I-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 _
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I

i() - Method in class org.drip.execution.athl.IJK: The Almgren-Thum-Hauptmann-Li "I" Transaction Signal
IBOR12MCubicKLKHyperbolic - Class in org.drip.sample.forward: IBOR12MCubicKLKHyperbolic illustrates the Construction and Usage of the IBOR 12M Forward Curve Using Vanilla Cubic KLK Hyperbolic Tension B-Splines.
IBOR12MCubicKLKHyperbolic() - Constructor for class org.drip.sample.forward.IBOR12MCubicKLKHyperbolic
IBOR12MCubicPolyVanilla - Class in org.drip.sample.forward: IBOR12MCubicPolyVanilla illustrates the Construction and Usage of the IBOR 12M Forward Curve Using Vanilla Cubic Polynomial.
IBOR12MCubicPolyVanilla() - Constructor for class org.drip.sample.forward.IBOR12MCubicPolyVanilla
IBOR12MQuarticPolyVanilla - Class in org.drip.sample.forward: IBOR12MQuarticPolyVanilla illustrates the Construction and Usage of the IBOR 12M Forward Curve Using Vanilla Quartic Polynomial.
IBOR12MQuarticPolyVanilla() - Constructor for class org.drip.sample.forward.IBOR12MQuarticPolyVanilla
IBOR1MCubicKLKHyperbolic - Class in org.drip.sample.forward: IBOR1MCubicKLKHyperbolic illustrates the Construction and Usage of the IBOR 1M Forward Curve Using Vanilla Cubic KLK Hyperbolic Tension B-Splines.
IBOR1MCubicKLKHyperbolic() - Constructor for class org.drip.sample.forward.IBOR1MCubicKLKHyperbolic
IBOR1MCubicPolyVanilla - Class in org.drip.sample.forward: IBOR1MCubicPolyVanilla illustrates the Construction and Usage of the IBOR 1M Forward Curve Using Vanilla Cubic Polynomial.
IBOR1MCubicPolyVanilla() - Constructor for class org.drip.sample.forward.IBOR1MCubicPolyVanilla
IBOR1MQuarticPolyVanilla - Class in org.drip.sample.forward: IBOR1MQuarticPolyVanilla illustrates the Construction and Usage of the IBOR 1M Forward Curve Using Vanilla Quartic Polynomial.
IBOR1MQuarticPolyVanilla() - Constructor for class org.drip.sample.forward.IBOR1MQuarticPolyVanilla
IBOR3MCubicKLKHyperbolic - Class in org.drip.sample.forward: IBOR3MCubicKLKHyperbolic illustrates the Construction and Usage of the IBOR 3M Forward Curve Using Cubic KLK Hyperbolic Tension B-Spline.
IBOR3MCubicKLKHyperbolic() - Constructor for class org.drip.sample.forward.IBOR3MCubicKLKHyperbolic
IBOR3MCubicPolyVanilla - Class in org.drip.sample.forward: IBOR3MCubicPolyVanilla illustrates the Construction and Usage of the IBOR 3M Forward Curve Using Vanilla Cubic Polynomial.
IBOR3MCubicPolyVanilla() - Constructor for class org.drip.sample.forward.IBOR3MCubicPolyVanilla
IBOR3MQuarticPolyVanilla - Class in org.drip.sample.forward: IBOR3MQuarticPolyVanilla illustrates the Construction and Usage of the IBOR 3M Forward Curve Using Vanilla Quartic Polynomial.
IBOR3MQuarticPolyVanilla() - Constructor for class org.drip.sample.forward.IBOR3MQuarticPolyVanilla
IBOR6MCubicKLKHyperbolic - Class in org.drip.sample.forward: IBOR6MCubicKLKHyperbolic illustrates the Construction and Usage of the IBOR 6M Forward Curve Using Cubic KLK Hyperbolic Tension B-Spline.
IBOR6MCubicKLKHyperbolic() - Constructor for class org.drip.sample.forward.IBOR6MCubicKLKHyperbolic
IBOR6MCubicPolyVanilla - Class in org.drip.sample.forward: IBOR6MCubicPolyVanilla illustrates the Construction and Usage of the IBOR 6M Forward Curve Using Vanilla Cubic Polynomial.
IBOR6MCubicPolyVanilla() - Constructor for class org.drip.sample.forward.IBOR6MCubicPolyVanilla
IBOR6MQuarticPolyVanilla - Class in org.drip.sample.forward: IBOR6MQuarticPolyVanilla illustrates the Construction and Usage of the IBOR 6M Forward Curve Using Vanilla Quartic Polynomial Spline.
IBOR6MQuarticPolyVanilla() - Constructor for class org.drip.sample.forward.IBOR6MQuarticPolyVanilla
IBORCurve - Class in org.drip.sample.forward: IBORCurve illustrates the Construction and Usage of the IBOR Forward Curve.
IBORCurve() - Constructor for class org.drip.sample.forward.IBORCurve
IBORFixedFloatContainer - Class in org.drip.market.otc: IBORFixedFloatContainer holds the settings of the standard OTC IBOR fix-float swap contract conventions.
