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

G

g() - Method in class org.drip.specialfunction.lanczos.PSeriesTerm

Retrieve Lanczos g Control

G0(FundamentalGroupPathExponent2F1, FundamentalGroupPathExponent2F1) - Static method in class org.drip.specialfunction.group.MonodromyTransform2F1

Generate the Monodromy Group Matrix G0 around the '0' Singularity

G1 - Class in org.drip.sample.treasuryfuturesapi

G1 demonstrates the Invocation and Examination of the G1 10Y GILT Treasury Futures.

G1() - Constructor for class org.drip.sample.treasuryfuturesapi.G1

G1(FundamentalGroupPathExponent2F1, FundamentalGroupPathExponent2F1) - Static method in class org.drip.specialfunction.group.MonodromyTransform2F1

Generate the Monodromy Group Matrix G1 around the '1' Singularity

G10_FX - Static variable in class org.drip.capital.definition.Business

G10 FX Business

G10_RATES - Static variable in class org.drip.capital.definition.Business

G10 Rates Business

G10_RATES - Static variable in class org.drip.capital.definition.Product

G10_Rates Product

G10_RISK_TREASURY_RV_FINANCE - Static variable in class org.drip.capital.definition.Product

G10_Risk_Treasury_RV_Finance Product

G10FXExplain - Class in org.drip.sample.allocation

G10FXExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.

G10FXExplain() - Constructor for class org.drip.sample.allocation.G10FXExplain

G10RatesBreakdown - Class in org.drip.sample.betafloatfloat

G10RatesBreakdown zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.

G10RatesBreakdown() - Constructor for class org.drip.sample.betafloatfloat.G10RatesBreakdown

G10RatesDetail - Class in org.drip.sample.betafixedfloat

G10RatesDetail zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.

G10RatesDetail() - Constructor for class org.drip.sample.betafixedfloat.G10RatesDetail

G10RatesExplain - Class in org.drip.sample.allocation

G10RatesExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.

G10RatesExplain() - Constructor for class org.drip.sample.allocation.G10RatesExplain

G1Mu(FundamentalGroupPathExponent2F1, FundamentalGroupPathExponent2F1) - Static method in class org.drip.specialfunction.group.MonodromyTransform2F1

Compute the "Mu" Intermediate for the G1 Monodromy Matrix

G1ToR1 - Class in org.drip.graph.adjacencymatrix

G1ToR1 implements the Space Map induced by L¹ Norm on the R¹ Functions over the Vertexes of a Graph.

G1ToR1(R1ToR1) - Constructor for class org.drip.graph.adjacencymatrix.G1ToR1

G1ToR1 Constructor

G2PlusPlus - Class in org.drip.dynamics.hjm

G2PlusPlus provides the Hull-White-type, but 2F Gaussian HJM Short Rate Dynamics Implementation.

G2PlusPlus(double, double, double, double, UnivariateSequenceGenerator[], double, R1ToR1) - Constructor for class org.drip.dynamics.hjm.G2PlusPlus

G2PlusPlus Constructor

G2PlusPlusDynamics - Class in org.drip.sample.hjm

G2PlusPlusDynamics demonstrates the Construction and Usage of the G2++ 2-Factor HJM Model Dynamics for the Evolution of the Short Rate.

G2PlusPlusDynamics() - Constructor for class org.drip.sample.hjm.G2PlusPlusDynamics

G2ToR1 - Class in org.drip.graph.adjacencymatrix

G2ToR1 implements the Space Map induced by L² Norm on the R¹ Functions over the Vertexes of a Graph.

G2ToR1(R1ToR1) - Constructor for class org.drip.graph.adjacencymatrix.G2ToR1

G2ToR1 Constructor

G7(double, double) - Static method in class org.drip.numerical.integration.GaussKronrodQuadratureGenerator

Generate the Nested/Embedded G7 Gaussian Quadrature over (a, b) onto (-1, +1)

G7(AbscissaTransform) - Static method in class org.drip.numerical.integration.GaussKronrodQuadratureGenerator

Generate the Nested/Embedded G7 Gaussian Quadrature over (0, +1)

G7K15(double, double) - Static method in class org.drip.numerical.integration.GaussKronrodQuadratureGenerator

Generate the G7-K15 Nested Quadrature Estimator over (a, b) onto (-1, +1)

gain() - Method in class org.drip.execution.discrete.OptimalSerialCorrelationAdjustment

Retrieve the Optimal Gain

GAIN - Static variable in class org.drip.investing.factorspec.CarryCategory

The "Gain" Carry Factor Category

gainOnClientDefault() - Method in class org.drip.xva.derivative.EvolutionTrajectoryVertex

Retrieve the Dealer Gain On Individual Client Default

gainOnDealerDefault() - Method in class org.drip.xva.derivative.EvolutionTrajectoryVertex

Retrieve the Client Gain On Dealer Default

gamma() - Method in class org.drip.numerical.linearsolver.ShermanMorrisonScheme

Retrieve the Gamma

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

The Option Gamma

gamma() - Method in class org.drip.specialfunction.group.FundamentalGroupPathExponent2F1

Retrieve the Exponent corresponding to the Loop around Infinity

Gamma2Evaluator - Class in org.drip.numerical.matrixnorm

Gamma2Evaluator computes the Max Norm variant of the Gamma₂ Evaluator of the R¹ Square Matrix.

Gamma2Evaluator() - Constructor for class org.drip.numerical.matrixnorm.Gamma2Evaluator

Gamma2Evaluator Constructor

GammaBinomial(double, double, R1ToR1) - Static method in class org.drip.specialfunction.beta.CombinatorialEstimate

Estimate the Binomial Coefficient Using a Continuous Interpolation Function

GammaBinomialCoefficientEstimate - Class in org.drip.sample.beta

GammaBinomialCoefficientEstimate illustrates the Estimation of the Binomial Coefficient using the Gamma Function.

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

gammaDistribution(double) - Method in class org.drip.measure.chisquare.R1Central

Generate a Gamma-distribution off of the Scaled Chi-Square Distribution

GammaEqualityLemma - Class in org.drip.specialfunction.property

GammaEqualityLemma contains the Verifiable Equality Lemmas of the Gamma Function.

GammaEqualityLemma() - Constructor for class org.drip.specialfunction.property.GammaEqualityLemma

GammaEstimate1 - Class in org.drip.sample.lanczos

GammaEstimate1 illustrates the Generation of the Estimate for the Gamma Function under the Lanczos Scheme.

GammaEstimate1() - Constructor for class org.drip.sample.lanczos.GammaEstimate1

GammaEstimate2 - Class in org.drip.sample.lanczos

GammaEstimate2 illustrates the Generation of the Estimate for the Gamma Function under the Lanczos Scheme.

GammaEstimate2() - Constructor for class org.drip.sample.lanczos.GammaEstimate2

GammaEstimate3 - Class in org.drip.sample.lanczos

GammaEstimate3 illustrates the Generation of the Estimate for the Gamma Function under the Lanczos Scheme.

GammaEstimate3() - Constructor for class org.drip.sample.lanczos.GammaEstimate3

gammaEstimator() - Method in class org.drip.measure.chisquare.R1Central

Retrieve the Gamma Estimator

gammaEstimator() - Method in class org.drip.measure.chisquare.R1NonCentral

Retrieve the Gamma Estimator

gammaEstimator() - Method in class org.drip.measure.exponential.R1ScaledDistribution

Retrieve the Gamma Estimator

gammaEstimator() - Method in class org.drip.measure.gamma.ConjugateShapeScalePrior

Retrieve the Gamma Estimator

gammaEstimator() - Method in class org.drip.measure.gamma.R1ShapeScaleDistribution

Retrieve the Gamma Estimator

gammaEstimator() - Method in class org.drip.specialfunction.bessel.FirstFrobeniusSeriesTerm

Retrieve the Gamma Estimator

gammaEstimator() - Method in class org.drip.specialfunction.bessel.ModifiedFirstFrobeniusSeriesTerm

Retrieve the Gamma Estimator

gammaEstimator() - Method in class org.drip.specialfunction.bessel.SecondNISTSeriesTerm

Retrieve the Gamma Estimator

gammaEstimator() - Method in class org.drip.specialfunction.derived.Legendre

Retrieve the Gamma Estimator

gammaEstimator() - Method in class org.drip.specialfunction.derived.RiemannZeta

Retrieve the Gamma Estimator

gammaEstimator() - Method in class org.drip.specialfunction.generator.SphericalBesselFirstKindExpansion

Retrieve the Gamma Estimator

gammaEstimator() - Method in class org.drip.specialfunction.generator.SphericalBesselSecondKindExpansion

Retrieve the Gamma Estimator

gammaEstimator() - Method in class org.drip.specialfunction.scaledexponential.RelaxationTimeDistributionSeriesTerm

Retrieve the Gamma Estimator

gammaFunction() - Method in class org.drip.function.r1tor1custom.CIRPDF

Retrieve the Gamma Function

GammaInequalityLemma - Class in org.drip.specialfunction.property

GammaInequalityLemma contains the Verifiable Inequality Lemmas of the Gamma Function.

GammaInequalityLemma() - Constructor for class org.drip.specialfunction.property.GammaInequalityLemma

GammaPolynomialQuotientLemma - Class in org.drip.specialfunction.property

GammaPolynomialQuotientLemma contains the Verifiable Gamma Polynomial Quotient Equality Lemma.

GammaPolynomialQuotientLemma(MonicPolynomial, MonicPolynomial) - Constructor for class org.drip.specialfunction.property.GammaPolynomialQuotientLemma

GammaPolynomialQuotientLemma Constructor

Ganzhou - Class in org.drip.sample.bondeos

Ganzhou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Ganzhou.

Ganzhou() - Constructor for class org.drip.sample.bondeos.Ganzhou

GapLossFunction - Class in org.drip.validation.distance

GapLossFunction holds the Function that Penalizes the Gap between the Empirical and the Hypothesis p-values.

GapLossFunction() - Constructor for class org.drip.validation.distance.GapLossFunction

GapLossWeightFunction - Class in org.drip.validation.distance

GapLossWeightFunction weighs the outcome of each Empirical Hypothesis Gap Loss.

GapLossWeightFunction() - Constructor for class org.drip.validation.distance.GapLossWeightFunction

gapTest(Ensemble) - Method in class org.drip.validation.riskfactorsingle.DiscriminatoryPowerAnalyzer

Run the Gap Test for the Hypothesis

gapTestOutcome() - Method in class org.drip.validation.distance.HypothesisOutcome

Retrieve the Gap Test Outcome

GapTestOutcome - Class in org.drip.validation.distance

GapTestOutcome holds the Outcomes of a Distance Test of a Sample from the Hypothesis.

GapTestOutcome(ProbabilityIntegralTransform, ProbabilityIntegralTransform, double) - Constructor for class org.drip.validation.distance.GapTestOutcome

GapTestOutcome Constructor

gapTestOutcomeAggregate() - Method in class org.drip.validation.riskfactorsingle.HypothesisOutcomeAggregate

Retrieve the Gap Test Outcome Aggregate

GapTestOutcomeAggregate - Class in org.drip.validation.riskfactorsingle

GapTestOutcomeAggregate holds the Map of Event Gap Test Outcomes and the Aggregate DPA Distance Metric for a Single Hypothesis.

GapTestOutcomeAggregate(Map<String, GapTestOutcome>, double) - Constructor for class org.drip.validation.riskfactorsingle.GapTestOutcomeAggregate

GapTestOutcomeAggregate Constructor

gapTestSetting() - Method in class org.drip.validation.riskfactorsingle.DiscriminatoryPowerAnalyzer

Retrieve the Gap Test Setting

gapTestSetting() - Method in class org.drip.validation.riskfactorsingle.DiscriminatoryPowerAnalyzerAggregate

Retrieve the Gap Test Setting

GapTestSetting - Class in org.drip.validation.distance

GapTestSetting holds the Settings required to Control a Gap Test Run.

GapTestSetting(GapLossFunction, GapLossWeightFunction) - Constructor for class org.drip.validation.distance.GapTestSetting

GapTestSetting Constructor

Gauss() - Static method in class org.drip.specialfunction.digamma.IntegralEstimator

Generate the Gaussian Integral Digamma Estimator

Gauss(int) - Static method in class org.drip.specialfunction.digamma.CumulativeSeries

Construct the R¹ To R¹ Gauss Cumulative Series

Gauss(int) - Static method in class org.drip.specialfunction.digamma.CumulativeSeriesEstimator

Compute the Gauss Cumulative Series of Digamma Estimator

Gauss(int) - Static method in class org.drip.specialfunction.digamma.CumulativeSeriesTerm

Construct the Gauss Cumulative Sum Series Term for DiGamma

GaussBaileyProperty - Class in org.drip.sample.hypergeometric

GaussBaileyProperty verifies the Gauss Bailey Identity Property Lemma for z = +0.5.

