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H

h() - Method in class org.drip.measure.chisquare.R1NonCentralSankaran
Retrieve the Sankaran "h" Parameter
HaganWestForwardInterpolator - Class in org.drip.sample.funding
HaganWestForwardInterpolator illustrates using the Hagan and West (2006) Estimator.
HaganWestForwardInterpolator() - Constructor for class org.drip.sample.funding.HaganWestForwardInterpolator
 
Haicheng - Class in org.drip.sample.bondeos
Haicheng demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Haicheng.
Haicheng() - Constructor for class org.drip.sample.bondeos.Haicheng
 
Haikou - Class in org.drip.sample.bondeos
Haikou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Haikou.
Haikou() - Constructor for class org.drip.sample.bondeos.Haikou
 
Haimen - Class in org.drip.sample.bondeos
Haimen demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Haimen.
Haimen() - Constructor for class org.drip.sample.bondeos.Haimen
 
HalfDownShiftedFactorial(int) - Static method in class org.drip.numerical.common.NumberUtil
Compute (n - 0.5)!
HalfInteger() - Static method in class org.drip.specialfunction.digamma.CumulativeSeriesEstimator
Compute the Half-Integer Cumulative Series of Digamma Estimator
HalfIntegerEstimate - Class in org.drip.sample.digamma
HalfIntegerEstimate demonstrates the Estimation of the Digamma Function for Half Integers.
HalfIntegerEstimate() - Constructor for class org.drip.sample.digamma.HalfIntegerEstimate
 
HalfIntegerIdentity() - Static method in class org.drip.specialfunction.property.BesselFirstEqualityLemma
Construct the Bessel First Kind Half-Integer Identity Verifier
HalfIntegerIdentity() - Static method in class org.drip.specialfunction.property.BesselSecondEqualityLemma
Construct the Bessel Second Kind Half-Integer Identity Verifier
halfLife() - Method in class org.drip.execution.optimum.AlmgrenChrissDiscrete
Retrieve the Half-Life
HALFSECOND - Static variable in class org.drip.analytics.date.DateUtil
HALF_SECOND Constant for Julian Date Construction
Handan - Class in org.drip.sample.bondeos
Handan demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Handan.
Handan() - Constructor for class org.drip.sample.bondeos.Handan
 
hankelAsymptoteSeries() - Method in class org.drip.specialfunction.bessel.ModifiedFirstHankelAsymptoteEstimator
Retrieve the Hankel Asymptote Series
hankelAsymptoteSeries() - Method in class org.drip.specialfunction.bessel.ModifiedSecondHankelAsymptoteEstimator
Retrieve the Hankel Asymptote Series
HankelAsymptoteSeries - Class in org.drip.specialfunction.bessel
HankelAsymptoteSeries implements the Large z Asymptotic Series used for Estimating the Modified Bessel Functions.
HankelAsymptoteSeries() - Constructor for class org.drip.specialfunction.bessel.HankelAsymptoteSeries
 
HankelAsymptoteSeriesTerm - Class in org.drip.specialfunction.bessel
HankelAsymptoteSeriesTerm implements the Large z Asymptotic Series Term used for Modified Bessel Functions.
HankelAsymptoteSeriesTerm(boolean) - Constructor for class org.drip.specialfunction.bessel.HankelAsymptoteSeriesTerm
HankelAsymptoteSeriesTerm Constructor
hankelFirstKindEstimator() - Method in class org.drip.specialfunction.hankel.XeeFromBigH1
Retrieve the Hankel First Kind Estimator
HankelFirstKindEstimator - Class in org.drip.specialfunction.definition
HankelFirstKindEstimator exposes the Estimator for the Hankel Function of the First Kind.
HankelFirstKindEstimator() - Constructor for class org.drip.specialfunction.definition.HankelFirstKindEstimator
 
hankelSecondKindEstimator() - Method in class org.drip.specialfunction.hankel.ZitaFromBigH2
Retrieve the Hankel Second Kind Estimator
HankelSecondKindEstimator - Class in org.drip.specialfunction.definition
HankelSecondKindEstimator exposes the Estimator for the Hankel Function of the Second Kind.
HankelSecondKindEstimator() - Constructor for class org.drip.specialfunction.definition.HankelSecondKindEstimator
 
HansHeinrichBurmannConvergent() - Static method in class org.drip.function.e2erf.ErrorFunction
Construct the Convergent Hans Heinrich Burmann Version of the E2 erf
HansHeinrichBurmannSchopfSupancic2014() - Static method in class org.drip.function.e2erf.ErrorFunction
Construct the Schopf-Supancic (2014) Hans Heinrich Burmann Version of the E2 erf
HansHeinrichBurmannSeries - Class in org.drip.function.e2erf
HansHeinrichBurmannSeries generates the Terms in the E2 erf Hans-Heinrich-Burmann Series Variants.
HansHeinrichBurmannSeries() - Constructor for class org.drip.function.e2erf.HansHeinrichBurmannSeries
 
HansHeinrichBurmannTerm - Class in org.drip.function.e2erf
HansHeinrichBurmannTerm implements the Term in the E2 erf Hans-Heinrich-Burmann Series Variants.
HansHeinrichBurmannTerm() - Constructor for class org.drip.function.e2erf.HansHeinrichBurmannTerm
 
Harbin - Class in org.drip.sample.bondeos
Harbin demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Harbin.
Harbin() - Constructor for class org.drip.sample.bondeos.Harbin
 
hardTimeout() - Method in class org.drip.graph.concurrency.InterruptibleDaemonMaster
Retrieve the Hard Timeout
Harmonic() - Static method in class org.drip.specialfunction.digamma.CumulativeSeriesEstimator
Compute the Harmonic Cumulative Series of Digamma Estimator
HarmonicC1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
Generate a Harmonic C1 Array from the specified Array of Predictor Ordinates and the Response Values Fritcsh and Butland (1984) A Method for constructing local monotonic piece-wise cubic interpolants - SIAM J on Scientific and Statistical Computing 5, 300-304.
HarmonicEstimate - Class in org.drip.sample.digamma
HarmonicEstimate demonstrates the Cumulative Series Digamma Estimate Based on the Harmonic Function.
HarmonicEstimate() - Constructor for class org.drip.sample.digamma.HarmonicEstimate
 
HASH_TABLE - Static variable in class org.drip.graph.subarray.ThreeSumVariantBuilder
Hash-Table Based 3SUM Check
hashCode() - Method in class org.drip.analytics.date.JulianDate
 
hashCode() - Method in class org.drip.portfolioconstruction.core.Asset
 
hashCode() - Method in class org.drip.portfolioconstruction.core.Block
 
hashCode() - Method in class org.drip.spline.segment.LatentStateInelastic
 
HashSelect - Class in org.drip.sample.selection
HashSelect illustrates the Construction and Usage of the Bucket Hash-table Based Selection Algorithm.
HashSelect() - Constructor for class org.drip.sample.selection.HashSelect
 
