futures Contract.
FedFundFutures() - Constructor for class org.drip.sample.forwardratefutures.FedFundFutures
FedFundOvernightCompounding - Class in org.drip.sample.fedfund: FedFundOvernightCompounding demonstrates in detail the methodology behind the overnight compounding used in the Overnight fund Floating Stream Accrual.
FedFundOvernightCompounding() - Constructor for class org.drip.sample.fedfund.FedFundOvernightCompounding
feePolicy(ExposureAdjustmentAggregator) - Method in class org.drip.xva.basel.OTCAccountingModus: Generate the Fee Policy Based on the Aggregation Incremental
feePolicy(ExposureAdjustmentAggregator) - Method in class org.drip.xva.basel.OTCAccountingModusFCAFBA
feePolicy(ExposureAdjustmentAggregator) - Method in class org.drip.xva.basel.OTCAccountingModusFVAFDA
Feicheng - Class in org.drip.sample.bondeos: Feicheng demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Feicheng.
Feicheng() - Constructor for class org.drip.sample.bondeos.Feicheng
fHeuristic() - Method in class org.drip.graph.astar.VertexContextEpsilonAdmissibleHeuristic: Retrieve the F Heuristic
fHeuristic() - Method in class org.drip.graph.shortestpath.FloydWarshall: Retrieve the F Heuristic
fHeuristic() - Method in class org.drip.graph.shortestpath.OptimalPathGenerator: Retrieve the F Heuristic
fHeuristic() - Method in class org.drip.graph.shortestpath.VertexAugmentor: Retrieve the F Heuristic
FHeuristic - Class in org.drip.graph.astar: FHeuristic implements the A^* F-Heuristic Value at a Vertex.
FHeuristic(VertexFunction, VertexFunction) - Constructor for class org.drip.graph.astar.FHeuristic: FHeuristic Constructor
FibonacciHeapTimeComplexity - Class in org.drip.graph.asymptote: FibonacciHeapTimeComplexity maintains the Asymptotic Behavior Specifications of a Fibonacci Heap's Operations.
FibonacciHeapTimeComplexity() - Constructor for class org.drip.graph.asymptote.FibonacciHeapTimeComplexity
fields() - Method in class org.drip.product.calib.ProductQuoteSet: Return the Set of Fields Available
FIFOBinary() - Static method in class org.drip.graph.heap.TimedCollection: Construct a Binary FIFO (i.e, Queue) Version of TimedCollection
FIFOBinomial() - Static method in class org.drip.graph.heap.TimedCollection: Construct a Binomial FIFO (i.e, Queue) Version of TimedCollection
fill(OrderExecutionProvider) - Method in class org.drip.oms.fill.NestedFulfillmentScheme: Fill the Order Using Child Orders
FILL_OR_KILL - Static variable in class org.drip.oms.transaction.OrderFillWholeSettings: Fill or Kill
FILLED - Static variable in class org.drip.oms.transaction.OrderState: FILLED
Filliben1975(int) - Static method in class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic: Construct the Filliben (1975) Version of the PlottingPositionGeneratorHeuristic
fillOrKill() - Method in class org.drip.oms.transaction.Order: Retrieve the Fill-or-Kill Flag
FillOrKill() - Static method in class org.drip.oms.transaction.OrderFillWholeSettings: Generate a Standard Fill-and-kill OrderFillWholeSettings Instance
fillWholeSettings() - Method in class org.drip.oms.transaction.Order: Retrieve the Fill-Whole Settings
FIMA - Static variable in class org.drip.capital.definition.Business: FIMA Business
FIMHoliday - Class in org.drip.analytics.holset: FIMHoliday holds the FIM Holidays.
FIMHoliday() - Constructor for class org.drip.analytics.holset.FIMHoliday: FIMHoliday Constructor
finalDate() - Method in class org.drip.dynamics.evolution.LSQMCurveUpdate: Retrieve the Final Date
finalDelivery() - Method in class org.drip.market.exchange.TreasuryFuturesEventDates: Retrieve the Final Delivery Date
finalHoldings() - Method in class org.drip.portfolioconstruction.optimizer.RebalancerAnalytics: Retrieve the Final Holdings of the Optimizer Run
finalMaturity() - Method in class org.drip.product.credit.BondComponent
finalMaturity() - Method in class org.drip.product.definition.Bond: Return the bond's final maturity
finalMaturityDate() - Method in class org.drip.product.params.BondStream: Retrieve the Final Maturity Date
finalShortRateVariance() - Method in class org.drip.dynamics.hullwhite.ShortRateUpdate: Retrieve the Final Short Rate Variance
FINANCE - Static variable in class org.drip.capital.definition.Business: Finance Business
FinanceBreakdown - Class in org.drip.sample.betafloatfloat: FinanceBreakdown zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
FinanceBreakdown() - Constructor for class org.drip.sample.betafloatfloat.FinanceBreakdown
FinanceDetail - Class in org.drip.sample.betafixedfloat: FinanceDetail zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
FinanceDetail() - Constructor for class org.drip.sample.betafixedfloat.FinanceDetail
FinanceExplain - Class in org.drip.sample.allocation: FinanceExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.
FinanceExplain() - Constructor for class org.drip.sample.allocation.FinanceExplain
FINANCIALS - Static variable in class org.drip.simm.credit.SectorSystemics: The Financials Sector
FinancialStandard() - Static method in class org.drip.spline.stretch.BoundarySettings: Return the Instance of the Standard Financial Boundary Condition
financingScheme() - Method in class org.drip.investing.factors.FactorPortfolio: Retrieve the Financing Scheme
find(VariateInequalityConstraintMultiplier) - Method in class org.drip.function.rdtor1solver.FixedRdFinder: Find the Optimal Variate-Inequality Constraint Multiplier Tuple using the Iteration Parameters provided by the Convergence Control Instance
finderStepCount() - Method in class org.drip.function.rdtor1solver.ConvergenceControl: Retrieve the Number of Finder Steps
findRoot() - Method in class org.drip.function.r1tor1solver.FixedPointFinder: Invoke the solution 1D root finding sequence
findRoot(InitializationHeuristics) - Method in class org.drip.function.r1tor1solver.FixedPointFinder: Invoke the solution 1D root finding sequence
FindSignatureCount(int[]) - Static method in class org.drip.service.common.ArrayUtil: There are n students, numbered from 1 to n, each with their own year-book.
finish() - Method in class org.drip.exposure.universe.MarketEdge: Retrieve the Market State Vertex Finish
finish() - Method in class org.drip.measure.discrete.BoundedUniformIntegerDistribution: Retrieve the Finish
finish() - Method in class org.drip.measure.realization.JumpDiffusionEdge: Retrieve the Finish Realization
finish() - Method in class org.drip.oms.benchmark.VWAP: Finish the VWAP Session
finish() - Method in class org.drip.sequence.random.BoundedUniformInteger: Retrieve the Finish
finishDate() - Method in class org.drip.analytics.definition.Turn: Retrieve the Finish Date
finishSnap() - Method in class org.drip.service.env.InvocationRecord: Retrieve the Finish Snapshot
finishTime() - Method in class org.drip.execution.cost.LinearTemporaryImpact: Retrieve the Finish Time
finishTime() - Method in class org.drip.execution.strategy.DiscreteTradingTrajectoryControl: Retrieve the Finish Time of the Trading Trajectory
Firozabad - Class in org.drip.sample.bondsink: Firozabad generates the Full Suite of Replication Metrics for the Sinker Bond Firozabad.
Firozabad() - Constructor for class org.drip.sample.bondsink.Firozabad
first() - Method in class org.drip.spaces.iterator.SequenceIndexIterator: Retrieve the First Cursor
FirstAndLastPosition(int[], int) - Static method in class org.drip.service.common.ArrayUtil: Find the First and the Last Locations of the Target in the Array
firstCouponDate() - Method in class org.drip.product.credit.BondComponent
firstCouponDate() - Method in class org.drip.product.credit.CDSComponent
firstCouponDate() - Method in class org.drip.product.definition.BasketProduct: Get the first coupon date
firstCouponDate() - Method in class org.drip.product.definition.Component: Get the First Coupon Date
firstCouponDate() - Method in class org.drip.product.fx.FXForwardComponent
firstCouponDate() - Method in class org.drip.product.govvie.TreasuryFutures
firstCouponDate() - Method in class org.drip.product.option.OptionComponent
firstCouponDate() - Method in class org.drip.product.rates.FixFloatComponent
firstCouponDate() - Method in class org.drip.product.rates.FloatFloatComponent
firstCouponDate() - Method in class org.drip.product.rates.RatesBasket
firstCouponDate() - Method in class org.drip.product.rates.SingleStreamComponent
firstCouponDate() - Method in class org.drip.product.rates.Stream: Retrieve the First Coupon Pay Date
firstCouponRate() - Method in class org.drip.analytics.output.BondWorkoutMeasures: Retrieve the First Coupon Rate
firstDate() - Method in class org.drip.historical.attribution.PositionChangeComponents: Retrieve the First Date
firstDate() - Method in class org.drip.historical.engine.HorizonChangeExplainProcessor: Retrieve the First Date of the Horizon Change
firstDelivery() - Method in class org.drip.market.exchange.TreasuryFuturesEventDates: Retrieve the First Delivery Date
firstDerivative(int, int) - Method in class org.drip.numerical.differentiation.WengertJacobian: Retrieve {D(Wengert)}/{D(Parameter)} for the Wengert and the parameter identified by their indices
FirstDerivative - Class in org.drip.specialfunction.gamma: FirstDerivative implements the Analytic First Derivatives of the Gamma Function.
FirstDerivative(DerivativeControl) - Constructor for class org.drip.specialfunction.gamma.FirstDerivative: FirstDerivative Constructor
firstDerivativeCoefficient() - Method in class org.drip.specialfunction.ode.SecondOrder: Retrieve the R² to R¹ First Derivative Coefficient Function
FirstDerivativeEstimate - Class in org.drip.sample.gamma: FirstDerivativeEstimate demonstrates the Estimation of the First Derivative of the Gamma Function.
FirstDerivativeEstimate() - Constructor for class org.drip.sample.gamma.FirstDerivativeEstimate
FirstFrobeniusEstimate - Class in org.drip.sample.bessel: FirstFrobeniusEstimate illustrates the Frobenius Series Based Estimation for the Cylindrical Bessel Function of the First Kind.
FirstFrobeniusEstimate() - Constructor for class org.drip.sample.bessel.FirstFrobeniusEstimate
FirstFrobeniusSeries - Class in org.drip.specialfunction.bessel: FirstFrobeniusSeries implements the Frobenius Series for the Cylindrical Bessel Function of the First Kind.
FirstFrobeniusSeries() - Constructor for class org.drip.specialfunction.bessel.FirstFrobeniusSeries
FirstFrobeniusSeriesEstimator - Class in org.drip.specialfunction.bessel: FirstFrobeniusSeriesEstimator implements the Frobenius Series Estimator for the Cylindrical Bessel Function of the First Kind.
FirstFrobeniusSeriesTerm - Class in org.drip.specialfunction.bessel: FirstFrobeniusSeriesTerm implements the Frobenius Series Term for the Cylindrical Bessel Function of the First Kind.
FirstFrobeniusSeriesTerm(R1ToR1) - Constructor for class org.drip.specialfunction.bessel.FirstFrobeniusSeriesTerm: FirstFrobeniusSeriesTerm Constructor
FirstGesselStantonKoepf() - Static method in class org.drip.specialfunction.property.HypergeometricEqualityLemma: Construct the First Gessel Stanton Koepf Rational Z Verifier
firstIndexRate() - Method in class org.drip.analytics.output.BondWorkoutMeasures: Retrieve the First Index Rate
firstMarketParameters() - Method in class org.drip.historical.engine.HorizonChangeExplainProcessor: Retrieve the First Date's Market Parameters
FirstMisingPositiveInteger(int[]) - Static method in class org.drip.service.common.ArrayUtil: Given an unsorted integer array, find the smallest missing positive integer.
firstMoment(R1ToR1) - Method in class org.drip.specialfunction.definition.ScaledExponentialEstimator: Compute the First Moment
FirstOrderDerivativeSpecialCase(double, double) - Static method in class org.drip.specialfunction.property.HypergeometricEqualityLemma: Construct the First-Order Derivative Special Case Verifier
FirstOrderDerivativeSwitch(double, double) - Static method in class org.drip.specialfunction.property.HypergeometricEqualityLemma: Construct the First-Order Derivative Switch Verifier
FirstOrderSpecialCaseProperty - Class in org.drip.sample.hypergeometric: FirstOrderSpecialCaseProperty verifies the First-Order Derivative Special Case (c = a + 1) Identity Lemma.
FirstOrderSpecialCaseProperty() - Constructor for class org.drip.sample.hypergeometric.FirstOrderSpecialCaseProperty
FirstOrderSwitchProperty - Class in org.drip.sample.hypergeometric: FirstOrderSwitchProperty verifies the First-Order Derivative Parameter Switch Identity Lemma.
FirstOrderSwitchProperty() - Constructor for class org.drip.sample.hypergeometric.FirstOrderSwitchProperty
FirstPenultimateDateFixedFloat(int, int, int, int, int, double, String, String, int, int, int, int, double, DateAdjustParams, DateAdjustParams, DateAdjustParams, ForwardLabel, EntityCDSLabel) - Static method in class org.drip.product.creator.StreamBuilder: Generate Mixed Fixed-Float Stream off of the specified Parameters
FirstPenultimateDateFixedStream(int, int, int, int, int, double, String, String, DateAdjustParams, DateAdjustParams, DateAdjustParams, String, EntityCDSLabel) - Static method in class org.drip.product.creator.StreamBuilder: Generate the Fixed Stream Off of the specified Parameters
FirstPenultimateDateFloatStream(int, int, int, int, int, double, DateAdjustParams, DateAdjustParams, DateAdjustParams, FloaterLabel, EntityCDSLabel) - Static method in class org.drip.product.creator.StreamBuilder: Generate the Float Stream off of the specified Parameters
firstPeriod() - Method in class org.drip.product.params.BondStream: Return the first Coupon period
firstPrunePassHoldingsAllocation() - Method in class org.drip.portfolioconstruction.cardinality.TadonkiVialHoldingsAllocation: Retrieve the First Prune Pass Holdings Allocation
FirstSchlafliIntegerEstimate - Class in org.drip.sample.bessel: FirstSchlafliIntegerEstimate illustrates the Schlafli Integral Based Estimation for the Cylindrical Bessel Function of the First Kind for Integer Orders.
FirstSchlafliIntegerEstimate() - Constructor for class org.drip.sample.bessel.FirstSchlafliIntegerEstimate
FirstSchlafliIntegralEstimator - Class in org.drip.specialfunction.bessel: FirstSchlafliIntegralEstimator implements the Integral Estimator for the Cylindrical Bessel Function of the First Kind.
FirstSchlafliNonIntegerEstimate - Class in org.drip.sample.bessel: FirstSchlafliNonIntegerEstimate illustrates the Schlafli Integral Based Estimation for the Cylindrical Bessel Function of the First Kind for Non-Integer Orders.
FirstSchlafliNonIntegerEstimate() - Constructor for class org.drip.sample.bessel.FirstSchlafliNonIntegerEstimate
firstSettleDate() - Method in class org.drip.product.params.QuoteConvention: Retrieve the First Settle Date
FISHER_1925_P_TEST_THRESHOLD - Static variable in class org.drip.validation.hypothesis.SignificanceTestSetting: Fisher (1925) Significance Test Threshold
FisherDoubleTail() - Static method in class org.drip.validation.hypothesis.SignificanceTestSetting: Construct Double Tail Check Significance Test Setting using the Fisher Threshold
fisherInformation() - Method in class org.drip.measure.continuous.R1Univariate: Retrieve the Fisher Information of the Distribution
fisherInformation() - Method in class org.drip.measure.exponential.R1RateDistribution
FisherLeftTail() - Static method in class org.drip.validation.hypothesis.SignificanceTestSetting: Construct Left Tail Check Significance Test Setting using the Fisher Threshold
FisherRightTail() - Static method in class org.drip.validation.hypothesis.SignificanceTestSetting: Construct Right Tail Check Significance Test Setting using the Fisher Threshold
FivePoint(double, double) - Static method in class org.drip.numerical.integration.GaussLegendreQuadratureGenerator: Generate the Five Point Gauss Legendre Quadrature over [a, b] onto [-1, +1]
FivePoint(double, double) - Static method in class org.drip.numerical.integration.GaussLobattoQuadratureGenerator: Generate the Five Point Gauss Legendre Quadrature over [a, b] onto [-1, +1]
FivePoint(AbscissaTransform) - Static method in class org.drip.numerical.integration.GaussLegendreQuadratureGenerator: Generate the Five Point Gauss Legendre Quadrature over [-1, +1]
FivePoint(AbscissaTransform) - Static method in class org.drip.numerical.integration.GaussLobattoQuadratureGenerator: Generate the Five Point Gauss Lobatto Quadrature over [-1, +1]
fixed() - Method in class org.drip.capital.allocation.EntityComponentCapitalAssignment: Retrieve the Total Fixed Elasticity Capital
fixed() - Method in class org.drip.capital.allocation.EntityComponentElasticityAttribution: Retrieve the Fixed Attribution
fixed() - Method in class org.drip.capital.allocation.EntityElasticityAttribution: Retrieve the Fixed Beta Capital Component
Fixed - Class in org.drip.analytics.eventday: Fixed contains the fixed holiday’s date and month.
Fixed(int, int, Weekend, String) - Constructor for class org.drip.analytics.eventday.Fixed: Construct the object from the day, month, weekend, and description
FIXED_INCOME_UNDERWRITING - Static variable in class org.drip.capital.definition.Product: Fixed_Income_Underwriting Product
fixed1DAccrualDays() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the 1D Fixed Accrual Period
fixed1DDCF() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the Period 1D Fixed DCF
fixed1MDCF() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the Period 1M Fixed DCF
fixed3MDCF() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the Period 3M Fixed DCF
FixedAssetBackedClient - Class in org.drip.sample.service: FixedAssetBackedClient demonstrates the Invocation and Examination of the JSON-based Fixed Payment Asset Backed Loan Service Client.
FixedAssetBackedClient() - Constructor for class org.drip.sample.service.FixedAssetBackedClient
FixedAssetBackedProcessor - Class in org.drip.service.json: FixedAssetBackedProcessor Sets Up and Executes a JSON Based In/Out Product Constant Payment Asset Backed Loan Processor.
FixedAssetBackedProcessor() - Constructor for class org.drip.service.json.FixedAssetBackedProcessor
FixedBondAPI - Class in org.drip.service.product: FixedBondAPI demonstrates the Details behind the Pricing and the Scenario Runs behind a Fixed Bond.
FixedBondAPI() - Constructor for class org.drip.service.product.FixedBondAPI
FixedBullet1 - Class in org.drip.sample.agency: FixedBullet1 demonstrates Non-EOS Fixed Coupon Agency Bond Pricing and Relative Value Measure Generation Functionality.
FixedBullet1 - Class in org.drip.sample.corporate: FixedBullet1 demonstrates Non-EOS Fixed Coupon Agency Bond Pricing and Relative Value Measure Generation Functionality.
FixedBullet1() - Constructor for class org.drip.sample.agency.FixedBullet1
FixedBullet1() - Constructor for class org.drip.sample.corporate.FixedBullet1
FixedBullet2 - Class in org.drip.sample.agency: FixedBullet2 demonstrates Non-EOS Fixed Coupon Agency Bond Pricing and Relative Value Measure Generation Functionality.
FixedBullet2 - Class in org.drip.sample.corporate: FixedBullet2 demonstrates Non-EOS Fixed Coupon Agency Bond Pricing and Relative Value Measure Generation Functionality.
FixedBullet2() - Constructor for class org.drip.sample.agency.FixedBullet2
FixedBullet2() - Constructor for class org.drip.sample.corporate.FixedBullet2
FixedBullet3 - Class in org.drip.sample.corporate: FixedBullet3 demonstrates Non-EOS Fixed Coupon Agency Bond Pricing and Relative Value Measure Generation Functionality.
FixedBullet3() - Constructor for class org.drip.sample.corporate.FixedBullet3
FixedBullet4 - Class in org.drip.sample.corporate: FixedBullet4 demonstrates Non-EOS Fixed Coupon Agency Bond Pricing and Relative Value Measure Generation Functionality.
FixedBullet4() - Constructor for class org.drip.sample.corporate.FixedBullet4
FixedBullet5 - Class in org.drip.sample.corporate: FixedBullet5 demonstrates Non-EOS Fixed Coupon Agency Bond Pricing and Relative Value Measure Generation Functionality.
FixedBullet5() - Constructor for class org.drip.sample.corporate.FixedBullet5
FixedBullet6 - Class in org.drip.sample.corporate: FixedBullet6 demonstrates Non-EOS Fixed Coupon Agency Bond Pricing and Relative Value Measure Generation Functionality.
FixedBullet6() - Constructor for class org.drip.sample.corporate.FixedBullet6
FixedBullet7 - Class in org.drip.sample.corporate: FixedBullet7 demonstrates Non-EOS Fixed Coupon Agency Bond Pricing and Relative Value Measure Generation Functionality.