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

GaussBaileyZPlusHalf() - Static method in class org.drip.specialfunction.property.HypergeometricEqualityLemma

Construct the Gauss Bailey z = +0.5 Verifier

GaussChebyshevFirstKind(OrthogonalPolynomialSuite) - Static method in class org.drip.numerical.quadrature.IntegrandGenerator

Construct the Gauss-Chebyshev (First-Kind) Integrand Quadrature Generator

GaussChebyshevSecondKind(OrthogonalPolynomialSuite) - Static method in class org.drip.numerical.quadrature.IntegrandGenerator

Construct the Gauss-Chebyshev (Second-Kind) Integrand Quadrature Generator

GaussContiguousEqualityLemma - Class in org.drip.specialfunction.property

GaussContiguousEqualityLemma verifies the Hyper-geometric Gauss Contiguous Equality Lemma Properties.

GaussContiguousEqualityLemma() - Constructor for class org.drip.specialfunction.property.GaussContiguousEqualityLemma

GaussContiguousProperty2 - Class in org.drip.sample.hypergeometric

GaussContiguousProperty2 verifies the Gauss Contiguous Identity #2 Lemma for Hyper-geometric Functions.

GaussContiguousProperty2() - Constructor for class org.drip.sample.hypergeometric.GaussContiguousProperty2

GaussContiguousProperty3 - Class in org.drip.sample.hypergeometric

GaussContiguousProperty3 verifies the Gauss Contiguous Identity #3 Lemma for Hyper-geometric Functions.

GaussContiguousProperty3() - Constructor for class org.drip.sample.hypergeometric.GaussContiguousProperty3

GaussContiguousProperty4 - Class in org.drip.sample.hypergeometric

GaussContiguousProperty4 verifies the Gauss Contiguous Identity #4 Lemma for Hyper-geometric Functions.

GaussContiguousProperty4() - Constructor for class org.drip.sample.hypergeometric.GaussContiguousProperty4

GaussContiguousProperty5 - Class in org.drip.sample.hypergeometric

GaussContiguousProperty5 verifies the Gauss Contiguous Identity #5 Lemma for Hyper-geometric Functions.

GaussContiguousProperty5() - Constructor for class org.drip.sample.hypergeometric.GaussContiguousProperty5

GaussContiguousProperty6 - Class in org.drip.sample.hypergeometric

GaussContiguousProperty6 verifies the Gauss Contiguous Identity #6 Lemma for Hyper-geometric Functions.

GaussContiguousProperty6() - Constructor for class org.drip.sample.hypergeometric.GaussContiguousProperty6

GaussContiguousProperty7 - Class in org.drip.sample.hypergeometric

GaussContiguousProperty7 verifies the Gauss Contiguous Identity #7 Lemma for Hyper-geometric Functions.

GaussContiguousProperty7() - Constructor for class org.drip.sample.hypergeometric.GaussContiguousProperty7

GaussContiguousRelations - Class in org.drip.specialfunction.hypergeometric

GaussContiguousRelations holds the Gauss Contiguous 2F1 Relations of the Regular Hyper-geometric Function.

GaussContiguousRelations(RegularHypergeometricEstimator) - Constructor for class org.drip.specialfunction.hypergeometric.GaussContiguousRelations

GaussContiguousRelations Constructor

GaussContinuedFraction - Class in org.drip.specialfunction.incompletegamma

GaussContinuedFraction implements the Gauss Continued Fraction Based Estimates for the Lower/Upper Incomplete Gamma Function.

GaussContinuedFraction() - Constructor for class org.drip.specialfunction.incompletegamma.GaussContinuedFraction

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

Construct the Gauss Continued Fraction Version of Lower Regularized Incomplete Gamma Function

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

Construct the Gauss Continued Version of Upper Regularized Incomplete Gamma Function

GaussContinuedFractionProperty - Class in org.drip.sample.hypergeometric

GaussContinuedFractionProperty verifies the Gauss Continued Fraction Identity Property Lemma for Rational Z.

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

GaussContinuedFractionRecursive(double, double, double) - Static method in class org.drip.specialfunction.property.HypergeometricEqualityLemma

Construct the Gauss Continued Fraction Recursive Verifier

GaussDougallProperty - Class in org.drip.sample.hypergeometric

GaussDougallProperty verifies the Gauss Dougall Identity Property Lemma for z = 1.

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

GaussDougallZPlusOne() - Static method in class org.drip.specialfunction.property.HypergeometricEqualityLemma

Construct the Gauss-Dougall z = +1 Verifier

GaussEulerMascheroni() - Static method in class org.drip.specialfunction.digamma.IntegralEstimator

Generate the Gauss-Euler-Mascheroni Integral Digamma Estimator

GaussHermite() - Static method in class org.drip.numerical.integration.AbscissaTransform

Generate the Gauss-Hermite Abscissa Transform

GaussHermite(int) - Static method in class org.drip.numerical.integration.NewtonCotesQuadratureGenerator

Generate the Newton-Cotes Quadrature for the Gauss-Hermite Indefinite Integral over (-Infinity, +Infinity)

GaussHermite(OrthogonalPolynomialSuite) - Static method in class org.drip.numerical.quadrature.IntegrandGenerator

Construct the Gauss-Hermite Integrand Quadrature Generator

Gaussian(int) - Static method in class org.drip.measure.discrete.SequenceGenerator

Generate a Sequence of Gaussian Random Numbers

Gaussian(ForwardLabel, double, double, UnivariateSequenceGenerator, UnivariateSequenceGenerator) - Static method in class org.drip.dynamics.sabr.StochasticVolatilityStateEvolver

Create a Gaussian SABR Instance

gaussianDensityIntegral(double, double, R1UnivariateNormal) - Method in class org.drip.function.e2erf.ErrorFunction

Compute the E₂ erf Gaussian Density Integral over -inf to +inf

GaussianDiffusion(double) - Static method in class org.drip.measure.realization.JumpDiffusionEdgeUnit

Generate a R^1 Gaussian Diffusion Realization

GaussianJoint(int, double[][]) - Static method in class org.drip.measure.discrete.SequenceGenerator

Generate a Sequence of R^d Correlated Gaussian Random Numbers

GaussianJump(double) - Static method in class org.drip.measure.realization.JumpDiffusionEdgeUnit

Generate a R^1 Gaussian Jump Realization

GaussianSequence - Class in org.drip.sample.measure

GaussianSequence demonstrates the Generation of R¹ and Correlated/Uncorrelated R^d Gaussian Random Number Sequence.

GaussianSequence() - Constructor for class org.drip.sample.measure.GaussianSequence

GaussIntegralEstimate - Class in org.drip.sample.digamma

GaussIntegralEstimate demonstrates the Estimation of the Digamma Function using the Gauss Integral.

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

GaussIntegralEulerMascheroniEstimate - Class in org.drip.sample.digamma

GaussIntegralEulerMascheroniEstimate demonstrates the Estimation of the Digamma Function using the Gauss Euler-Mascheroni Integral.

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

GaussJacobi(OrthogonalPolynomialSuite, double, double) - Static method in class org.drip.numerical.quadrature.IntegrandGenerator

Construct the Gauss-Jacobi Integrand Quadrature Generator

GaussKronrodQuadratureGenerator - Class in org.drip.numerical.integration

GaussKronrodQuadratureGenerator generates the Array of Gaussian Quadrature Based Abscissa and their corresponding Weights, with the Kronrod Extensions applied.

GaussKronrodQuadratureGenerator() - Constructor for class org.drip.numerical.integration.GaussKronrodQuadratureGenerator

GaussKummerProperty - Class in org.drip.sample.hypergeometric

GaussKummerProperty verifies the Gauss Kummer Identity Property Lemma for z = -1.

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

GaussKummerZMinusOne() - Static method in class org.drip.specialfunction.property.HypergeometricEqualityLemma

Construct the Gauss Kummer z = -1 Verifier

GaussLaguerre(OrthogonalPolynomialSuite) - Static method in class org.drip.numerical.quadrature.IntegrandGenerator

Construct the Gauss-Laguerre Integrand Quadrature Generator

GaussLaguerreLeftDefinite(double) - Static method in class org.drip.numerical.integration.AbscissaTransform

Generate the Gauss-Laguerre Abscissa Transform for Integrals in [a, +Infinity]

GaussLaguerreLeftDefinite(double, int) - Static method in class org.drip.numerical.integration.NewtonCotesQuadratureGenerator

Generate the Newton-Cotes Quadrature for the Gauss-Laguerre Left-Definite Integral over (a, +Infinity)

GaussLaguerreRightDefinite(double) - Static method in class org.drip.numerical.integration.AbscissaTransform

Generate the Gauss-Laguerre Abscissa Transform for Integrals in [-Infinity, a]

GaussLaguerreRightDefinite(double, int) - Static method in class org.drip.numerical.integration.NewtonCotesQuadratureGenerator

Generate the Newton-Cotes Quadrature for the Gauss-Laguerre Left-Definite Integral over (-Infinity, a)

GaussLegendre(OrthogonalPolynomialSuite) - Static method in class org.drip.numerical.quadrature.IntegrandGenerator

Construct the Gauss-Legendre Integrand Quadrature Generator

GaussLegendreQuadratureGenerator - Class in org.drip.numerical.integration

GaussLegendreQuadratureGenerator generates the Array of Orthogonal Legendre Polynomial Gaussian Quadrature Based Abscissa and their corresponding Weights.

GaussLegendreQuadratureGenerator() - Constructor for class org.drip.numerical.integration.GaussLegendreQuadratureGenerator

GaussLobattoQuadratureGenerator - Class in org.drip.numerical.integration

GaussLobattoQuadratureGenerator generates the Array of Orthogonal Lobatto Polynomial Gaussian Quadrature Based Abscissa and their corresponding Weights.

GaussLobattoQuadratureGenerator() - Constructor for class org.drip.numerical.integration.GaussLobattoQuadratureGenerator

GaussSecondSummationProperty - Class in org.drip.sample.hypergeometric

GaussSecondSummationProperty verifies the Gauss Second Summation Identity Property Lemma for z = +0.5.

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

GaussSecondSummationZPlusHalf() - Static method in class org.drip.specialfunction.property.HypergeometricEqualityLemma

Construct the Gauss Second Summation z = 0.5 Verifier

gaussSeidelRate() - Method in class org.drip.numerical.iterativesolver.SuccessiveOverRelaxationConvergenceAnalyzer

Estimate the Gauss-Seidel Convergence Rate from the Relaxation Parameter and the Jacobi Iteration Matrix Spectral Radius

GaussVanderMondeProperty - Class in org.drip.sample.hypergeometric

GaussVanderMondeProperty verifies the Gauss van der Monde Identity Property Lemma for z = 1.

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

GaussVanderMondeZPlusOne() - Static method in class org.drip.specialfunction.property.HypergeometricEqualityLemma

Construct the Gauss Van der Monde z = +1 Verifier

GautschiConvexProperty - Class in org.drip.sample.gamma

GautschiConvexProperty demonstrates the Verification of the Gautschi Double-Bound Convex Property of the Gamma Function.

GautschiConvexProperty() - Constructor for class org.drip.sample.gamma.GautschiConvexProperty

GautschiLeft(double) - Static method in class org.drip.specialfunction.property.GammaInequalityLemma

Generate the Gautschi Left Inequality Verifier

GautschiRight(double) - Static method in class org.drip.specialfunction.property.GammaInequalityLemma

Generate the Gautschi Right Inequality Verifier

Gaya - Class in org.drip.sample.bondmetrics

Gaya generates the Full Suite of Replication Metrics for Bond Gaya.

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

GBP - Class in org.drip.template.irs

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

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

GBP3M6MUSD3M6M - Class in org.drip.sample.dual

GBP3M6MUSD3M6M demonstrates the setup and construction of the USD 3M Forward Curve from GBP3M6MUSD3M6M CCBS, GBP 3M, GBP 6M, and USD 6M Quotes.

GBP3M6MUSD3M6M() - Constructor for class org.drip.sample.dual.GBP3M6MUSD3M6M

GBPHoliday - Class in org.drip.analytics.holset

GBPHoliday holds the GBP Holidays.

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

GBPHoliday Constructor

GBPIRSAttribution - Class in org.drip.sample.fixfloatpnl

GBPIRSAttribution generates the Historical PnL Attribution for BPUD IRS.

GBPIRSAttribution() - Constructor for class org.drip.sample.fixfloatpnl.GBPIRSAttribution

GBPLIBOR3M - Class in org.drip.template.forwardratefutures

GBPLIBOR3M contains a Templated Pricing of the 3M LIBOR GBP Instrument.