HashSelector - Class in org.drip.graph.selection
HashSelector implements the Hash-table Based Selection Algorithm.
HashSelector(Double[], int) - Constructor for class org.drip.graph.selection.HashSelector
HashSelector Constructor
hasLapsed(ZonedDateTime) - Method in class org.drip.oms.transaction.TimeInForce
Indicate if the Input Time represents a TIF Lapse
hasOFReachedGoal(double, double, double) - Method in class org.drip.function.r1tor1solver.ExecutionControl
Check to see if the OF has reached the goal
hat() - Method in class org.drip.spline.basis.BSplineSequenceParams
Retrieve the Basis Hat Type
hazard() - Method in class org.drip.function.r1tor1.ExponentialDecay
Retrieve the Hazard
hazard(String) - Method in class org.drip.state.credit.CreditCurve
Calculate the hazard rate to the given tenor
hazard(JulianDate) - Method in class org.drip.state.credit.CreditCurve
Calculate the hazard rate to the given date
hazard(JulianDate, JulianDate) - Method in class org.drip.state.credit.CreditCurve
Calculate the hazard rate between a pair of forward dates
Hazard(int, String, String, double[], int[], double[], int[], int) - Static method in class org.drip.state.creator.ScenarioCreditCurveBuilder
Create a credit curve from hazard rate and recovery rate term structures
Hazard(int, String, String, double, int, double) - Static method in class org.drip.state.creator.ScenarioCreditCurveBuilder
Create an instance of the CreditCurve object from a solitary hazard rate node
Hazard(JulianDate, String, String, int[], double[], double) - Static method in class org.drip.state.creator.ScenarioCreditCurveBuilder
Create a credit curve from an array of dates and hazard rates
hazardIntegral() - Method in class org.drip.measure.realization.StochasticEdgeJump
Retrieve the Jump Occurrence Hazard Integral
HazardJumpEvaluator - Class in org.drip.measure.dynamics
HazardJumpEvaluator implements the Hazard Jump Process Point Event Indication Evaluator that guides the Single Factor Jump-Termination Random Process Variable Evolution.
hazardRate() - Method in class org.drip.exposure.universe.MarketVertexEntity
Retrieve the Realized Entity Hazard Rate Vertex Latent State
hazardRate() - Method in class org.drip.measure.dynamics.HazardJumpEvaluator
Retrieve the Hazard Rate
hazardRate() - Method in class org.drip.measure.realization.StochasticEdgeJump
Retrieve the Jump Occurrence Probability Density
Hazen1913(int) - Static method in class org.drip.validation.quantile.PlottingPositionGeneratorHeuristic
Construct the Hazen (1913) Version of the PlottingPositionGeneratorHeuristic
head() - Method in class org.drip.graph.softheap.KaplanZwickPriorityQueue
Retrieve the Head of the List of Trees
head() - Method in class org.drip.graph.softheap.KaplanZwickTreeMelder
Retrieve the Head of the Melded Tree
head() - Method in class org.drip.xva.basel.BalanceSheetEdge
Retrieve the Balance Sheet Account Vertex Head Instance
header() - Method in class org.drip.historical.attribution.PositionChangeComponents
Retrieve the Row of Header Fields
header() - Method in class org.drip.service.scenario.BondReplicationRun
Generate The Headers
header(int) - Method in class org.drip.feed.loader.CSVGrid
Retrieve the Header identified by the Index
header(String) - Method in class org.drip.historical.attribution.PositionMarketSnap
Retrieve the Row of Header Fields
headers() - Method in class org.drip.feed.loader.CSVGrid
Retrieve the Array of Headers
HEAVY_INDUSTRIALS - Static variable in class org.drip.simm.credit.SectorSystemics
The Heavy Industrials Sector
HEDGE - Static variable in class org.drip.capital.allocation.EntityComponentCorrelationCategory
Set the HEDGE Correlation Category
hedgeError() - Method in class org.drip.xva.derivative.EvolutionTrajectoryVertex
Retrieve the Hedge Error
hedgeError() - Method in class org.drip.xva.proto.PositionGroupSpecification
Retrieve the Hedge Error
hedgeError() - Method in class org.drip.xva.vertex.BurgardKjaer
Retrieve the Hedge Error
HedgeErrorBaselProxy - Class in org.drip.sample.xvafixfloat
HedgeErrorBaselProxy 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 Dual Bond Hedge Error Vertexes.
HedgeErrorBaselProxy() - Constructor for class org.drip.sample.xvafixfloat.HedgeErrorBaselProxy
 
HedgeErrorDualBond(JulianDate, double, double, double, double, MarketEdge, CloseOut) - Static method in class org.drip.xva.vertex.BurgardKjaerBuilder
Construct a Standard Instance of BurgardKjaerVertex using the specified Hedge Error with Two Dealer Bonds
Hefei - Class in org.drip.sample.bondeos
Hefei demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Hefei.
Hefei() - Constructor for class org.drip.sample.bondeos.Hefei
 
Hegang - Class in org.drip.sample.bondeos
Hegang demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Hegang.
Hegang() - Constructor for class org.drip.sample.bondeos.Hegang
 
height() - Method in class org.drip.service.common.TreeUtil.DiameterHeightPair
Retrieve the Height
Helper - Class in org.drip.analytics.support
Helper contains the collection of the analytics related utility functions used by the modules.
Helper() - Constructor for class org.drip.analytics.support.Helper
 
Hengyang - Class in org.drip.sample.bondeos
Hengyang demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Hengyang.
Hengyang() - Constructor for class org.drip.sample.bondeos.Hengyang
 
Hermite() - Static method in class org.drip.numerical.quadrature.WeightFunctionBuilder
Generate the Hermite Polynomial Weight Function
Hermite() - Static method in class org.drip.specialfunction.digamma.SaddlePoints
Construct the R1 to R1 Hermite Digamma Root Function
HermiteBasisSplineRegressor - Class in org.drip.regression.spline
HermiteBasisSplineRegressor implements the Hermite basis spline regressor for the given basis spline.
HermiteEnhancement() - Static method in class org.drip.specialfunction.digamma.SaddlePoints
Construct the R1 to R1 Hermite Enhancement Digamma Root Function
HermiteExtension() - Static method in class org.drip.specialfunction.digamma.SaddlePoints
Construct the R1 to R1 Hermite Extension Digamma Root Function
hessian() - Method in class org.drip.execution.sensitivity.ControlNodesGreek
Retrieve the Objective Function Penalty Hessian
hessian() - Method in class org.drip.function.rdtor1solver.ObjectiveFunctionPointMetrics
Retrieve the Hessian Matrix
hessian(double[]) - Method in class org.drip.function.definition.RdToR1
Evaluate The Hessian for the given Input Variates
hessian(double[]) - Method in class org.drip.function.rdtor1.AffineBoundMultivariate
 
hessian(double[]) - Method in class org.drip.function.rdtor1.AffineMultivariate
 
hessian(double[]) - Method in class org.drip.function.rdtor1.CovarianceEllipsoidMultivariate
 
hessian(double[]) - Method in class org.drip.function.rdtor1.LagrangianMultivariate
 
hessian(double[]) - Method in class org.drip.function.rdtor1.RiskObjectiveUtilityMultivariate
 
HestonAMSTPayoffTransform - Class in org.drip.sample.stochasticvolatility
HestonAMSTPayoffTransform contains an Comparison of the two ways of computing the Fourier convolution of the terminal payoff - the original Heston (1993) method, and the Albrecher, Mayer, Schoutens, and Tistaert tweak (2007).
HestonAMSTPayoffTransform() - Constructor for class org.drip.sample.stochasticvolatility.HestonAMSTPayoffTransform
 