FixedBullet7() - Constructor for class org.drip.sample.corporate.FixedBullet7
FixedBullet8 - Class in org.drip.sample.corporate: FixedBullet8 demonstrates Non-EOS Fixed Coupon Agency Bond Pricing and Relative Value Measure Generation Functionality.
FixedBullet8() - Constructor for class org.drip.sample.corporate.FixedBullet8
fixedCharge() - Method in class org.drip.portfolioconstruction.cost.TransactionChargeFixed: Retrieve the Fixed Transaction Cost Charge
FixedChargeBuyTerm - Class in org.drip.portfolioconstruction.objective: FixedChargeBuyTerm implements the Objective Term that optimizes the Charges incurred by the Buy Trades in the Target Portfolio under a Fixed Charge from the Starting Allocation.
FixedChargeBuyTerm(String, double[], TransactionChargeFixed[]) - Constructor for class org.drip.portfolioconstruction.objective.FixedChargeBuyTerm: FixedChargeBuyTerm Conastructor
FixedChargeSellTerm - Class in org.drip.portfolioconstruction.objective: FixedChargeSellTerm implements the Objective Term that optimizes the Charge incurred by the Sell Trades in the Target Portfolio under a Fixed Charge from the Starting Allocation.
FixedChargeSellTerm(String, double[], TransactionChargeFixed[]) - Constructor for class org.drip.portfolioconstruction.objective.FixedChargeSellTerm: FixedChargeSellTerm Conastructor
FixedChargeTerm - Class in org.drip.portfolioconstruction.objective: FixedChargeTerm implements the Objective Term that optimizes the Charge incurred by the Buy/Sell Trades in the Target Portfolio under a Fixed Charge from the Starting Allocation.
FixedChargeTerm(String, double[], TransactionCharge[]) - Constructor for class org.drip.portfolioconstruction.objective.FixedChargeTerm: FixedChargeTerm Constructor
FixedCompositeUnit(List<Integer>, CompositePeriodSetting, UnitCouponAccrualSetting, ComposableFixedUnitSetting) - Static method in class org.drip.analytics.support.CompositePeriodBuilder: Construct the List of Composite Fixed Periods from the corresponding Composable Fixed Period Units
fixedCoupon() - Method in class org.drip.historical.attribution.CDSMarketSnap: Retrieve the Fixed Coupon
fixedCoupon() - Method in class org.drip.market.otc.CreditIndexConvention: Retrieve the Fixed Coupon
fixedCoupon() - Method in class org.drip.param.period.ComposableFixedUnitSetting: Retrieve the Fixed Coupon
FixedCoupon - Class in org.drip.sample.bondapi: FixedCoupon demonstrates the Invocation and Examination of the Metrics for the Fixed Coupon Bond.
FixedCoupon() - Constructor for class org.drip.sample.bondapi.FixedCoupon
FixedCouponBondPeriods - Class in org.drip.sample.cashflow: FixedCouponBondPeriods demonstrates the Cash Flow Period Details for a Fixed Coupon Bond.
FixedCouponBondPeriods() - Constructor for class org.drip.sample.cashflow.FixedCouponBondPeriods
FixedCouponKeyRateDuration - Class in org.drip.sample.bondapi: FixedCouponKeyRateDuration demonstrates the Invocation and Examination of the Key Rate Duration Computation for the Specified Treasury Futures.
FixedCouponKeyRateDuration() - Constructor for class org.drip.sample.bondapi.FixedCouponKeyRateDuration
FixedCouponRVMeasures - Class in org.drip.sample.bondapi: FixedCouponRVMeasures demonstrates the Invocation and Examination of the Relative Value Metrics for the Fixed Coupon Bond.
FixedCouponRVMeasures() - Constructor for class org.drip.sample.bondapi.FixedCouponRVMeasures
FixedDriftTrajectoryComparator - Class in org.drip.sample.trend: FixedDriftTrajectoryComparator demonstrates the Optimal Trajectory for a Price Process with Bayes' Drift, Arithmetic Volatility, and Linear Temporary Market Impact.
FixedDriftTrajectoryComparator() - Constructor for class org.drip.sample.trend.FixedDriftTrajectoryComparator
FixedFloatSwapConvention - Class in org.drip.market.otc: FixedFloatSwapConvention contains the Details of the Fixed-Float Swap Component of an OTC contact.
FixedFloatSwapConvention(FixedStreamConvention, FloatStreamConvention, int) - Constructor for class org.drip.market.otc.FixedFloatSwapConvention: FixedFloatSwapConvention Constructor
FixedFPToFloatFP(String, String, int, int, int, int, int, double, String, String, int, int, int, int, double, String, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams) - Static method in class org.drip.product.creator.BondBuilder: Construct a Fixed To Float Bond Component
FixedFToFloatF(String, String, int, int, int, int, double, String, String, int, int, int, double, String, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams) - Static method in class org.drip.product.creator.BondBuilder: Construct a Fixed To Float Bond Component
FixedFToFloatP(String, String, int, int, int, int, double, String, String, int, int, int, double, String, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams) - Static method in class org.drip.product.creator.BondBuilder: Construct a Fixed To Float Bond Component
FixedInterval(OrderSpecification, int) - Static method in class org.drip.execution.strategy.DiscreteTradingTrajectoryControl: Create a DiscreteTradingTrajectoryControl from Fixed Intervals
FixedPointFinder - Class in org.drip.function.r1tor1solver: FixedPointFinder is the base abstract class that is implemented by customized invocations, e.g., Newton's method, or any of the bracketing methodologies.
FixedPointFinderBracketing - Class in org.drip.function.r1tor1solver: FixedPointFinderBracketing customizes the FixedPointFinder for bracketing based fixed point finder functionality.
FixedPointFinderBracketing(double, R1ToR1, ExecutionControl, int, boolean) - Constructor for class org.drip.function.r1tor1solver.FixedPointFinderBracketing: FixedPointFinderBracketing constructor
FixedPointFinderBrent - Class in org.drip.function.r1tor1solver: FixedPointFinderBrent customizes FixedPointFinderBracketing by applying the Brent's scheme of compound variate selector.
FixedPointFinderBrent(double, R1ToR1, boolean) - Constructor for class org.drip.function.r1tor1solver.FixedPointFinderBrent: FixedPointFinderBrent constructor
FixedPointFinderNewton - Class in org.drip.function.r1tor1solver: FixedPointFinderNewton customizes the FixedPointFinder for Open (Newton's) fixed point finder functionality.
FixedPointFinderNewton(double, R1ToR1, boolean) - Constructor for class org.drip.function.r1tor1solver.FixedPointFinderNewton: FixedPointFinderNewton constructor
FixedPointFinderOutput - Class in org.drip.function.r1tor1solver: FixedPointFinderOutput holds the result of the fixed point search.
FixedPointFinderOutput(ExecutionInitializationOutput) - Constructor for class org.drip.function.r1tor1solver.FixedPointFinderOutput: FixedPointFinderOutput constructor
FixedPointFinderRegressionEngine - Class in org.drip.regression.fixedpointfinder: FixedPointFinderRegressionEngine implements the RegressionEngine for the Fixed Point Finder regression.
FixedPointFinderRegressionEngine(int, int) - Constructor for class org.drip.regression.fixedpointfinder.FixedPointFinderRegressionEngine: FixedPointFinderRegressionEngine Constuctor
FixedPointFinderZheng - Class in org.drip.function.r1tor1solver: FixedPointFinderZheng implements the fixed point locator using Zheng's improvement to Brent's method.
FixedPointFinderZheng(double, R1ToR1, boolean) - Constructor for class org.drip.function.r1tor1solver.FixedPointFinderZheng: FixedPointFinderZheng constructor
FixedPointSearch - Class in org.drip.sample.numerical: FixedPointSearch contains a sample illustration of usage of the Root Finder Library.
FixedPointSearch() - Constructor for class org.drip.sample.numerical.FixedPointSearch
FixedPricePegScheme - Class in org.drip.oms.benchmark: FixedPricePegScheme implements Fixed Peg Price Scheme for Peg Orders.
FixedPricePegScheme(double) - Constructor for class org.drip.oms.benchmark.FixedPricePegScheme: FixedPricePegScheme Constructor
FixedPToFloatF(String, String, int, int, int, int, double, String, String, int, int, int, double, String, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams) - Static method in class org.drip.product.creator.BondBuilder: Construct a Fixed To Float Bond Component
FixedPToFloatP(String, String, int, int, int, int, double, String, String, int, int, int, double, String, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams) - Static method in class org.drip.product.creator.BondBuilder: Construct a Fixed To Float Bond Component
FixedRdFinder - Class in org.drip.function.rdtor1solver: FixedRdFinder exports the Methods needed for the locating a Fixed R^d Point.
fixedStreamConvention() - Method in class org.drip.market.otc.FixedFloatSwapConvention: Retrieve the Fixed Stream Convention
FixedStreamConvention - Class in org.drip.market.otc: FixedStreamConvention contains the details of the fixed stream of an OTC fixed-float IBOR/Overnight Swap Contact.
FixedStreamConvention(String, String, String, String, String, int) - Constructor for class org.drip.market.otc.FixedStreamConvention: FixedStreamConvention Constructor
fixedStreamMPoR() - Method in class org.drip.exposure.generator.FixFloatMPoR: Retrieve the Fixed Stream MPoR
FixedStreamMPoR - Class in org.drip.exposure.generator: FixedStreamMPoR estimates the MPoR Variation Margin and the Trade Payments for the given Fixed Coupon Stream off of the Realized Market Path.
FixedStreamMPoR(Stream, double) - Constructor for class org.drip.exposure.generator.FixedStreamMPoR: FixedStreamMPoR Constructor
FixedStreamQuoteSet - Class in org.drip.product.calib: FixedStreamQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the Fixed Stream.
FixedStreamQuoteSet(LatentStateSpecification[]) - Constructor for class org.drip.product.calib.FixedStreamQuoteSet: FixedStreamQuoteSet Constructor
FixedThreshold(String, double, double, int, int, double, int) - Static method in class org.drip.xva.proto.PositionGroupSpecification: Generate a Fixed-Threshold Instance of the Named Position Group
FixedUnits(int, int, UnitCouponAccrualSetting, ComposableFixedUnitSetting) - Static method in class org.drip.analytics.support.CompositePeriodBuilder: Construct the List of Composable Fixed Units from the inputs
FixFloatAggressiveLong - Class in org.drip.sample.andersen2017vm: FixFloatAggressiveLong generates the Ensemble of Dense Variation Margin Estimates and the eventual Collateralized Variation Margin from Sparse Nodes for a Long Fix-Float Swap across the Ensemble of Paths using the Andersen, Albanese, and Pykhtin (2017) Aggressive Scheme.
FixFloatAggressiveLong() - Constructor for class org.drip.sample.andersen2017vm.FixFloatAggressiveLong
FixFloatAggressiveShort - Class in org.drip.sample.andersen2017vm: FixFloatAggressiveShort generates the Ensemble of Dense Variation Margin Estimates and the eventual Collateralized Variation Margin from Sparse Nodes for a Short Fix-Float Swap across the Ensemble of Paths using the Andersen, Albanese, and Pykhtin (2017) Aggressive Scheme.
FixFloatAggressiveShort() - Constructor for class org.drip.sample.andersen2017vm.FixFloatAggressiveShort
FixFloatAPI - Class in org.drip.service.product: FixFloatAPI contains the Functionality associated with the Horizon Analysis of the Fix Float Swap.
FixFloatAPI() - Constructor for class org.drip.service.product.FixFloatAPI
FixFloatBaselPositionEstimator - Class in org.drip.exposure.holdings: FixFloatBaselPositionEstimator evaluates the Value of a Fix Float Position Group given the Realized Market Path using the Basel Scheme.
FixFloatBaselPositionEstimator(int, OTCFixFloatLabel) - Constructor for class org.drip.exposure.holdings.FixFloatBaselPositionEstimator: FixFloatBaselPositionEstimator Constructor
FixFloatClassicalMinusLong - Class in org.drip.sample.andersen2017vm: FixFloatClassicalMinusLong generates the Ensemble of Dense Variation Margin Estimates and the eventual Collateralized Variation Margin from Sparse Nodes for a Long Fix-Float Swap across the Ensemble of Paths using the Andersen, Albanese, and Pykhtin (2017) Classical- Scheme.
FixFloatClassicalMinusLong() - Constructor for class org.drip.sample.andersen2017vm.FixFloatClassicalMinusLong
FixFloatClassicalMinusShort - Class in org.drip.sample.andersen2017vm: FixFloatClassicalMinusShort generates the Ensemble of Dense Variation Margin Estimates and the eventual Collateralized Variation Margin from Sparse Nodes for a Short Fix-Float Swap across the Ensemble of Paths using the Andersen, Albanese, and Pykhtin (2017) Classical- Scheme.
FixFloatClassicalMinusShort() - Constructor for class org.drip.sample.andersen2017vm.FixFloatClassicalMinusShort
FixFloatClassicalPlusLong - Class in org.drip.sample.andersen2017vm: FixFloatClassicalPlusLong generates the Ensemble of Dense Variation Margin Estimates and the eventual Collateralized Variation Margin from Sparse Nodes for a Long Fix-Float Swap across the Ensemble of Paths using the Andersen, Albanese, and Pykhtin (2017) Classical+ Scheme.
FixFloatClassicalPlusLong() - Constructor for class org.drip.sample.andersen2017vm.FixFloatClassicalPlusLong
FixFloatClassicalPlusShort - Class in org.drip.sample.andersen2017vm: FixFloatClassicalPlusShort generates the Ensemble of Dense Variation Margin Estimates and the eventual Collateralized Variation Margin from Sparse Nodes for a Short Fix-Float Swap across the Ensemble of Paths using the Andersen, Albanese, and Pykhtin (2017) Classical+ Scheme.
FixFloatClassicalPlusShort() - Constructor for class org.drip.sample.andersen2017vm.FixFloatClassicalPlusShort
FixFloatClient - Class in org.drip.sample.service: FixFloatClient demonstrates the Invocation and Examination of the JSON-based Fix Float Valuation Service Client.
FixFloatClient() - Constructor for class org.drip.sample.service.FixFloatClient
FixFloatComponent - Class in org.drip.product.rates: FixFloatComponent contains the implementation of the Fix-Float Index Basis Swap product contract/valuation details.
FixFloatComponent(Stream, Stream, CashSettleParams) - Constructor for class org.drip.product.rates.FixFloatComponent: Construct the FixFloatComponent from the Reference Fixed and the Derived Floating Streams.
FixFloatConservativeLong - Class in org.drip.sample.andersen2017vm: FixFloatConservativeLong generates the Ensemble of Dense Variation Margin Estimates and the eventual Collateralized Variation Margin from Sparse Nodes for a Long Fix-Float Swap across the Ensemble of Paths using the Andersen, Albanese, and Pykhtin (2017) Conservative Scheme.
FixFloatConservativeLong() - Constructor for class org.drip.sample.andersen2017vm.FixFloatConservativeLong
FixFloatConservativeShort - Class in org.drip.sample.andersen2017vm: FixFloatConservativeShort generates the Ensemble of Dense Variation Margin Estimates and the eventual Collateralized Variation Margin from Sparse Nodes for a Short Fix-Float Swap across the Ensemble of Paths using the Andersen, Albanese, and Pykhtin (2017) Conservative Scheme.
FixFloatConservativeShort() - Constructor for class org.drip.sample.andersen2017vm.FixFloatConservativeShort
FixFloatCustom(JulianDate, ForwardLabel, String) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Construct a Standard Fix Float Swap Instances
FixFloatCustom(JulianDate, ForwardLabel, String[]) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Construct an Array of Custom Fix Float Swap Instances
FixFloatEuropeanOption - Class in org.drip.product.option: FixFloatEuropeanOption implements the Payer/Receiver European Option on the Fix-Float Swap.
FixFloatEuropeanOption(String, FixFloatComponent, String, boolean, double, double, LastTradingDateSetting, CashSettleParams) - Constructor for class org.drip.product.option.FixFloatEuropeanOption: FixFloatEuropeanOption constructor
FixFloatExplainProcessor - Class in org.drip.historical.engine: FixFloatExplainProcessor contains the Functionality associated with the Horizon Analysis of the Fix Float Swap.
FixFloatExplainProcessor(FixFloatComponent, int, String, double, JulianDate, JulianDate, CurveSurfaceQuoteContainer, CurveSurfaceQuoteContainer, CaseInsensitiveHashMap<CurveSurfaceQuoteContainer>) - Constructor for class org.drip.historical.engine.FixFloatExplainProcessor: FixFloatExplainProcessor Constructor
FixFloatFixFloat - Class in org.drip.sample.cross: FixFloatFixFloat demonstrates the construction, the usage, and the eventual valuation of the Cross Currency Basis Swap built out of a pair of fix-float swaps.
FixFloatFixFloat() - Constructor for class org.drip.sample.cross.FixFloatFixFloat
FixFloatFixFloatAnalysis - Class in org.drip.sample.cross: FixFloatFixFloatAnalysis demonstrates the Funding Volatility, Forward Volatility, FX Volatility, Funding/Forward Correlation, Funding/FX Correlation, and Forward/FX Correlation across the 2 currencies (USD and EUR) on the Valuation of the Cross Currency Basis Swap built out of a pair of fix-float swaps.
FixFloatFixFloatAnalysis() - Constructor for class org.drip.sample.cross.FixFloatFixFloatAnalysis
FixFloatForwardCurve - Class in org.drip.sample.multicurve: FixFloatForwardCurve contains the sample demonstrating the full functionality behind creating highly customized spline based forward curves from fix-float swaps and the discount curves.
FixFloatForwardCurve() - Constructor for class org.drip.sample.multicurve.FixFloatForwardCurve
FixFloatFundingInstrument - Class in org.drip.service.api: FixFloatFundingInstrument contains the Fix Float Instrument Inputs for the Funding Curve Construction Purposes.
FixFloatFundingInstrument(JulianDate, String, String[], double[], int) - Constructor for class org.drip.service.api.FixFloatFundingInstrument: FixFloatFundingInstrument Constructor
FixFloatInAdvanceIMMPeriods - Class in org.drip.sample.cashflow: FixFloatInAdvanceIMMPeriods demonstrates the Cash Flow Period Details for an In-Advance Fix-Float IMM Swap.
FixFloatInAdvanceIMMPeriods() - Constructor for class org.drip.sample.cashflow.FixFloatInAdvanceIMMPeriods
FixFloatInAdvancePeriods - Class in org.drip.sample.cashflow: FixFloatInAdvancePeriod demonstrates the Cash Flow Period Details for an In-Advance Fix-Float Swap.
FixFloatInAdvancePeriods() - Constructor for class org.drip.sample.cashflow.FixFloatInAdvancePeriods
FixFloatInArrearsIMMPeriods - Class in org.drip.sample.cashflow: FixFloatInArrearsIMMPeriods demonstrates the Cash Flow Period Details for an In-Arrears Fix-Float IMM Swap.
FixFloatInArrearsIMMPeriods() - Constructor for class org.drip.sample.cashflow.FixFloatInArrearsIMMPeriods
FixFloatInArrearsPeriods - Class in org.drip.sample.cashflow: FixFloatInArrearsPeriods demonstrates the Cash Flow Period Details for an In-Arrears Fix-Float Swap.
FixFloatInArrearsPeriods() - Constructor for class org.drip.sample.cashflow.FixFloatInArrearsPeriods
FixFloatMetricComparison - Class in org.drip.sample.cms: FixFloatMetricComparison demonstrates the Construction and Valuation of an In-Advance and In-Arrears Variants of the CMS Fix-Float Swap.
FixFloatMetricComparison() - Constructor for class org.drip.sample.cms.FixFloatMetricComparison
FixFloatMonteCarloEvolver - Class in org.drip.sample.lmm: FixFloatMonteCarloEvolver demonstrates the steps associated with a LMM-Based Monte-Carlo pricing of a Standard Fix-Float Swap.
FixFloatMonteCarloEvolver() - Constructor for class org.drip.sample.lmm.FixFloatMonteCarloEvolver
FixFloatMPoR - Class in org.drip.exposure.generator: FixFloatMPoR estimates the MPoR Variation Margin and the Trade Payments for the given Fix Float Component off of the Realized Market Path.
FixFloatMPoR(FixFloatComponent, double) - Constructor for class org.drip.exposure.generator.FixFloatMPoR: FixFloatMPoR Constructor
FixFloatPnLAttributor - Class in org.drip.feed.metric: FixFloatPnLAttributor generates the Date Valuation and Position Change PnL Explain Attributions for the Standard OTC Fix Float Swap.
FixFloatPnLAttributor() - Constructor for class org.drip.feed.metric.FixFloatPnLAttributor
FixFloatProcessor - Class in org.drip.service.json: FixFloatProcessor Sets Up and Executes a JSON Based In/Out Fix Float Swap Valuation Processor.
FixFloatProcessor() - Constructor for class org.drip.service.json.FixFloatProcessor
fixFloatQuote() - Method in class org.drip.service.scenario.BondReplicator: Retrieve the Array of Fix-Float IRS Instrument Quotes
FixFloatQuoteSet - Class in org.drip.product.calib: FixFloatQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the Fix-Float Swap Component.