GBPLIBOR3M() - Constructor for class org.drip.template.forwardratefutures.GBPLIBOR3M

GBPOISSmoothReconstitutor - Class in org.drip.sample.overnightfeed

GBPOISSmoothReconstitutor Demonstrates the Cleansing and the Smooth Re-constitution of the GBP Input OIS Marks.

GBPOISSmoothReconstitutor() - Constructor for class org.drip.sample.overnightfeed.GBPOISSmoothReconstitutor

GBPShapePreserving1YForward - Class in org.drip.sample.fundinghistorical

GBPShapePreserving1YForward Generates the Historical GBP Shape Preserving Funding Curve Native 1Y Compounded Forward Rate.

GBPShapePreserving1YForward() - Constructor for class org.drip.sample.fundinghistorical.GBPShapePreserving1YForward

GBPShapePreserving1YStart - Class in org.drip.sample.fundinghistorical

GBPShapePreserving1YStart Generates the Historical GBP Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.

GBPShapePreserving1YStart() - Constructor for class org.drip.sample.fundinghistorical.GBPShapePreserving1YStart

GBPShapePreservingReconstitutor - Class in org.drip.sample.fundingfeed

GBPShapePreservingReconstitutor Demonstrates the Cleansing and the Shape Preserving Re-constitution of the GBP Input Marks.

GBPShapePreservingReconstitutor() - Constructor for class org.drip.sample.fundingfeed.GBPShapePreservingReconstitutor

GBPSmooth1MForward - Class in org.drip.sample.overnighthistorical

GBPSmooth1MForward Generates the Historical GBP Smoothened Overnight Curve Native 1M Compounded Forward Rate.

GBPSmooth1MForward() - Constructor for class org.drip.sample.overnighthistorical.GBPSmooth1MForward

GBPSmooth1YForward - Class in org.drip.sample.fundinghistorical

GBPSmooth1YForward Generates the Historical GBP Smoothened Funding Curve Native 1Y Compounded Forward Rate.

GBPSmooth1YForward() - Constructor for class org.drip.sample.fundinghistorical.GBPSmooth1YForward

GBPSmoothReconstitutor - Class in org.drip.sample.fundingfeed

GBPSmoothReconstitutor Demonstrates the Cleansing and the Smooth Re-constitution of the GBP Input Marks.

GBPSmoothReconstitutor() - Constructor for class org.drip.sample.fundingfeed.GBPSmoothReconstitutor

GCD(long, long) - Static method in class org.drip.numerical.common.NumberUtil

Greatest Common Divisor between Two Numbers

GELHoliday - Class in org.drip.analytics.holset

GELHoliday holds the GEL Holidays.

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

GELHoliday Constructor

GeneralizedErrorFunction - Class in org.drip.function.enerf

GeneralizedErrorFunction implements the Generalized E_n Error Function (erf).

GeneralizedGaussLaguerre(OrthogonalPolynomialSuite, double) - Static method in class org.drip.numerical.quadrature.IntegrandGenerator

Construct the Generalized Gauss-Laguerre Integrand Quadrature Generator

GeneralizedLaguerre(double) - Static method in class org.drip.numerical.quadrature.WeightFunctionBuilder

Generate the Generalized Laguerre Polynomial Weight Function

GeneralizedLearner - Class in org.drip.learning.rxtor1

GeneralizedLearner implements the Learner Class that holds the Space of Normed R^x To Normed R¹ Learning Functions along with their Custom Empirical Loss.

GeneralizedLearner(NormedRxToNormedR1Finite, CoveringNumberLossBound, RegularizationFunction) - Constructor for class org.drip.learning.rxtor1.GeneralizedLearner

GeneralizedLearner Constructor

GeneralizedMacLaurinSeriesGenerator - Class in org.drip.function.enerf

GeneralizedMacLaurinSeriesGenerator implements the E_n MacLaurin Series Term Generator.

GeneralizedMacLaurinSeriesGenerator() - Constructor for class org.drip.function.enerf.GeneralizedMacLaurinSeriesGenerator

GeneralizedMacLaurinSeriesTerm - Class in org.drip.function.enerf

GeneralizedMacLaurinSeriesTerm implements the Generalized E_n Error Function MacLaurin Series Term.

GeneralizedMacLaurinSeriesTerm(int) - Constructor for class org.drip.function.enerf.GeneralizedMacLaurinSeriesTerm

GeneralizedMacLaurinSeriesTerm Constructor

GeneralizedMetricVectorSpace - Interface in org.drip.spaces.metric

GeneralizedMetricVectorSpace exposes the basic Properties of the General Normed Metric Vector Space.

GeneralizedMidPointQuadrature - Class in org.drip.numerical.integration

GeneralizedMidPointQuadrature computes the R¹ Numerical Estimate of a Function Quadrature using the Generalized Mid-Point Scheme.

GeneralizedMidPointQuadrature(R1ToR1, int, int) - Constructor for class org.drip.numerical.integration.GeneralizedMidPointQuadrature

GeneralizedMidPointQuadrature Constructor

GeneralizedValidatedVector - Interface in org.drip.spaces.instance

GeneralizedValidatedVector holds the Validated Vector Variate Instance Sequence and the corresponding generalized Vector Space Type.

GeneralizedVector - Interface in org.drip.spaces.tensor

GeneralizedVector exposes the basic Properties of the General Vector Space.

generate() - Method in class org.drip.execution.nonadaptive.ContinuousAlmgrenChriss

generate() - Method in class org.drip.execution.nonadaptive.ContinuousConstantTradingEnhanced

generate() - Method in class org.drip.execution.nonadaptive.ContinuousCoordinatedVariationDeterministic

generate() - Method in class org.drip.execution.nonadaptive.ContinuousCoordinatedVariationStochastic

generate() - Method in class org.drip.execution.nonadaptive.ContinuousHighUrgencyAsymptote

generate() - Method in class org.drip.execution.nonadaptive.ContinuousLowUrgencyAsymptote

generate() - Method in class org.drip.execution.nonadaptive.ContinuousPowerImpact

generate() - Method in class org.drip.execution.nonadaptive.DiscreteAlmgrenChriss

generate() - Method in class org.drip.execution.nonadaptive.DiscreteAlmgrenChrissDrift

generate() - Method in class org.drip.execution.nonadaptive.DiscreteLinearTradingEnhanced

generate() - Method in class org.drip.execution.nonadaptive.StaticOptimalScheme

Invoke the Optimizer, and generate/return the Optimal Trading Trajectory Instance

generate() - Method in class org.drip.execution.nonadaptive.StaticOptimalSchemeDiscrete

generate() - Method in class org.drip.validation.quantile.PlottingPositionGenerator

Generate the Plotting Position Array

generate() - Method in class org.drip.validation.quantile.PlottingPositionGeneratorFilliben

generate() - Method in class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic

generate(double) - Method in class org.drip.numerical.estimation.R0ToR1Series

Generate the Series Expansion using the R⁰ To R¹ Term

generate(double, double) - Method in class org.drip.numerical.estimation.R1ToR1Series

Generate the R¹ To R¹ Series Expansion using the Term

generate(double, double, double) - Method in class org.drip.numerical.estimation.R2ToR1Series

Generate the R² To R¹ Series Expansion using the Term

Generate(RegularHypergeometricEstimator) - Static method in class org.drip.specialfunction.ode.IndependentLinearSolutionList2F1Z0

Generate the 2F1 Instance of IndependentLinearSolutionList at z = 0

Generate(RegularHypergeometricEstimator) - Static method in class org.drip.specialfunction.ode.IndependentLinearSolutionList2F1Z1

Generate the 2F1 Instance of IndependentLinearSolutionList at z = 1

Generate(RegularHypergeometricEstimator) - Static method in class org.drip.specialfunction.ode.IndependentLinearSolutionList2F1ZInfinity

Generate the 2F1 Instance of IndependentLinearSolutionList at z = Infinity

Generate(RegularHypergeometricEstimator, double[]) - Static method in class org.drip.specialfunction.group.RiemannSphereSpanner2F1

Generate the 2F1 Instance of the RiemannSphereSpanner

generateAmelioratedInstance(double[], double[], double[], double[], boolean) - Method in class org.drip.spline.pchip.MonotoneConvexHaganWest

Create an Ameliorated Instance of the Current Instance

GenerateAttribution(HorizonChangeExplainProcessor) - Static method in class org.drip.historical.engine.HorizonChangeExplainExecutor

Generate the Attribution for the Component's Horizon Change Explain Processor

generateChildOrder(double) - Method in class org.drip.oms.switchable.StopOrder

generateChildOrder(double) - Method in class org.drip.oms.thresholded.LimitOrder

generateChildOrder(double) - Method in class org.drip.oms.transaction.Order

Generate a Child Order of the same Type

generateChildOrder(double) - Method in class org.drip.oms.unthresholded.MarketOrder

GenerateComposite(ScopingProjectionVariateDistribution, String, String, R1MultivariateNormal) - Static method in class org.drip.measure.bayesian.TheilMixedEstimationModel

Generate the Combined R^1 Multivariate Normal Distribution from the SPVD and the Named Projections

GenerateComposite(ScopingProjectionVariateDistribution, String, R1MultivariateNormal) - Static method in class org.drip.measure.bayesian.TheilMixedEstimationModel

Generate the Combined R^1 Multivariate Normal Distribution from the SPVD, the NATIVE Projection, and the Named Projection

GenerateComposite(MultivariateMeta, ProjectionDistributionLoading, ProjectionDistributionLoading, R1MultivariateNormal) - Static method in class org.drip.measure.bayesian.TheilMixedEstimationModel

Generate the Joint Mixed Estimation Model Joint/Posterior Metrics

GenerateDayStepLossPeriods(CreditComponent, ValuationParams, CompositePeriod, int, int, CurveSurfaceQuoteContainer) - Static method in class org.drip.analytics.support.LossQuadratureGenerator

Generate the Set of Loss Quadrature Metrics from the Day Step Loss Periods

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

Retrieve the Upper Bound on the Number of Generated Decision Trees

generateEnsemble(String, String) - Method in class org.drip.capital.stress.Event

Generate a Stress Event Ensemble of a given Type

GenerateHatPair(String, String, double, double, double, int, double) - Static method in class org.drip.spline.bspline.BasisHatPairGenerator

Generate the array of the Hat Function Pair From their Raw Counterparts

generateIncidence(String) - Method in class org.drip.capital.stress.Event

Generate a Stress Event Incidence of a given Type

generateMetrics(double, double, DiscountRate) - Method in class org.drip.portfolioconstruction.alm.NetLiabilityStream

Generate the NetLiabilityMetrics Instance

GenerateMonicBSplineSet(double) - Static method in class org.drip.spline.tension.KochLycheKvasovBasis

Generate the Monic BSpline Basis Function Set

GenerateParenthesis(int) - Static method in class org.drip.service.common.RecursionUtil

Generate the Set of n Parenthesis

generatePath(String) - Method in class org.drip.graph.shortestpath.VertexAugmentor

Generate the Path to the Destination Vertex

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

Generate the Set of the Location Paths that meet the specified Target

GeneratePeriodUnitLossPeriods(CreditComponent, ValuationParams, CompositePeriod, int, int, CurveSurfaceQuoteContainer) - Static method in class org.drip.analytics.support.LossQuadratureGenerator

Generate the Set of Loss Quadrature Metrics from the Day Step Loss Periods

generatePnLDecompositionMap(double) - Method in class org.drip.capital.stress.Event

Generate the PnL Decomposition Map

GenerateQuadraticBSplineSet(double) - Static method in class org.drip.spline.tension.KochLycheKvasovBasis

Generate the Quadratic BSpline Basis Function Set

generateRecurrenceMatrix() - Method in class org.drip.numerical.quadrature.IntegrandGenerator

Generate the Cross Polynomial Recurrence Matrix to be used in the Golub-Welsch Algorithm

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

Generate an Instance of a Replication Run

generateRun() - Method in class org.drip.service.scenario.EOSMetricsReplicator

Generate an Instance of a Replication Run

GenerateSkyline(TreeMap<Integer, int[]>) - Static method in class org.drip.service.common.ArrayUtil

A city skyline is the outer contour of the silhouette formed by all the buildings in that city when viewed from a distance.

generateStat() - Method in class org.drip.regression.core.UnitRegressionStat

Generate the statistics across all the execution times generated

GenerateWholeLossPeriods(CreditComponent, ValuationParams, CompositePeriod, int, CurveSurfaceQuoteContainer) - Static method in class org.drip.analytics.support.LossQuadratureGenerator

Generate the Set of Loss Quadrature Metrics from the Day Step Loss Periods

generation() - Method in class org.drip.graph.decisiontree.ComplexityMetrics

Retrieve the Generation Complexity Metrics

GenerationComplexity - Class in org.drip.graph.decisiontree

GenerationComplexity implements the Asymptotic Size Complexity O (n) for Decision Tree Generation.