HestonOptionPricerParams - Class in org.drip.param.pricer
HestonOptionPricerParams holds the parameters that drive the dynamics of the Heston stochastic volatility model.
HestonOptionPricerParams(int, double, double, double, double, double, int) - Constructor for class org.drip.param.pricer.HestonOptionPricerParams
HestonOptionPricerParams constructor
HestonRunMarketSurface(String, JulianDate, String, double, double, boolean, double, double[], String[], HestonOptionPricerParams, boolean, SegmentCustomBuilderControl, SegmentCustomBuilderControl) - Static method in class org.drip.state.creator.ScenarioMarketSurfaceBuilder
Create a Price/Volatility Market Surface Based off of a Single Run using the Heston 1993 Model
HestonStochasticVolatilityAlgorithm - Class in org.drip.pricer.option
HestonStochasticVolatilityAlgorithm implements the Heston 1993 Stochastic Volatility European Call and Put Options Pricer.
HestonStochasticVolatilityAlgorithm(HestonOptionPricerParams) - Constructor for class org.drip.pricer.option.HestonStochasticVolatilityAlgorithm
HestonStochasticVolatilityAlgorithm constructor
HeuristicCardinalityBoundOptimizer01 - Class in org.drip.sample.tadonkivial
HeuristicCardinalityBoundOptimizer01 demonstrates the Setup and Execution of a Cardinality Bounded Portfolio Allocator with Asset Level Bounds using the Tadonki-Vial (2004) Heuristics.
HeuristicCardinalityBoundOptimizer01() - Constructor for class org.drip.sample.tadonkivial.HeuristicCardinalityBoundOptimizer01
 
HeuristicCardinalityBoundOptimizer02 - Class in org.drip.sample.tadonkivial
HeuristicCardinalityBoundOptimizer02 demonstrates the Setup and Execution of a Cardinality Bounded Portfolio Allocator with Asset Level Bounds using the Tadonki-Vial (2004) Heuristics.
HeuristicCardinalityBoundOptimizer02() - Constructor for class org.drip.sample.tadonkivial.HeuristicCardinalityBoundOptimizer02
 
HeuristicCardinalityBoundOptimizer03 - Class in org.drip.sample.tadonkivial
HeuristicCardinalityBoundOptimizer03 demonstrates the Setup and Execution of a Cardinality Bounded Portfolio Allocator with Asset Level Bounds using the Tadonki-Vial (2004) Heuristics.
HeuristicCardinalityBoundOptimizer03() - Constructor for class org.drip.sample.tadonkivial.HeuristicCardinalityBoundOptimizer03
 
HeuristicCardinalityBoundOptimizer04 - Class in org.drip.sample.tadonkivial
HeuristicCardinalityBoundOptimizer04 demonstrates the Setup and Execution of a Cardinality Bounded Portfolio Allocator with Asset Level Bounds using the Tadonki-Vial (2004) Heuristics.
HeuristicCardinalityBoundOptimizer04() - Constructor for class org.drip.sample.tadonkivial.HeuristicCardinalityBoundOptimizer04
 
HeuristicCardinalityBoundOptimizer05 - Class in org.drip.sample.tadonkivial
HeuristicCardinalityBoundOptimizer05 demonstrates the Setup and Execution of a Cardinality Bounded Portfolio Allocator with Asset Level Bounds using the Tadonki-Vial (2004) Heuristics.
HeuristicCardinalityBoundOptimizer05() - Constructor for class org.drip.sample.tadonkivial.HeuristicCardinalityBoundOptimizer05
 
HeuristicCardinalityBoundOptimizer06 - Class in org.drip.sample.tadonkivial
HeuristicCardinalityBoundOptimizer06 demonstrates the Setup and Execution of a Cardinality Bounded Portfolio Allocator with Asset Level Bounds using the Tadonki-Vial (2004) Heuristics.
HeuristicCardinalityBoundOptimizer06() - Constructor for class org.drip.sample.tadonkivial.HeuristicCardinalityBoundOptimizer06
 
HeuristicCardinalityBoundOptimizer07 - Class in org.drip.sample.tadonkivial
HeuristicCardinalityBoundOptimizer07 demonstrates the Setup and Execution of a Cardinality Bounded Portfolio Allocator with Asset Level Bounds using the Tadonki-Vial (2004) Heuristics.
HeuristicCardinalityBoundOptimizer07() - Constructor for class org.drip.sample.tadonkivial.HeuristicCardinalityBoundOptimizer07
 
HeuristicCardinalityBoundOptimizer08 - Class in org.drip.sample.tadonkivial
HeuristicCardinalityBoundOptimizer08 demonstrates the Setup and Execution of a Cardinality Bounded Portfolio Allocator with Asset Level Bounds using the Tadonki-Vial (2004) Heuristics.
HeuristicCardinalityBoundOptimizer08() - Constructor for class org.drip.sample.tadonkivial.HeuristicCardinalityBoundOptimizer08
 
HeuristicCardinalityBoundOptimizer09 - Class in org.drip.sample.tadonkivial
HeuristicCardinalityBoundOptimizer09 demonstrates the Setup and Execution of a Cardinality Bounded Portfolio Allocator with Asset Level Bounds using the Tadonki-Vial (2004) Heuristics.
HeuristicCardinalityBoundOptimizer09() - Constructor for class org.drip.sample.tadonkivial.HeuristicCardinalityBoundOptimizer09
 
HeuristicCardinalityBoundOptimizer10 - Class in org.drip.sample.tadonkivial
HeuristicCardinalityBoundOptimizer10 demonstrates the Setup and Execution of a Cardinality Bounded Portfolio Allocator with Asset Level Bounds using the Tadonki-Vial (2004) Heuristics.
HeuristicCardinalityBoundOptimizer10() - Constructor for class org.drip.sample.tadonkivial.HeuristicCardinalityBoundOptimizer10
 
HeuristicCardinalityBoundOptimizer11 - Class in org.drip.sample.tadonkivial
HeuristicCardinalityBoundOptimizer11 demonstrates the Setup and Execution of a Cardinality Bounded Portfolio Allocator with Asset Level Bounds using the Tadonki-Vial (2004) Heuristics.
HeuristicCardinalityBoundOptimizer11() - Constructor for class org.drip.sample.tadonkivial.HeuristicCardinalityBoundOptimizer11
 
HeuristicCardinalityBoundOptimizer12 - Class in org.drip.sample.tadonkivial
HeuristicCardinalityBoundOptimizer12 demonstrates the Setup and Execution of a Cardinality Bounded Portfolio Allocator with Asset Level Bounds using the Tadonki-Vial (2004) Heuristics.
HeuristicCardinalityBoundOptimizer12() - Constructor for class org.drip.sample.tadonkivial.HeuristicCardinalityBoundOptimizer12
 
HeuristicCardinalityBoundOptimizer13 - Class in org.drip.sample.tadonkivial
HeuristicCardinalityBoundOptimizer13 demonstrates the Setup and Execution of a Cardinality Bounded Portfolio Allocator with Asset Level Bounds using the Tadonki-Vial (2004) Heuristics.
HeuristicCardinalityBoundOptimizer13() - Constructor for class org.drip.sample.tadonkivial.HeuristicCardinalityBoundOptimizer13
 
HeuristicCardinalityBoundOptimizer14 - Class in org.drip.sample.tadonkivial
HeuristicCardinalityBoundOptimizer14 demonstrates the Setup and Execution of a Cardinality Bounded Portfolio Allocator with Asset Level Bounds using the Tadonki-Vial (2004) Heuristics.
HeuristicCardinalityBoundOptimizer14() - Constructor for class org.drip.sample.tadonkivial.HeuristicCardinalityBoundOptimizer14
 
HeuristicCardinalityBoundOptimizer15 - Class in org.drip.sample.tadonkivial
HeuristicCardinalityBoundOptimizer15 demonstrates the Setup and Execution of a Cardinality Bounded Portfolio Allocator with Asset Level Bounds using the Tadonki-Vial (2004) Heuristics.
HeuristicCardinalityBoundOptimizer15() - Constructor for class org.drip.sample.tadonkivial.HeuristicCardinalityBoundOptimizer15
 
HeuristicCardinalityBoundOptimizer16 - Class in org.drip.sample.tadonkivial
HeuristicCardinalityBoundOptimizer16 demonstrates the Setup and Execution of a Cardinality Bounded Portfolio Allocator with Asset Level Bounds using the Tadonki-Vial (2004) Heuristics.
HeuristicCardinalityBoundOptimizer16() - Constructor for class org.drip.sample.tadonkivial.HeuristicCardinalityBoundOptimizer16
 