FixFloatQuoteSet(LatentStateSpecification[]) - Constructor for class org.drip.product.calib.FixFloatQuoteSet: FixFloatQuoteSet Constructor
FixFloatStandard(JulianDate, String, String, String[], String, double) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Construct an Array of OTC Fix Float Swaps using the specified Input Parameters
FixFloatStandard(JulianDate, String, String, String, String, double) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Construct an OTC Standard Fix Float Swap using the specified Input Parameters
FixFloatSwap - Class in org.drip.sample.multicurve: FixFloatSwap contains a full valuation run on the Multi-Curve Fix-Float IRS Product.
FixFloatSwap() - Constructor for class org.drip.sample.multicurve.FixFloatSwap
FixFloatSwapAnalysis - Class in org.drip.sample.multicurve: FixFloatSwapAnalysis contains an analysis if the correlation and volatility impact on the fix-float Swap.
FixFloatSwapAnalysis() - Constructor for class org.drip.sample.multicurve.FixFloatSwapAnalysis
FixFloatSwapIMM - Class in org.drip.sample.multicurve: FixFloatSwapIMM contains a full valuation run on the IMM Fix-Float Swap Product.
FixFloatSwapIMM() - Constructor for class org.drip.sample.multicurve.FixFloatSwapIMM
fixFloatTenor() - Method in class org.drip.service.scenario.BondReplicator: Retrieve the Array of Fix-Float IRS Instrument Maturity Tenors
fixFloatTenor() - Method in class org.drip.state.identifier.OTCFixFloatLabel: Retrieve the Fix Float Tenor
FixFloatVABank - Class in org.drip.sample.burgard2012: FixFloatVABank illustrates the Fix-Float Swap Valuation Adjustment Metrics Dependence on the Bank Spread using the Set of Netting Group Exposure Simulations.
FixFloatVABank() - Constructor for class org.drip.sample.burgard2012.FixFloatVABank
FixFloatVACounterParty - Class in org.drip.sample.burgard2012: FixFloatVACounterParty illustrates the Fix-Float Swap Valuation Adjustment Metrics Dependence on the Counter Party Spread using the Set of Netting Group Exposure Simulations.
FixFloatVACounterParty() - Constructor for class org.drip.sample.burgard2012.FixFloatVACounterParty
FixFloatVarianceAnalysis - Class in org.drip.sample.cms: FixFloatVarianceAnalysis demonstrates the Construction and Valuation Impact of Volatility and Correlation on the CMS Fix-Float Swap.
FixFloatVarianceAnalysis() - Constructor for class org.drip.sample.cms.FixFloatVarianceAnalysis
fixing() - Method in class org.drip.analytics.input.BootCurveConstructionInput
fixing() - Method in interface org.drip.analytics.input.CurveConstructionInputSet: Retrieve the Latent State Fixings Container
fixing() - Method in class org.drip.analytics.input.LatentStateShapePreservingCCIS
fixing(int, LatentStateLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Fixing for the Specified Date/LSL Combination
fixing(int, LatentStateLabel) - Method in class org.drip.param.market.LatentStateFixingsContainer: Retrieve the Latent State Fixing for the Specified Date
fixing(JulianDate, LatentStateLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Fixing for the Specified Date/LSL Combination
fixing(JulianDate, LatentStateLabel) - Method in class org.drip.param.market.LatentStateFixingsContainer: Retrieve the Latent State Fixing for the Specified Date/LSL Combination
FIXING_COMPOSITE_PERIOD_END - Static variable in class org.drip.param.period.FixingSetting: Fixing Based off of the End of the Composite Period
FIXING_COMPOSITE_PERIOD_START - Static variable in class org.drip.param.period.FixingSetting: Fixing Based off of the Start of the Composite Period
FIXING_PRESET_STATIC - Static variable in class org.drip.param.period.FixingSetting: Fixing Based off of the Start of a Pre-determined Static Date
fixingDate() - Method in class org.drip.analytics.cashflow.ReferenceIndexPeriod: Reference Period Fixing Date
fixings() - Method in class org.drip.param.definition.ScenarioMarketParams: Retrieve the Latent State Fixings Container
fixings() - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Latent State Fixings
fixings() - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
FixingSetting - Class in org.drip.param.period: FixingSetting implements the custom setting parameters for the Latent State Fixing Settings.
FixingSetting(int, DateAdjustParams, int) - Constructor for class org.drip.param.period.FixingSetting: FixingSetting Constructor
fixingType() - Method in class org.drip.market.otc.CrossFloatSwapConvention: Retrieve the Fixing Setting Type
fjm() - Method in class org.drip.optimization.constrained.RegularityConditions: Retrieve the Fritz John Mutipliers
FLAT - Static variable in class org.drip.param.definition.ManifestMeasureTweak: Flat Manifest Measure Tweak Mode
flatCreditDeltaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures: Retrieve the Flat Credit Delta Measure Map
flatCreditGammaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures: Retrieve the Flat Credit Gamma Measure Map
flatCurve(double, boolean, double) - Method in class org.drip.state.credit.CreditCurve: Create a flat hazard curve from the inputs
flatCurve(double, boolean, double) - Method in class org.drip.state.nonlinear.ForwardHazardCreditCurve
flatform() - Method in class org.drip.measure.discrete.VertexRd: Flatten out into a 2D Array
flatForward(int[]) - Method in class org.drip.state.curve.BasisSplineGovvieYield: Construct a Flat Forward Instance of the Curve at the specified Date Nodes
flatForward(String[]) - Method in class org.drip.state.curve.BasisSplineGovvieYield: Construct a Flat Forward Instance of the Curve at the specified Date Node Tenors
flatForward(String, int, int[]) - Method in class org.drip.state.discount.DiscountCurve: Construct a Flat Forward Instance of the Curve at the specified Date Nodes
FlatForward(int, VolatilityLabel, String, double) - Static method in class org.drip.state.creator.ScenarioDeterministicVolatilityBuilder: Construct the Flat Constant Forward Volatility Forward Curve
FlatForwardDiscountCurve - Class in org.drip.state.nonlinear: FlatForwardDiscountCurve manages the Discounting Latent State, using the Forward Rate as the State Response Representation.
FlatForwardDiscountCurve(JulianDate, String, int[], double[], boolean, String, int) - Constructor for class org.drip.state.nonlinear.FlatForwardDiscountCurve: Boot-strap a constant forward discount curve from an array of dates and discount rates
FlatForwardForwardCurve - Class in org.drip.state.nonlinear: FlatForwardForwardCurve contains an implementation of the flat forward rate forward curve.
FlatForwardForwardCurve(JulianDate, ForwardLabel, double) - Constructor for class org.drip.state.nonlinear.FlatForwardForwardCurve: FlatForwardForwardCurve constructor
FlatForwardForwardCurve(JulianDate, ForwardLabel, double) - Static method in class org.drip.state.creator.ScenarioForwardCurveBuilder: Construct an Instance of the Flat Forward Rate Forward Curve
FlatForwardFXCurve - Class in org.drip.state.nonlinear: FlatForwardFXCurve manages the Volatility Latent State, using the Forward FX as the State Response Representation.
FlatForwardFXCurve(int, CurrencyPair, double, int[], double[]) - Constructor for class org.drip.state.nonlinear.FlatForwardFXCurve: FlatForwardVolatilityCurve Constructor
FlatForwardGovvieCurve - Class in org.drip.state.nonlinear: FlatForwardGovvieCurve manages the Govvie Latent State, using the Flat Forward Rate as the State Response Representation.
FlatForwardGovvieCurve(int, String, String, int[], double[]) - Constructor for class org.drip.state.nonlinear.FlatForwardGovvieCurve: Construct a Govvie Curve from an Array of Dates and Flat Forward Yields
FlatForwardRepoCurve - Class in org.drip.state.nonlinear: FlatForwardRepoCurve manages the Repo Latent State, using the Forward Repo Rate as the State Response Representation.
FlatForwardRepoCurve(int, Component, int[], double[]) - Constructor for class org.drip.state.nonlinear.FlatForwardRepoCurve: FlatForwardRepoCurve Constructor
FlatForwardVolatilityCurve - Class in org.drip.state.nonlinear: FlatForwardVolatilityCurve manages the Volatility Latent State, using the Forward Volatility as the State Response Representation.
FlatForwardVolatilityCurve(int, VolatilityLabel, String, int[], double[]) - Constructor for class org.drip.state.nonlinear.FlatForwardVolatilityCurve: FlatForwardVolatilityCurve Constructor
FlatHazard(int, String, String, double, double) - Static method in class org.drip.state.creator.ScenarioCreditCurveBuilder: Create a CreditCurve instance from a single node hazard rate
flatIRDeltaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures: Retrieve the Flat IR Delta Measure Map
flatIRGammaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures: Retrieve the Flat IR Gamma Measure Map
FlatMultivariateRandom - Class in org.drip.sequence.functional: FlatMultivariateRandom contains the Implementation of the Flat Objective Function dependent on Multivariate Random Variables.
FlatMultivariateRandom(double) - Constructor for class org.drip.sequence.functional.FlatMultivariateRandom: FlatMultivariateRandom Constructor
flatNativeForward(int[], double) - Method in class org.drip.state.discount.DiscountCurve: Construct Flat Native Forward Instance of the Curve at the specified Date Nodes
flatNativeForward(String[], double) - Method in class org.drip.state.discount.DiscountCurve: Construct Flat Native Forward Instance of the Curve at the specified Date Node Tenors
flatNativeForwardEI(int[], int, double) - Method in class org.drip.state.discount.DiscountCurve: Construct Flat Native Forward Instance of the Curve at the specified Date Nodes with (Exclusive/Inclusive) Bumps applied within the Tenors
FlatRateRepoCurve(JulianDate, Component, double) - Static method in class org.drip.state.creator.ScenarioRepoCurveBuilder: Construct a Repo Curve using the Flat Repo Rate
flatRRDeltaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures: Retrieve the Flat RR Delta Measure Map
flatRRGammaMeasures() - Method in class org.drip.analytics.output.ComponentMeasures: Retrieve the Flat RR Gamma Measure Map
FlatStringTo2DSDMap(String, String, String, boolean, String) - Static method in class org.drip.service.common.CollectionUtil: Turn a flattened 2D (string, double) string sequence into its corresponding map
FlatStringTo3DSDMap(String, String, String, String, boolean, String) - Static method in class org.drip.service.common.CollectionUtil: Turn a flattened 3D (string, string, double) string sequence into its corresponding map
FlatStringTo4DSDMap(String, String, String, String, boolean, String) - Static method in class org.drip.service.common.CollectionUtil: Turn a flattened 4D (string, string, string, double) string sequence into its corresponding map
FlatUnivariate - Class in org.drip.function.r1tor1: FlatUnivariate implements the level constant Univariate Function.
FlatUnivariate(double) - Constructor for class org.drip.function.r1tor1.FlatUnivariate: FlatUnivariate constructor
flatValue() - Method in class org.drip.sequence.functional.FlatMultivariateRandom: Retrieve the Flat Value
flatVolatilityFromPrice(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.fra.FRAStandardCapFloor: Imply the Flat Cap/Floor Volatility from the Calibration Price
FlatYieldGovvieCurve - Class in org.drip.state.nonlinear: FlatYieldGovvieCurve manages the Govvie Latent State, using the Flat Yield as the State Response Representation.
FlatYieldGovvieCurve(int, String, String, int[], double[]) - Constructor for class org.drip.state.nonlinear.FlatYieldGovvieCurve: Construct a Govvie curve from an array of dates and Yields
flexureConstraint() - Method in class org.drip.spline.params.SegmentStateCalibrationInputs: Retrieve the Array of Segment Basis Flexure Constraints
FliegelvanFlandernJulian - Class in org.drip.sample.date: FliegelvanFlandernJulian demonstrates Gregorian To-From Julian Date Conversion Functionality.
FliegelvanFlandernJulian() - Constructor for class org.drip.sample.date.FliegelvanFlandernJulian
flip() - Method in class org.drip.specialfunction.bessel.HankelAsymptoteSeriesTerm: Odd/Even Term Sign Flip
flipBottomSign() - Method in class org.drip.investing.factors.TopDownSegmentRanker: Indicate if the Signs of the Bottom Components must be Flipped
flipWeightSign() - Method in class org.drip.investing.factors.FactorComponentLoading: Flip the Weight Sign
floatCouponConvention() - Method in class org.drip.product.credit.BondComponent
floatCouponConvention() - Method in class org.drip.product.definition.Bond: Return the bond's floating coupon convention
floaterIndex() - Method in class org.drip.market.otc.FloatStreamConvention: Retrieve the Forward Label
floaterIndex() - Method in class org.drip.state.identifier.FloaterLabel: Retrieve the Floater Index
FloaterIndex - Class in org.drip.market.definition: FloaterIndex contains the definitions of the floating rate indexes of different jurisdictions.
FloaterIndex(String, String, String, String, String, int) - Constructor for class org.drip.market.definition.FloaterIndex: FloaterIndex Constructor
floaterLabel() - Method in class org.drip.analytics.cashflow.CompositePeriod: Return the Floater Label
floaterLabel() - Method in class org.drip.analytics.cashflow.ReferenceIndexPeriod: Retrieve the Floater Label
floaterLabel() - Method in class org.drip.param.period.ComposableFloatingUnitSetting: Retrieve the Floater Label
floaterLabel() - Method in class org.drip.product.rates.Stream: Retrieve the Floater Label
FloaterLabel - Class in org.drip.state.identifier: FloaterLabel is an Abstract Class that underpins the Latent State Labels that use a Single Floater Index.
floaterSetting() - Method in class org.drip.product.credit.BondComponent
floaterSetting() - Method in interface org.drip.product.definition.BondProduct: Retrieve the bond floater setting
FloaterSetting - Class in org.drip.product.params: FloaterSetting contains the component floating rate parameters.
FloaterSetting(FloaterLabel, String, double, double) - Constructor for class org.drip.product.params.FloaterSetting: Construct the FloaterSetting from the Floater Label, the Day Count, the Spread, and the Current Full CSoupon
FloatFloat(JulianDate, String, String, String[], double) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Construct an Array of OTC Float-Float Swap Instances
FloatFloat(JulianDate, String, String, String, double) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Construct an OTC Float-Float Swap Instance
FloatFloatComponent - Class in org.drip.product.rates: FloatFloatComponent contains the implementation of the Float-Float Index Basis Swap product contract/valuation details.
FloatFloatComponent(Stream, Stream, CashSettleParams) - Constructor for class org.drip.product.rates.FloatFloatComponent: Construct the FloatFloatComponent from the Reference and the Derived Floating Streams.
FloatFloatFloatFloat - Class in org.drip.sample.cross: FloatFloatFloatFloat demonstrates the construction, the usage, and the eventual valuation of the Cross Currency Basis Swap built out of a pair of float-float swaps.
FloatFloatFloatFloat() - Constructor for class org.drip.sample.cross.FloatFloatFloatFloat
FloatFloatFloatFloatAnalysis - Class in org.drip.sample.cross: FloatFloatFloatFloatAnalysis demonstrates the Funding Volatility, Forward Volatility, FX Volatility, Funding/Forward Correlation, Funding/FX Correlation, and Forward/FX Correlation of the Cross Currency Basis Swap built out of a pair of float-float swaps.
FloatFloatFloatFloatAnalysis() - Constructor for class org.drip.sample.cross.FloatFloatFloatFloatAnalysis
FloatFloatForwardCurve - Class in org.drip.sample.multicurve: FloatFloatForwardCurve contains the sample demonstrating the full functionality behind creating highly customized spline based forward curves.
FloatFloatForwardCurve() - Constructor for class org.drip.sample.multicurve.FloatFloatForwardCurve
FloatFloatMetricComparison - Class in org.drip.sample.cms: FloatFloatMetricComparison demonstrates the Construction and Valuation of an In-Advance and In-Arrears Variants of the CMS Float-Float Swap.
FloatFloatMetricComparison() - Constructor for class org.drip.sample.cms.FloatFloatMetricComparison
FloatFloatQuoteSet - Class in org.drip.product.calib: FloatFloatQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the Float-Float Swap Component.
FloatFloatQuoteSet(LatentStateSpecification[]) - Constructor for class org.drip.product.calib.FloatFloatQuoteSet: FloatFloatQuoteSet Constructor
FloatFloatSwapConvention - Class in org.drip.market.otc: FloatFloatSwapConvention contains the Details of the IBOR Float-Float Component of an OTC contact.
FloatFloatSwapConvention(String, String, boolean, boolean, boolean, boolean, int) - Constructor for class org.drip.market.otc.FloatFloatSwapConvention: FloatFloatSwapConvention Constructor
FloatFloatVarianceAnalysis - Class in org.drip.sample.cms: FloatFloatVarianceAnalysis demonstrates the Construction and Valuation Impact of Volatility and Correlation on the CMS Float-Float Swap.
FloatFloatVarianceAnalysis() - Constructor for class org.drip.sample.cms.FloatFloatVarianceAnalysis
floating() - Method in class org.drip.capital.allocation.EntityComponentCapitalAssignment: Retrieve the Total Floating Elasticity Capital
floating() - Method in class org.drip.capital.allocation.EntityComponentElasticityAttribution: Retrieve the Floating Attribution
floating() - Method in class org.drip.capital.allocation.EntityElasticityAttribution: Retrieve the Floating Beta Capital Component
floating1DAccrualDays() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the 1D Floating Accrual Period
floating1DDCF() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the Period 1D Floating DCF
floating1MDCF() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the Period 1M Floating DCF
floating3MDCF() - Method in class org.drip.service.api.ProductDailyPnL: Retrieve the Period 3M Floating DCF
FloatingCompositeUnit(List<Integer>, CompositePeriodSetting, ComposableFloatingUnitSetting) - Static method in class org.drip.analytics.support.CompositePeriodBuilder: Construct the List of Composite Floating Period from the corresponding Composable Floating Period Units
FloatingCouponBondPeriods - Class in org.drip.sample.cashflow: FloatingCouponBondPeriods demonstrates the Cash Flow Period Details for a Floating Coupon Bond.
FloatingCouponBondPeriods() - Constructor for class org.drip.sample.cashflow.FloatingCouponBondPeriods
FloatingStandard() - Static method in class org.drip.spline.stretch.BoundarySettings: Return the Instance of the Standard Floating Boundary Condition
FloatingStreamQuoteSet - Class in org.drip.product.calib: FloatingStreamQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the Floating Stream.
FloatingStreamQuoteSet(LatentStateSpecification[]) - Constructor for class org.drip.product.calib.FloatingStreamQuoteSet: FloatingStreamQuoteSet Constructor
FloatingUnits(int, int, ComposableFloatingUnitSetting) - Static method in class org.drip.analytics.support.CompositePeriodBuilder: Construct the List of Composable Floating Units from the inputs
floatSpread() - Method in class org.drip.product.credit.BondComponent
floatSpread() - Method in class org.drip.product.definition.Bond: Return the floating spread of the bond
floatStreamConvention() - Method in class org.drip.market.otc.FixedFloatSwapConvention: Retrieve the Float Stream Convention
FloatStreamConvention - Class in org.drip.market.otc: FloatStreamConvention contains the details of the Floating Stream of an OTC IBOR/Overnight Fix- Float Swap Contract.
FloatStreamConvention(ForwardLabel, String) - Constructor for class org.drip.market.otc.FloatStreamConvention: FloatStreamConvention Constructor
floatStreamMPoR() - Method in class org.drip.exposure.generator.FixFloatMPoR: Retrieve the Float Stream MPoR
FloatStreamMPoR - Class in org.drip.exposure.generator: FloatStreamMPoR estimates the MPoR Variation Margin and the Trade Payments for the given Float Stream off of the Realized Market Path.
FloatStreamMPoR(Stream, double) - Constructor for class org.drip.exposure.generator.FloatStreamMPoR: FloatStreamMPoR Constructor
floorPassHoldingsAllocation() - Method in class org.drip.portfolioconstruction.cardinality.TadonkiVialHoldingsAllocation: Retrieve the Floor Pass Holdings Allocation
FloydRivestPartitionControl - Class in org.drip.graph.selection: FloydRivestPartitionControl implements the Control Parameters for the Floyd-Rivest Selection Algorithm.
FloydRivestPartitionControl(int, double) - Constructor for class org.drip.graph.selection.FloydRivestPartitionControl: FloydRivestPartitionControl Constructor
FloydRivestSelect - Class in org.drip.sample.selection: FloydRivestSelect illustrates the Construction and Usage of the Floyd-Rivest Selection Algorithm.
FloydRivestSelect() - Constructor for class org.drip.sample.selection.FloydRivestSelect
FloydRivestSelector<K extends java.lang.Comparable<K>> - Class in org.drip.graph.selection: FloydRivestSelector implements the Floyd-Rivest Selection Algorithm.
FloydRivestSelector(K[], FloydRivestPartitionControl) - Constructor for class org.drip.graph.selection.FloydRivestSelector: FloydRivestSelector Constructor
FloydWarshall - Class in org.drip.graph.shortestpath: FloydWarshall generates the Shortest Path for a Directed Graph using the Floyd-Warshall Dynamic Programming Algorithm.