GenerationComplexity(double, double, double, double, double, double) - Constructor for class org.drip.graph.decisiontree.GenerationComplexity

GenerationComplexity Constructor

generationCountUpperBound() - Method in class org.drip.graph.decisiontree.GenerationComplexity

Retrieve the Upper Bound on the Number of Generated Decision Trees

generationInterval() - Method in class org.drip.execution.latent.OrnsteinUhlenbeckSequence

Retrieve the Generation Interval

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

Compute the Decision Tree Generation Complexity Estimation Metrics

genericCoveringProbabilityBound(int, double, boolean) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

Compute the Upper Bound of the Probability of the Absolute Deviation of the Empirical Mean from the Population Mean using the Function Class Supremum Covering Number for General-Purpose Learning

genericCoveringProbabilityBound(GeneralizedValidatedVector, int, double, boolean) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

Compute the Sample/Data Dependent Upper Bound of the Probability of the Absolute Deviation between the Empirical and the Population Means using the Function Class Supremum Covering Number for General-Purpose Learning

genericCoveringSampleSize(double, double, boolean) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

Compute the Minimum Possible Sample Size needed to generate the required Upper Probability Bound for the Specified Empirical Deviation using the Covering Number Convergence Bounds.

genericCoveringSampleSize(GeneralizedValidatedVector, double, double, boolean) - Method in class org.drip.learning.rxtor1.GeneralizedLearner

Compute the Minimum Possible Sample Size needed to generate the required Upper Probability Bound for the Specified Empirical Deviation using the Covering Number Convergence Bounds.

GenericPricer - Interface in org.drip.param.pricer

GenericPricer is the Base Stub on top which all the Custom Pricers are implemented.

GershgorinAnalysis - Class in org.drip.sample.matrix

GershgorinAnalysis illustrates the Analysis of a Square Matrix using Gershgorin Discs.

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

GershgorinAnalyzer - Class in org.drip.numerical.linearalgebra

GershgorinDisc contains the diagonal entry and the "Radius" of a Row of a Square Matrix.

GershgorinAnalyzer(R1Square, R1ClosenessVerifier) - Constructor for class org.drip.numerical.linearalgebra.GershgorinAnalyzer

GershgorinAnalyzer Constructor

GershgorinDisc - Class in org.drip.numerical.linearalgebra

GershgorinDisc contains the diagonal entry and the "Radius" of a Row of a Square Matrix.

GershgorinDisc(double, double, boolean) - Constructor for class org.drip.numerical.linearalgebra.GershgorinDisc

GershgorinDisc Constructor

gershgorinDiscArray() - Method in class org.drip.numerical.linearalgebra.GershgorinAnalyzer

Retrieve the Array of GershgorinDisc

GesselStantonKoepfProperty1 - Class in org.drip.sample.hypergeometric

GesselStantonKoepfProperty1 verifies the First Gessel-Stanton-Koepf Identity Property Lemma for Rational Z.

GesselStantonKoepfProperty1() - Constructor for class org.drip.sample.hypergeometric.GesselStantonKoepfProperty1

GesselStantonKoepfProperty2 - Class in org.drip.sample.hypergeometric

GesselStantonKoepfProperty2 verifies the Second Gessel-Stanton-Koepf Identity Property Lemma for Rational Z.

GesselStantonKoepfProperty2() - Constructor for class org.drip.sample.hypergeometric.GesselStantonKoepfProperty2

get(int) - Method in class org.drip.service.representation.ItemList

get(Object) - Method in class org.drip.analytics.support.CaseInsensitiveHashMap

get(Object) - Method in class org.drip.analytics.support.CaseInsensitiveTreeMap

get(String) - Method in class org.drip.product.calib.ProductQuoteSet

Retrieve the Quote corresponding to the Specified Manifest Measure

Get(String) - Static method in class org.drip.service.env.CacheManager

The Get Method retrieves the Value given the Key

getAbsoluteOFToleranceFallback() - Method in class org.drip.function.r1tor1solver.ExecutionControlParams

Return the Fall-back absolute tolerance for the OF

getAbsoluteVariateConvergenceFallback() - Method in class org.drip.function.r1tor1solver.ExecutionControlParams

Return the fall-back absolute variate convergence

getArray() - Method in class org.drip.service.representation.ItemList

Retrieve the Array of Items

getBase() - Method in class org.drip.function.r1tor1.ExponentialTension

Retrieve the Base

getBase() - Method in class org.drip.spline.params.SegmentResponseConstraintSet

Retrieve the Base Segment Response Value Constraint

getBracketCeiling() - Method in class org.drip.function.r1tor1solver.InitializationHeuristics

Retrieve the Hard Bracket Ceiling

getBracketFloor() - Method in class org.drip.function.r1tor1solver.InitializationHeuristics

Retrieve the Hard Bracket Floor

getBracketWidthExpansionFactor() - Method in class org.drip.function.r1tor1solver.BracketingControlParams

Return the bracket width expansion factor

getBumpFactor() - Method in class org.drip.numerical.differentiation.DerivativeControl

Retrieve the bump factor

getCalibrationBoundaryCondition() - Method in class org.drip.spline.stretch.CkSegmentSequenceBuilder

getCalibrationBoundaryCondition() - Method in interface org.drip.spline.stretch.SegmentSequenceBuilder

Retrieve the Calibration Boundary Condition

getCalibrationBoundaryCondition() - Method in class org.drip.state.inference.LatentStateSequenceBuilder

getCcyPair() - Method in class org.drip.product.fx.DomesticCollateralizedForeignForward

Retrieve the Currency Pair

getCcyPair() - Method in class org.drip.product.fx.ForeignCollateralizedDomesticForward

Retrieve the Currency Pair

GetCDXDescriptions() - Static method in class org.drip.service.env.StandardCDXManager

Retrieve the name/description map for all the CDS indices

GetCDXNames() - Static method in class org.drip.service.env.StandardCDXManager

Retrieve the comprehensive set of pre-set and pre-loaded CDX index names

GetCDXSeriesMap(String) - Static method in class org.drip.service.env.StandardCDXManager

Return the full set of CDX series/first coupon date pairs for the given CDX

getCFTEParams() - Method in class org.drip.product.creator.BondProductBuilder

Get the Bond's CF termination event Parameters

getCode() - Method in class org.drip.product.params.CDXIdentifier

Return the CDX code string composed off of the index, tenor, series, and the version

getComplement() - Method in class org.drip.numerical.linearalgebra.MatrixComplementTransform

Retrieve the Transformed Complement

getContainingStretch(double) - Method in class org.drip.spline.grid.AggregatedSpan

getContainingStretch(double) - Method in class org.drip.spline.grid.OverlappingStretchSpan

getContainingStretch(double) - Method in interface org.drip.spline.grid.Span

Retrieve the first Stretch that contains the Predictor Ordinate

getConvergenceZoneEdgeLimit() - Method in class org.drip.function.r1tor1solver.ConvergenceControlParams

Return the limit of the fixed point convergence zone edge

getConvergenceZoneVariateBegin() - Method in class org.drip.function.r1tor1solver.ConvergenceControlParams

Return the start of the fixed point convergence variate

getConvergenceZoneVariateBumpFactor() - Method in class org.drip.function.r1tor1solver.ConvergenceControlParams

Return the bump factor for the fixed point convergence variate iteration

getCouponParams() - Method in class org.drip.product.creator.BondProductBuilder

Get the Bond's Coupon Parameters

getCRValuationParams() - Method in class org.drip.product.creator.BondProductBuilder

Get the Bond's Credit Component Parameters

getCustomBCP() - Method in class org.drip.function.r1tor1solver.InitializationHeuristics

Retrieve the Custom BCP

GetDayCountFromBBGCode(String) - Static method in class org.drip.analytics.support.Helper

Get the DRIP day count from the Bloomberg code

getDBasisCoeffDLocalManifest() - Method in class org.drip.spline.segment.LatentStateManifestSensitivity

Get the Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure

getDBasisCoeffDPreceedingManifest() - Method in class org.drip.spline.segment.LatentStateManifestSensitivity

Get the Array containing the Sensitivities of the Basis Coefficients to the Preceding Manifest Measure

getDegree() - Method in class org.drip.function.r1tor1operator.Polynomial

Retrieve the degree of the polynomial

getDeltaOF() - Method in class org.drip.numerical.differentiation.Differential

Retrieve the Delta for the OF

getDeltaVariate() - Method in class org.drip.numerical.differentiation.Differential

Retrieve the Delta for the variate

getDeterminant() - Method in class org.drip.function.r1tor1solver.InitializationHeuristics

Retrieve the Determinant

getDirection() - Method in class org.drip.numerical.fourier.RotationCountPhaseTracker

Get the Direction on which the rotation count is to be applied

getDResponseDPreceedingManifest() - Method in class org.drip.spline.segment.LatentStateManifestSensitivity

Get the Sensitivity of the Segment Response to the Preceding Manifest Measure

getDResponseDPredictorOrdinate() - Method in class org.drip.spline.params.SegmentPredictorResponseDerivative

Retrieve the DResponseDPredictorOrdinate Array

getDResponseWeightDManifestMeasure(String) - Method in class org.drip.state.estimator.PredictorResponseWeightConstraint

Retrieve the Predictor To-From Response Weight Sensitivity Map

getDValueDManifestMeasure(String) - Method in class org.drip.state.estimator.PredictorResponseWeightConstraint

Retrieve the Constraint Value Sensitivity

getEIOP() - Method in class org.drip.function.r1tor1solver.FixedPointFinderOutput

Retrieve the Execution Initialization Output

getErrorType() - Method in exception org.drip.service.jsonparser.ParseException

Retrieve the Error Type

getExponent() - Method in class org.drip.function.r1tor1operator.NaturalLogSeriesElement

Retrieve the exponent in the natural log series

getFastVariateIteratorPrimitive() - Method in class org.drip.function.r1tor1solver.VariateIterationSelectorParams

Retrieve the variate iterator primitive meant for speed

getFieldMap() - Method in class org.drip.regression.core.RegressionRunDetail

Retrieve the field map

getFixedPointConvergenceIterations() - Method in class org.drip.function.r1tor1solver.ConvergenceControlParams

Return the number of fixed point convergence iterations

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

Retrieve the array of the fixed stream components

getFloaterParams() - Method in class org.drip.product.creator.BondProductBuilder

Get the Bond's Floater Parameters

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

Retrieve the array of the float stream components

getHolidayLoc() - Method in class org.drip.analytics.holset.AEDHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.ANGHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.ARAHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.ARFHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.ARNHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.ARPHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.ARSHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.ATSHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.AUDHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.AZMHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.BAKHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.BBDHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.BEFHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.BGLHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.BHDHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.BMDHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.BRCHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.BRLHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.BSDHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.CADHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.CAEHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.CERHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.CFFHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.CHFHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.CLFHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.CLUHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.CNYHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.COFHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.CONHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.COPHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.CRCHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.CYPHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.CZKHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.DEMHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.DKKHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.DOPHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.DTFHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.ECSHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.EEKHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.EGPHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.ESBHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.ESPHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.ESTHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.EUBHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.EURHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.FIMHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.FRFHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.GBPHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.GELHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.GFRHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.GRDHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.HKDHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.HRKHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.HUFHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.IBRHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.IDRHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.IEPHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.IGPHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.ILSHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.INRHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.IPCHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.ITLHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.JMDHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.JPYHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.KPWHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.KRWHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.KWDHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.KYDHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.KZTHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.LKRHoliday

getHolidayLoc() - Method in interface org.drip.analytics.holset.LocationHoliday

Retrieve the holiday location

getHolidayLoc() - Method in class org.drip.analytics.holset.LTLHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.LUFHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.LUXHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.LVLHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.MDLHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.MIXHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.MKDHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.MXCHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.MXNHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.MXPHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.MXVHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.MYRHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.NLGHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.NOKHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.NZDHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.PABHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.PEFHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.PENHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.PESHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.PHPHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.PLNHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.PLZHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.PTEHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.QEFHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.RUBHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.RURHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.SARHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.SEKHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.SGDHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.SITHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.SKKHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.SVCHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.TABHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.TGTHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.THBHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.TRLHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.TRYHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.TWDHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.UAHHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.USDHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.USVHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.UVRHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.UYUHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.VACHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.VEBHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.VEFHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.VNDHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.XDRHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.XEUHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.ZALHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.ZARHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.ZUSHoliday

getHolidayLoc() - Method in class org.drip.analytics.holset.ZWDHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.AEDHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.ANGHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.ARAHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.ARFHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.ARNHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.ARPHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.ARSHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.ATSHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.AUDHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.AZMHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.BAKHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.BBDHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.BEFHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.BGLHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.BHDHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.BMDHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.BRCHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.BRLHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.BSDHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.CADHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.CAEHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.CERHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.CFFHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.CHFHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.CLFHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.CLUHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.CNYHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.COFHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.CONHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.COPHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.CRCHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.CYPHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.CZKHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.DEMHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.DKKHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.DOPHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.DTFHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.ECSHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.EEKHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.EGPHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.ESBHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.ESPHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.ESTHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.EUBHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.EURHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.FIMHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.FRFHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.GBPHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.GELHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.GFRHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.GRDHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.HKDHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.HRKHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.HUFHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.IBRHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.IDRHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.IEPHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.IGPHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.ILSHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.INRHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.IPCHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.ITLHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.JMDHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.JPYHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.KPWHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.KRWHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.KWDHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.KYDHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.KZTHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.LKRHoliday

getHolidaySet() - Method in interface org.drip.analytics.holset.LocationHoliday

Return the Locale instance for this location

getHolidaySet() - Method in class org.drip.analytics.holset.LTLHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.LUFHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.LUXHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.LVLHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.MDLHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.MIXHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.MKDHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.MXCHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.MXNHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.MXPHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.MXVHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.MYRHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.NLGHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.NOKHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.NZDHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.PABHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.PEFHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.PENHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.PESHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.PHPHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.PLNHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.PLZHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.PTEHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.QEFHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.RUBHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.RURHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.SARHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.SEKHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.SGDHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.SITHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.SKKHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.SVCHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.TABHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.TGTHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.THBHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.TRLHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.TRYHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.TWDHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.UAHHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.USDHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.USVHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.UVRHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.UYUHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.VACHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.VEBHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.VEFHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.VNDHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.XDRHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.XEUHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.ZALHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.ZARHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.ZUSHoliday

getHolidaySet() - Method in class org.drip.analytics.holset.ZWDHoliday

getIdentifierParams() - Method in class org.drip.product.creator.BondProductBuilder