HeuristicCardinalityBoundOptimizer17 - Class in org.drip.sample.tadonkivial
HeuristicCardinalityBoundOptimizer17 demonstrates the Setup and Execution of a Cardinality Bounded Portfolio Allocator with Asset Level Bounds using the Tadonki-Vial (2004) Heuristics.
HeuristicCardinalityBoundOptimizer17() - Constructor for class org.drip.sample.tadonkivial.HeuristicCardinalityBoundOptimizer17
 
HeuristicCardinalityBoundOptimizer18 - Class in org.drip.sample.tadonkivial
HeuristicCardinalityBoundOptimizer18 demonstrates the Setup and Execution of a Cardinality Bounded Portfolio Allocator with Asset Level Bounds using the Tadonki-Vial (2004) Heuristics.
HeuristicCardinalityBoundOptimizer18() - Constructor for class org.drip.sample.tadonkivial.HeuristicCardinalityBoundOptimizer18
 
Heze - Class in org.drip.sample.bondeos
Heze demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Heze.
Heze() - Constructor for class org.drip.sample.bondeos.Heze
 
Hezhou - Class in org.drip.sample.bondeos
Hezhou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Hezhou.
Hezhou() - Constructor for class org.drip.sample.bondeos.Hezhou
 
hHeuristic() - Method in class org.drip.graph.astar.FHeuristic
Retrieve the H Heuristic
hide() - Method in class org.drip.oms.transaction.DisplaySettings
Indicate if the Order is to be Displayed
HIGH - Static variable in class org.drip.investing.factorspec.GrowthCategory
The "High" Growth Factor Category
HIGH - Static variable in class org.drip.investing.factorspec.LeverageCategory
The "High" Leverage Factor Category
HIGH - Static variable in class org.drip.investing.factorspec.ValueCategory
The "High" Value Factor Category
HIGH - Static variable in class org.drip.investing.factorspec.VolatilityCategory
The "High" Volatility Factor Category
HIGH_CORRELATION - Static variable in class org.drip.capital.allocation.EntityComponentCorrelationCategory
Set the HIGH Historical Revenue Correlation Category
HIGH_HIGH_DELTA_RISK_WEIGHT - Static variable in class org.drip.simm.fx.FXSystemics24
FX Risk Class Delta Risk Weight for High Given and High Calculation Currency Pair
HIGH_HIGH_HIGH_CORRELATION - Static variable in class org.drip.simm.fx.FXSystemics24
FX Pair Correlation: Calculation Currency - High; High/High FX Pair
HIGH_HIGH_REGULAR_CORRELATION - Static variable in class org.drip.simm.fx.FXSystemics24
FX Pair Correlation: Calculation Currency - High; High/Regular FX Pair
HIGH_REGULAR_DELTA_RISK_WEIGHT - Static variable in class org.drip.simm.fx.FXSystemics24
FX Risk Class Delta Risk Weight for High Given and Regular Calculation Currency Pair
HIGH_REGULAR_HIGH_CORRELATION - Static variable in class org.drip.simm.fx.FXSystemics24
FX Pair Correlation: Calculation Currency - High; Regular/High FX Pair
HIGH_REGULAR_REGULAR_CORRELATION - Static variable in class org.drip.simm.fx.FXSystemics24
FX Pair Correlation: Calculation Currency - High; Regular/Regular FX Pair
HigherDerivativeEstimate - Class in org.drip.sample.gamma
HigherDerivativeEstimate demonstrates the Estimation of the Higher Order Derivatives of the Gamma Function.
HigherDerivativeEstimate() - Constructor for class org.drip.sample.gamma.HigherDerivativeEstimate
 
higherMoment(int, R1ToR1) - Method in class org.drip.specialfunction.definition.ScaledExponentialEstimator
Compute the Higher Moment
higherMomentUsingDensity(int, RelaxationTimeDistributionEstimator, R1ToR1) - Method in class org.drip.specialfunction.definition.ScaledExponentialEstimator
Compute the Higher Moment using the Relaxation Time Density
highestWeightAsset() - Method in class org.drip.portfolioconstruction.asset.Portfolio
Retrieve the Asset Component with the Highest Weight
highQualityLiquidAsset() - Method in class org.drip.capital.bcbs.BalanceSheetLiquidity
Retrieve the High Quality Liquid Asset Instance
HighQualityLiquidAsset - Class in org.drip.capital.bcbs
HighQualityLiquidAsset contains the Amounts and the Settings associated with Levels 1, 2A, and 2B.
HighQualityLiquidAsset(double, double, double) - Constructor for class org.drip.capital.bcbs.HighQualityLiquidAsset
HighQualityLiquidAsset Constructor
HighQualityLiquidAssetCompliance - Class in org.drip.sample.bcbs
HighQualityLiquidAssetCompliance illustrates the Basel III/Jurisdictional Compliance Checks associated with High Quality Liquid Assets.
HighQualityLiquidAssetCompliance() - Constructor for class org.drip.sample.bcbs.HighQualityLiquidAssetCompliance
 
HighQualityLiquidAssetSettings - Class in org.drip.capital.bcbs
HighQualityLiquidAssetSettings holds the Risk-Weights and the Haircuts associated with Levels 1, 2A, and 2B.
HighQualityLiquidAssetSettings(double, double, double, double, double, double) - Constructor for class org.drip.capital.bcbs.HighQualityLiquidAssetSettings
HighQualityLiquidAssetSettings Constructor
HighQualityLiquidAssetStandard - Class in org.drip.capital.bcbs
HighQualityLiquidAssetStandard contains the Regulatory HQLA Ratios associated with Levels 1, 2A, and 2B.
HighQualityLiquidAssetStandard(double, double) - Constructor for class org.drip.capital.bcbs.HighQualityLiquidAssetStandard
HighQualityLiquidAssetStandard Constructor
HighUrgencyTrajectoryComparison - Class in org.drip.sample.almgren2009
HighUrgencyTrajectoryComparison compares the Static Continuous Trading Trajectory generated by the Almgren and Chriss (2012) Scheme against the High Urgency Asymptote Version.
HighUrgencyTrajectoryComparison() - Constructor for class org.drip.sample.almgren2009.HighUrgencyTrajectoryComparison
 
HighVolatilityCurrencySet() - Static method in class org.drip.simm.rates.IRSettingsContainer20
Retrieve the High Volatility Currency Set
HighVolatilityCurrencySet() - Static method in class org.drip.simm.rates.IRSettingsContainer21
Retrieve the High Volatility Currency Set
HighVolatilityCurrencySet() - Static method in class org.drip.simm.rates.IRSettingsContainer24
Retrieve the High Volatility Currency Set
HighZAsymptote() - Static method in class org.drip.specialfunction.definition.BesselFirstKindEstimator
Construct the High z Asymptotic Version of BesselFirstKindEstimator
HighZAsymptote() - Static method in class org.drip.specialfunction.definition.BesselSecondKindEstimator
Construct the High z Asymptotic Version of BesselSecondKindEstimator
HighZFirstAsymptote - Class in org.drip.sample.bessel
HighZFirstAsymptote illustrates the High z Estimation for the Cylindrical Bessel Function of the First Kind.
HighZFirstAsymptote() - Constructor for class org.drip.sample.bessel.HighZFirstAsymptote
 
HighZSecondAsymptote - Class in org.drip.sample.bessel
HighZSecondAsymptote illustrates the High z Estimation for the Cylindrical Bessel Function of the Second Kind.
HighZSecondAsymptote() - Constructor for class org.drip.sample.bessel.HighZSecondAsymptote
 