FloydWarshall(DirectedGraph, boolean, FHeuristic) - Constructor for class org.drip.graph.shortestpath.FloydWarshall: FloydWarshall Constructor
FloydWarshallDistanceMatrix - Class in org.drip.graph.shortestpath: FloydWarshallDistanceMatrix holds the Cross-Vertex Distance Matrix between a Pair of Vertexes.
FloydWarshallDistanceMatrix(Map<String, Integer>, Map<Integer, String>) - Constructor for class org.drip.graph.shortestpath.FloydWarshallDistanceMatrix: FloydWarshallDistanceMatrix Constructor
fluctuationCorrelation(double) - Method in class org.drip.dynamics.physical.LangevinEvolver: Retrieve the Fluctuation Correlation
fluctuationCovariance(double) - Method in class org.drip.dynamics.physical.LangevinEvolver: Retrieve the Fluctuation Co-variance
fokkerPlanckGenerator() - Method in class org.drip.dynamics.meanreverting.R1BrownianStochasticEvolver
fokkerPlanckGenerator() - Method in class org.drip.dynamics.meanreverting.R1CIRStochasticEvolver
fokkerPlanckGenerator() - Method in class org.drip.dynamics.meanreverting.R1CKLSStochasticEvolver
fokkerPlanckGenerator() - Method in class org.drip.dynamics.meanreverting.R1OrnsteinUhlenbeckStochasticEvolver
fokkerPlanckGenerator() - Method in class org.drip.dynamics.process.R1StochasticEvolver: Construct the Fokker Planck PDF Generator corresponding to R¹ Stochastic Evolver
fokkerPlanckGenerator() - Method in class org.drip.dynamics.process.RdStochasticEvolver: Construct the Fokker Planck PDF Generator corresponding to R^d Stochastic Evolver
FokkerPlanckGenerator - Class in org.drip.pricer.option: FokkerPlanckGenerator holds the base functionality that the performs the PDF evolution oriented Option Pricing.
FokkerPlanckGenerator() - Constructor for class org.drip.pricer.option.FokkerPlanckGenerator
following() - Method in class org.drip.spline.bspline.SegmentBasisFunction: Retrieve the Following Predictor Ordinate
fonc() - Method in class org.drip.optimization.constrained.NecessarySufficientConditions: Retrieve the First Order Necessary Condition
ForeignCollateralDomesticForex - Class in org.drip.sample.piterbarg2012: ForeignCollateralDomesticForex demonstrates the construction and the usage of Foreign Currency Collateralized Domestic Pay-out FX forward product, and generation of its measures.
ForeignCollateralDomesticForex() - Constructor for class org.drip.sample.piterbarg2012.ForeignCollateralDomesticForex
ForeignCollateralDomesticForexAnalysis - Class in org.drip.sample.piterbarg2012: ForeignCollateralDomesticForexAnalysis contains an analysis of the correlation and volatility impact on the price of a Foreign Collateralized Domestic Pay-out Forex Contract.
ForeignCollateralDomesticForexAnalysis() - Constructor for class org.drip.sample.piterbarg2012.ForeignCollateralDomesticForexAnalysis
ForeignCollateralizedDiscountCurve - Class in org.drip.state.curve: ForeignCollateralizedDiscountCurve computes the discount factor corresponding to one unit of domestic currency collateralized by a foreign collateral.
ForeignCollateralizedDiscountCurve(String, MergedDiscountForwardCurve, FXCurve, VolatilityCurve, VolatilityCurve, R1ToR1) - Constructor for class org.drip.state.curve.ForeignCollateralizedDiscountCurve: ForeignCollateralizedDiscountCurve constructor
ForeignCollateralizedDomesticForward - Class in org.drip.product.fx: ForeignCollateralizedDomesticForward contains the Foreign Currency Collateralized Domestic Payout FX forward product contract details.
ForeignCollateralizedDomesticForward(CurrencyPair, double, JulianDate) - Constructor for class org.drip.product.fx.ForeignCollateralizedDomesticForward: Create an ForeignCollateralizedDomesticForward from the currency pair, the strike, and the maturity dates
ForeignCollateralizedZeroCoupon - Class in org.drip.sample.piterbarg2012: ForeignCollateralizedZeroCoupon contains an analysis of the correlation and volatility impact on the single cash flow discount factor of a Foreign Collateralized Zero Coupon.
ForeignCollateralizedZeroCoupon() - Constructor for class org.drip.sample.piterbarg2012.ForeignCollateralizedZeroCoupon
Forest - Class in org.drip.graph.core: Forest holds a Map of Trees indexed by the Starting Vertex Names.
Forest() - Constructor for class org.drip.graph.core.Forest: Forest Constructor
form() - Method in class org.drip.graph.asymptote.BigOAsymptoteSpec: Retrieve the Big-O Asymptote Form
FormatDouble(double, int, int, double) - Static method in class org.drip.service.common.FormatUtil: Format the double input by multiplying, and then adding left and right adjustments
FormatDouble(double, int, int, double, boolean) - Static method in class org.drip.service.common.FormatUtil: Format the double input by multiplying, and then adding left and right adjustments
FormatUtil - Class in org.drip.service.common: FormatUtil implements formatting utility functions.
FormatUtil() - Constructor for class org.drip.service.common.FormatUtil
FormulationTerm - Class in org.drip.portfolioconstruction.optimizer: FormulationTerm holds the Core Objective/Constraint Formulation Terms.
forward() - Method in class org.drip.exposure.evolver.LatentStateVertexContainer: Retrieve the Forward Latent State Node Container
forward(int) - Method in class org.drip.state.curve.BasisSplineForwardRate
forward(int) - Method in interface org.drip.state.forward.ForwardRateEstimator: Calculate the Forward Rate to the given Date
forward(int) - Method in class org.drip.state.nonlinear.FlatForwardForwardCurve
forward(int, int) - Method in class org.drip.state.curve.DeterministicCollateralChoiceDiscountCurve
forward(int, int) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
forward(int, int) - Method in class org.drip.state.curve.ForeignCollateralizedDiscountCurve
forward(int, int) - Method in class org.drip.state.curve.ZeroRateDiscountCurve
forward(int, int) - Method in class org.drip.state.discount.MergedDiscountForwardCurve: Compute the Forward Rate between two Dates
forward(int, int) - Method in class org.drip.state.nonlinear.FlatForwardDiscountCurve
forward(String) - Method in class org.drip.state.forward.ForwardCurve
forward(String) - Method in interface org.drip.state.forward.ForwardRateEstimator: Calculate the Forward Rate to the tenor implied by the given date
forward(String, String) - Method in class org.drip.state.discount.MergedDiscountForwardCurve: Compute the Forward Rate between two Tenors
forward(JulianDate) - Method in class org.drip.state.forward.ForwardCurve
forward(JulianDate) - Method in interface org.drip.state.forward.ForwardRateEstimator: Calculate the Forward Rate to the given date
forward(ForwardLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer: Retrieve the Forward Latent State
forward(ForwardLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer: Retrieve of Labeled Forward
Forward(String[], double[], double[][], double) - Static method in class org.drip.portfolioconstruction.allocator.ForwardReverseHoldingsAllocation: Construct an Instance of ForwardReverseHoldingsAllocation from a Standard Forward Optimize Operation
FORWARD_PRICE_CREDIT_BASIS - Static variable in class org.drip.product.govvie.TreasuryFutures: Forward Price Credit Basis
FORWARD_PRICE_OAS - Static variable in class org.drip.product.govvie.TreasuryFutures: Forward Price OAS
FORWARD_PRICE_YIELD - Static variable in class org.drip.product.govvie.TreasuryFutures: Forward Price Yield
FORWARD_PRICE_ZSPREAD - Static variable in class org.drip.product.govvie.TreasuryFutures: Forward Price Z-Spread
FORWARD_QM_CONTINUOUSLY_COMPOUNDED_FORWARD_RATE - Static variable in class org.drip.analytics.definition.LatentStateStatic: Forward Latent State Quantification Metric - Continuously Compounded Forward Rate
FORWARD_QM_FORWARD_RATE - Static variable in class org.drip.analytics.definition.LatentStateStatic: Forward Latent State Quantification Metric - Forward Rate
FORWARD_QM_INSTANTANEOUS_EFFECTIVE_FORWARD_RATE - Static variable in class org.drip.analytics.definition.LatentStateStatic: Forward Latent State Quantification Metric - Instantaneous Effective Annual Forward Rate
FORWARD_QM_INSTANTANEOUS_FORWARD_RATE - Static variable in class org.drip.analytics.definition.LatentStateStatic: Forward Latent State Quantification Metric - Instantaneous Forward Rate
FORWARD_QM_INSTANTANEOUS_NOMINAL_FORWARD_RATE - Static variable in class org.drip.analytics.definition.LatentStateStatic: Forward Latent State Quantification Metric - Instantaneous Nominal Annual Forward Rate
FORWARD_QM_LIBOR_RATE - Static variable in class org.drip.analytics.definition.LatentStateStatic: Forward Latent State Quantification Metric - LIBOR Rate
FORWARD_QM_SHIFTED_FORWARD_RATE - Static variable in class org.drip.analytics.definition.LatentStateStatic: Forward Latent State Quantification Metric - Shifted Forward Rate
ForwardBondCreditPrice(Bond, JulianDate, JulianDate, CurveSurfaceQuoteContainer, double) - Static method in class org.drip.analytics.support.FuturesHelper: Compute the Forward Bond Price Using the Implied Bond Credit Basis
ForwardBondCreditPrice(Bond, ValuationParams, ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Static method in class org.drip.analytics.support.FuturesHelper: Compute the Forward Bond Price Using the Implied Bond Credit Basis
ForwardBondOASPrice(Bond, JulianDate, JulianDate, CurveSurfaceQuoteContainer, double) - Static method in class org.drip.analytics.support.FuturesHelper: Compute the Forward Bond Price Using the Implied Bond OAS
ForwardBondOASPrice(Bond, ValuationParams, ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Static method in class org.drip.analytics.support.FuturesHelper: Compute the Forward Bond Price Using the Implied Bond OAS
ForwardBondYieldPrice(Bond, JulianDate, JulianDate, CurveSurfaceQuoteContainer, double) - Static method in class org.drip.analytics.support.FuturesHelper: Compute the Forward Bond Price Using the Implied Bond Yield
ForwardBondYieldPrice(Bond, ValuationParams, ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Static method in class org.drip.analytics.support.FuturesHelper: Compute the Forward Bond Price Using the Implied Bond Yield
ForwardBondZSpreadPrice(Bond, JulianDate, JulianDate, CurveSurfaceQuoteContainer, double) - Static method in class org.drip.analytics.support.FuturesHelper: Compute the Forward Bond Price Using the Implied Bond Z Spread
ForwardBondZSpreadPrice(Bond, ValuationParams, ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Static method in class org.drip.analytics.support.FuturesHelper: Compute the Forward Bond Price Using the Implied Bond Z Spread
ForwardContract - Class in org.drip.sample.piterbarg2010: ForwardContract examines the Valuation of Forward Contract under CSA and non-CSA Settle Agreements.
ForwardContract() - Constructor for class org.drip.sample.piterbarg2010.ForwardContract
forwardCurve() - Method in class org.drip.dynamics.lmm.BGMCurveUpdate: Retrieve the LIBOR Forward Curve
forwardCurve() - Method in class org.drip.dynamics.lmm.LognormalLIBORPointEvolver: Retrieve the Forward Curve Instance
ForwardCurve - Class in org.drip.state.forward: ForwardCurve is the stub for the forward curve functionality.
ForwardCurve(JulianDate, ForwardLabel, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, MergedDiscountForwardCurve, ForwardCurve, int) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Instance of the Smooth/Shape Preserving Forward Curve off of Exchange/OTC Market Instruments
ForwardCurve(JulianDate, ForwardLabel, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, MergedDiscountForwardCurve, ForwardCurve, SegmentCustomBuilderControl) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Instance of the Forward Curve off of Exchange/OTC Market Instruments
forwardCurveIncrement() - Method in class org.drip.dynamics.lmm.BGMCurveUpdate: Retrieve the LIBOR Forward Curve Increment Span
ForwardCurveReferenceComponentBasis(String, String, JulianDate, MergedDiscountForwardCurve, ForwardCurve, ForwardCurve, MergedDiscountForwardCurve, ForwardCurve, double, SegmentCustomBuilderControl, String[], double[], boolean) - Static method in class org.drip.sample.dual.CCBSForwardCurve: Set the Forward Curve Reference Component Basis
ForwardDecompositionUtil - Class in org.drip.analytics.support: ForwardDecompositionUtil contains the utility functions needed to carry out periodic decomposition at MTM sync points for the given stream.
ForwardDecompositionUtil() - Constructor for class org.drip.analytics.support.ForwardDecompositionUtil
ForwardDerivedBasisSensitivity - Class in org.drip.sample.sensitivity: ForwardDerivedBasisSensitivity contains the sample demonstrating the full functionality behind creating highly customized spline based forward curves.
ForwardDerivedBasisSensitivity() - Constructor for class org.drip.sample.sensitivity.ForwardDerivedBasisSensitivity
forwardDirectedGraph() - Method in class org.drip.graph.bellmanford.EdgePartition: Retrieve the Forward Directed Graph
ForwardEdgeDates(int, int, String, DateAdjustParams, int) - Static method in class org.drip.analytics.support.CompositePeriodBuilder: Generate a list of period edge dates forward from the start.
ForwardEdgeDates(JulianDate, JulianDate, String, DateAdjustParams, int) - Static method in class org.drip.analytics.support.CompositePeriodBuilder: Generate a list of period edge dates forward from the start.
forwardExists(ForwardLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer: Indicate if the Forward Latent State Exists
forwardForwardCorrelation(ForwardLabel, ForwardLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Pair of Forward Latent States
forwardFunding() - Method in class org.drip.analytics.output.CompositePeriodCouponMetrics: Retrieve the Forward/Funding Convexity Adjustment
forwardFunding() - Method in class org.drip.analytics.output.ConvexityAdjustment: Retrieve the Forward/Funding Convexity Adjustment
forwardFundingCorrelation(ForwardLabel, FundingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Forward and the Funding Latent States
forwardFundingPRWC(int, CurveSurfaceQuoteContainer, ProductQuoteSet) - Method in class org.drip.analytics.cashflow.CompositePeriod: Generate the Merged Forward/Funding Predictor/Response Constraint
ForwardFundingStretchSpec(String, CalibratableComponent[], String[], double[]) - Static method in class org.drip.state.estimator.LatentStateStretchBuilder: Construct a Merged Forward-Funding Latent State Stretch Spec Instance
ForwardFundingStretchSpec(String, CalibratableComponent[], String, double[]) - Static method in class org.drip.state.estimator.LatentStateStretchBuilder: Construct a Merged Forward-Funding Latent State Stretch Spec Instance
forwardFundingTenorCSQCDown() - Method in class org.drip.service.scenario.BondReplicator: Retrieve the Map of the Tenor Bumped Down Instances of the Forward Funding Curve CSQC
forwardFundingTenorCSQCUp() - Method in class org.drip.service.scenario.BondReplicator: Retrieve the Map of the Tenor Bumped Up Instances of the Forward Funding Curve CSQC
forwardFX() - Method in class org.drip.analytics.output.CompositePeriodCouponMetrics: Retrieve the Forward/FX Convexity Adjustment
forwardFX() - Method in class org.drip.analytics.output.ConvexityAdjustment: Retrieve the Forward/FX Convexity Adjustment
forwardFXCorrelation(ForwardLabel, FXLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Forward and the FX Latent State Labels
forwardGovvieCorrelation(ForwardLabel, GovvieLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Forward and the Govvie Latent States
ForwardGovvieYield - Class in org.drip.sample.intexfeed: ForwardGovvieYield generates the Forward Govvie Yields over Monthly Increments with Maturity up to 60Y for different Govvie Tenors.
ForwardGovvieYield() - Constructor for class org.drip.sample.intexfeed.ForwardGovvieYield
ForwardHazardCreditCurve - Class in org.drip.state.nonlinear: ForwardHazardCreditCurve manages the Survival Latent State, using the Hazard Rate as the State Response Representation.
ForwardHazardCreditCurve(int, EntityCDSLabel, String, double[], int[], double[], int[], int) - Constructor for class org.drip.state.nonlinear.ForwardHazardCreditCurve: Create a credit curve from hazard rate and recovery rate term structures
ForwardJack(JulianDate, String, ForwardCurve, String) - Static method in class org.drip.sample.forward.IBORCurve: Display the Forward Jacobian
forwardLabel() - Method in class org.drip.dynamics.hjm.MultiFactorStateEvolver: Retrieve the Forward Label
forwardLabel() - Method in class org.drip.dynamics.lmm.ContinuousForwardRateEvolver: Retrieve the Forward Label
forwardLabel() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver: Retrieve the Forward Label
forwardLabel() - Method in class org.drip.dynamics.lmm.LognormalLIBORPointEvolver: Retrieve the Forward Label
forwardLabel() - Method in class org.drip.dynamics.lmm.LognormalLIBORVolatility: Retrieve the Forward Label
forwardLabel() - Method in class org.drip.dynamics.sabr.StochasticVolatilityStateEvolver: Retrieve the Forward Label
forwardLabel() - Method in class org.drip.product.calib.ProductQuoteSet: Retrieve the Forward Latent State Label, if it exists
forwardLabel() - Method in class org.drip.product.credit.BondComponent
forwardLabel() - Method in class org.drip.product.credit.CDSComponent
forwardLabel() - Method in interface org.drip.product.definition.BasketMarketParamRef: Get the Array of Forward Labels
forwardLabel() - Method in class org.drip.product.definition.BasketProduct
forwardLabel() - Method in interface org.drip.product.definition.ComponentMarketParamRef: Get the Map of Forward Latent State Labels
forwardLabel() - Method in class org.drip.product.fx.FXForwardComponent
forwardLabel() - Method in class org.drip.product.govvie.TreasuryFutures
forwardLabel() - Method in class org.drip.product.option.OptionComponent
forwardLabel() - Method in class org.drip.product.rates.FixFloatComponent
forwardLabel() - Method in class org.drip.product.rates.FloatFloatComponent
forwardLabel() - Method in class org.drip.product.rates.RatesBasket
forwardLabel() - Method in class org.drip.product.rates.SingleStreamComponent
forwardLabel() - Method in class org.drip.product.rates.Stream: Retrieve the Forward Label, if Present
ForwardLabel - Class in org.drip.state.identifier: ForwardLabel contains the Index Parameters referencing a payment on a Forward Index.
forwardMap() - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer: Retrieve the Forward Evolver Map
forwardOvernightCorrelation(ForwardLabel, OvernightLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Forward and the Overnight Latent States
forwardPaydownCorrelation(ForwardLabel, PaydownLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Forward and the Pay-down Latent States
forwardPrice() - Method in class org.drip.analytics.output.BondEOSMetrics: Retrieve the Path/Vertex Forward Price Double Array
forwardPrice() - Method in class org.drip.product.params.CTDEntry: Retrieve the CTD Forward Price
forwardPRWC(int, CurveSurfaceQuoteContainer, ProductQuoteSet) - Method in class org.drip.analytics.cashflow.CompositePeriod: Generate the Forward Predictor/Response Constraint
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.credit.BondComponent
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.credit.CDSComponent
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.definition.CalibratableComponent: Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Forward Factor Latent State from the Component's Cash Flows.
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.fra.FRAStandardComponent
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.fx.FXForwardComponent
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.option.OptionComponent
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.FixFloatComponent
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.FloatFloatComponent
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.RatesBasket
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.SingleStreamComponent
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.Stream: Generate the State Loading Constraints for the Forward Latent State
forwardRate() - Method in class org.drip.dynamics.sabr.ForwardRateUpdate: Retrieve the Forward Rate
forwardRate() - Method in class org.drip.product.calib.DepositComponentQuoteSet: Retrieve the Forward Rate
forwardRate() - Method in class org.drip.product.calib.FloatingStreamQuoteSet: Retrieve the Forward Rate
ForwardRateDeposit(JulianDate, String[], ForwardLabel) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Construct an Array of OTC Forward Deposit Instruments from the corresponding Maturity Tenors
ForwardRateDeposit(JulianDate, String, ForwardLabel) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Construct an OTC Forward Deposit Instrument from Spot Date and the Maturity Tenor
forwardRateEstimator(int, ForwardLabel) - Method in class org.drip.state.curve.DeterministicCollateralChoiceDiscountCurve
forwardRateEstimator(int, ForwardLabel) - Method in class org.drip.state.curve.DiscountFactorDiscountCurve
forwardRateEstimator(int, ForwardLabel) - Method in class org.drip.state.curve.ForeignCollateralizedDiscountCurve
forwardRateEstimator(int, ForwardLabel) - Method in class org.drip.state.curve.ZeroRateDiscountCurve
forwardRateEstimator(int, ForwardLabel) - Method in class org.drip.state.discount.MergedDiscountForwardCurve: Retrieve the Forward Curve that might be implied by the Latent State of this Discount Curve Instance corresponding to the specified Floating Rate Index
forwardRateEstimator(int, ForwardLabel) - Method in class org.drip.state.nonlinear.FlatForwardDiscountCurve
ForwardRateEstimator - Interface in org.drip.state.forward: ForwardRateEstimator is the interface that exposes the calculation of the Forward Rate for a specific Index.