Get the Bond's identifier Parameters

getInitializationDelay() - Method in class org.drip.regression.core.UnitRegressionStat

Get the delay when the regressor is invoked for the first time

getItems() - Method in class org.drip.service.representation.ItemList

Retrieve the List of Items

getLeftPredictorOrdinateEdge() - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence

getLeftPredictorOrdinateEdge() - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial

getLeftPredictorOrdinateEdge() - Method in interface org.drip.spline.stretch.SingleSegmentSequence

Return the Left Predictor Ordinate Edge

getLinearizationMethod() - Method in class org.drip.numerical.linearalgebra.LinearizationOutput

The Linearization Method

getMarketConvention() - Method in class org.drip.product.creator.BondProductBuilder

Get the Bond's Market Convention

getMaturityDate() - Method in class org.drip.product.fx.DomesticCollateralizedForeignForward

Retrieve the Maturity Date

getMaturityDate() - Method in class org.drip.product.fx.ForeignCollateralizedDomesticForward

Retrieve the Maturity Date

getMax() - Method in class org.drip.regression.core.UnitRegressionStat

Get the Maximum in the execution time

getMean() - Method in class org.drip.regression.core.UnitRegressionStat

Get the Mean in the execution time

getMeasureNames() - Method in class org.drip.product.fx.DomesticCollateralizedForeignForward

Retrieve Measure Name Set

getMeasureNames() - Method in class org.drip.product.fx.ForeignCollateralizedDomesticForward

Retrieve the Measure Names

getMeasureNames() - Method in class org.drip.product.option.EuropeanCallPut

Retrieve the Set of the Measure Names

getMin() - Method in class org.drip.regression.core.UnitRegressionStat

Get the Minimum in the execution time

GetMonthCodeFromFreq(int) - Static method in class org.drip.analytics.support.Helper

Retrieve the month code from input frequency

getName() - Method in class org.drip.regression.core.UnitRegressionExecutor

getName() - Method in interface org.drip.regression.core.UnitRegressor

Regressor Name

getNotionalParams() - Method in class org.drip.product.creator.BondProductBuilder

Get the Bond's Notional Parameters

getNumExpansions() - Method in class org.drip.function.r1tor1solver.BracketingControlParams

Return the number of expansions

getNumIterations() - Method in class org.drip.function.r1tor1solver.ExecutionControl

Retrieve the Number of Iterations

getNumIterations() - Method in class org.drip.function.r1tor1solver.ExecutionControlParams

Return the number of iterations allowed

getNumIterations() - Method in class org.drip.function.r1tor1solver.ExecutionInitializationOutput

Return The number of Iterations consumed

getNumIterations() - Method in class org.drip.function.r1tor1solver.FixedPointFinderOutput

Return The number of iterations taken

getNumOFCalcs() - Method in class org.drip.function.r1tor1solver.ExecutionInitializationOutput

Retrieve the number of objective function calculations needed

getNumOFCalcs() - Method in class org.drip.function.r1tor1solver.FixedPointFinderOutput

Retrieve the number of objective function calculations needed

getNumOFDerivCalcs() - Method in class org.drip.function.r1tor1solver.ExecutionInitializationOutput

Retrieve the number of objective function derivative calculations needed

getNumOFDerivCalcs() - Method in class org.drip.function.r1tor1solver.FixedPointFinderOutput

Retrieve the number of objective function derivative calculations needed

getOF() - Method in class org.drip.function.r1tor1solver.IteratedVariate

Retrieve the Objective Function Value

getOFGoalToleranceFactor() - Method in class org.drip.function.r1tor1solver.ExecutionControlParams

Return the tolerance factor for the OF Goal

getOFLeft() - Method in class org.drip.function.r1tor1solver.BracketingOutput

Return the left OF

getOFLeft() - Method in class org.drip.function.r1tor1solver.IteratedBracket

Retrieve the left objective function value

getOFRight() - Method in class org.drip.function.r1tor1solver.BracketingOutput

Return the Right OF

getOFRight() - Method in class org.drip.function.r1tor1solver.IteratedBracket

Retrieve the right objective function value

GetOnTheRun(String, JulianDate, String) - Static method in class org.drip.service.env.StandardCDXManager

Retrieve the on-the-run for the index and tenor corresponding to the specified date

getPeriodGenParams() - Method in class org.drip.product.creator.BondProductBuilder

Get the Bond's Period Generation Parameters

getPMSC() - Method in class org.drip.spline.segment.LatentStateManifestSensitivity

Get the Preceding Manifest Measure Sensitivity Control Parameters

getPosition() - Method in class org.drip.service.jsonparser.LexicalProcessor

Retrieve the position of the beginning of the current token.

getPosition() - Method in exception org.drip.service.jsonparser.ParseException

getPredictorResponseWeight() - Method in class org.drip.state.estimator.PredictorResponseRelationSetup

Retrieve the Predictor To-From Response Weight Map

getPredictorResponseWeight() - Method in class org.drip.state.estimator.PredictorResponseWeightConstraint

Retrieve the Predictor To-From Response Weight Map

GetPreLoadedCDXDescriptions() - Static method in class org.drip.service.env.StandardCDXManager

Retrieve the name/description map for all the pre-loaded CDS indices

GetPreLoadedCDXSeriesMap(String) - Static method in class org.drip.service.env.StandardCDXManager

Return the full set of pre-loaded CDX series/first coupon date pairs for the given CDX

GetPreLoadedIndexNames() - Static method in class org.drip.service.env.StandardCDXManager

Retrieve a set of all the pre-loaded CDX index names

GetPresetCDXDescriptions() - Static method in class org.drip.service.env.StandardCDXManager

Retrieve the name/description map for all the pre-set CDS indices

GetPresetCDXSeriesMap(String) - Static method in class org.drip.service.env.StandardCDXManager

Return the full set of pre-set CDX series/first coupon date pairs for the given CDX

GetPresetIndexNames() - Static method in class org.drip.service.env.StandardCDXManager

Retrieve a set of all the pre-set CDX index names

getPreviousPhase() - Method in class org.drip.numerical.fourier.RotationCountPhaseTracker

Get the Previous Phase

getPrimaryCode() - Method in class org.drip.product.fx.DomesticCollateralizedForeignForward

Retrieve the Primary Code

getPrimaryCode() - Method in class org.drip.product.fx.ForeignCollateralizedDomesticForward

Set the Primary Code

getRegressionDetail() - Method in class org.drip.regression.core.RegressionRunOutput

Retrieve the regression details object

getRegressorSet() - Method in interface org.drip.regression.core.RegressorSet

Retrieve the list of regressors

getRegressorSet() - Method in class org.drip.regression.curve.CreditCurveRegressor

getRegressorSet() - Method in class org.drip.regression.curve.DiscountCurveRegressor

getRegressorSet() - Method in class org.drip.regression.curve.ZeroCurveRegressor

getRegressorSet() - Method in class org.drip.regression.curvejacobian.CashJacobianRegressorSet

getRegressorSet() - Method in class org.drip.regression.curvejacobian.DiscountCurveJacobianRegressorSet

getRegressorSet() - Method in class org.drip.regression.curvejacobian.EDFJacobianRegressorSet

getRegressorSet() - Method in class org.drip.regression.curvejacobian.IRSJacobianRegressorSet

getRegressorSet() - Method in class org.drip.regression.fixedpointfinder.BracketingRegressorSet

getRegressorSet() - Method in class org.drip.regression.fixedpointfinder.CompoundBracketingRegressorSet

getRegressorSet() - Method in class org.drip.regression.fixedpointfinder.OpenRegressorSet

getRegressorSet() - Method in class org.drip.regression.spline.BasisSplineRegressorSet

getRelativeVariateShift() - Method in class org.drip.function.r1tor1solver.VariateIterationSelectorParams

Retrieve the relative variate Shift

getRightPredictorOrdinateEdge() - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence

getRightPredictorOrdinateEdge() - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial

getRightPredictorOrdinateEdge() - Method in interface org.drip.spline.stretch.SingleSegmentSequence

Return the Right Predictor Ordinate Edge

getRobustVariateIteratorPrimitive() - Method in class org.drip.function.r1tor1solver.VariateIterationSelectorParams

Retrieve the variate iterator primitive meant for robustness

getRoot() - Method in class org.drip.function.r1tor1solver.FixedPointFinderOutput

Return the root

getRuns() - Method in class org.drip.regression.core.UnitRegressionStat

Get the number of runs for the statistics

getSearchStartLeft() - Method in class org.drip.function.r1tor1solver.InitializationHeuristics

Retrieve the Hard Left Search Start

getSearchStartRight() - Method in class org.drip.function.r1tor1solver.InitializationHeuristics

Retrieve the Hard Right Search Start

getSecondaryCode() - Method in class org.drip.product.fx.DomesticCollateralizedForeignForward

Retrieve the Array of Secondary Codes

getSecondaryCode() - Method in class org.drip.product.fx.ForeignCollateralizedDomesticForward

Retrieve the Array of Secondary Codes

getSensitivity() - Method in class org.drip.spline.params.SegmentResponseConstraintSet

Retrieve the Base Segment Response Value Constraint Sensitivity

getSetName() - Method in interface org.drip.regression.core.RegressorSet

Retrieve the Regression Set Name

getSetName() - Method in class org.drip.regression.curve.CreditCurveRegressor

getSetName() - Method in class org.drip.regression.curve.DiscountCurveRegressor

getSetName() - Method in class org.drip.regression.curve.ZeroCurveRegressor

getSetName() - Method in class org.drip.regression.curvejacobian.CashJacobianRegressorSet

getSetName() - Method in class org.drip.regression.curvejacobian.DiscountCurveJacobianRegressorSet

getSetName() - Method in class org.drip.regression.curvejacobian.EDFJacobianRegressorSet

getSetName() - Method in class org.drip.regression.curvejacobian.IRSJacobianRegressorSet

getSetName() - Method in class org.drip.regression.fixedpointfinder.BracketingRegressorSet

getSetName() - Method in class org.drip.regression.fixedpointfinder.CompoundBracketingRegressorSet

getSetName() - Method in class org.drip.regression.fixedpointfinder.OpenRegressorSet

getSetName() - Method in class org.drip.regression.spline.BasisSplineRegressorSet

getShapeControlCoefficient() - Method in class org.drip.function.r1tor1custom.LinearRationalShapeControl

Retrieve the shape control coefficient

getShapeControlCoefficient() - Method in class org.drip.function.r1tor1custom.QuadraticRationalShapeControl

Retrieve the shape control coefficient

getSource() - Method in class org.drip.numerical.linearalgebra.MatrixComplementTransform

Retrieve the Transformed Source

getStartingBracketLeft() - Method in class org.drip.function.r1tor1solver.InitializationHeuristics

Retrieve the Soft Bracket Start Left

getStartingBracketMid() - Method in class org.drip.function.r1tor1solver.InitializationHeuristics

Retrieve the Soft Bracket Start Mid

getStartingBracketRight() - Method in class org.drip.function.r1tor1solver.InitializationHeuristics