HILBERT_SUPREMUM_IDENTITY_CONSTANT - Static variable in class org.drip.spaces.cover.MaureyOperatorCoveringBounds
Maurey Constant - from the Hilbert - Supremum Identity Map Estimate
HilbertRxToSupremumRdFinite - Class in org.drip.spaces.functionclass
HilbertRxToSupremumRdFinite implements the Class F with f E f : Hilbert Rx To Supremum Rd Space of Finite Functions.
HilbertRxToSupremumRdFinite(double, NormedRxToNormedRd[]) - Constructor for class org.drip.spaces.functionclass.HilbertRxToSupremumRdFinite
HilbertRxToSupremumRdFinite Constructor
HilbertSupremumIdentityMap(int, double) - Static method in class org.drip.spaces.cover.MaureyOperatorCoveringBounds
Construct an Instance Hilbert To Supremum Identity Map based Maurey Operator Covering Bounds
HilbertSupremumKernelSpace - Class in org.drip.learning.kernel
HilbertSupremumKernelSpace contains the Space of Kernels S that are a Transform from the Rd L2 Hilbert To Rm LInfinity Supremum Banach Spaces.
HilbertSupremumKernelSpace() - Constructor for class org.drip.learning.kernel.HilbertSupremumKernelSpace
 
HilleQForm2F1 - Class in org.drip.specialfunction.ode
HilleQForm2F1 exposes the Coefficient Terms on the Q-form 2F1 Hyper-geometric ODE.
histogram() - Method in class org.drip.measure.continuous.R1Univariate
Retrieve the Univariate Weighted Histogram
histogram() - Method in class org.drip.measure.continuous.R1UnivariateUniform
 
histogram() - Method in class org.drip.measure.discrete.BoundedUniformIntegerDistribution
 
histogram() - Method in class org.drip.measure.discrete.PoissonDistribution
 
histogram() - Method in class org.drip.measure.gaussian.R1UnivariateNormal
 
histogram() - Method in class org.drip.measure.lebesgue.R1PiecewiseDisplaced
 
histogram() - Method in class org.drip.measure.lebesgue.R1PiecewiseLinear
 
histogram() - Method in class org.drip.measure.lebesgue.R1Uniform
 
histogramTest(HistogramTestSetting) - Method in class org.drip.validation.hypothesis.ProbabilityIntegralTransformTest
Run a Histogram Test Corresponding to the Test Statistic and its p-Value
HistogramTestOutcome - Class in org.drip.validation.hypothesis
HistogramTestOutcome contains the p-value Cumulative and Incremental Histograms across the Test Statistic.
HistogramTestOutcome(double[], double[], double[], double) - Constructor for class org.drip.validation.hypothesis.HistogramTestOutcome
HistogramTestOutcome Constructor
HistogramTestSetting - Class in org.drip.validation.hypothesis
HistogramTestSetting holds the Settings required to conduct a Histogram Test.
HistogramTestSetting(PlottingPositionGenerator, double) - Constructor for class org.drip.validation.hypothesis.HistogramTestSetting
HistogramTestSetting Constructor
HISTORICAL_VOLATILITY_RATIO - Static variable in class org.drip.simm.commodity.CTSystemics20
Commodity Risk Class Historical Volatility Ratio (HVR)
HISTORICAL_VOLATILITY_RATIO - Static variable in class org.drip.simm.commodity.CTSystemics21
Commodity Risk Class Historical Volatility Ratio (HVR)
HISTORICAL_VOLATILITY_RATIO - Static variable in class org.drip.simm.commodity.CTSystemics24
Commodity Risk Class Historical Volatility Ratio (HVR)
HISTORICAL_VOLATILITY_RATIO - Static variable in class org.drip.simm.equity.EQSystemics20
Historical Volatility Ratio (HVR)
HISTORICAL_VOLATILITY_RATIO - Static variable in class org.drip.simm.equity.EQSystemics21
Historical Volatility Ratio (HVR)
HISTORICAL_VOLATILITY_RATIO - Static variable in class org.drip.simm.equity.EQSystemics24
Historical Volatility Ratio (HVR)
HISTORICAL_VOLATILITY_RATIO - Static variable in class org.drip.simm.fx.FXSystemics20
FX Risk Class Historical Volatility Ratio (HVR)
HISTORICAL_VOLATILITY_RATIO - Static variable in class org.drip.simm.fx.FXSystemics21
FX Risk Class Historical Volatility Ratio (HVR)
HISTORICAL_VOLATILITY_RATIO - Static variable in class org.drip.simm.fx.FXSystemics24
FX Risk Class Historical Volatility Ratio (HVR)
HISTORICAL_VOLATILITY_RATIO - Static variable in class org.drip.simm.rates.IRSystemics20
Interest Rate Historical Volatility Ratio
HISTORICAL_VOLATILITY_RATIO - Static variable in class org.drip.simm.rates.IRSystemics21
Interest Rate Historical Volatility Ratio
HISTORICAL_VOLATILITY_RATIO - Static variable in class org.drip.simm.rates.IRSystemics24
Interest Rate Historical Volatility Ratio
HistoricalMap(JulianDate[], String[], double[][], String, int) - Static method in class org.drip.service.state.FundingCurveAPI
Generate the Funding Curve Map
historicalScenarioDefinition() - Method in class org.drip.capital.systemicscenario.StressScenarioSpecification
Retrieve the Historical Scenario Definition
HistoricalScenarioDefinition - Class in org.drip.capital.systemicscenario
HistoricalScenarioDefinition holds the Realizations of the Historical Stress Scenarios.
HistoricalScenarioDefinition(double, double) - Constructor for class org.drip.capital.systemicscenario.HistoricalScenarioDefinition
HistoricalScenarioDefinition Constructor
historicalVolatilityRatio() - Method in class org.drip.simm.parameters.BucketVegaSettings
Retrieve the Historical Volatility Ratio
historicalVolatilityRatio() - Method in class org.drip.simm.parameters.BucketVegaSettingsCR
Retrieve the Historical Volatility Ratio
historicalVolatilityRatio() - Method in class org.drip.simm.parameters.BucketVegaSettingsIR
Retrieve the Historical Volatility Ratio
HKD - Class in org.drip.template.irs
HKD contains a Templated Pricing of the OTC Fix-Float HKD IRS Instrument.
HKD() - Constructor for class org.drip.template.irs.HKD
 
HKDHoliday - Class in org.drip.analytics.holset
HKDHoliday holds the HKD Holidays.
HKDHoliday() - Constructor for class org.drip.analytics.holset.HKDHoliday
HKDHoliday Constructor
HKDIRSAttribution - Class in org.drip.sample.fixfloatpnl
HKDIRSAttribution generates the Historical PnL Attribution for HKD IRS.
HKDIRSAttribution() - Constructor for class org.drip.sample.fixfloatpnl.HKDIRSAttribution
 
HKDShapePreserving1YStart - Class in org.drip.sample.fundinghistorical
HKDShapePreserving1YStart Generates the Historical HKD Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
HKDShapePreserving1YStart() - Constructor for class org.drip.sample.fundinghistorical.HKDShapePreserving1YStart
 
HKDShapePreservingReconstitutor - Class in org.drip.sample.fundingfeed
HKDShapePreservingReconstitutor Demonstrates the Cleansing and the Shape Preserving Re-constitution of the HKD Input Marks.
HKDShapePreservingReconstitutor() - Constructor for class org.drip.sample.fundingfeed.HKDShapePreservingReconstitutor
 
HoareSelect - Class in org.drip.sample.selection
HoareSelect illustrates the Construction and Usage of Hoare's QuickSelect Algorithm.
HoareSelect() - Constructor for class org.drip.sample.selection.HoareSelect
 