ForwardRateEvolution - Class in org.drip.sample.sabr: ForwardRateEvolution demonstrates the Construction and Usage of the SABR Model Dynamics for the Evolution of Forward Rate.
ForwardRateEvolution() - Constructor for class org.drip.sample.sabr.ForwardRateEvolution
ForwardRateFuturePeriods - Class in org.drip.sample.cashflow: ForwardRateFuturePeriods demonstrates the Cash Flow Period Details for a Forward Rate Futures Instrument.
ForwardRateFuturePeriods() - Constructor for class org.drip.sample.cashflow.ForwardRateFuturePeriods
ForwardRateFutures(JulianDate, String) - Static method in class org.drip.service.template.ExchangeInstrumentBuilder: Generate a Forward Rate Futures Contract corresponding to the Spot Date
ForwardRateFutures(JulianDate, ForwardLabel) - Static method in class org.drip.product.creator.SingleStreamComponentBuilder: Create a Forward Rate Futures Product Instance from the Spot Date and the Forward Label
ForwardRateFuturesClient - Class in org.drip.sample.service: ForwardRateFuturesClient demonstrates the Invocation and Examination of the JSON-based Forward Rate Futures Valuation Service Client.
ForwardRateFuturesClient() - Constructor for class org.drip.sample.service.ForwardRateFuturesClient
ForwardRateFuturesCode(String, int) - Static method in class org.drip.product.creator.SingleStreamComponentBuilder: Construct the Forward Rate Futures Code given a Effective Date
ForwardRateFuturesPack(JulianDate, int, String) - Static method in class org.drip.product.creator.SingleStreamComponentBuilder: Generate a Forward Rate Futures Pack corresponding to the Specified Number of Contracts
ForwardRateFuturesPack(JulianDate, int, String) - Static method in class org.drip.service.template.ExchangeInstrumentBuilder: Generate a Forward Rate Futures Pack corresponding to the Spot Date and the Specified Number of Contracts
ForwardRateFuturesProcessor - Class in org.drip.service.json: ForwardRateFuturesProcessor Sets Up and Executes a JSON Based In/Out Forward Rate Futures Valuation Processor.
ForwardRateFuturesProcessor() - Constructor for class org.drip.service.json.ForwardRateFuturesProcessor
forwardRateIncrement() - Method in class org.drip.dynamics.sabr.ForwardRateUpdate: Retrieve the Forward Rate Increment
ForwardRates - Class in org.drip.service.api: ForwardRates contains the array of the forward rates.
ForwardRates() - Constructor for class org.drip.service.api.ForwardRates: Empty ForwardRates constructor
ForwardRateUpdate - Class in org.drip.dynamics.sabr: ForwardRateUpdate contains the Increment and Snapshot of the Forward Rate Latent State evolved through the SABR Dynamics.
forwardRateVolatility() - Method in class org.drip.dynamics.sabr.ForwardRateUpdate: Retrieve the Forward Rate Volatility
ForwardRateVolatilityCurve(JulianDate, ForwardLabel, boolean, String[], double[], double[], String, MergedDiscountForwardCurve, ForwardCurve) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Forward Rate Volatility Latent State Construction from Cap/Floor Instruments
forwardRateVolatilityIncrement() - Method in class org.drip.dynamics.sabr.ForwardRateUpdate: Retrieve the Forward Rate Volatility Increment
forwardRatingCorrelation(ForwardLabel, RatingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Forward and the Rating Latent States
forwardRecoveryCorrelation(ForwardLabel, EntityRecoveryLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Forward and the Recovery Latent States
ForwardReferenceBasisSensitivity - Class in org.drip.sample.sensitivity: ForwardReferenceBasisSensitivity contains the sample demonstrating the full functionality behind creating highly customized spline based forward curves.
ForwardReferenceBasisSensitivity() - Constructor for class org.drip.sample.sensitivity.ForwardReferenceBasisSensitivity
forwardRepoCorrelation(ForwardLabel, RepoLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Forward and the Repo Latent States
ForwardReverseHoldingsAllocation - Class in org.drip.portfolioconstruction.allocator: ForwardReverseHoldingsAllocation holds the Metrics that result from a Forward/Reverse Optimization Run.
ForwardReverseHoldingsAllocation(Portfolio, PortfolioMetrics, double, double[][], double[]) - Constructor for class org.drip.portfolioconstruction.allocator.ForwardReverseHoldingsAllocation: ForwardReverseHoldingsAllocation Constructor
forwardState(ForwardLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Forward State corresponding to the Label
ForwardStretchSpec(String, CalibratableComponent[], String[], double[]) - Static method in class org.drip.state.estimator.LatentStateStretchBuilder: Construct a Forward Latent State Stretch Spec Instance
ForwardStretchSpec(String, CalibratableComponent[], String, double[]) - Static method in class org.drip.state.estimator.LatentStateStretchBuilder: Construct a Forward Latent State Stretch Spec Instance
ForwardSwapRate - Class in org.drip.sample.intexfeed: ForwardSwapRate generates the Forward Swap Rates over Monthly Increments with Maturity up to 60 Years for different Swap Tenors.
ForwardSwapRate() - Constructor for class org.drip.sample.intexfeed.ForwardSwapRate
forwardVolatility(ForwardLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Volatility Curve for the specified Forward Latent State Label
ForwardVolatilityState - Class in org.drip.template.state: ForwardVolatilityState sets up the Calibration and the Construction of the Volatility Latent State for the Forward Latent State and examine the Emitted Metrics.
ForwardVolatilityState() - Constructor for class org.drip.template.state.ForwardVolatilityState
ForwardVolatilityStateShifted - Class in org.drip.template.statebump: ForwardVolatilityStateShifted demonstrates the Generation and the Usage of Tenor Bumped Forward Volatility Curves.
ForwardVolatilityStateShifted() - Constructor for class org.drip.template.statebump.ForwardVolatilityStateShifted
forwardYield(int, int) - Method in class org.drip.state.govvie.GovvieCurve
forwardYield(int, int) - Method in interface org.drip.state.govvie.YieldEstimator: Estimate the Forward Yield between the specified Dates
Foshan - Class in org.drip.sample.bondeos: Foshan demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Foshan.
Foshan() - Constructor for class org.drip.sample.bondeos.Foshan
foundationFHeuristic() - Method in class org.drip.graph.astar.MalikAllardFHeuristic: Retrieve the Foundation F Heuristic
foundationFLoading() - Method in class org.drip.graph.astar.MalikAllardFHeuristic: Retrieve the Loading for the Foundation F Heuristic
FourDSDMapToFlatString(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<Double>>>, String, String, String) - Static method in class org.drip.service.common.CollectionUtil: Flatten a 4D SSSD map structure onto a string array
Fourier() - Static method in class org.drip.specialfunction.loggamma.InfiniteSumSeriesTerm: Construct the Malmsten-Blagouchine Fourier Series Term for Log Gamma
Fourier(int) - Static method in class org.drip.specialfunction.loggamma.InfiniteSumEstimator: Compute the Fourier Infinite Sum Series of Log Gamma Estimator
Fourier(int) - Static method in class org.drip.specialfunction.loggamma.InfiniteSumSeries: Construct the R¹ To R¹ Malmsten-Blagouchine Fourier Series
FourierBlagouchineSeriesEstimate - Class in org.drip.sample.gamma: FourierBlagouchineSeriesEstimate demonstrates the Estimate of the Log Gamma Function using the Malmsten-Blagouchine as well as the Blagouchine (2015) Variants of the Fourier Series Expansion.
FourierBlagouchineSeriesEstimate() - Constructor for class org.drip.sample.gamma.FourierBlagouchineSeriesEstimate
FourPoint(double, double) - Static method in class org.drip.numerical.integration.GaussLegendreQuadratureGenerator: Generate the Four Point Gauss Legendre Quadrature over [a, b] onto [-1, +1]
FourPoint(double, double) - Static method in class org.drip.numerical.integration.GaussLobattoQuadratureGenerator: Generate the Four Point Gauss Legendre Quadrature over [a, b] onto [-1, +1]
FourPoint(AbscissaTransform) - Static method in class org.drip.numerical.integration.GaussLegendreQuadratureGenerator: Generate the Four Point Gauss Legendre Quadrature over [-1, +1]
FourPoint(AbscissaTransform) - Static method in class org.drip.numerical.integration.GaussLobattoQuadratureGenerator: Generate the Four Point Gauss Lobatto Quadrature over [-1, +1]
FourSum(int[], int) - Static method in class org.drip.service.common.ArrayUtil: Given an array of n integers and an integer target, are there elements a, b, c, and d in the array such that a + b + c + d = target? Find all unique quadruplets in the array which gives the sum of target.
FourSumCount(int[], int[], int[], int[]) - Static method in class org.drip.service.common.ArrayUtil: Given four lists A, B, C, D of integer values, compute how many tuples (i, j, k, l) there are such that A[i] + B[j] + C[k] + D[l] is zero.
FQN_DELIMITER - Static variable in interface org.drip.capital.label.Coordinate: The Default Fully Qualified Name
fra() - Method in class org.drip.product.fra.FRAStandardCapFloorlet: Retrieve the Underlying FRA Instance
FRAComponentQuoteSet - Class in org.drip.product.calib: FRAComponentQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the FRA Component.
FRAComponentQuoteSet(LatentStateSpecification[]) - Constructor for class org.drip.product.calib.FRAComponentQuoteSet: FRAComponentQuoteSet Constructor
fractional() - Method in class org.drip.capital.allocation.EntityCapital: Retrieve the Fractional Amount of the Entity Capital
Fractional(double) - Static method in class org.drip.numerical.common.NumberUtil: Retrieve the Fractional Part of z
Fractionals() - Static method in class org.drip.specialfunction.digamma.SpecialValues: Construct the Fractionals Map for Leading Digamma Fractions
FractionToDecimal(int, int) - Static method in class org.drip.service.common.MapUtil: Given two integers representing the numerator and denominator of a fraction, return the fraction in string format.
FRAMarket(JulianDate, ForwardLabel, double) - Static method in class org.drip.product.creator.SingleStreamComponentBuilder: Create a FRA Market Component Instance from the Spot Date, the Forward Label, and the Strike
FRAMarketComponent - Class in org.drip.product.fra: FRAMarketComponent contains the implementation of the Standard Multi-Curve FRA product whose payoff is dictated off of Market FRA Conventions.
FRAMarketComponent(String, Stream, double, CashSettleParams) - Constructor for class org.drip.product.fra.FRAMarketComponent: FRAMarketComponent constructor
FRAMarketPeriods - Class in org.drip.sample.cashflow: FRAMarketPeriods demonstrates the Cash Flow Period Details for a Market FRA.
FRAMarketPeriods() - Constructor for class org.drip.sample.cashflow.FRAMarketPeriods
fraRate() - Method in class org.drip.product.calib.FRAComponentQuoteSet: Retrieve the FRA Rate
FRAStandard(JulianDate, ForwardLabel, double) - Static method in class org.drip.product.creator.SingleStreamComponentBuilder: Create a Standard FRA from the Spot Date, the Forward Label, and the Strike
FRAStandard(JulianDate, ForwardLabel, String[], double[]) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Create an Array of Standard FRAs from the Spot Date, the Forward Label, and the Strike
FRAStandard(JulianDate, ForwardLabel, String, double) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Create a Standard FRA from the Spot Date, the Forward Label, and the Strike
FRAStandardCapFloor - Class in org.drip.product.fra: FRAStandardCapFloor implements the Caps and Floors on the Standard FRA.
FRAStandardCapFloor(String, Stream, String, boolean, double, LastTradingDateSetting, CashSettleParams, FokkerPlanckGenerator) - Constructor for class org.drip.product.fra.FRAStandardCapFloor: FRAStandardCapFloor constructor
FRAStandardCapFloorlet - Class in org.drip.product.fra: FRAStandardCapFloorlet implements the Standard FRA Caplet and Floorlet.
FRAStandardCapFloorlet(String, FRAStandardComponent, String, boolean, double, double, LastTradingDateSetting, FokkerPlanckGenerator, CashSettleParams) - Constructor for class org.drip.product.fra.FRAStandardCapFloorlet: FRAStandardCapFloorlet constructor
FRAStandardComponent - Class in org.drip.product.fra: FRAStandardComponent contains the implementation of the Standard Multi-Curve FRA Component.
FRAStandardComponent(String, Stream, double, CashSettleParams) - Constructor for class org.drip.product.fra.FRAStandardComponent: FRAStandardComponent constructor
FRAStandardOption - Class in org.drip.sample.fra: FRAStandardOption contains the demonstration of the Valuation of an Option on a Multi-Curve FRA Standard.
FRAStandardOption() - Constructor for class org.drip.sample.fra.FRAStandardOption
FRAStandardOptionAnalysis - Class in org.drip.sample.fra: FRAStandardOptionAnalysis contains the demonstration of the custom volatility-correlation analysis of Option on a Standard Multi-Curve FRA.
FRAStandardOptionAnalysis() - Constructor for class org.drip.sample.fra.FRAStandardOptionAnalysis
FRAStandardPeriods - Class in org.drip.sample.cashflow: FRAStandardPeriods demonstrates the Cash Flow Period Details for a Standard FRA.
FRAStandardPeriods() - Constructor for class org.drip.sample.cashflow.FRAStandardPeriods
FRAStdCapFloor - Class in org.drip.sample.capfloor: FRAStdCapFloor demonstrates the creation, invocation, usage, and valuation of the FRA Cap/Floor.
FRAStdCapFloor() - Constructor for class org.drip.sample.capfloor.FRAStdCapFloor
FRAStdCapFloorAnalysis - Class in org.drip.sample.capfloor: FRAStdCapFloorAnalysis contains an analysis if the correlation and volatility impact on a Cap/Floor of the standard FRA.
FRAStdCapFloorAnalysis() - Constructor for class org.drip.sample.capfloor.FRAStdCapFloorAnalysis
FRAStdCapModels - Class in org.drip.sample.capfloor: FRAStdCapModels runs a side-by-side comparison of the FRA Cap sequence using different models.
FRAStdCapModels() - Constructor for class org.drip.sample.capfloor.FRAStdCapModels
FRAStdCapMonteCarlo - Class in org.drip.sample.capfloor: FRAStdCapMonteCarlo demonstrates the steps associated with a LMM-Based Monte-Carlo pricing of a FRA Cap.
FRAStdCapMonteCarlo() - Constructor for class org.drip.sample.capfloor.FRAStdCapMonteCarlo
FRAStdCapSequence - Class in org.drip.sample.capfloor: FRAStdCapSequence demonstrates the Product Creation, Market Parameters Construction, and Valuation of a Sequence of Standard FRA Caps.
FRAStdCapSequence() - Constructor for class org.drip.sample.capfloor.FRAStdCapSequence
freq() - Method in class org.drip.analytics.cashflow.ComposableUnitPeriod: Retrieve the Coupon Frequency
freq() - Method in class org.drip.analytics.cashflow.CompositePeriod: Retrieve the Coupon Frequency
freq() - Method in class org.drip.analytics.daycount.ActActDCParams: Retrieve the Frequency
freq() - Method in class org.drip.param.period.CompositePeriodSetting: Retrieve the Frequency
freq() - Method in class org.drip.param.period.UnitCouponAccrualSetting: Retrieve the Coupon Frequency
freq() - Method in class org.drip.param.quoting.YieldInterpreter: Retrieve the Frequency
freq() - Method in class org.drip.product.credit.BondComponent
freq() - Method in class org.drip.product.credit.CDSComponent
freq() - Method in class org.drip.product.definition.Bond: Return the bond's coupon frequency
freq() - Method in class org.drip.product.definition.Component: Retrieve the Coupon Frequency
freq() - Method in class org.drip.product.fx.FXForwardComponent
freq() - Method in class org.drip.product.govvie.TreasuryFutures
freq() - Method in class org.drip.product.option.OptionComponent
freq() - Method in class org.drip.product.rates.FixFloatComponent
freq() - Method in class org.drip.product.rates.FloatFloatComponent
freq() - Method in class org.drip.product.rates.RatesBasket
freq() - Method in class org.drip.product.rates.SingleStreamComponent
freq() - Method in class org.drip.product.rates.Stream: Retrieve the Stream Frequency
freq() - Method in class org.drip.state.govvie.GovvieCurve: Retrieve the Yield Frequency
frequency() - Method in class org.drip.loan.characteristics.Coupon: Retrieve the Loan Coupon Frequency
frequency() - Method in class org.drip.market.issue.TreasurySetting: Retrieve the Frequency
frequency() - Method in class org.drip.market.otc.CreditIndexConvention: Retrieve the Coupon Frequency
FrequencyBasedWordDecomposition(Map<String, Integer>, String) - Static method in class org.drip.service.common.StringUtil: Break the given string into words, provided by a given hash-map of frequency of word as word : frequency.
FrequencyTable(int[]) - Static method in class org.drip.graph.selection.HashSelector: Construct a Frequency Table
FreshPromotion - Class in org.drip.sample.algo: FreshPromotion an integer 1 if the customer is a winner else return 0.
FreshPromotion() - Constructor for class org.drip.sample.algo.FreshPromotion
FRFHoliday - Class in org.drip.analytics.holset: FRFHoliday holds the FRF Holidays.
FRFHoliday() - Constructor for class org.drip.analytics.holset.FRFHoliday: FRFHoliday Constructor
fri() - Method in class org.drip.product.params.FloaterSetting: Retrieve the Floater Label
FRIDAY - Static variable in class org.drip.analytics.date.DateUtil: Days of the week - Friday
fritzJohnMultipliers() - Method in class org.drip.optimization.constrained.NecessarySufficientConditions: Retrieve the Fritz John Mutipliers
FritzJohnMultipliers - Class in org.drip.optimization.constrained: FritzJohnMultipliers holds the Array of the Fritz John/KKT Multipliers for the Array of the Equality and the Inequality Constraints, one per each Constraint.
FritzJohnMultipliers(double, double[], double[]) - Constructor for class org.drip.optimization.constrained.FritzJohnMultipliers: FritzJohnMultipliers Constructor
frobeniusCovariance() - Method in class org.drip.function.matrix.Square: Generate the Frobenius Covariance
FrobeniusCovariance - Class in org.drip.function.matrix: FrobeniusCovariance implements the Frobenius Co-variance of a Square Matrix, which corresponds to the Projection Shadows of Lagrange Polynomials of the Square Matrix.
FrobeniusCovariance() - Constructor for class org.drip.function.matrix.FrobeniusCovariance: Empty FrobeniusCovariance Constructor
frobeniusSeries() - Method in class org.drip.specialfunction.bessel.FirstFrobeniusSeriesEstimator: Retrieve the Frobenius Series
frobeniusSeries() - Method in class org.drip.specialfunction.bessel.ModifiedFirstFrobeniusSeriesEstimator: Retrieve the Frobenius Series
FromAmerican(int, int[], double[], boolean, int, boolean, double, String, double) - Static method in class org.drip.product.params.EmbeddedOptionSchedule: Create the discretized American EOS schedule from the array of dates and factors
FromAmerican(int, int[], double[], boolean, int, int, boolean, double, String, double) - Static method in class org.drip.product.params.EmbeddedOptionSchedule: Create the discretized American EOS schedule from the array of dates and factors
FromAnnualReturnsSettings(double, double, double, double) - Static method in class org.drip.execution.parameters.ArithmeticPriceDynamicsSettings: Construct the Asset Dynamics Settings from the Annual Returns Parameters
FromArray(double[], double[]) - Static method in class org.drip.numerical.common.Array2D: Create the Array2D Instance from a Matched Array of X and Y
FromArray(int[], double[]) - Static method in class org.drip.numerical.common.Array2D: Create the Array2D Instance from a Matched Array of X and Y
fromBack() - Method in class org.drip.analytics.eventday.DateInMonth: Retrieve the Flag indicating whether the Lag is from the Front/Back
FromBaseCurve(int, String, String, boolean, List<CompositePeriod>, int, int, int, DiscountCurve, double, ValuationCustomizationParams, SegmentCustomBuilderControl) - Static method in class org.drip.state.curve.DerivedZeroRate: Construct an Instance from the Input Curve and the related Parameters
FromBracketingCustomBCP(BracketingControlParams) - Static method in class org.drip.function.r1tor1solver.InitializationHeuristics: Construct an Initialization Heuristics Instance from Custom Bracketing Control Parameters
FromBracketingEdgeHints(double, double) - Static method in class org.drip.function.r1tor1solver.InitializationHeuristics: Construct an Initialization Heuristics Instance from the bracketing edge soft hints
FromBracketingFloorCeiling(double, double) - Static method in class org.drip.function.r1tor1solver.InitializationHeuristics: Construct an Initialization Heuristics Instance from the bracketing hard floor/ceiling
FromBracketingMidHint(double) - Static method in class org.drip.function.r1tor1solver.InitializationHeuristics: Construct an Initialization Heuristics Instance from the bracketing mid hint
FromCIR(R1CIRStochasticEvolver, double) - Static method in class org.drip.dynamics.physical.ExponentialAffineZeroCoefficients: Construct an Instance of ExponentialAffineZeroCoefficients using the CIR Stochastic Evolver
FromCode(String) - Static method in class org.drip.product.params.CurrencyPair: Construct the Currency Pair from the Code
FromCode(String, JulianDate[], JulianDate[], double[]) - Static method in class org.drip.service.template.TreasuryBuilder: Construct an Array of the Treasury Instances from the Code
FromCode(String, JulianDate, JulianDate, double) - Static method in class org.drip.service.template.TreasuryBuilder: Construct an Instance of the Treasury Bond From the Code
FromComponentCapital(double, double, double, double, double, double, double, double, double) - Static method in class org.drip.capital.allocation.EntityComponentCapital: Construct the Entity Component Capital Instance from the Individual Component Capital
FromConfidence(MultivariateMeta, double[], double[][], double[][], double) - Static method in class org.drip.measure.bayesian.ProjectionDistributionLoading: Generate the ProjectionDistributionLoading Instance from the Confidence Level
FromContract(String) - Static method in class org.drip.market.exchange.TreasuryFuturesOptionContainer: Retrieve the Treasury Futures Option Convention from the Contract Name
FromDateAmountVertex(String, int, double) - Static method in class org.drip.numerical.common.Array2D: Generate the Array2D Schedule from the String Representation of the Vertex Dates and Edge Payments Combination.