Retrieve the Soft Bracket Start Right

getStartingBracketWidth() - Method in class org.drip.function.r1tor1solver.BracketingControlParams

Return the initial bracket width

getStartingVariate() - Method in class org.drip.function.r1tor1solver.ExecutionInitializationOutput

Return the Starting Variate

getStretch(String) - Method in class org.drip.spline.grid.AggregatedSpan

getStretch(String) - Method in class org.drip.spline.grid.OverlappingStretchSpan

getStretch(String) - Method in interface org.drip.spline.grid.Span

Retrieve the Stretch by Name

GetTenorFromFreq(int) - Static method in class org.drip.analytics.support.Helper

Retrieve the tenor from the frequency

getTension() - Method in class org.drip.function.r1tor1.ExponentialTension

Retrieve the Tension Parameter

getTension() - Method in class org.drip.function.r1tor1.HyperbolicTension

Retrieve the Tension Parameter

getTension() - Method in class org.drip.spline.tension.KLKHyperbolicTensionPhy

Retrieve the Tension Parameter

getTension() - Method in class org.drip.spline.tension.KLKHyperbolicTensionPsy

Retrieve the Tension Parameter

getTransformedMatrix() - Method in class org.drip.numerical.linearalgebra.LinearizationOutput

The Transformed Matrix

getTransformedRHS() - Method in class org.drip.numerical.linearalgebra.LinearizationOutput

The RHS

getType() - Method in class org.drip.function.r1tor1.HyperbolicTension

Retrieve the hyperbolic function type

getUnexpectedObject() - Method in exception org.drip.service.jsonparser.ParseException

getValue() - Method in class org.drip.state.estimator.PredictorResponseRelationSetup

Retrieve the Constraint Value

getValue() - Method in class org.drip.state.estimator.PredictorResponseWeightConstraint

Retrieve the Constraint Value

getVariance() - Method in class org.drip.regression.core.UnitRegressionStat

Get the variance in the execution time

getVariate() - Method in class org.drip.function.r1tor1solver.IteratedVariate

Retrieve the variate

getVariateConvergenceFactor() - Method in class org.drip.function.r1tor1solver.ExecutionControlParams

Return the Variate Convergence Factor

getVariateInfinitesimal(double) - Method in class org.drip.numerical.differentiation.DerivativeControl

Calculate and return the variate infinitesimal

getVariateLeft() - Method in class org.drip.function.r1tor1solver.BracketingOutput

Return the left Variate

getVariateLeft() - Method in class org.drip.function.r1tor1solver.IteratedBracket

Retrieve the left variate

getVariateRight() - Method in class org.drip.function.r1tor1solver.BracketingOutput

Return the Right Variate

getVariateRight() - Method in class org.drip.function.r1tor1solver.IteratedBracket

Retrieve the right variate

getVariateShiftLowerBound() - Method in class org.drip.function.r1tor1solver.VariateIterationSelectorParams

Retrieve the Variate Shift lower bound

getVariateStart() - Method in class org.drip.function.r1tor1solver.BracketingControlParams

Return the starting point of bracketing determination

GFRHoliday - Class in org.drip.analytics.holset

GFRHoliday holds the GFR Holidays.

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

GFRHoliday Constructor

gFunction() - Method in class org.drip.specialfunction.definition.RelaxationTimeDistributionEstimator

Construct the G Function Version

GFunctionEstimate - Class in org.drip.sample.scaledexponential

GFunctionEstimate illustrates the Series-based Estimate for the Relaxation Time Distribution "G" Function.

GFunctionEstimate() - Constructor for class org.drip.sample.scaledexponential.GFunctionEstimate

GFunctionHalfBeta - Class in org.drip.sample.scaledexponential

GFunctionHalfBeta compares the Estimates of the "G" Function using Two different Formulas.

GFunctionHalfBeta() - Constructor for class org.drip.sample.scaledexponential.GFunctionHalfBeta

GFunctionHalfBeta() - Static method in class org.drip.specialfunction.definition.RelaxationTimeDistributionEstimator

Construct the G Function for beta = 0.5

GGB(JulianDate, JulianDate, double) - Static method in class org.drip.service.template.TreasuryBuilder

Construct an Instance of the Greek Treasury EUR GGB Bond

GhanaTreasury1 - Class in org.drip.sample.bondfixed

GhanaTreasury1 demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for GhanaTreasury1.

GhanaTreasury1() - Constructor for class org.drip.sample.bondfixed.GhanaTreasury1

GhanaTreasury2 - Class in org.drip.sample.bondfixed

GhanaTreasury2 demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for GhanaTreasury2.

GhanaTreasury2() - Constructor for class org.drip.sample.bondfixed.GhanaTreasury2

GhanaTreasury3 - Class in org.drip.sample.bondfixed

GhanaTreasury3 demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for GhanaTreasury3.

GhanaTreasury3() - Constructor for class org.drip.sample.bondfixed.GhanaTreasury3

GhanaTreasury4 - Class in org.drip.sample.bondfixed

GhanaTreasury4 demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for GhanaTreasury4.

GhanaTreasury4() - Constructor for class org.drip.sample.bondfixed.GhanaTreasury4

GhanaTreasury5 - Class in org.drip.sample.bondfixed

GhanaTreasury5 demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for GhanaTreasury5.

GhanaTreasury5() - Constructor for class org.drip.sample.bondfixed.GhanaTreasury5

GhanaTreasury6 - Class in org.drip.sample.bondfixed

GhanaTreasury6 demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for GhanaTreasury6.

GhanaTreasury6() - Constructor for class org.drip.sample.bondfixed.GhanaTreasury6

GhanaTreasury7 - Class in org.drip.sample.bondfixed

GhanaTreasury7 demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for GhanaTreasury7.

GhanaTreasury7() - Constructor for class org.drip.sample.bondfixed.GhanaTreasury7

GhanaTreasury8 - Class in org.drip.sample.bondfixed

GhanaTreasury8 demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for GhanaTreasury8.

GhanaTreasury8() - Constructor for class org.drip.sample.bondfixed.GhanaTreasury8

Ghaziabad - Class in org.drip.sample.bondeos

Ghaziabad demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Ghaziabad.

Ghaziabad() - Constructor for class org.drip.sample.bondeos.Ghaziabad

gHeuristic() - Method in class org.drip.graph.astar.FHeuristic

Retrieve the G Heuristic

gHeuristic() - Method in class org.drip.graph.astar.VertexContextWeightHeuristic

Retrieve the G Heuristic

ghostTargetVariateMetrics(double[], int, double[]) - Method in class org.drip.sequence.functional.MultivariateRandom

Compute the Target Variate Function Metrics conditional on the specified Input Non-Target Variate Parameter Sequence Off of the Target Variate Ghost Sample Sequence

ghostTargetVariateMetrics(SingleSequenceAgnosticMetrics[], int[], int, double[]) - Method in class org.drip.sequence.functional.MultivariateRandom

Compute the Target Variate Function Metrics conditional on the specified Input Non-Target Variate Parameter Sequence Off of the Target Variate Ghost Sample Sequence

ghostTargetVariateMetrics(SingleSequenceAgnosticMetrics[], int, double[]) - Method in class org.drip.sequence.functional.MultivariateRandom

Compute the Target Variate Function Metrics over the full Non-target Variate Empirical Distribution Off of the Target Variate Ghost Sample Sequence

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

Compute the Variance Upper Bound using the Ghost Variables

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

Compute the Function Sequence Agnostic Metrics associated with the Variance of each Variate Using the Supplied Ghost Variate Sequence

gilSeguraTemme2007() - Method in class org.drip.numerical.quadrature.IntegrandGenerator

Generate the Quadrature Nodes and Scaled Weights Using the Gil, Segura, and Temme (2007) Scheme

GILT(JulianDate, JulianDate, double) - Static method in class org.drip.service.template.TreasuryBuilder

Construct an Instance of the UK Treasury GBP GILT Bond

GILTBenchmarkAttribution - Class in org.drip.sample.treasurypnl

GILTBenchmarkAttribution demonstrates the Computation of the PnL Time Series Metrics for the GILT Benchmark Bond Series.

GILTBenchmarkAttribution() - Constructor for class org.drip.sample.treasurypnl.GILTBenchmarkAttribution

GILTReconstitutor - Class in org.drip.sample.treasuryfeed

GILTReconstitutor demonstrates the Cleansing and Re-constitution of the GILT Yield Marks obtained from Historical Yield Curve Prints.

GILTReconstitutor() - Constructor for class org.drip.sample.treasuryfeed.GILTReconstitutor

Giulin - Class in org.drip.sample.bondeos

Giulin demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Giulin.

Giulin() - Constructor for class org.drip.sample.bondeos.Giulin

GkLinearOperator - Class in org.drip.graph.adjacencymatrix

GkOperator implements the G^k Adjacency Linear Operator and its Norm/Spectral Radius.

GkLinearOperator(R1ToR1, int) - Constructor for class org.drip.graph.adjacencymatrix.GkLinearOperator

GkLinearOperator Constructor

GkToR1 - Class in org.drip.graph.adjacencymatrix

GkToR1 implements the Space Map induced by L^k Norm on the R¹ Functions over the Vertexes of a Graph.

GkToR1(R1ToR1, int) - Constructor for class org.drip.graph.adjacencymatrix.GkToR1

GkToR1 Constructor

GlblSecuritizedMarketsBreakdown - Class in org.drip.sample.betafloatfloat

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

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

GlblSecuritizedMarketsDetail - Class in org.drip.sample.betafixedfloat

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

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

GlblSecuritizedMarketsExplain - Class in org.drip.sample.allocation

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

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

GlivenkoCantelliFunctionSupremum - Class in org.drip.sequence.custom

GlivenkoCantelliFunctionSupremum contains the Implementation of the Supremum Class Objective Function dependent on Multivariate Random Variables where the Multivariate Function is a Linear Combination of Bounded Univariate Functions acting on each Random Variate.

GlivenkoCantelliFunctionSupremum(FunctionSupremumUnivariateRandom, double[]) - Constructor for class org.drip.sequence.custom.GlivenkoCantelliFunctionSupremum

GlivenkoCantelliFunctionSupremum Constructor

GlivenkoCantelliSupremumBound - Class in org.drip.sample.efronstein

GlivenkoCantelliSupremumBound demonstrates the Computation of the Probabilistic Bounds for the Supremum among the Class of Functions for an Empirical Sample from its Population Mean using Variants of the Efron-Stein Methodology.

GlivenkoCantelliSupremumBound() - Constructor for class org.drip.sample.efronstein.GlivenkoCantelliSupremumBound

GlivenkoCantelliUniformBound - Class in org.drip.sample.efronstein

GlivenkoCantelliUniformBound demonstrates the Computation of the Probabilistic Bounds for the Uniform Deviation of an Empirical Sample from its Population Mean using Variants of the Efron-Stein Methodology.

GlivenkoCantelliUniformBound() - Constructor for class org.drip.sample.efronstein.GlivenkoCantelliUniformBound

GlivenkoCantelliUniformDeviation - Class in org.drip.sequence.custom

GlivenkoCantelliUniformDeviation contains the Implementation of the Bounded Objective Function dependent on Multivariate Random Variables where the Multivariate Function is a Linear Combination of Bounded Univariate Functions acting on each Random Variate.

GlivenkoCantelliUniformDeviation(BoundedIdempotentUnivariateRandom, double[]) - Constructor for class org.drip.sequence.custom.GlivenkoCantelliUniformDeviation

GlivenkoCantelliUniformDeviation Constructor

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

Global Credit Markets Business

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

Glbl Securitized Markets Business

GlobalControlCurveParams - Class in org.drip.state.estimator

GlobalControlCurveParams contains the Parameters controlling multiple Stretches in a Curve.

GlobalControlCurveParams(String, SegmentCustomBuilderControl, BoundarySettings, int, StretchBestFitResponse, StretchBestFitResponse) - Constructor for class org.drip.state.estimator.GlobalControlCurveParams

GlobalControlCurveParams constructor

globalMinimumVariance() - Method in class org.drip.portfolioconstruction.mpt.MarkovitzBullet

Retrieve the Global Minimum Variance Portfolio Metrics

globalMinimumVarianceAllocate(HoldingsAllocationControl, AssetUniverseStatisticalProperties) - Method in class org.drip.portfolioconstruction.allocator.ConstrainedMeanVarianceOptimizer

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

Allocate the Global Minimum Variance Portfolio without any Returns Constraints in the Parameters

globalMinimumVarianceAllocate(HoldingsAllocationControl, AssetUniverseStatisticalProperties) - Method in class org.drip.portfolioconstruction.allocator.QuadraticMeanVarianceOptimizer

Goa - Class in org.drip.sample.bondmetrics

Goa generates the Full Suite of Replication Metrics for Bond Goa.