Hohhot - Class in org.drip.sample.bondeos
Hohhot demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Hohhot.
Hohhot() - Constructor for class org.drip.sample.bondeos.Hohhot
 
holdings() - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryState
Retrieve the Trajectory State Time Node Holdings
holdings() - Method in class org.drip.execution.strategy.ContinuousTradingTrajectory
Retrieve the Holdings Function
holdings() - Method in class org.drip.execution.strategy.DiscreteTradingTrajectory
Retrieve the Array of the Number of Units Outstanding
holdings() - Method in class org.drip.execution.tradingtime.VolumeTimeFrame
Retrieve the Holdings
holdings() - Method in class org.drip.portfolioconstruction.composite.Benchmark
Retrieve the Benchmark Holdings
holdings() - Method in class org.drip.portfolioconstruction.core.Account
Retrieve the Holdings
Holdings - Class in org.drip.portfolioconstruction.composite
Holdings is a Portfolio of Holdings in the specified Set of Assets.
Holdings(String, String, String, String) - Constructor for class org.drip.portfolioconstruction.composite.Holdings
Holdings Constructor
HOLDINGS - Static variable in class org.drip.capital.definition.Group
Holdings Group
HOLDINGS - Static variable in class org.drip.portfolioconstruction.core.BlockCategory
Block Category - HOLDINGS
HOLDINGS_CONSUMER - Static variable in class org.drip.capital.definition.Product
Holdings_Consumer Product
HoldingsAllocation - Class in org.drip.portfolioconstruction.allocator
HoldingsAllocation holds the Output of an Optimal Portfolio Construction Run, i.e., the Optimal Asset Weights in the Portfolio and the related Portfolio Metrics.
HoldingsAllocation(Portfolio, PortfolioMetrics) - Constructor for class org.drip.portfolioconstruction.allocator.HoldingsAllocation
HoldingsAllocation Constructor
HoldingsAllocationControl - Class in org.drip.portfolioconstruction.allocator
HoldingsAllocationControl holds the Parameters needed to control the Portfolio Allocation.
HoldingsAllocationControl(String[], CustomRiskUtilitySettings, EqualityConstraintSettings) - Constructor for class org.drip.portfolioconstruction.allocator.HoldingsAllocationControl
HoldingsAllocationControl Constructor
holdingsDriftAdjustment() - Method in class org.drip.execution.optimum.AlmgrenChrissDriftDiscrete
Retrieve the Array of the Holdings Drift Adjustment
HoldingsGroup - Class in org.drip.sample.businessspec
HoldingsGroup zeds the Businesses belonging to the Holdings Group.
HoldingsGroup() - Constructor for class org.drip.sample.businessspec.HoldingsGroup
 
holdingsIDSet() - Method in class org.drip.portfolioconstruction.core.Universe
Retrieve the List of the Holdings Identifiers
holdingsMap() - Method in class org.drip.portfolioconstruction.core.Universe
Retrieve the Holdings Map
HoldingsPruner - Class in org.drip.portfolioconstruction.postoptimization
HoldingsPruner contains settings for generating the post-optimized portfolio.
HoldingsPruner() - Constructor for class org.drip.portfolioconstruction.postoptimization.HoldingsPruner
 
holdingsShift() - Method in class org.drip.execution.discrete.OptimalSerialCorrelationAdjustment
Retrieve the Optimal Holdings Shift
HolidayLocations() - Static method in class org.drip.analytics.daycount.Convention
Retrieve the set of holiday locations
holidays() - Method in class org.drip.analytics.eventday.Locale
Return the set of week day holidays
Holidays(int, int, String) - Static method in class org.drip.analytics.daycount.Convention
Calculate the Number of Holidays between the Start and the End Dates
HolidaySet(int, int, String) - Static method in class org.drip.analytics.daycount.Convention
Calculate the Set of Holidays between the Start and the End Dates
Hongzhou - Class in org.drip.sample.bondeos
Hongzhou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Hongzhou.
Hongzhou() - Constructor for class org.drip.sample.bondeos.Hongzhou
 
honored() - Method in class org.drip.exposure.csatimeline.EventSequence
Retrieve the Honored Event Date
Honored(JulianDate) - Static method in class org.drip.exposure.csatimeline.EventDateBuilder
Construct the Undisputed and Respected CSA Event Date
Honored(EventDate, String) - Static method in class org.drip.exposure.csatimeline.EventDateBuilder
Construct the Undisputed and Respected CSA Event Date from the CSA Valuation Date
horizon() - Method in class org.drip.capital.setting.HorizonTailPnLControl
Retrieve the Horizon in Days
horizon() - Method in class org.drip.historical.engine.MarketMeasureRollDown
Retrieve the Roll Down Horizon Metric Map
horizon() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityCashFlow
Retrieve the Snapshot's Investment Horizon
horizon() - Method in class org.drip.validation.riskfactorjoint.NormalSampleCohort
Retrieve the Sample Horizon
horizon(String) - Method in class org.drip.historical.engine.MarketMeasureRollDown
Retrieve the Horizon Market Metric
HorizonChangeAttribution(String, int, int, double, int, String, String, JulianDate[], double[]) - Static method in class org.drip.service.product.FixedBondAPI
Returns Attribution for the Specified Bond Instance
HorizonChangeAttribution(String, JulianDate[], JulianDate[], double[], JulianDate[], JulianDate[], double[], double[]) - Static method in class org.drip.service.product.TreasuryFuturesAPI
Returns Attribution for the Treasury Futures
HorizonChangeAttribution(JulianDate[], int, String[], double[][], String[], double[]) - Static method in class org.drip.service.product.CreditIndexAPI
Generate the Funding/Credit Curve Horizon Metrics
HorizonChangeAttribution(JulianDate[], int, String[], double[][], String[], double[][], String, String, String[], int) - Static method in class org.drip.service.product.FixFloatAPI
Generate the Funding Curve Horizon Metrics
HorizonChangeAttribution(JulianDate[], int, String[], double[][], String, String, String[], int) - Static method in class org.drip.service.product.TreasuryAPI
Generate the Govvie Curve Horizon Metrics
HorizonChangeAttribution(JulianDate[], JulianDate[], double[], String) - Static method in class org.drip.service.product.FundingFuturesAPI
Generate the Funding Futures Horizon Metrics
HorizonChangeAttribution(JulianDate, JulianDate, String[], double[], double[], String[], double[], double[], String, String, String[], int) - Static method in class org.drip.service.product.FixFloatAPI
Generate the Funding Curve Horizon Metrics
HorizonChangeAttribution(JulianDate, JulianDate, String[], double[], double[], String, String, String[], int) - Static method in class org.drip.service.product.TreasuryAPI
Generate the Govvie Curve Horizon Metrics
HorizonChangeAttribution(DiscountCurve, CreditCurve, DiscountCurve, CreditCurve, String) - Static method in class org.drip.service.product.CreditIndexAPI
Generate the CDS Horizon Change Attribution
HorizonChangeAttribution(MergedDiscountForwardCurve, MergedDiscountForwardCurve, CaseInsensitiveHashMap<MergedDiscountForwardCurve>, String) - Static method in class org.drip.service.product.FixFloatAPI
Compute the Horizon Change Attribution Details for the Specified Fix-Float Swap
HorizonChangeAttribution(GovvieCurve, GovvieCurve, CaseInsensitiveHashMap<GovvieCurve>, String, String) - Static method in class org.drip.service.product.TreasuryAPI
Compute the Horizon Change Attribution Details for the Specified Treasury Bond
HorizonChangeExplainExecutor - Class in org.drip.historical.engine
HorizonChangeExplainExecutor executes the Sequence of Calls for the Calculation of the Component's Horizon Change Explain.
HorizonChangeExplainExecutor() - Constructor for class org.drip.historical.engine.HorizonChangeExplainExecutor
 