IBORFixedFloatContainer() - Constructor for class org.drip.market.otc.IBORFixedFloatContainer
IBORFloatFloatContainer - Class in org.drip.market.otc: IBORFloatFloatContainer holds the settings of the standard OTC float-float swap contract Conventions.
IBORFloatFloatContainer() - Constructor for class org.drip.market.otc.IBORFloatFloatContainer
IBORIndex - Class in org.drip.market.definition: IBORIndex contains the definitions of the IBOR indexes of different jurisdictions.
IBORIndex(String, String, String, String, String, int, String, String, int) - Constructor for class org.drip.market.definition.IBORIndex: IBORIndex Constructor
IBORIndexContainer - Class in org.drip.market.definition: IBORIndexContainer holds the definitions of the IBOR index definitions corresponding to the different jurisdictions.
IBORIndexContainer() - Constructor for class org.drip.market.definition.IBORIndexContainer
IBRHoliday - Class in org.drip.analytics.holset: IBRHoliday holds the IBR Holidays.
IBRHoliday() - Constructor for class org.drip.analytics.holset.IBRHoliday: IBRHoliday Constructor
icebergBelowTheSurfaceRatio() - Method in class org.drip.oms.transaction.DisplaySettings: Retrieve the Below the Surface Iceberg Display Ratio
ICGGroup - Class in org.drip.sample.businessspec: ICGGroup zeds the Businesses belonging to the ICG Group.
ICGGroup() - Constructor for class org.drip.sample.businessspec.ICGGroup
Ichalkaranji - Class in org.drip.sample.bondsink: Ichalkaranji generates the Full Suite of Replication Metrics for the Sinker Bond Ichalkaranji.
Ichalkaranji() - Constructor for class org.drip.sample.bondsink.Ichalkaranji
id() - Method in class org.drip.capital.label.CapitalSegmentCoordinate: Retrieve the Capital Segment ID
id() - Method in class org.drip.capital.label.CapitalUnitCoordinate: Retrieve the Capital Unit ID
id() - Method in class org.drip.exposure.evolver.PrimarySecurity: Retrieve the Security ID
id() - Method in class org.drip.market.exchange.TreasuryFuturesContract: Retrieve the Treasury Futures Contract ID
id() - Method in class org.drip.oms.transaction.Order: Retrieve the Order ID
id() - Method in class org.drip.portfolioconstruction.asset.AssetComponent: Retrieve the Asset ID
id() - Method in class org.drip.portfolioconstruction.core.Block: Retrieve the ID
id() - Method in class org.drip.portfolioconstruction.params.AssetStatisticalProperties: Retrieve the ID of the Asset
id() - Method in class org.drip.product.params.IdentifierSet: Retrieve the ID
id() - Method in class org.drip.simm.product.CreditEntity: Retrieve the Credit Entity ID
id() - Method in class org.drip.xva.basel.ValueCategory: Retrieve the Category ID
id() - Method in class org.drip.xva.proto.ObjectSpecification: Retrieve the Exposure Roll Up Group ID
IdempotentUnivariateRandom - Class in org.drip.sequence.functional: IdempotentUnivariateRandom contains the Implementation of the OffsetIdempotent Objective Function dependent on Univariate Random Variable.
IdempotentUnivariateRandom(double, R1Univariate) - Constructor for class org.drip.sequence.functional.IdempotentUnivariateRandom: IdempotentUnivariateRandom Constructor
identifierSet() - Method in class org.drip.product.credit.BondComponent
identifierSet() - Method in interface org.drip.product.definition.BondProduct: Retrieve the bond identifier set
IdentifierSet - Class in org.drip.product.params: IdentifierSet contains the component identifier parameters - ISIN, CUSIP, ID, and ticker.
IdentifierSet(String, String, String, String) - Constructor for class org.drip.product.params.IdentifierSet: Construct the IdentifierSet from ISIN, CUSIP, ID, and ticker.
IdentifyDuplicate(int[]) - Static method in class org.drip.service.common.ArrayUtil: Given an array containing n + 1 integers where each integer is between 1 and n (inclusive), assuming there is only one duplicate number, find the duplicate one.