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

GoldmanSachsShortfall(String, Scope, Unit, double, double, double[], TransactionChargeGoldmanSachsShortfall[]) - Static method in class org.drip.portfolioconstruction.constraint.LimitChargeTermIssuer

Construct a Static Instance of GoldmanSachsShortfall LimitChargeTermIssuer

GoldmanSachsShortfallTerm - Class in org.drip.portfolioconstruction.objective

GoldmanSachsShortfallTerm implements the Objective Term that optimizes the Charge incurred by the Buy/Sell Trades in the Target Portfolio using the Goldman Sachs Shortfall Model from the Starting Allocation.

GoldmanSachsShortfallTerm(String, Holdings, TransactionChargeGoldmanSachsShortfall[]) - Constructor for class org.drip.portfolioconstruction.objective.GoldmanSachsShortfallTerm

GoldmanSachsShortfallTerm Constructor

GoldPlatedBaselProxy - Class in org.drip.sample.xvafixfloat

GoldPlatedBaselProxy simulates for various Latent States and Exposures for an Fix Float Swap and computes the XVA Metrics using the Basel Proxy-Style Exposure Generator using Burgard Kjaer Gold Plated Two Way CSA Vertexes.

GoldPlatedBaselProxy() - Constructor for class org.drip.sample.xvafixfloat.GoldPlatedBaselProxy

GoldPlatedTwoWayCSA(JulianDate, double, double, MarketEdge, CloseOut) - Static method in class org.drip.xva.vertex.BurgardKjaerBuilder

Construct a Standard Instance of BurgardKjaerVertex using a Fully Collateralized Strategy, i.e., also referred to as the 2 Way Gold Plated CSA

GolubWelsch - Class in org.drip.numerical.quadrature

GolubWelsch implements the Golub-Welsch Algorithm that extracts the Quadrature Nodes and Weights.

GolubWelsch(double[][]) - Constructor for class org.drip.numerical.quadrature.GolubWelsch

GolubWelsch Constructor

golubWelschA(int) - Method in class org.drip.numerical.quadrature.IntegrandGenerator

Generate the Golub-Welsch Matrix A Entry

golubWelschB(int) - Method in class org.drip.numerical.quadrature.IntegrandGenerator

Generate the Golub-Welsch Matrix B Entry

Gopalpur - Class in org.drip.sample.bondmetrics

Gopalpur generates the Full Suite of Replication Metrics for a Sample Bond.

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

Gorakhpur - Class in org.drip.sample.bondsink

Gorakhpur generates the Full Suite of Replication Metrics for the Sinker Bond Gorakhpur.

Gorakhpur() - Constructor for class org.drip.sample.bondsink.Gorakhpur

GoursatCubicTransformation(double) - Static method in class org.drip.specialfunction.property.HypergeometricEqualityLemma

Construct the Goursat Cubic Transformation Verifier

GoursatCubicTransformationProperty - Class in org.drip.sample.hypergeometric

GoursatCubicTransformationProperty verifies the Goursat Cubic Transformation Identity Lemma.

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

GoursatQuadraticTransformation(double, double) - Static method in class org.drip.specialfunction.property.HypergeometricEqualityLemma

Construct the Goursat Quadratic Transformation Verifier

GoursatQuadraticTransformationProperty - Class in org.drip.sample.hypergeometric

GoursatQuadraticTransformationProperty verifies the Goursat Quadratic Transformation Identity Lemma.

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

GOVERNMENT_BOND - Static variable in class org.drip.investing.engine.AssetType

Asset Type GOVERNMENT BOND

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

Retrieve the Govvie Latent State Node Container

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

Retrieve the Govvie Latent State

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

Retrieve of Labeled Govvie

Govvie(MergedDiscountForwardCurve, GovvieCurve) - Static method in class org.drip.param.creator.MarketParamsBuilder

Create a Market Parameters instance with the rates discount curve and the treasury discount curve alone

GOVVIE_QM_YIELD - Static variable in class org.drip.analytics.definition.LatentStateStatic

Govvie Latent State Quantification Metric - Treasury Benchmark Yield

GovvieBondDefinitions - Class in org.drip.sample.treasury

GovvieBondDefinitions contains the Details of the Standard Built-in Govvie Bonds.

GovvieBondDefinitions() - Constructor for class org.drip.sample.treasury.GovvieBondDefinitions

govvieBuilderSetting() - Method in class org.drip.service.scenario.EOSMetricsReplicator

Retrieve the Govvie Builder Settings

govvieBuilderSettings() - Method in class org.drip.state.sequence.PathGovvie

Retrieve the Govvie Builder Settings Instance

govvieBuilderSettings() - Method in class org.drip.state.sequence.PathVertexGovvie

Generate the Govvie Builder Settings Instance

GovvieBuilderSettings - Class in org.drip.state.sequence

GovvieBuilderSettings exposes the Functionality to generate a Sequence of Govvie Curve Realizations across Multiple Paths.

GovvieBuilderSettings(JulianDate, String, String[], double[], double[]) - Constructor for class org.drip.state.sequence.GovvieBuilderSettings

GovvieBuilderSettings Constructor

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

Retrieve the Govvie Code

GovvieCurve - Class in org.drip.state.govvie

GovvieCurve is the Stub for the Govvie Curve for the specified Govvie/Treasury.

GovvieCurve(String, JulianDate, JulianDate[], JulianDate[], double[], double[], String, int) - Static method in class org.drip.service.template.LatentMarketStateBuilder

Construct a Govvie Curve from the Treasury Instruments

GovvieCurve(String, JulianDate, JulianDate[], JulianDate[], double[], double[], String, SegmentCustomBuilderControl) - Static method in class org.drip.service.template.LatentMarketStateBuilder

Construct a Govvie Curve from the Treasury Instruments

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

Indicate if the Govvie Latent State Exists

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

Retrieve the Correlation Surface for the specified Govvie Latent State Pair

govvieLabel() - Method in class org.drip.product.calib.ProductQuoteSet

Retrieve the Govvie Latent State Label, if it exists

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

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

govvieLabel() - Method in interface org.drip.product.definition.ComponentMarketParamRef

Get the Govvie Curve Latent State Label

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

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

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

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

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

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

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

GovvieLabel - Class in org.drip.state.identifier

GovvieLabel contains the Identifier Parameters referencing the Latent State of the named Sovereign Curve.

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

GovvieLabel constructor

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

Retrieve the Govvie Evolver Map

govvieOvernightCorrelation(GovvieLabel, OvernightLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Correlation Surface for the specified Govvie and the Overnight Latent States

govviePaydownCorrelation(GovvieLabel, PaydownLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Correlation Surface for the specified Govvie and the Pay-down Latent States

govviePRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.credit.BondComponent

govviePRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.credit.CDSComponent

govviePRWC(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 Govvie Curve FX Forward Latent State from the Component's Cash Flows.

govviePRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.fx.FXForwardComponent

govviePRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.govvie.TreasuryComponent

govviePRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.option.OptionComponent

govviePRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.FixFloatComponent

govviePRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.FloatFloatComponent

govviePRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.RatesBasket

govviePRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) - Method in class org.drip.product.rates.SingleStreamComponent

govviePRWC(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 Govvie Curve Yield Latent State from the Component's Cash Flows.

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

Retrieve the Array of Govvie Yield Quotes

govvieRecoveryCorrelation(GovvieLabel, EntityRecoveryLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Correlation Surface for the specified Govvie and the Recovery Latent States

govvieRecoveryCorrelation(GovvieLabel, RatingLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Correlation Surface for the specified Govvie and the Rating Latent States

govvieRepoCorrelation(GovvieLabel, RepoLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Correlation Surface for the specified Govvie and the Repo Latent States

govvieState(GovvieLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Government State for the specified Label

GovvieState - Class in org.drip.template.state

GovvieState sets up the Calibration and the Construction of the Govvie Latent State and examine the Emitted Metrics.

GovvieState() - Constructor for class org.drip.template.state.GovvieState

GovvieStateShifted - Class in org.drip.template.statebump

GovvieStateShifted demonstrates the Construction and Usage of Tenor Bumped Govvie Curves.

GovvieStateShifted() - Constructor for class org.drip.template.statebump.GovvieStateShifted

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

Retrieve the Array of Govvie Instrument Maturity Tenors

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

Retrieve the Map of the Tenor Bumped Down Instances of the Govvie Curve CSQC

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

Retrieve the Map of the Tenor Bumped Up Instances of the Govvie Curve CSQC

GovvieTreasuryMarksReconstitutor - Class in org.drip.feed.transformer

GovvieTreasuryMarksReconstitutor transforms the Treasury Marks (e.g., Yield) Feed Inputs into Formats appropriate for Govvie Curve Construction and Measure Generation.

GovvieTreasuryMarksReconstitutor() - Constructor for class org.drip.feed.transformer.GovvieTreasuryMarksReconstitutor

govvieVolatility(GovvieLabel) - Method in class org.drip.param.market.CurveSurfaceQuoteContainer

Retrieve the Volatility Curve for the specified Govvie Latent State

gradient() - Method in class org.drip.execution.hjb.NonDimensionalCostSystemic

Retrieve the Realized Non Dimensional Cost Value Function Gradient to the Systemic Market State

gradient(double[]) - Method in class org.drip.function.definition.RdToR1

Construct an Instance of the Unit Gradient Vector at the given Input Variates

gradientModulus(double[]) - Method in class org.drip.function.definition.RdToR1

Compute the Modulus of the Gradient at the Specified Variate location

gradientModulusFunction() - Method in class org.drip.function.definition.RdToR1

Generate the Gradient Modulus Function

GrahamSchmidtProcess - Class in org.drip.sample.matrix

GrahamSchmidtProcess illustrates the Graham Schmidt Orthogonalization and Orthonormalization.

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

graph() - Method in class org.drip.graph.connectivity.Kosaraju

Retrieve the Network Graph

graph() - Method in class org.drip.graph.shortestpath.FloydWarshall

Retrieve the Graph underlying the Path Generator

graph() - Method in class org.drip.graph.shortestpath.OptimalPathGenerator

Retrieve the Graph underlying the Path Generator

graph() - Method in class org.drip.graph.treebuilder.KOptimalSpanningForestsGenerator

Retrieve the Graph

graph() - Method in class org.drip.graph.treebuilder.OptimalSpanningForestGenerator

Retrieve the Graph

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

Retrieve the Upper Bound on the Number of Edges per Graph

graphEdgeUpperBound() - Method in class org.drip.graph.decisiontree.GenerationComplexity

Retrieve the Upper Bound on the Number of Edges per Graph

GraphProperties - Class in org.drip.sample.graph

GraphProperties illustrates the Characteristic Properties of the specified Graph.

GraphProperties() - Constructor for class org.drip.sample.graph.GraphProperties

GraphUtil - Class in org.drip.service.common

GraphUtil implements Graph Utility Functions.

GraphUtil() - Constructor for class org.drip.service.common.GraphUtil

GRDHoliday - Class in org.drip.analytics.holset

GRDHoliday holds the GRD Holidays.

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

GRDHoliday Constructor

greeks(double, double, double, double, boolean, boolean, double) - Method in class org.drip.pricer.option.BlackNormalAlgorithm

greeks(double, double, double, double, boolean, boolean, double) - Method in class org.drip.pricer.option.BlackScholesAlgorithm

greeks(double, double, double, double, boolean, boolean, double) - Method in class org.drip.pricer.option.FokkerPlanckGenerator

Carry out a Sensitivity Run and generate the Pricing related measure set

greeks(double, double, double, double, boolean, boolean, double) - Method in class org.drip.pricer.option.HestonStochasticVolatilityAlgorithm

greeks(int, int, double, MergedDiscountForwardCurve, double, boolean, boolean, double) - Method in class org.drip.pricer.option.FokkerPlanckGenerator

Carry out a Sensitivity Run and generate the Pricing related measure set

greeks(int, int, double, MergedDiscountForwardCurve, double, boolean, boolean, R1ToR1) - Method in class org.drip.pricer.option.FokkerPlanckGenerator

Carry out a Sensitivity Run and generate the Pricing related measure set

Greeks - Class in org.drip.pricer.option

Greeks contains the Sensitivities/Pricing Measures common across both Call and Put Option Pricing Runs.