HorizonChangeExplainProcessor - Class in org.drip.historical.engine
HorizonChangeExplainProcessor holds the Stubs associated with the Computation of the Horizon Position Change Components for the given Product.
HorizonInformationRatioDependence - Class in org.drip.execution.principal
HorizonInformationRatioDependence holds the Dependence Constants/Exponents for the Optimal Information Ratio and the corresponding Horizon.
HorizonInformationRatioDependence(OptimalMeasureDependence, OptimalMeasureDependence) - Constructor for class org.drip.execution.principal.HorizonInformationRatioDependence
HorizonInformationRatioDependence Constructor
HorizonKeyRateDuration(String, JulianDate[], JulianDate[], double[], JulianDate[], JulianDate[], double[], String[], double[][]) - Static method in class org.drip.service.product.TreasuryFuturesAPI
Generate the Horizon Treasury Curve Tenor Key Rate Sensitivity/Duration
HorizonMetrics(JulianDate[], String[], double[][], String[], double[], String[]) - Static method in class org.drip.service.state.CreditCurveAPI
Generate the Horizon Metrics for the Specified Inputs
HorizonMetrics(JulianDate[], String[], double[][], String[], String[], String, int) - Static method in class org.drip.service.state.FundingCurveAPI
Generate the Funding Curve Horizon Metrics
HorizonMetrics(JulianDate[], String[], double[][], String[], String[], String, int) - Static method in class org.drip.service.state.OvernightCurveAPI
Generate the Overnight Curve Horizon Metrics For an Array of Closing Dates
HorizonMetrics(JulianDate, JulianDate, JulianDate, double, double, String) - Static method in class org.drip.service.product.FundingFuturesAPI
Generate the Funding Futures Horizon Metrics
horizonPrincipalMeasure(double) - Method in class org.drip.execution.principal.GrossProfitEstimator
Generate R^1 Univariate Normal Gross Profit Distribution from the specified Principal Discount
horizonScaler() - Method in class org.drip.capital.setting.HorizonTailPnLControl
Retrieve the Horizon Scaler
HorizonTailFSPnLControl - Class in org.drip.capital.setting
HorizonTailFSPnLControl holds the Horizon, Tail, and Risk Factor FS Volatility Adjustment Control Parameters.
HorizonTailFSPnLControl(int, double, double, double, Map<String, Double>) - Constructor for class org.drip.capital.setting.HorizonTailFSPnLControl
HorizonTailFSPnLControl Constructor
HorizonTailPnLControl - Class in org.drip.capital.setting
HorizonTailPnLControl holds the Horizon/Tail Adjustment Control Parameters.
HorizonTailPnLControl(int, double, double, double) - Constructor for class org.drip.capital.setting.HorizonTailPnLControl
HorizonTailPnLControl Constructor
HorowitzSahni - Class in org.drip.graph.subarray
HorowitzSahni implements the Sub-set Sum Check using the Horowitz-Sahni Scheme.
HorowitzSahni(int[], int) - Constructor for class org.drip.graph.subarray.HorowitzSahni
HorowitzSahni Constructor
HorowitzSahniSubsetSum - Class in org.drip.sample.subarray
HorowitzSahniSubsetSum illustrates the Sub-set Sum Check using the Horowitz-Sahni Scheme.
HorowitzSahniSubsetSum() - Constructor for class org.drip.sample.subarray.HorowitzSahniSubsetSum
 
Howrah - Class in org.drip.sample.bondeos
Howrah demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Howrah.
Howrah() - Constructor for class org.drip.sample.bondeos.Howrah
 
HRKHoliday - Class in org.drip.analytics.holset
HRKHoliday holds the HRK Holidays.
HRKHoliday() - Constructor for class org.drip.analytics.holset.HRKHoliday
HRKHoliday Constructor
hScore() - Method in class org.drip.graph.shortestpath.AugmentedVertex
Retrieve the Vertex Path H Score
Huaian - Class in org.drip.sample.bondeos
Huaian demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Huaian.
Huaian() - Constructor for class org.drip.sample.bondeos.Huaian
 
Huaibei - Class in org.drip.sample.bondeos
Huaibei demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Huaibei.
Huaibei() - Constructor for class org.drip.sample.bondeos.Huaibei
 
Huainan - Class in org.drip.sample.bondeos
Huainan demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Huainan.
Huainan() - Constructor for class org.drip.sample.bondeos.Huainan
 
Huangshi - Class in org.drip.sample.bondeos
Huangshi demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Huangshi.
Huangshi() - Constructor for class org.drip.sample.bondeos.Huangshi
 
Huazhou - Class in org.drip.sample.bondeos
Huazhou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Huazhou.
Huazhou() - Constructor for class org.drip.sample.bondeos.Huazhou
 
HubbaliDharwad - Class in org.drip.sample.bondfixed
HubbaliDharwad demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for HubbaliDharwad.
HubbaliDharwad() - Constructor for class org.drip.sample.bondfixed.HubbaliDharwad
 
HUFHoliday - Class in org.drip.analytics.holset
HUFHoliday holds the HUF Holidays.
HUFHoliday() - Constructor for class org.drip.analytics.holset.HUFHoliday
HUFHoliday Constructor
HUFIRSAttribution - Class in org.drip.sample.fixfloatpnl
HUFIRSAttribution generates the Historical PnL Attribution for HUF IRS.
HUFIRSAttribution() - Constructor for class org.drip.sample.fixfloatpnl.HUFIRSAttribution
 
HUFShapePreserving1YStart - Class in org.drip.sample.fundinghistorical
HUFShapePreserving1YStart Generates the Historical HUF Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
HUFShapePreserving1YStart() - Constructor for class org.drip.sample.fundinghistorical.HUFShapePreserving1YStart
 
HUFShapePreservingReconstitutor - Class in org.drip.sample.fundingfeed
HUFShapePreservingReconstitutor Demonstrates the Cleansing and the Shape Preserving Re-constitution of the HUF Input Marks.
HUFShapePreservingReconstitutor() - Constructor for class org.drip.sample.fundingfeed.HUFShapePreservingReconstitutor
 
Huizhou - Class in org.drip.sample.bondeos
Huizhou demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Huizhou.
Huizhou() - Constructor for class org.drip.sample.bondeos.Huizhou
 
Huludao - Class in org.drip.sample.bondeos
Huludao demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Huludao.
Huludao() - Constructor for class org.drip.sample.bondeos.Huludao
 
HuynhLeFlochLimiterC1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
Generate a Huynh Le Floch Limiter C1 Array from the specified Array of Predictor Ordinates and the Response Values.
HYBRID() - Static method in class org.drip.xva.basel.ValueCategory
Retrieve an Instance of the HYBRID Cash Flow
HYBRID(double) - Static method in class org.drip.xva.basel.ValueAdjustment
Construct the HYBRID Value Adjustment Instance
Hyderabad - Class in org.drip.sample.bondmetrics
Hyderabad generates the Full Suite of Replication Metrics for Bond Hyderabad.
Hyderabad() - Constructor for class org.drip.sample.bondmetrics.Hyderabad
 