FromDateFactorVertex(String, int) - Static method in class org.drip.numerical.common.Array2D: Generate an Array2D Instance from the String Array containing semi-colon delimited Date/Factor Vertex Pair
FromDateFactorVertex(String, int, double) - Static method in class org.drip.numerical.common.Array2D: Generate an Array2D Instance from the String Array containing semi-colon delimited Date/Factor Vertex Pair
FromDiscountCurve(int, String, String, boolean, List<CompositePeriod>, int, int, int, DiscountCurve, double, ValuationCustomizationParams, SegmentCustomBuilderControl) - Static method in class org.drip.state.curve.DerivedZeroRate: Construct an Instance from the Discount Curve and the related Parameters
FromErrorRate(boolean, double, int, KaplanZwickBinaryNode<KEY, ITEM>, KaplanZwickBinaryNode<KEY, ITEM>, KaplanZwickBinaryNode<KEY, ITEM>) - Static method in class org.drip.graph.softheap.KaplanZwickBinaryNode: Construct an Instance of KaplanZwickBinaryNode from the Error Rate
FromExponential - Class in org.drip.measure.transform: FromExponential transforms R¹ Exponential Distribution to Derived Distributions.
FromExponential() - Constructor for class org.drip.measure.transform.FromExponential
FromExponentialPrimitive(ExponentialTensionSetParams) - Static method in class org.drip.spline.tension.KochLycheKvasovFamily: Implement the Basis Function Set from the Cubic Polynomial Numerator and Exponential Denominator
FromFirstPenultimateCouponDate(int, int, int, int, int, int, double, String, String, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, String, boolean, String, String, FloaterLabel, EntityCDSLabel) - Static method in class org.drip.product.params.BondStream: Construct an Instance of BondStream from the First/Penultimate Dates using the specified Parameters
FromFlatForm(double[][]) - Static method in class org.drip.measure.discrete.VertexRd: Construct a VertexRd Instance from the R^d Sequence
FromFrequency(int) - Static method in class org.drip.analytics.daycount.ActActDCParams: Construct an ActActDCParams from the specified Frequency
FromGovvieCurve(int, String, String, boolean, List<CompositePeriod>, int, int, int, GovvieCurve, double, ValuationCustomizationParams, SegmentCustomBuilderControl) - Static method in class org.drip.state.curve.DerivedZeroRate: Construct an Instance from the Govvie Curve and the related Parameters
FromGraph(DirectedGraph) - Static method in class org.drip.graph.shortestpath.FloydWarshallDistanceMatrix: Generate a FloydWarshallDistanceMatrix Instance from the specified Graph
FromGraph(DirectedGraph, boolean) - Static method in class org.drip.graph.bellmanford.EdgePartition: Generate the EdgePartition from a Graph
FromHardSearchEdges(double, double) - Static method in class org.drip.function.r1tor1solver.InitializationHeuristics: Construct an Initialization Heuristics Instance from the hard search edges
FromHyperbolicPrimitive(ExponentialTensionSetParams) - Static method in class org.drip.spline.tension.KochLycheKvasovFamily: Implement the Basis Function Set from the Hyperbolic Hat Primitive Set
FromIndependentChiSquared(R1Central[]) - Static method in class org.drip.measure.chisquare.R1Central: Generate a Consolidated Chi-squared Distribution from Independent Component Distributions
FromIRCSG(String, CalibratableComponent[]) - Static method in class org.drip.state.creator.ScenarioDiscountCurveBuilder: Create an DiscountCurveScenarioContainer Instance from the currency and the array of the calibration instruments
FromJurisdictionTypeMaturity(String, String, String, String) - Static method in class org.drip.market.exchange.TreasuryFuturesConventionContainer: Retrieve the Treasury Futures Convention from the Currency, the Type, the Sub-type, and the Maturity Tenor
FromList(List<Double>) - Static method in class org.drip.measure.statistics.UnivariateDiscreteThin: Generate a UnivariateDiscreteThin Instance from the specified List of Double's
FromMarketVertexArray(MarketVertex[]) - Static method in class org.drip.exposure.universe.MarketPath: Generate the Market Path from Market Vertex Array
FromMDY(String, String) - Static method in class org.drip.analytics.date.DateUtil: Create a JulianDate from the MDY
FromMultivariateMetrics(MultivariateMoments) - Static method in class org.drip.portfolioconstruction.params.AssetUniverseStatisticalProperties: Construct an Instance of AssetUniverseStatisticalProperties from the corresponding MultivariateMetrics Instance
FromPnLAttribution(CorrelationCategoryBetaManager, EntityCapitalAssignmentSetting, PnLAttribution, Map<String, Double>, double, double) - Static method in class org.drip.capital.allocation.EntityComponentCapital: Generate the Entity Component Capital from the PnL Attribution
FromPolar(double, double) - Static method in class org.drip.function.definition.CartesianComplexNumber: Construct the Complex Number from its Polar Representation
FromPredictorResponsePair(double, double) - Static method in class org.drip.spline.params.SegmentResponseValueConstraint: Generate a SegmentResponseValueConstraint instance from the given predictor/response pair.
FromRationalLinearPrimitive(ExponentialTensionSetParams) - Static method in class org.drip.spline.tension.KochLycheKvasovFamily: Implement the Basis Function Set from the Cubic Polynomial Numerator and Linear Rational Denominator
FromRationalQuadraticPrimitive(ExponentialTensionSetParams) - Static method in class org.drip.spline.tension.KochLycheKvasovFamily: Implement the Basis Function Set from the Cubic Polynomial Numerator and Quadratic Rational Denominator
FromRealizationArray(double[]) - Static method in class org.drip.measure.gamma.R1ConsistentEstimator: Construct and Instance of R1ConsistentEstimator from the Array of Realizations
FromRealizationArray(double[]) - Static method in class org.drip.measure.gamma.R1MaximumLikelihoodEstimator: Construct and Instance of R1MaximumLikelihoodEstimator from the Array of Realizations
FromRealizationArray(double[]) - Static method in class org.drip.measure.gamma.R1ScaleInvariantScaleParameterEstimator: Construct and Instance of R1ScaleInvariantScaleParameterEstimator from the Array of Realizations
FromSample(Sample, GapTestSetting) - Static method in class org.drip.validation.riskfactorsingle.DiscriminatoryPowerAnalyzer: Construct a DiscriminatoryPowerAnalyzer Instance from the Sample
FromSentence(String) - Static method in class org.drip.spaces.big.AnagramMapSet: Construct an AnagramMapSet Instance from the specified Sentence
FromStringSet(String, String) - Static method in class org.drip.numerical.common.Array2D: Create the Array2D Instance from a Matched String Array of X and Y
FromTenor(JulianDate, String[]) - Static method in class org.drip.analytics.support.Helper: Convert the Array of Tenors into Dates off of a Spot
FromUnitRandom(List<LatentStateLabel>, double[][]) - Static method in class org.drip.exposure.universe.LatentStateWeiner: Construct an Instance of LatentStateWeiner from the Arrays of Latent State and their Weiner Increments
FromXYDeltaArray(double[], double[], double) - Static method in class org.drip.numerical.common.Array2D: Create the Array2D Instance from a Matched Array of X and Y Deltas
FRTB(String) - Static method in class org.drip.simm.foundation.MarginEstimationSettings: Generate an FRTB Instance of MarginEstimationSettings
FRTR(JulianDate, JulianDate, double) - Static method in class org.drip.service.template.TreasuryBuilder: Construct an Instance of the French Treasury EUR FRTR Bond
fScore() - Method in class org.drip.graph.shortestpath.AugmentedVertex: Retrieve the Vertex Path F Score
fsGrossPnL() - Method in class org.drip.capital.explain.AllocatedPnLAttribution
fsGrossPnL() - Method in class org.drip.capital.explain.PnLAttribution: Retrieve the Gross VaR FS PnL
fsMap() - Method in class org.drip.capital.simulation.FSPnLDecomposition: Retrieve the FS PnL Decomposition Map
FSPnLDecomposition - Class in org.drip.capital.simulation: FSPnLDecomposition holds the Per FS PnL Decomposition.
FSPnLDecomposition(Map<String, PnLSeries>) - Constructor for class org.drip.capital.simulation.FSPnLDecomposition: FSPnLDecomposition Constructor
FSPnLDecompositionContainer - Class in org.drip.capital.simulation: FSPnLDecompositionContainer holds the Series of Decomposed FS PnL's.
FSPnLDecompositionContainer(List<FSPnLDecomposition>) - Constructor for class org.drip.capital.simulation.FSPnLDecompositionContainer: FSPnLDecompositionContainer Constructor
fsPnLDecompositionExplainMap() - Method in class org.drip.capital.explain.AllocatedPnLAttribution
fsPnLDecompositionExplainMap() - Method in class org.drip.capital.explain.PnLAttribution: Retrieve the FS PnL Decomposition Explain Map
fsPnLDecompositionList() - Method in class org.drip.capital.simulation.FSPnLDecompositionContainer: Retrieve the List of FS PnL Decomposition
fsPnLDecompositionMap() - Method in class org.drip.capital.simulation.PathPnLRealization: Retrieve the Path FS PnL Decomposition
fsTypeAdjustmentMap() - Method in class org.drip.capital.shell.VolatilityScaleContext: Retrieve the FS Type to Volatility Adjustment Map
fsTypeVolatilityAjustmentMap() - Method in class org.drip.capital.setting.HorizonTailFSPnLControl: Retrieve the FS Type Volatility Adjustment Map
FSVolatilityScaleMapping - Class in org.drip.sample.businessspec: FSVolatilityScaleMapping zeds the FS Type to their Volatility Scales.
FSVolatilityScaleMapping() - Constructor for class org.drip.sample.businessspec.FSVolatilityScaleMapping
ftdcolva() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator: Retrieve the Expected Bilateral Collateral VA
ftdcolva() - Method in class org.drip.xva.gross.ExposureAdjustmentDigest: Retrieve the Univariate Thin Statistics for Bilateral Collateral VA
ftdcva() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator: Retrieve the Expected Bilateral/FTD CVA
ftdcva() - Method in class org.drip.xva.gross.ExposureAdjustmentDigest: Retrieve the Univariate Thin Statistics for FTD CVA
FTDCVA(double) - Static method in class org.drip.xva.basel.ValueAdjustment: Construct the FTDCVA Value Adjustment Instance
ftddva() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator: Retrieve the Expected Bilateral DVA
FuchsianEquation - Class in org.drip.specialfunction.group: FuchsianEquation holds the Isomorphic Order, Coexter Singularity Index, and the Klein-4 Transformations of the 2F1 Regular Hyper-geometric Function.
FuchsianEquation(R1ToR1[]) - Constructor for class org.drip.specialfunction.group.FuchsianEquation: FuchsianEquation Constructor
fulfill(OrderFulfillment) - Method in class org.drip.oms.transaction.Order: Fill an Order Partially/Fully
fulfillScheme() - Method in class org.drip.oms.transaction.OrderFillWholeSettings: Retrieve the Fulfillment Scheme
fulfillTryLimit() - Method in class org.drip.oms.transaction.OrderFillWholeSettings: Retrieve the Fulfillment Try Limit
FULL_FRONT_PERIOD - Static variable in class org.drip.analytics.support.CompositePeriodBuilder: Period Set Generation Customization - Merge the front periods to produce a long front
fullConfidenceOutput() - Method in class org.drip.portfolioconstruction.bayesian.ProjectionImpliedConfidenceOutput: Retrieve the Full Projection Confidence Black Litterman Run Output
fullConfidenceRun() - Method in class org.drip.portfolioconstruction.bayesian.BlackLittermanCombinationEngine: Conduct a Black Litterman Run using a Theil-like Mixed Model Estimator For 100% Confidence in the Projection
fullCouponDCF() - Method in class org.drip.analytics.cashflow.ComposableUnitPeriod: Retrieve the Period Full Coupon DCF
fullCouponRate(CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.ComposableUnitPeriod: Get the Period Full Coupon Rate
fullName() - Method in class org.drip.market.otc.CreditIndexConvention: Retrieve the Full Name of the Credit Index
fullProjectionConfidenceDeviation() - Method in class org.drip.portfolioconstruction.bayesian.ProjectionImpliedConfidenceOutput: Retrieve the Full Projection Induced Equilibrium Asset Deviation Array
fullProjectionConfidenceWeight() - Method in class org.drip.portfolioconstruction.bayesian.ProjectionImpliedConfidenceOutput: Retrieve the Full Projection Induced Equilibrium Asset Weight Array
FullSuite(boolean) - Static method in class org.drip.investing.factors.TopDownSegmentRanker: Build a Full-Suite Top/Bottom Portfolio Ranker
FULLY_INVESTED_CONSTRAINT - Static variable in class org.drip.portfolioconstruction.allocator.EqualityConstraintSettings: FULLY_INVESTED_CONSTRAINT - The Mandatory Completely Invested Constraint
FullyInvested() - Static method in class org.drip.portfolioconstruction.allocator.EqualityConstraintSettings: Construct a Fully Invested Instance of EqualityConstraintSettings
fullyInvestedConstraint() - Method in class org.drip.portfolioconstruction.allocator.HoldingsAllocationControl: Retrieve the Fully Invested Equality Constraint
fullyQualifiedName() - Method in class org.drip.capital.label.BusinessRegionRiskTypeCoordinate
fullyQualifiedName() - Method in class org.drip.capital.label.CapitalSegmentCoordinate
fullyQualifiedName() - Method in class org.drip.capital.label.CapitalUnitCoordinate
fullyQualifiedName() - Method in interface org.drip.capital.label.Coordinate: Retrieve the Fully Qualified Name
fullyQualifiedName() - Method in class org.drip.capital.label.RegionRiskTypeCoordinate
fullyQualifiedName() - Method in class org.drip.market.exchange.FuturesOptions: Retrieve the Fully Qualified Name
fullyQualifiedName() - Method in class org.drip.state.identifier.CollateralLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.CSALabel
fullyQualifiedName() - Method in class org.drip.state.identifier.CustomLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.EntityCreditLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.EntityDesignateLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.FloaterLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.FundingLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.FXLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.GovvieLabel
fullyQualifiedName() - Method in interface org.drip.state.identifier.LatentStateLabel: Retrieve the Fully Qualified Name
fullyQualifiedName() - Method in class org.drip.state.identifier.OTCFixFloatLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.OvernightLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.PaydownLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.RatingLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.RepoLabel
fullyQualifiedName() - Method in class org.drip.state.identifier.VolatilityLabel
funcClassA() - Method in class org.drip.spaces.cover.CarlStephaniProductBounds: Retrieve the Function Class A
funcClassB() - Method in class org.drip.spaces.cover.CarlStephaniProductBounds: Retrieve the Function Class B
function() - Method in class org.drip.sequence.functional.EfronSteinMetrics: Retrieve the Multivariate Objective Function
function() - Method in class org.drip.spaces.rxtor1.NormedR1ToNormedR1: Retrieve the Underlying R1ToR1 Function
function() - Method in class org.drip.spaces.rxtor1.NormedRdToNormedR1: Retrieve the Underlying RdToR1 Function
function() - Method in class org.drip.spaces.rxtord.NormedR1ToNormedRd: Retrieve the Underlying R1ToRd Function
function() - Method in class org.drip.spaces.rxtord.NormedRdToNormedRd: Retrieve the Underlying RdToRd Function
function() - Method in class org.drip.xva.derivative.TerminalPayout: Retrieve the R¹ To R¹ Pay-out Function
functionClass() - Method in class org.drip.function.r1tor1.FunctionClassSupremum: Retrieve the Class of Functions
functionClass() - Method in interface org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator: Retrieve the Underlying Learner Function Class
functionClass() - Method in class org.drip.learning.rxtor1.GeneralizedLearner
FunctionClassCoveringBounds - Interface in org.drip.spaces.cover: FunctionClassCoveringBounds implements the estimate Lower/Upper Bounds and/or Absolute Values of the Covering Number for the Function Class.
FunctionClassSupremum - Class in org.drip.function.r1tor1: FunctionClassSupremum implements the Univariate Function that corresponds to the Supremum among the specified Class of Functions.
FunctionClassSupremum(R1ToR1[]) - Constructor for class org.drip.function.r1tor1.FunctionClassSupremum: FunctionClassSupremum Cnstructor
functionR1ToR1Set() - Method in class org.drip.spaces.functionclass.NormedR1ToNormedR1Finite: Retrieve the Finite Class of R¹ To R¹ Functions
functionRdToR1Set() - Method in class org.drip.spaces.functionclass.NormedRdToNormedR1Finite: Retrieve the Finite Class of R^d To R¹ Functions
functionSequenceMetrics(R1ToR1) - Method in class org.drip.sequence.metrics.SingleSequenceAgnosticMetrics: Generate the Metrics for the Univariate Function Sequence
FunctionSet - Class in org.drip.spline.basis: FunctionSet implements the basis spline function set.
FunctionSet(R1ToR1[]) - Constructor for class org.drip.spline.basis.FunctionSet: FunctionSet Constructor
FunctionSetBuilder - Class in org.drip.spline.basis: FunctionSetBuilder implements the basis set and spline builder for the following types of splines: Construct Exponential Tension Basis Function Set Construct Hyperbolic Tension Basis Function Set Construct Polynomial Basis Function Set Construct Bernstein Polynomial Basis Function Set Construct KaklisPandelis from the polynomial tension basis function set Construct the Exponential Rational Basis Set Construct the Exponential Mixture Basis Set Construct the BSpline Basis Function Set This elastic coefficients for the segment using Ck basis splines inside [0,...,1) - Globally [x_0,...,x_1) are extracted for: y = Estimator (Ck, x) * ShapeControl (x) where x is the normalized ordinate mapped as x becomes (x - x_i-1) / (x_i - x_i-1) The inverse quadratic/rational spline is a typical shape controller spline used.
FunctionSetBuilder() - Constructor for class org.drip.spline.basis.FunctionSetBuilder
FunctionSetBuilderParams - Interface in org.drip.spline.basis: FunctionSetBuilderParams is an empty stub class whose derived implementations hold the per segment basis set parameters.
functionSpaces() - Method in class org.drip.spaces.functionclass.NormedRxToNormedR1Finite: Retrieve the Array of Function Spaces in the Class
functionSpaces() - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite: Retrieve the Array of Function Spaces in the Class
FunctionSupremumUnivariateRandom - Class in org.drip.sequence.functional: FunctionSupremumUnivariateRandom contains the Implementation of the FunctionClassSupremum Objective Function dependent on Univariate Random Variable.
FunctionSupremumUnivariateRandom(R1ToR1[], R1Univariate) - Constructor for class org.drip.sequence.functional.FunctionSupremumUnivariateRandom: FunctionSupremumUnivariateRandom Constructor
FundamentalConstants - Class in org.drip.dynamics.physical: FundamentalConstants holds the Fundamental Constants of the Physical Processes.
FundamentalConstants() - Constructor for class org.drip.dynamics.physical.FundamentalConstants
fundamentalCycleEdgeSet(Tree) - Method in class org.drip.graph.core.DirectedGraph: Retrieve the Set of the Fundamental Cycles using the Spanning Tree
FundamentalGroupPathExponent2F1 - Class in org.drip.specialfunction.group: FundamentalGroupPathExponent2F1 holds the Exponents of the Monodromy Loop Paths around the Singular Points 0, 1, and Infinity.
FundamentalGroupPathExponent2F1(double, double, double) - Constructor for class org.drip.specialfunction.group.FundamentalGroupPathExponent2F1: FundamentalGroupPathExponent2F1 Constructor
FundConventionFromJurisdiction(String) - Static method in class org.drip.market.otc.OvernightFixedFloatContainer: Retrieve the Fix-Float Overnight Fund Convention for the specified Jurisdiction
funding() - Method in class org.drip.exposure.evolver.LatentStateVertexContainer: Retrieve the Funding Latent State Node Container
funding() - Method in interface org.drip.xva.hypothecation.CollateralGroupVertexExposureComponent: Retrieve the Funding Exposure of the Collateral Group
funding() - Method in class org.drip.xva.vertex.AlbaneseAndersen
funding() - Method in class org.drip.xva.vertex.BurgardKjaer
funding() - Method in class org.drip.xva.vertex.BurgardKjaerExposure
funding(FundingLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer: Retrieve the Funding Latent State
funding(FundingLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer: Retrieve of Labeled Funding
funding01UpCSQC() - Method in class org.drip.service.scenario.BondReplicator: Retrieve the CSQC built out of the Funding Curve Flat Bumped 1 bp
fundingBaseCSQC() - Method in class org.drip.service.scenario.BondReplicator: Retrieve the CSQC built out of the Base Funding Curve
FundingBasisEvolver - Class in org.drip.exposure.csadynamics: FundingBasisEvolver implements a Two Factor Stochastic Funding Model Evolver with a Log Normal Forward Process and a Mean Reverting Diffusion Process for the Funding Spread.