Greeks(double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double) - Constructor for class org.drip.pricer.option.Greeks

The Greeks Constructor

grid() - Method in class org.drip.feed.loader.CSVGrid

Retrieve the Underlying CSV Grid

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

Retrieve the Grid of Elements

Grid(int[], VariationMarginTradePaymentVertex, MarketPath) - Static method in class org.drip.exposure.mpor.VariationMarginTrajectoryBuilder

Generate the Daily Dense Variation Margin Trade Payment Trajectory

Gringorten1963(int) - Static method in class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic

Construct the Gringorten (1963) Version of the PlottingPositionGeneratorHeuristic

grossChange() - Method in class org.drip.historical.attribution.PositionChangeComponents

Retrieve the Gross Interval Change

grossChange() - Method in class org.drip.measure.realization.JumpDiffusionEdge

Retrieve the Gross Change

grossCleanChange() - Method in class org.drip.historical.attribution.PositionChangeComponents

Retrieve the Gross Interval Clean Change

grossFSPnL() - Method in class org.drip.capital.simulation.PathPnLRealization

Retrieve the Realized FS Gross PnL

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

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

grossFSPnLList() - Method in class org.drip.capital.simulation.EnsemblePnLDistribution

Retrieve the Gross FS PnL List

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

Generate the Gross FS PnL Distribution

grossIdiosyncraticStressPnL() - Method in class org.drip.capital.simulation.PathPnLRealization

Retrieve the Realized Idiosyncratic Stress PnL

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

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

grossIdiosyncraticStressPnLList() - Method in class org.drip.capital.simulation.EnsemblePnLDistribution

Retrieve the Gross Idiosyncratic Stress PnL List

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

Generate the Gross Idiosyncratic PnL Distribution

grossPAACategoryPnLDecomposition() - Method in class org.drip.capital.simulation.StressEventIncidenceEnsemble

Compute the Gross PAA Category PnL Decomposition

grossPnL() - Method in class org.drip.capital.simulation.FSPnLDecomposition

Retrieve the Cross-RF Gross PnL

grossPnL() - Method in class org.drip.capital.simulation.PathPnLRealization

Retrieve the Total Realized PnL

grossPnL() - Method in class org.drip.capital.simulation.StressEventIncidenceEnsemble

Compute the Gross PnL

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

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

grossPnLList() - Method in class org.drip.capital.simulation.EnsemblePnLDistribution

Retrieve the Gross PnL List

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

Generate the Gross PnL Distribution

grossPriceChange() - Method in class org.drip.execution.cost.LinearTemporaryImpact

Retrieve the Gross Price Change

GrossProfitEstimator - Class in org.drip.execution.principal

GrossProfitEstimator generates the Gross Profit Distribution and the Information Ratio for a given Level of Principal Discount.

GrossProfitEstimator(EfficientTradingTrajectory) - Constructor for class org.drip.execution.principal.GrossProfitEstimator

GrossProfitEstimator Constructor

GrossProfitExpectation - Class in org.drip.execution.principal

GrossProfitExpectation implements the R¹ To R¹ Univariate that computes the Explicit Profit of a Principal Execution given the Optimal Trajectory.

GrossProfitExpectation(double, double) - Constructor for class org.drip.execution.principal.GrossProfitExpectation

GrossProfitExpectation Constructor

grossScaler() - Method in class org.drip.capital.setting.HorizonTailPnLControl

Retrieve the Gross (Horizon X Tail) Scaler

grossSystemicStressPnL() - Method in class org.drip.capital.simulation.PathPnLRealization

Retrieve the Realized Systemic Stress PnL

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

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

grossSystemicStressPnLList() - Method in class org.drip.capital.simulation.EnsemblePnLDistribution

Retrieve the Gross Systemic Stress PnL List

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

Generate the Gross Systemic PnL Distribution

groundForwardYield() - Method in class org.drip.state.sequence.GovvieBuilderSettings

Retrieve the Ground Forward Yield Array

groundState() - Method in class org.drip.state.sequence.GovvieBuilderSettings

Retrieve the Ground State Govvie Curve

group() - Method in class org.drip.capital.label.BusinessGrouping

Retrieve the Group

Group - Class in org.drip.capital.definition

Group maintains the C¹ Fixings for the Group Categorical Variate.

Group() - Constructor for class org.drip.capital.definition.Group

GroupAnagrams(String[]) - Static method in class org.drip.service.common.StringUtil

Given an array of words, group anagrams together.

GroupAnagrams2(String[]) - Static method in class org.drip.service.common.StringUtil

Given an array of words, group anagrams together.

groupedOrderedDouble(double) - Method in class org.drip.feed.loader.CSVGrid

Construct a Historical Map of Scaled/Keyed/Tenor Ordered Double

groupElementCount() - Method in class org.drip.graph.selection.Introselector

Retrieve the Group Element Count

groupElementCount() - Method in class org.drip.graph.selection.MedianOfMediansSelector

Retrieve the Group Element Count

GroupPathExposureAdjustment - Class in org.drip.xva.gross

GroupPathExposureAdjustment cumulates the Exposures and the Adjustments across Multiple Netting/Funding Groups on a Single Path Projection Run across multiple Counter Party Groups the constitute a Book.

GroupPathExposureAdjustment(MonoPathExposureAdjustment[]) - Constructor for class org.drip.xva.gross.GroupPathExposureAdjustment

GroupPathExposureAdjustment Constructor

growTail(KaplanZwickBinaryNode<KEY, ITEM>) - Method in class org.drip.graph.softheap.KaplanZwickTreeMelder

Grow the Tail Root Node using the Supplied Root Node

growthCategory() - Method in class org.drip.investing.engine.AssetSpecification

Retrieve the Growth Category

GrowthCategory - Class in org.drip.investing.factorspec

GrowthCategory holds the Settings of the Growth Factor Category.

GrowthCategory() - Constructor for class org.drip.investing.factorspec.GrowthCategory

gScore() - Method in class org.drip.graph.shortestpath.AugmentedVertex

Retrieve the Vertex Path G Score

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

GSP Product

gSpread() - Method in class org.drip.analytics.output.BondRVMeasures

Retrieve the G Spread

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

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

Calculate G Spread from ASW to Maturity

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

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

Calculate G Spread from ASW to Work-out

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

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

Calculate G Spread from ASW to Optimal Exercise

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

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

Calculate G Spread from Bond Basis to Maturity

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

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

Calculate G Spread from Bond Basis to Work-out

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

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

Calculate G Spread from Bond Basis to Optimal Exercise

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

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

Calculate G Spread from Credit Basis to Maturity

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

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

Calculate G Spread from Credit Basis to Work-out

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

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

Calculate G Spread from Credit Basis to Optimal Exercise

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

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

Calculate G Spread from Discount Margin to Maturity

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

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

Calculate G Spread from Discount Margin to Work-out

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

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

Calculate G Spread from Discount Margin to Optimal Exercise

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

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

Calculate G Spread from E Spread to Maturity

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

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

Calculate G Spread from E Spread to Work-out

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

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

Calculate G Spread from E Spread to Optimal Exercise

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

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

Calculate G Spread from I Spread to Maturity

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

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

Calculate G Spread from I Spread to Work-out

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

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

Calculate G Spread from I Spread to Optimal Exercise

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

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

Calculate G Spread from J Spread to Maturity

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

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

Calculate G Spread from J Spread to Work-out

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

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

Calculate G Spread from J Spread to Optimal Exercise

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

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

Calculate G Spread from N Spread to Maturity

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

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

Calculate G Spread from N Spread to Work-out

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

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

Calculate G Spread from N Spread to Optimal Exercise

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

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

Calculate G Spread from OAS to Maturity

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

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

Calculate G Spread from OAS to Work-out

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

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

Calculate G Spread from OAS to Optimal Exercise

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

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

Calculate G Spread from PECS to Maturity

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

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

Calculate G Spread from PECS to Work-out

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

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

Calculate G Spread from PECS to Optimal Exercise

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

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

Calculate G Spread from Price to Maturity

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

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

Calculate G Spread from Price to Work-out

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

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

Calculate G Spread from Price to Optimal Exercise

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

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

Calculate G Spread from TSY Spread to Maturity

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

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

Calculate G Spread from TSY Spread to Work-out

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

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

Calculate G Spread from TSY Spread to Optimal Exercise

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

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

Calculate G Spread from Yield to Maturity

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

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

Calculate G Spread from Yield to Work-out

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

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

Calculate G Spread from Yield Spread to Maturity

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

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

Calculate G Spread from Yield Spread to Work-out

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

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

Calculate G Spread from Yield Spread to Optimal Exercise

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

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

Calculate G Spread from Yield to Optimal Exercise

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

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

Calculate G Spread from Z Spread to Maturity

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

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

Calculate G Spread from Z Spread to Work-out

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

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

Calculate G Spread from Z Spread to Optimal Exercise

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

GSSG West Business

GSWISSBenchmarkAttribution - Class in org.drip.sample.treasurypnl

GSWISSBenchmarkAttribution demonstrates the Computation of the PnL Time Series Metrics for the GSWISS Benchmark Bond Series.

GSWISSBenchmarkAttribution() - Constructor for class org.drip.sample.treasurypnl.GSWISSBenchmarkAttribution

GSWISSReconstitutor - Class in org.drip.sample.treasuryfeed

GSWISSReconstitutor demonstrates the Cleansing and Re-constitution of the GSWISS Yield Marks obtained from Historical Yield Curve Prints.

GSWISSReconstitutor() - Constructor for class org.drip.sample.treasuryfeed.GSWISSReconstitutor

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

GREATER THAN To Comparison

GT_80PC_OVERLAP_NON_RESIDUAL - Static variable in class org.drip.simm.credit.CRNQBucketCorrelation20

Correlation between Sensitivities having Overlap of Greater Than 80% Names Non-Residual Same Bucket

GT_80PC_OVERLAP_NON_RESIDUAL - Static variable in class org.drip.simm.credit.CRNQBucketCorrelation21

Correlation between Sensitivities having Overlap of Greater Than 80% Names Non-Residual Same Bucket

GT_80PC_OVERLAP_NON_RESIDUAL - Static variable in class org.drip.simm.credit.CRNQBucketCorrelation24

Correlation between Sensitivities having Overlap of Greater Than 80% Names Non-Residual Same Bucket

GT_80PC_OVERLAP_RESIDUAL - Static variable in class org.drip.simm.credit.CRNQBucketCorrelation20

Correlation between Sensitivities having Overlap of Greater Than 80% Names Residual

GT_80PC_OVERLAP_RESIDUAL - Static variable in class org.drip.simm.credit.CRNQBucketCorrelation21

Correlation between Sensitivities having Overlap of Greater Than 80% Names Residual

GT_80PC_OVERLAP_RESIDUAL - Static variable in class org.drip.simm.credit.CRNQBucketCorrelation24

Correlation between Sensitivities having Overlap of Greater Than 80% Names Residual

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

GREATER THAN OR EQUAL To Comparison

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

"Greater Than Or Equal To" Relation

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

GTS Business

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

GTS Product

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

GTS Holdings-Trade Business

GTSBreakdown - Class in org.drip.sample.betafloatfloat

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

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

GTSDetail - Class in org.drip.sample.betafixedfloat

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

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

GTSExplain - Class in org.drip.sample.allocation

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

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

Guangzhou - Class in org.drip.sample.bondeos

Guangzhou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Guangzhou.

Guangzhou() - Constructor for class org.drip.sample.bondeos.Guangzhou

GUID() - Static method in class org.drip.service.common.StringUtil

Generate a GUID string

Guigang - Class in org.drip.sample.bondeos

Guigang demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Guigang.

Guigang() - Constructor for class org.drip.sample.bondeos.Guigang

Guiyang - Class in org.drip.sample.bondeos

Guiyang demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Guiyang.

Guiyang() - Constructor for class org.drip.sample.bondeos.Guiyang

Gulbarga - Class in org.drip.sample.bondmetrics

Gulbarga demonstrates the Analytics Calculation/Reconciliation for the Bond Gulbarga.

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

Guntur - Class in org.drip.sample.bondsink

Guntur generates the Full Suite of Replication Metrics for the Sinker Bond Guntur.

Guntur() - Constructor for class org.drip.sample.bondsink.Guntur

GuoWangLi2019Bound - Class in org.drip.graph.adjacencymatrix

GuoWangLi2019Bound implements the Guo, Wang, and Li (2019) Upper Bound on the Spectral Radius.

GuoWangLi2019Bound(int, boolean, boolean, double) - Constructor for class org.drip.graph.adjacencymatrix.GuoWangLi2019Bound

GuoWangLi2019Bound Constructor

guoWangLi2019SpectralRadiusUpperBound(Network<Double>, int) - Method in class org.drip.graph.adjacencymatrix.GkLinearOperator

Compute the GuoWangLi2019Bound Instance

Guwahati - Class in org.drip.sample.bondeos

Guwahati demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Guwahati.

Guwahati() - Constructor for class org.drip.sample.bondeos.Guwahati

Gwalior - Class in org.drip.sample.bondeos

Gwalior demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Gwalior.

Gwalior() - Constructor for class org.drip.sample.bondeos.Gwalior

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

GWM Business

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

GWM Product

GWMBreakdown - Class in org.drip.sample.betafloatfloat

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

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

GWMDetail - Class in org.drip.sample.betafixedfloat

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

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

GWMExplain - Class in org.drip.sample.allocation

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

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

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