Hyman83C1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
Generate a Hyman83 C1 Array from the specified Array of Predictor Ordinates and the Response Values Hyman (1983) Accurate Monotonicity Preserving Cubic Interpolation - SIAM J on Numerical Analysis 4 (4), 645-654.
Hyman89C1(double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
Generate a Hyman89 C1 Array from the specified Array of Predictor Ordinates and the Response Values Doherty, Edelman, and Hyman (1989) Non-negative, monotonic, or convexity preserving cubic and quintic Hermite interpolation - Mathematics of Computation 52 (186), 471-494.
Hyman89QuinticMonotoneC1(double[], double[], double[], double[]) - Static method in class org.drip.spline.pchip.LocalMonotoneCkGenerator
Generate C1 Slope Quintic Polynomial is Monotone using the Hyman89 Algorithm Doherty, Edelman, and Hyman (1989) Non-negative, monotonic, or convexity preserving cubic and quintic Hermite interpolation - Mathematics of Computation 52 (186), 471-494.
HyperbolicTension - Class in org.drip.function.r1tor1
HyperbolicTension provides the evaluation of the Hyperbolic Tension Function and its derivatives for a specified variate.
HyperbolicTension(int, double) - Constructor for class org.drip.function.r1tor1.HyperbolicTension
HyperbolicTension constructor
HyperbolicTensionBasisSet(ExponentialTensionSetParams) - Static method in class org.drip.spline.basis.FunctionSetBuilder
This function implements the elastic coefficients for the segment using tension hyperbolic basis splines inside - [0,...,1) - Globally [x_0,...,x_1).
HyperbolicTensionHatPair(double, double, double, double) - Static method in class org.drip.spline.bspline.BasisHatPairGenerator
Generate the array of the Hyperbolic Phy and Psy Hat Function Pair
hyperboloidBoundaryValue() - Method in class org.drip.execution.optimum.PowerImpactContinuous
Retrieve the Optimal Trajectory Hyperboloid Boundary Value
HypergeometricEqualityLemma - Class in org.drip.specialfunction.property
HypergeometricEqualityLemma verifies the Hyper-geometric Equality Lemma Properties.
HypergeometricEqualityLemma() - Constructor for class org.drip.specialfunction.property.HypergeometricEqualityLemma
 
HypergeometricEstimator - Class in org.drip.specialfunction.definition
HypergeometricEstimator exposes the parameters Common to the Variants of the Hyper-geometric Function and its Jacobian.
hypergeometricParameters() - Method in class org.drip.specialfunction.definition.HypergeometricEstimator
Retrieve the Parameters Instance
hypergeometricParameters() - Method in class org.drip.specialfunction.hypergeometric.PochhammerSeriesTerm
Retrieve the Hyper-geometric Parameters
HypergeometricParameters - Class in org.drip.specialfunction.definition
HypergeometricParameters holds the A-B-C Parameterization that the Hyper-geometric Function uses.
HypergeometricParameters(double, double, double) - Constructor for class org.drip.specialfunction.definition.HypergeometricParameters
HypergeometricParameters Constructor
hyperVolume() - Method in interface org.drip.spaces.tensor.GeneralizedVector
Retrieve the "Hyper" Volume of the Vector Space
hyperVolume() - Method in class org.drip.spaces.tensor.R1CombinatorialVector
Retrieve the "Hyper" Volume of the Vector Space
hyperVolume() - Method in class org.drip.spaces.tensor.R1ContinuousVector
Retrieve the "Hyper" Volume of the Vector Space
hyperVolume() - Method in class org.drip.spaces.tensor.RdCombinatorialVector
Retrieve the "Hyper" Volume of the Vector Space
hyperVolume() - Method in class org.drip.spaces.tensor.RdContinuousVector
Retrieve the "Hyper" Volume of the Vector Space
hypothesis(String) - Method in class org.drip.validation.distance.HypothesisSuite
Retrieve the Hypothesis Specified by the ID
hypothesis(String, String) - Method in class org.drip.validation.riskfactorsingle.HypothesisSuiteAggregate
Retrieve the Specified Hypothesis
hypothesisEventMap() - Method in class org.drip.validation.riskfactorsingle.HypothesisSuiteAggregate
Retrieve the Hypothesis Event Map
hypothesisGapTest(HypothesisSuite) - Method in class org.drip.validation.riskfactorsingle.DiscriminatoryPowerAnalyzer
Generate the Gap Test Outcomes for the specified Hypothesis Suite
hypothesisGapTest(HypothesisSuiteAggregate) - Method in class org.drip.validation.riskfactorsingle.DiscriminatoryPowerAnalyzerAggregate
Generate the Hypotheses Outcome Suite Aggregate for the specified Hypothesis Suite Aggregate
hypothesisID() - Method in class org.drip.validation.distance.HypothesisOutcome
Retrieve the Hypothesis ID
hypothesisID() - Method in class org.drip.validation.riskfactorsingle.HypothesisOutcomeAggregate
Retrieve the Hypothesis ID
hypothesisMap() - Method in class org.drip.validation.distance.HypothesisSuite
Retrieve the Hypothesis Map
HypothesisOutcome - Class in org.drip.validation.distance
HypothesisOutcome holds the Hypothesis ID and the its corresponding Gap Test Outcome.
HypothesisOutcome(String, GapTestOutcome) - Constructor for class org.drip.validation.distance.HypothesisOutcome
HypothesisOutcome Constructor
hypothesisOutcomeAggregate() - Method in class org.drip.validation.riskfactorsingle.HypothesisOutcomeSuiteAggregate
Retrieve the Hypothesis Event Gap Test Outcome Aggregate
HypothesisOutcomeAggregate - Class in org.drip.validation.riskfactorsingle
HypothesisOutcomeAggregate holds the Hypothesis and its corresponding Gap Test Outcome Aggregate.
HypothesisOutcomeAggregate(String, GapTestOutcomeAggregate) - Constructor for class org.drip.validation.riskfactorsingle.HypothesisOutcomeAggregate
HypothesisOutcomeAggregate Constructor
HypothesisOutcomeSuite - Class in org.drip.validation.distance
HypothesisOutcomeSuite holds the Map of Hypotheses Outcomes to be subjected to Discriminatory Power Analysis.
HypothesisOutcomeSuite() - Constructor for class org.drip.validation.distance.HypothesisOutcomeSuite
Empty HypothesisOutcomeSuite Constructor
HypothesisOutcomeSuiteAggregate - Class in org.drip.validation.riskfactorsingle
HypothesisOutcomeSuiteAggregate holds the Map of Hypothesis and its corresponding Gap Test Outcome Aggregate.
HypothesisOutcomeSuiteAggregate() - Constructor for class org.drip.validation.riskfactorsingle.HypothesisOutcomeSuiteAggregate
Empty HypothesisOutcomeSuiteAggregate Constructor
HypothesisSuite - Class in org.drip.validation.distance
HypothesisSuite holds the Map of Hypotheses to be subjected to Discriminatory Power Analysis.
HypothesisSuite() - Constructor for class org.drip.validation.distance.HypothesisSuite
Empty HypothesisSuite Constructor
HypothesisSuiteAggregate - Class in org.drip.validation.riskfactorsingle
HypothesisSuiteAggregate holds Indexed Hypothesis Ensembles across One/More Event Points.
HypothesisSuiteAggregate() - Constructor for class org.drip.validation.riskfactorsingle.HypothesisSuiteAggregate
Empty HypothesisSuiteAggregate Constructor
hypotheticalScenarioDefinition() - Method in class org.drip.capital.systemicscenario.StressScenarioSpecification
Retrieve the Hypothetical Scenario Definition
HypotheticalScenarioDefinition - Class in org.drip.capital.systemicscenario
HypotheticalScenarioDefinition holds the Realizations of the Hypothetical Stress Scenarios.
HypotheticalScenarioDefinition(double, double, double, double) - Constructor for class org.drip.capital.systemicscenario.HypotheticalScenarioDefinition
HypotheticalScenarioDefinition Constructor
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