FundingBasisEvolver(DiffusionEvaluatorLogarithmic, DiffusionEvaluatorMeanReversion, double) - Constructor for class org.drip.exposure.csadynamics.FundingBasisEvolver: FundingBasisEvolver Constructor
fundingBenefitAdjustment() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment
fundingBenefitAdjustment() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment
fundingBenefitAdjustment() - Method in interface org.drip.xva.gross.PathExposureAdjustment: Compute Path Funding Benefit Adjustment
fundingBenefitAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Path Funding Benefit Adjustment
fundingBenefitAdjustment() - Method in class org.drip.xva.strategy.AlbaneseAndersenFundingGroupPath
fundingCostAdjustment() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment
fundingCostAdjustment() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment
fundingCostAdjustment() - Method in interface org.drip.xva.gross.PathExposureAdjustment: Compute Path Funding Cost Adjustment
fundingCostAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Path Funding Cost Adjustment
fundingCostAdjustment() - Method in class org.drip.xva.strategy.AlbaneseAndersenFundingGroupPath
FundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String, int) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Funding Curve Based off of the Input Exchange/OTC Market Instruments
FundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String, SegmentCustomBuilderControl) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct a Funding Curve Based off of the Input Exchange/OTC Market Instruments Using the specified Spline
FundingCurveAPI - Class in org.drip.service.state: FundingCurveAPI computes the Metrics associated the Funding Curve State.
FundingCurveAPI() - Constructor for class org.drip.service.state.FundingCurveAPI
FundingCurveMetrics - Class in org.drip.historical.state: FundingCurveMetrics holds the computed Metrics associated the Funding Curve State.
FundingCurveMetrics(JulianDate) - Constructor for class org.drip.historical.state.FundingCurveMetrics: FundingCurveMetrics Constructor
FundingCurveQuoteSensitivity - Class in org.drip.sample.sensitivity: FundingCurveQuoteSensitivity demonstrates the calculation of the Funding curve sensitivity to the calibration instrument quotes.
FundingCurveQuoteSensitivity() - Constructor for class org.drip.sample.sensitivity.FundingCurveQuoteSensitivity
fundingDebtAdjustment() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment
fundingDebtAdjustment() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment
fundingDebtAdjustment() - Method in interface org.drip.xva.gross.PathExposureAdjustment: Compute Path Funding Debt Adjustment
fundingDebtAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Path Funding Debt Adjustment
fundingDebtAdjustment() - Method in class org.drip.xva.strategy.AlbaneseAndersenFundingGroupPath
FundingDeposit(JulianDate, String, String) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Construct an OTC Funding Deposit Instrument from the Spot Date and the Maturity Tenor
FundingDeposit(JulianDate, String, String[]) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Construct an Array of OTC Funding Deposit Instruments from their corresponding Maturity Tenors
FundingDepositFutures(JulianDate, String, String[], int) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Construct an Array of OTC Funding Deposit and Futures Instruments
fundingEuroDollarCSQC() - Method in class org.drip.service.scenario.BondReplicator: Retrieve the CSQC built out of the Base Euro Dollar Curve
fundingExists(FundingLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer: Indicate if the Funding Latent State Exists
fundingExposure() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator: Retrieve the Array of Funding Exposures
fundingExposure() - Method in class org.drip.xva.gross.ExposureAdjustmentDigest: Retrieve the Univariate Thin Statistics for the Funding Exposure
fundingExposurePV() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator: Retrieve the Array of Funding Exposure PV
fundingExposurePV() - Method in class org.drip.xva.gross.ExposureAdjustmentDigest: Retrieve the Univariate Thin Statistics for the Funding Exposure PV
FundingFixFloatMarksReconstitutor - Class in org.drip.feed.transformer: FundingFixFloatMarksReconstitutor transforms the Funding Instrument Manifest Measures (e.g., Forward Rate for Deposits, Forward Rate for Futures, and Swap Rates for Fix/Float Swap) Feed Inputs into Formats appropriate for Funding Curve Construction and Measure Generation.
FundingFixFloatMarksReconstitutor() - Constructor for class org.drip.feed.transformer.FundingFixFloatMarksReconstitutor
fundingFlatBump(BasketProduct, boolean) - Method in class org.drip.param.definition.ScenarioMarketParams: Get the Map of Funding Parallel Bumped Curves for the given Basket Product
fundingFlatBump(BasketProduct, boolean) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.credit.BondComponent
fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.credit.CDSComponent
fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.definition.CalibratableComponent: Generate the Calibratable Linearized Predictor/Response Constraint Weights for the merged Funding and Forward Latent States from the Component's Cash Flows.
fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.fx.FXForwardComponent
fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.option.OptionComponent
fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.FixFloatComponent
fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.FloatFloatComponent
fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.RatesBasket
fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.SingleStreamComponent
fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.Stream: Generate the State Loading Constraints for the Merged Forward/Funding Latent State
fundingFundingCorrelation(FundingLabel, FundingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Pair of Funding Latent States
FundingFuturesAPI - Class in org.drip.service.product: FundingFuturesAPI contains the Functionality associated with the Horizon Analysis of the Funding Futures.
FundingFuturesAPI() - Constructor for class org.drip.service.product.FundingFuturesAPI
FundingFuturesClosesReconstitutor - Class in org.drip.feed.transformer: FundingFuturesClosesReconstitutor transforms the Funding Futures Closes- Feed Inputs into Formats suitable for Valuation Metrics and Sensitivities Generation.
FundingFuturesClosesReconstitutor() - Constructor for class org.drip.feed.transformer.FundingFuturesClosesReconstitutor
fundingFX() - Method in class org.drip.analytics.output.CompositePeriodCouponMetrics: Retrieve the Funding/FX Convexity Adjustment
fundingFX() - Method in class org.drip.analytics.output.ConvexityAdjustment: Retrieve the Funding/FX Convexity Adjustment
fundingFXCorrelation(FundingLabel, FXLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Funding and the FX Latent States
fundingGovvieCorrelation(FundingLabel, GovvieLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Funding and the Govvie Latent States
fundingGroup(String) - Method in class org.drip.xva.topology.Adiabat: Retrieve the Funding Group identified by the ID
FundingGroup - Class in org.drip.xva.topology: FundingGroup represents an Aggregation of Credit Debt Groups with a common Funding Group Specification.
FundingGroup(String, String, FundingGroupSpecification) - Constructor for class org.drip.xva.topology.FundingGroup: FundingGroup Constructor
FundingGroupBilateralCSA - Class in org.drip.sample.xvastrategy: FundingGroupBilateralCSA demonstrates the Simulation Run of the Funding Group Exposure using the "Bilateral CSA" Funding Strategy laid out in Burgard and Kjaer (2013).
FundingGroupBilateralCSA() - Constructor for class org.drip.sample.xvastrategy.FundingGroupBilateralCSA
FundingGroupHedgeError - Class in org.drip.sample.xvastrategy: FundingGroupHedgeError demonstrates the Simulation Run of the Funding Group Exposure using the "Hedge Error" Funding Strategy laid out in Burgard and Kjaer (2013).
FundingGroupHedgeError() - Constructor for class org.drip.sample.xvastrategy.FundingGroupHedgeError
fundingGroupMap() - Method in class org.drip.xva.topology.Adiabat: Retrieve the Funding Group Map
FundingGroupPath - Class in org.drip.xva.netting: FundingGroupPath holds up the Strategy Abstract Realizations of the Sequence in a Single Path Projection Run over Multiple Collateral Groups onto a Single Funding Group - the Purpose being to calculate Funding Valuation Adjustments.
FundingGroupPerfectReplication - Class in org.drip.sample.xvastrategy: FundingGroupPerfectReplication demonstrates the Simulation Run of the Funding Group Exposure using the "Perfect Replication" Funding Strategy laid out in Burgard and Kjaer (2013).
FundingGroupPerfectReplication() - Constructor for class org.drip.sample.xvastrategy.FundingGroupPerfectReplication
FundingGroupSemiReplication - Class in org.drip.sample.xvastrategy: FundingGroupSemiReplication demonstrates the Simulation Run of the Funding Group Exposure using the "Semi Replication" Funding Strategy laid out in Burgard and Kjaer (2013).
FundingGroupSemiReplication() - Constructor for class org.drip.sample.xvastrategy.FundingGroupSemiReplication
FundingGroupSetOff - Class in org.drip.sample.xvastrategy: FundingGroupSetOff demonstrates the Simulation Run of the Funding Group Exposure using the "Set Off" Funding Strategy laid out in Burgard and Kjaer (2013).
FundingGroupSetOff() - Constructor for class org.drip.sample.xvastrategy.FundingGroupSetOff
fundingGroupSpecification() - Method in class org.drip.xva.proto.PositionSchemaSpecification: Retrieve the Funding Group Specification
fundingGroupSpecification() - Method in class org.drip.xva.topology.FundingGroup: Retrieve the Funding Group Specification
FundingGroupSpecification - Class in org.drip.xva.proto: FundingGroupSpecification contains the Specification Base of a Named Funding Group.
FundingGroupSpecification(String, String, EntityFundingLabel, EntityFundingLabel, EntityFundingLabel) - Constructor for class org.drip.xva.proto.FundingGroupSpecification: FundingGroupSpecification Constructor
fundingGroupTrajectoryPathArray() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment: Retrieve the Array of the Funding Group Trajectory Paths
FundingGroupUnilateralCSA - Class in org.drip.sample.xvastrategy: FundingGroupUnilateralCSA demonstrates the Simulation Run of the Funding Group Exposure using the "Unilateral CSA" Funding Strategy laid out in Burgard and Kjaer (2013).
FundingGroupUnilateralCSA() - Constructor for class org.drip.sample.xvastrategy.FundingGroupUnilateralCSA
fundingLabel() - Method in class org.drip.analytics.cashflow.Bullet: Return the Funding Label
fundingLabel() - Method in class org.drip.analytics.cashflow.CompositePeriod: Return the Funding Label
fundingLabel() - Method in class org.drip.analytics.output.BulletMetrics: Retrieve the Funding Label
fundingLabel() - Method in class org.drip.dynamics.hjm.MultiFactorStateEvolver: Retrieve the Funding Label
fundingLabel() - Method in class org.drip.dynamics.hullwhite.SingleFactorStateEvolver: Retrieve the Funding Label
fundingLabel() - Method in class org.drip.dynamics.lmm.ContinuousForwardRateEvolver: Retrieve the Funding Label
fundingLabel() - Method in class org.drip.dynamics.lmm.LognormalLIBORCurveEvolver: Retrieve the Funding Label
fundingLabel() - Method in class org.drip.dynamics.lmm.LognormalLIBORPointEvolver: Retrieve the Funding Label
fundingLabel() - Method in class org.drip.product.calib.ProductQuoteSet: Retrieve the Funding Latent State Label, if it exists
fundingLabel() - Method in class org.drip.product.credit.BondComponent
fundingLabel() - Method in class org.drip.product.credit.CDSComponent
fundingLabel() - Method in interface org.drip.product.definition.BasketMarketParamRef: Get the Array of Funding Curve Latent State Labels
fundingLabel() - Method in class org.drip.product.definition.BasketProduct
fundingLabel() - Method in interface org.drip.product.definition.ComponentMarketParamRef: Get the Funding Curve Latent State Label
fundingLabel() - Method in class org.drip.product.fx.FXForwardComponent
fundingLabel() - Method in class org.drip.product.govvie.TreasuryFutures
fundingLabel() - Method in class org.drip.product.option.OptionComponent
fundingLabel() - Method in class org.drip.product.rates.FixFloatComponent
fundingLabel() - Method in class org.drip.product.rates.FloatFloatComponent
fundingLabel() - Method in class org.drip.product.rates.RatesBasket
fundingLabel() - Method in class org.drip.product.rates.SingleStreamComponent
fundingLabel() - Method in class org.drip.product.rates.Stream: Retrieve the Funding Label
FundingLabel - Class in org.drip.state.identifier: FundingLabel contains the Identifier Parameters referencing the Latent State of the named Funding Discount Curve.
fundingMap() - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer: Retrieve the Funding Evolver Map
FundingNativeForwardReconciler - Class in org.drip.sample.multicurve: FundingNativeForwardReconciler demonstrates the Construction of the Forward Curve Native to the Discount Curve across different Tenors, and display their Reconciliation.
FundingNativeForwardReconciler() - Constructor for class org.drip.sample.multicurve.FundingNativeForwardReconciler
fundingNumeraireProcess(String) - Method in class org.drip.exposure.csadynamics.FundingBasisEvolver: Generate the Funding Numeraire Diffusion Process
fundingOvernightCorrelation(FundingLabel, OvernightLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Funding and the Overnight Latent States
fundingPaydownCorrelation(FundingLabel, PaydownLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Funding and the Pay-down Latent States
fundingPRWC(int, CurveSurfaceQuoteContainer, ProductQuoteSet) - Method in class org.drip.analytics.cashflow.Bullet: Generate the Funding Predictor/Response Constraint
fundingPRWC(int, CurveSurfaceQuoteContainer, ProductQuoteSet) - Method in class org.drip.analytics.cashflow.CompositePeriod: Generate the Funding Predictor/Response Constraint
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.credit.BondComponent
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.credit.CDSComponent
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.definition.CalibratableComponent: Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Funding Curve Discount Factor Latent State from the Component's Cash Flows.
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.fra.FRAStandardComponent
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.fx.FXForwardComponent
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.option.OptionComponent
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.FixFloatComponent
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.FloatFloatComponent
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.RatesBasket
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.SingleStreamComponent
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.Stream: Generate the State Loading Constraints for the Funding Latent State
fundingRatingCorrelation(FundingLabel, RatingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Funding and the Rating Latent States
fundingRecoveryCorrelation(FundingLabel, EntityRecoveryLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Funding and the Recovery Latent States
fundingRepoCorrelation(FundingLabel, RepoLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface between the Funding and the Repo Latent States
fundingSegmentPaths() - Method in class org.drip.exposure.holdings.PositionGroupContainer: Retrieve the Array of Position Groups Collected into Funding Group Collateral Vertex Paths
fundingSegments() - Method in class org.drip.exposure.holdings.PositionGroupContainer: Retrieve the Position Groups Sorted into Funding Group Segments
fundingSpreadEvolver() - Method in class org.drip.exposure.csadynamics.FundingBasisEvolver: Retrieve the Funding Spread Diffusion Evolver
fundingSpreadNumeraireProcess(String) - Method in class org.drip.exposure.csadynamics.FundingBasisEvolver: Generate the Funding Spread Numeraire Diffusion Process
fundingState() - Method in class org.drip.service.api.FixFloatFundingInstrument: Retrieve the Funding State
fundingState(FundingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Funding Latent State Corresponding to the Label
FundingState - Class in org.drip.template.state: FundingState sets up the Calibration of the Funding Latent State and examine the Emitted Metrics.
FundingState() - Constructor for class org.drip.template.state.FundingState
FundingStateClient - Class in org.drip.sample.service: FundingStateClient demonstrates the Invocation and Examination of the JSON-based Funding Service Client.
FundingStateClient() - Constructor for class org.drip.sample.service.FundingStateClient
FundingStateShifted - Class in org.drip.template.statebump: FundingStateShifted generates a Sequence of Tenor Bumped Funding Curves.
FundingStateShifted() - Constructor for class org.drip.template.statebump.FundingStateShifted
FundingStretchSpec(String, CalibratableComponent[], String[], double[]) - Static method in class org.drip.state.estimator.LatentStateStretchBuilder: Construct a Funding Latent State Stretch Spec Instance
FundingStretchSpec(String, CalibratableComponent[], String, double[]) - Static method in class org.drip.state.estimator.LatentStateStretchBuilder: Construct a Funding Latent State Stretch Spec Instance
fundingTenorBump(BasketProduct, boolean) - Method in class org.drip.param.definition.ScenarioMarketParams: Get the Double Map of Funding Tenor Bumped Curves for each Funding Curve for the given Basket Product
fundingTenorBump(BasketProduct, boolean) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
fundingTenorCSQCDown() - Method in class org.drip.service.scenario.BondReplicator: Retrieve the Map of the Tenor Bumped Down Instances of the Funding Curve CSQC
fundingTenorCSQCUp() - Method in class org.drip.service.scenario.BondReplicator: Retrieve the Map of the Tenor Bumped Up Instances of the Funding Curve CSQC
fundingTenorMarketParams(Component, boolean) - Method in class org.drip.param.definition.ScenarioMarketParams: Get the Map of Funding Tenor Bumped Market Parameters corresponding to the Component
fundingTenorMarketParams(Component, boolean) - Method in class org.drip.param.market.CurveSurfaceScenarioContainer
fundingTransferPricing() - Method in class org.drip.xva.basel.OTCAccountingPolicy: Retrieve the Funding Transfer Pricing
fundingValueAdjustment() - Method in class org.drip.xva.gross.GroupPathExposureAdjustment
fundingValueAdjustment() - Method in class org.drip.xva.gross.MonoPathExposureAdjustment
fundingValueAdjustment() - Method in interface org.drip.xva.gross.PathExposureAdjustment: Compute Path Funding Value Adjustment
fundingValueAdjustment() - Method in class org.drip.xva.netting.FundingGroupPath: Compute Path Funding Value Adjustment
fundingValueAdjustment() - Method in class org.drip.xva.strategy.AlbaneseAndersenFundingGroupPath
fundingVolatility(FundingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Volatility Curve for the Funding Latent State Label
Fuqing - Class in org.drip.sample.bondeos: Fuqing demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Fuqing.
Fuqing() - Constructor for class org.drip.sample.bondeos.Fuqing
Fushun - Class in org.drip.sample.bondeos: Fushun demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Fushun.
Fushun() - Constructor for class org.drip.sample.bondeos.Fushun
futureQuote() - Method in class org.drip.service.api.DiscountCurveInputInstrument: Retrieve the Array of Future Quotes
FuturesComponentQuoteSet - Class in org.drip.product.calib: FuturesComponentQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the Short-term Interest Rate Futures Component.
FuturesComponentQuoteSet(LatentStateSpecification[]) - Constructor for class org.drip.product.calib.FuturesComponentQuoteSet: FuturesComponentQuoteSet Constructor
FuturesHelper - Class in org.drip.analytics.support: FuturesHelper contains the Collection of the Futures Valuation related Utility Functions.
FuturesHelper() - Constructor for class org.drip.analytics.support.FuturesHelper
FuturesIndex() - Method in class org.drip.market.exchange.TreasuryFuturesOptionConvention: Retrieve the Treasury Futures Index
FuturesOption(JulianDate, ForwardLabel, double, String, boolean, CashSettleParams) - Static method in class org.drip.product.creator.SingleStreamOptionBuilder: Create a Standard Futures Option
FuturesOptions - Class in org.drip.market.exchange: FuturesOptions contains the details of the exchange-traded Short-Term Futures Options Contracts.
FuturesOptions(String, String) - Constructor for class org.drip.market.exchange.FuturesOptions: FuturesOptions Constructor
FuturesOptionsContainer - Class in org.drip.market.exchange: FuturesOptionsContainer holds the short term futures options contracts.
FuturesOptionsContainer() - Constructor for class org.drip.market.exchange.FuturesOptionsContainer
futuresQuote() - Method in class org.drip.service.scenario.BondReplicator: Retrieve the Array of Futures Instrument Quotes
futureTenor() - Method in class org.drip.service.api.DiscountCurveInputInstrument: Retrieve the Array of Future Tenors
futureValueDistribution(double, double) - Method in class org.drip.dynamics.meanreverting.R1CIRStochasticEvolver
futureValueDistribution(double, double) - Method in class org.drip.dynamics.process.R1StochasticEvolver: Generate the Future Value Distribution at Time t
Fuxin - Class in org.drip.sample.bondeos: Fuxin demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Fuxin.
Fuxin() - Constructor for class org.drip.sample.bondeos.Fuxin
Fuyang - Class in org.drip.sample.bondeos: Fuyang demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Fuyang.
Fuyang() - Constructor for class org.drip.sample.bondeos.Fuyang
Fuzhou - Class in org.drip.sample.bondeos: Fuzhou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Fuzhou.
Fuzhou() - Constructor for class org.drip.sample.bondeos.Fuzhou
FV1 - Class in org.drip.sample.treasuryfuturesapi: FV1 demonstrates the Invocation and Examination of the FV1 5Y UST Treasury Futures.
FV1() - Constructor for class org.drip.sample.treasuryfuturesapi.FV1
FV1_05Y - Class in org.drip.template.ust: FV1_05Y demonstrates the Details behind the Implementation and the Pricing of the 5Y FV1 UST Futures Contract.
FV1_05Y() - Constructor for class org.drip.template.ust.FV1_05Y
FV1Attribution - Class in org.drip.sample.treasuryfuturespnl: FV1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the FV1 Series.
FV1Attribution() - Constructor for class org.drip.sample.treasuryfuturespnl.FV1Attribution
FV1ClosesReconstitutor - Class in org.drip.sample.treasuryfuturesfeed: FV1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formated FV1 Closes Feed.
FV1ClosesReconstitutor() - Constructor for class org.drip.sample.treasuryfuturesfeed.FV1ClosesReconstitutor
FV1KeyRateDuration - Class in org.drip.sample.treasuryfuturesrisk: FV1KeyRateDuration demonstrates the Computation of the Key Rate Duration for the FV1 Treasury Futures.
FV1KeyRateDuration() - Constructor for class org.drip.sample.treasuryfuturesrisk.FV1KeyRateDuration
fva() - Method in class org.drip.xva.gross.ExposureAdjustmentAggregator: Retrieve the Expected FVA
fva() - Method in class org.drip.xva.gross.ExposureAdjustmentDigest: Retrieve the Univariate Thin Statistics for FVA
FVA(double) - Static method in class org.drip.xva.basel.ValueAdjustment: Construct the FVA Value Adjustment Instance
fwdMetric() - Method in class org.drip.service.api.InstrMetric: Retrieve the Forward Metric
fx() - Method in class org.drip.analytics.output.BulletMetrics: Retrieve the Terminal FX Rate
fx() - Method in class org.drip.exposure.evolver.LatentStateVertexContainer: Retrieve the FX Latent State Node Container
fx() - Method in class org.drip.service.scenario.BondReplicator: Retrieve the FX Rate
fx(int) - Method in class org.drip.state.curve.BasisSplineFXForward
fx(int) - Method in class org.drip.state.fx.FXCurve: Calculate the FX Forward to the given Date
fx(int) - Method in class org.drip.state.nonlinear.FlatForwardFXCurve
fx(String) - Method in class org.drip.state.fx.FXCurve: Calculate the FX Forward to the given date
fx(JulianDate) - Method in class org.drip.state.fx.FXCurve: Calculate the FX Forward to the given date
fx(CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.Bullet: Coupon Period FX
fx(CurveSurfaceQuoteContainer) - Method in class org.drip.analytics.cashflow.CompositePeriod: Coupon Period FX
fx(FXLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer: Retrieve the FX Latent State
fx(FXLabel) - Method in class org.drip.exposure.evolver.LatentStateVertexContainer: Retrieve of Labeled FX
FX - Static variable in class org.drip.investing.factors.RiskPremiumCategory: FX Risk
FX - Static variable in class org.drip.simm.common.Chargram: The FX Digram FX
FX_LOCAL_MARKETS - Static variable in class org.drip.capital.definition.Product: FX_Local_Markets Product
FX_QM_FORWARD_OUTRIGHT - Static variable in class org.drip.analytics.definition.LatentStateStatic: FX Latent State Quantification Metric - FX Forward Outright
FX20 - Class in org.drip.sample.simmsettings: FX20 demonstrates the Extraction and Display of ISDA SIMM 2.0 FX Bucket Risk Weights, Correlations, and Systemics.
FX20() - Constructor for class org.drip.sample.simmsettings.FX20
FX21 - Class in org.drip.sample.simmsettings: FX21 demonstrates the Extraction and Display of ISDA SIMM 2.1 FX Bucket Risk Weights, Correlations, and Systemics.
FX21() - Constructor for class org.drip.sample.simmsettings.FX21
FX24 - Class in org.drip.sample.simmsettings: FX24 demonstrates the Extraction and Display of ISDA SIMM 2.4 FX Bucket Risk Weights, Correlations, and Systemics.
FX24() - Constructor for class org.drip.sample.simmsettings.FX24
FXBasisCalibrator(FXForwardComponent) - Constructor for class org.drip.product.fx.FXForwardComponent.FXBasisCalibrator: Constructor: Construct the basis calibrator from the FXForward parent
fxChange() - Method in class org.drip.capital.systemicscenario.CreditSpreadEvent: Retrieve the FX Change Criterion
FXClassMargin20 - Class in org.drip.sample.simmfx: FXClassMargin20 illustrates the Computation of the ISDA 2.0 Aggregate Margin for across a Group of FX Bucket Exposure Sensitivities.
FXClassMargin20() - Constructor for class org.drip.sample.simmfx.FXClassMargin20
FXClassMargin21 - Class in org.drip.sample.simmfx: FXClassMargin21 illustrates the Computation of the ISDA 2.1 Aggregate Margin for across a Group of FX Bucket Exposure Sensitivities.
FXClassMargin21() - Constructor for class org.drip.sample.simmfx.FXClassMargin21
FXClassMargin24 - Class in org.drip.sample.simmfx: FXClassMargin24 illustrates the Computation of the ISDA 2.4 Aggregate Margin for across a Group of FX Bucket Exposure Sensitivities.
FXClassMargin24() - Constructor for class org.drip.sample.simmfx.FXClassMargin24
fxCode() - Method in class org.drip.product.fx.ComponentPair: Retrieve the FX Code
FXCrossGroupPrincipal - Class in org.drip.sample.simmvariance: FXCrossGroupPrincipal demonstrates the Computation of the Cross FX Bucket Principal Component Co-variance using the FX Risk Group Principal Component.
FXCrossGroupPrincipal() - Constructor for class org.drip.sample.simmvariance.FXCrossGroupPrincipal
FXCurrencyPairConventions - Class in org.drip.sample.fx: FXCurrencyPairConventions demonstrates the accessing of the Standard FX Currency Order and Currency Pair Conventions.
FXCurrencyPairConventions() - Constructor for class org.drip.sample.fx.FXCurrencyPairConventions
FXCurvatureMargin20 - Class in org.drip.sample.simmfx: FXCurvatureMargin20 demonstrates the Construction of a Portfolio of FX Curvature Sensitivities and their eventual SIMM 2.0 Margin Computation.
FXCurvatureMargin20() - Constructor for class org.drip.sample.simmfx.FXCurvatureMargin20
FXCurvatureMargin21 - Class in org.drip.sample.simmfx: FXCurvatureMargin21 demonstrates the Construction of a Portfolio of FX Curvature Sensitivities and their eventual SIMM 2.1 Margin Computation.
FXCurvatureMargin21() - Constructor for class org.drip.sample.simmfx.FXCurvatureMargin21
FXCurvatureMargin24 - Class in org.drip.sample.simmfx: FXCurvatureMargin24 demonstrates the Construction of a Portfolio of FX Curvature Sensitivities and their eventual SIMM 2.4 Margin Computation.
FXCurvatureMargin24() - Constructor for class org.drip.sample.simmfx.FXCurvatureMargin24
FXCurve - Class in org.drip.state.fx: FXCurve is the Stub for the FX Curve for the specified Currency Pair.
FXCurve(JulianDate, CurrencyPair, String[], double[], String, double, int) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct an FX Curve from the FX Forward Instruments
FXCurve(JulianDate, CurrencyPair, String[], double[], String, double, SegmentCustomBuilderControl) - Static method in class org.drip.service.template.LatentMarketStateBuilder: Construct an FX Curve from the FX Forward Instruments
FXDeltaMargin20 - Class in org.drip.sample.simmfx: FXDeltaMargin20 demonstrates the Construction of a Portfolio of FX Delta Sensitivities and their eventual SIMM 2.0 Margin Computation.
FXDeltaMargin20() - Constructor for class org.drip.sample.simmfx.FXDeltaMargin20
FXDeltaMargin21 - Class in org.drip.sample.simmfx: FXDeltaMargin21 demonstrates the Construction of a Portfolio of FX Delta Sensitivities and their eventual SIMM 2.1 Margin Computation.
FXDeltaMargin21() - Constructor for class org.drip.sample.simmfx.FXDeltaMargin21
FXDeltaMargin24 - Class in org.drip.sample.simmfx: FXDeltaMargin24 demonstrates the Construction of a Portfolio of FX Delta Sensitivities and their eventual SIMM 2.4 Margin Computation.
FXDeltaMargin24() - Constructor for class org.drip.sample.simmfx.FXDeltaMargin24
fxExists(FXLabel) - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer: Indicate if the FX Latent State Exists
fxFixingDate() - Method in class org.drip.analytics.cashflow.Bullet: Retrieve the Period FX Fixing Date
fxFixingDate() - Method in class org.drip.analytics.cashflow.CompositePeriod: Return the Period FX Fixing Date
fxFixingSetting() - Method in class org.drip.param.period.CompositePeriodSetting: Retrieve the FX Fixing Setting
fxFixingSetting() - Method in class org.drip.product.fx.ComponentPair: Retrieve the FX Fixing Setting
fxForward(ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, double, boolean) - Method in class org.drip.product.fx.FXForwardComponent: Imply the FX Forward
FXForward(JulianDate, CurrencyPair, String) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Create an OTC FX Forward Component
FXForward(JulianDate, CurrencyPair, String[]) - Static method in class org.drip.service.template.OTCInstrumentBuilder: Create an Array of OTC FX Forward Components
FXForwardComponent - Class in org.drip.product.fx: FXForwardComponent contains the Standard FX forward Component contract details - the effective date, the maturity date, the currency pair and the product code.
FXForwardComponent(String, CurrencyPair, int, int, double, CashSettleParams) - Constructor for class org.drip.product.fx.FXForwardComponent: Create an FXForwardComponent from the currency pair, the effective and the maturity dates
FXForwardComponent.FXBasisCalibrator - Class in org.drip.product.fx
FXForwardQuoteSet - Class in org.drip.product.calib: FXForwardQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the FX Forward Component.
FXForwardQuoteSet(LatentStateSpecification[]) - Constructor for class org.drip.product.calib.FXForwardQuoteSet: FXForwardQuoteSet Constructor
FXFoundationMarginComparison - Class in org.drip.sample.simmcurvature: FXFoundationMarginComparison illustrates the Comparison of the FX Margin Estimates using different Schemes for Calculating the Position-Bucket Curvature Margin.
FXFoundationMarginComparison() - Constructor for class org.drip.sample.simmcurvature.FXFoundationMarginComparison
fxFXCorrelation(FXLabel, FXLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface for the specified FX Latent State Label Set
fxFXLoading(FXLabel) - Method in class org.drip.analytics.output.BulletMetrics: Retrieve the FX Loading Coefficient for the specified FX Latent State
fxGovvieCorrelation(FXLabel, GovvieLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface for the specified FX and the Govvie Latent States
fxLabel() - Method in class org.drip.analytics.cashflow.Bullet: Return the FX Label
fxLabel() - Method in class org.drip.analytics.cashflow.CompositePeriod: Return the FX Label
fxLabel() - Method in class org.drip.analytics.output.BulletMetrics: Retrieve the FX Label
fxLabel() - Method in class org.drip.product.calib.ProductQuoteSet: Retrieve the FX Latent State Label, if it exists
fxLabel() - Method in class org.drip.product.credit.BondComponent
fxLabel() - Method in class org.drip.product.credit.CDSComponent
fxLabel() - Method in interface org.drip.product.definition.BasketMarketParamRef: Get the Array of the FX Latent State Identifier Labels
fxLabel() - Method in class org.drip.product.definition.BasketProduct
fxLabel() - Method in interface org.drip.product.definition.ComponentMarketParamRef: Get the Map of FX Latent State Identifier Labels
fxLabel() - Method in class org.drip.product.fx.ComponentPair
fxLabel() - Method in class org.drip.product.fx.FXForwardComponent
fxLabel() - Method in class org.drip.product.govvie.TreasuryFutures
fxLabel() - Method in class org.drip.product.option.OptionComponent
fxLabel() - Method in class org.drip.product.rates.FixFloatComponent
fxLabel() - Method in class org.drip.product.rates.FloatFloatComponent
fxLabel() - Method in class org.drip.product.rates.RatesBasket
fxLabel() - Method in class org.drip.product.rates.SingleStreamComponent
fxLabel() - Method in class org.drip.product.rates.Stream: Retrieve the FX Label
FXLabel - Class in org.drip.state.identifier: FXLabel contains the Identifier Parameters referencing the Latent State of the named FX Curve.
FXLabel(CurrencyPair) - Constructor for class org.drip.state.identifier.FXLabel: FXLabel Constructor
fxMap() - Method in class org.drip.exposure.evolver.LatentStateDynamicsContainer: Retrieve the FX Evolver Map
FXMarginComparison - Class in org.drip.sample.simmvariance: FXMarginComparison illustrates the Comparison of the FX Margin Estimates using difference Schemes for Calculating the Position-Bucket Principal Component Co-variance.
FXMarginComparison() - Constructor for class org.drip.sample.simmvariance.FXMarginComparison
fxOvernightCorrelation(FXLabel, OvernightLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface for the specified FX and the Overnight Latent States
fxPaydownCorrelation(FXLabel, PaydownLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface for the specified FX and the Pay-down Latent States
fxPRWC(int, CurveSurfaceQuoteContainer, ProductQuoteSet) - Method in class org.drip.analytics.cashflow.CompositePeriod: Generate the FX Predictor/Response Constraint
fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.credit.BondComponent
fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.credit.CDSComponent
fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.definition.CalibratableComponent: Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged FX Curve FX Forward Latent State from the Component's Cash Flows.
fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.fx.FXForwardComponent
fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.option.OptionComponent
fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.FixFloatComponent
fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.FloatFloatComponent
fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.RatesBasket
fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.SingleStreamComponent
fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.Stream: Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged FX Curve FX Forward Latent State from the Component's Cash Flows.
FXRateChange(double) - Static method in class org.drip.capital.systemicscenario.Criterion: Construct the FX Rate Change Criterion
fxRatingCorrelation(FXLabel, RatingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface for the specified FX and the Rating Latent States
fxRecoveryCorrelation(FXLabel, EntityRecoveryLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface for the specified FX and the Recovery Latent States
fxRepoCorrelation(FXLabel, RepoLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Correlation Surface for the specified FX and the Repo Latent States
fxRiskClassAggregate() - Method in class org.drip.simm.estimator.ProductClassMargin: Retrieve the FX Risk Class Aggregate
fxRiskClassSensitivity() - Method in class org.drip.simm.estimator.ProductClassSensitivity: Retrieve the FX Risk Class Sensitivity
fxRiskClassSensitivitySettings() - Method in class org.drip.simm.estimator.ProductClassSettings: Retrieve the FX Risk Class Sensitivity Settings
FXRiskGroup - Class in org.drip.simm.fx: FXRiskGroup holds the ISDA SIMM FX Risk Group Concentration Categories and their Delta Limits.
FXRiskGroup(int, String, String[]) - Constructor for class org.drip.simm.fx.FXRiskGroup: FXRiskGroup Constructor
FXRiskGroup(int) - Static method in class org.drip.simm.fx.FXRiskThresholdContainer20: Retrieve the Risk Group identified by the Category Number
FXRiskGroup(int) - Static method in class org.drip.simm.fx.FXRiskThresholdContainer21: Retrieve the Risk Group identified by the Category Number
FXRiskGroup(int) - Static method in class org.drip.simm.fx.FXRiskThresholdContainer24: Retrieve the Risk Group identified by the Category Number
FXRiskGroupMap() - Static method in class org.drip.simm.fx.FXRiskThresholdContainer20: Retrieve the FX Risk Group Map
FXRiskGroupMap() - Static method in class org.drip.simm.fx.FXRiskThresholdContainer21: Retrieve the FX Risk Group Map
FXRiskGroupMap() - Static method in class org.drip.simm.fx.FXRiskThresholdContainer24: Retrieve the FX Risk Group Map
FXRiskThresholdContainer20 - Class in org.drip.simm.fx: FXRiskThresholdContainer20 holds the ISDA SIMM 2.0 FX Risk Thresholds - the FX Categories and the Delta/Vega Limits defined for the Concentration Thresholds.
FXRiskThresholdContainer20() - Constructor for class org.drip.simm.fx.FXRiskThresholdContainer20
FXRiskThresholdContainer21 - Class in org.drip.simm.fx: FXRiskThresholdContainer21 holds the ISDA SIMM 2.1 FX Risk Thresholds - the FX Categories and the Delta/Vega Limits defined for the Concentration Thresholds.
FXRiskThresholdContainer21() - Constructor for class org.drip.simm.fx.FXRiskThresholdContainer21
FXRiskThresholdContainer24 - Class in org.drip.simm.fx: FXRiskThresholdContainer24 holds the ISDA SIMM 2.4 FX Risk Thresholds - the FX Categories and the Delta/Vega Limits defined for the Concentration Thresholds.
FXRiskThresholdContainer24() - Constructor for class org.drip.simm.fx.FXRiskThresholdContainer24
FXSettingContainer - Class in org.drip.market.definition: FXSettingContainer contains the Parameters related to the FX Settings.
FXSettingContainer() - Constructor for class org.drip.market.definition.FXSettingContainer
fxSpot() - Method in class org.drip.state.curve.BasisSplineFXForward: Retrieve the FX Spot
fxSpot() - Method in class org.drip.state.nonlinear.FlatForwardFXCurve: Retrieve the FX Spot
fxState(FXLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the FX State for the specified FX Latent State Label
FXState - Class in org.drip.template.state: FXState sets up the Calibration and the Construction of the FX Latent State and examine the Emitted Metrics.
FXState() - Constructor for class org.drip.template.state.FXState
FXStateShifted - Class in org.drip.template.statebump: FXStateShifted demonstrates the Generation and the Usage of Tenor Bumped FX Curves.
FXStateShifted() - Constructor for class org.drip.template.statebump.FXStateShifted
FXStretchSpec(String, CalibratableComponent[], String[], double[]) - Static method in class org.drip.state.estimator.LatentStateStretchBuilder: Construct a FX Latent State Stretch Spec Instance
FXStretchSpec(String, CalibratableComponent[], String, double[]) - Static method in class org.drip.state.estimator.LatentStateStretchBuilder: Construct a FX Latent State Stretch Spec Instance
FXSwap - Class in org.drip.sample.securitysuite: FXSwap demonstrates the Analytics Calculation/Reconciliation for an FX Swap.
FXSwap() - Constructor for class org.drip.sample.securitysuite.FXSwap
FXSystemics20 - Class in org.drip.simm.fx: FXSystemics20 contains the SIMM 2.0 Systemic Settings Common to FX Risk Factors.
FXSystemics20() - Constructor for class org.drip.simm.fx.FXSystemics20
FXSystemics21 - Class in org.drip.simm.fx: FXSystemics21 contains the SIMM 2.1 Systemic Settings Common to FX Risk Factors.
FXSystemics21() - Constructor for class org.drip.simm.fx.FXSystemics21
FXSystemics24 - Class in org.drip.simm.fx: FXSystemics24 contains the SIMM 2.4 Systemic Settings Common to FX Risk Factors.
FXSystemics24() - Constructor for class org.drip.simm.fx.FXSystemics24
FXVegaMargin20 - Class in org.drip.sample.simmfx: FXVegaMargin20 demonstrates the Construction of a Portfolio of FX Vega Sensitivities and their eventual SIMM 2.0 Margin Computation.
FXVegaMargin20() - Constructor for class org.drip.sample.simmfx.FXVegaMargin20
FXVegaMargin21 - Class in org.drip.sample.simmfx: FXVegaMargin21 demonstrates the Construction of a Portfolio of FX Vega Sensitivities and their eventual SIMM 2.1 Margin Computation.
FXVegaMargin21() - Constructor for class org.drip.sample.simmfx.FXVegaMargin21
FXVegaMargin24 - Class in org.drip.sample.simmfx: FXVegaMargin24 demonstrates the Construction of a Portfolio of FX Vega Sensitivities and their eventual SIMM 2.4 Margin Computation.
FXVegaMargin24() - Constructor for class org.drip.sample.simmfx.FXVegaMargin24
fxVolatility(FXLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer: Retrieve the Volatility Curve for the specified FX Latent State Label
FXVolatilityGroup - Class in org.drip.simm.fx: FXVolatilityGroup contains the SIMM 2.4 FX Volatility Group.
FXVolatilityGroup(String, String[]) - Constructor for class org.drip.simm.fx.FXVolatilityGroup: FXVolatilityGroup Constructor
FXVolatilityGroupContainer24 - Class in org.drip.simm.fx: FXVolatilityGroupContainer24 contains the SIMM 2.4 FX Volatility Group Settings.
FXVolatilityGroupContainer24() - Constructor for class org.drip.simm.fx.FXVolatilityGroupContainer24
fy1974() - Method in class org.drip.capital.systemicscenario.CapitalBaselineDefinition: Retrieve the FY 1974 Historical Realization
fy1974() - Method in class org.drip.capital.systemicscenario.HistoricalScenarioDefinition: Retrieve the FY 1974 Historical Realization
fy2008() - Method in class org.drip.capital.systemicscenario.CapitalBaselineDefinition: Retrieve the FY 2008 Historical Realization
fy2008() - Method in class org.drip.capital.systemicscenario.HistoricalScenarioDefinition: Retrieve the FY 2008 Historical Realization

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