Identity1() - Static method in class org.drip.specialfunction.property.BetaEqualityLemma: Construct the Identity #1 Verifier
Identity1() - Static method in class org.drip.specialfunction.property.IncompleteBetaEqualityLemma: Construct the Identity #1 Verifier
Identity2() - Static method in class org.drip.specialfunction.property.BetaEqualityLemma: Construct the Identity #2 Verifier
Identity2() - Static method in class org.drip.specialfunction.property.IncompleteBetaEqualityLemma: Construct the Identity #2 Verifier
Identity3() - Static method in class org.drip.specialfunction.property.BetaEqualityLemma: Construct the Identity #3 Verifier
Identity3() - Static method in class org.drip.specialfunction.property.IncompleteBetaEqualityLemma: Construct the Identity #3 Verifier
Identity4() - Static method in class org.drip.specialfunction.property.BetaEqualityLemma: Construct the Identity #4 Verifier
Identity4() - Static method in class org.drip.specialfunction.property.IncompleteBetaEqualityLemma: Construct the Identity #4 Verifier
Identity5() - Static method in class org.drip.specialfunction.property.BetaEqualityLemma: Construct the Identity #5 Verifier
Identity5() - Static method in class org.drip.specialfunction.property.IncompleteBetaEqualityLemma: Construct the Identity #5 Verifier
Identity6() - Static method in class org.drip.specialfunction.property.BetaEqualityLemma: Construct the Identity #6 Verifier
Identity6() - Static method in class org.drip.specialfunction.property.IncompleteBetaEqualityLemma: Construct the Identity #6 Verifier
Identity7() - Static method in class org.drip.specialfunction.property.IncompleteBetaEqualityLemma: Construct the Identity #7 Verifier
Identity8() - Static method in class org.drip.specialfunction.property.IncompleteBetaEqualityLemma: Construct the Identity #8 Verifier
IdentityProperty1 - Class in org.drip.sample.beta: IdentityProperty1 illustrates the Beta Function Identity Property Verification.
IdentityProperty1() - Constructor for class org.drip.sample.beta.IdentityProperty1
IdentityProperty2 - Class in org.drip.sample.beta: IdentityProperty2 illustrates the Beta Function Identity Property Verification.
IdentityProperty2() - Constructor for class org.drip.sample.beta.IdentityProperty2
IdentityProperty3 - Class in org.drip.sample.beta: IdentityProperty3 illustrates the Beta Function Identity Property Verification.
IdentityProperty3() - Constructor for class org.drip.sample.beta.IdentityProperty3
IdentityProperty4 - Class in org.drip.sample.beta: IdentityProperty4 illustrates the Beta Function Identity Property Verification.
IdentityProperty4() - Constructor for class org.drip.sample.beta.IdentityProperty4
IdentityProperty5 - Class in org.drip.sample.beta: IdentityProperty5 illustrates the Beta Function Identity Property Verification.
IdentityProperty5() - Constructor for class org.drip.sample.beta.IdentityProperty5
IdentityProperty6 - Class in org.drip.sample.beta: IdentityProperty6 illustrates the Beta Function Identity Property Verification.
IdentityProperty6() - Constructor for class org.drip.sample.beta.IdentityProperty6
idiosyncratic() - Method in class org.drip.capital.allocation.EntityComponentCapital: Retrieve the Entity Idiosyncratic Capital
idiosyncratic() - Method in class org.drip.capital.allocation.EntityComponentCapitalAssignment: Retrieve the Total Idiosyncratic Entity Capital
idiosyncratic() - Method in class org.drip.capital.allocation.EntityElasticityAttribution: Retrieve the Idiosyncratic Elasticity Attribution
idiosyncratic() - Method in class org.drip.capital.simulation.PathPnLRealization: Retrieve the Idiosyncratic Stress Event Incidence Ensemble
idiosyncratic(String) - Method in class org.drip.capital.simulation.StressEventIndicator: Retrieve the Entry corresponding to the Idiosyncratic Named Event
IDIOSYNCRATIC - Static variable in class org.drip.capital.definition.StressScenarioType: Stress Scenario Type - IDIOSYNCRATIC
idiosyncraticAllocationCategory() - Method in class org.drip.capital.allocation.EntityCapitalAssignmentSetting: Retrieve the Allocation Category for the Idiosyncratic Capital Component
idiosyncraticAllocationScheme() - Method in class org.drip.capital.allocation.EntityCapitalAssignmentSetting: Retrieve the Allocation Scheme for the Idiosyncratic Capital Component
idiosyncraticEvent(String) - Method in class org.drip.capital.entity.CapitalUnitEventContainer: Retrieve the Idiosyncratic Event by Name
idiosyncraticEventContainer() - Method in class org.drip.capital.entity.CapitalUnitEventContainer: Retrieve the Idiosyncratic Event Container
IdiosyncraticEventContainer - Class in org.drip.capital.stress: IdiosyncraticEventContainer contains the Scenario Stress Events' Specifications of the Idiosyncratic Stress Scenario Event Type that belong inside of a single Coordinate.
IdiosyncraticEventContainer() - Constructor for class org.drip.capital.stress.IdiosyncraticEventContainer: Empty IdiosyncraticEventContainer Constructor
idiosyncraticEventIncidenceCount(String) - Method in class org.drip.capital.simulation.CapitalUnitPathEnsemble
idiosyncraticEventIncidenceCount(String) - Method in interface org.drip.capital.simulation.PathEnsemble: Retrieve the Occurrence Count for the specified Idiosyncratic Event
idiosyncraticEventIncidenceCountMap() - Method in class org.drip.capital.simulation.CapitalUnitPathEnsemble
idiosyncraticEventIncidenceCountMap() - Method in interface org.drip.capital.simulation.PathEnsemble: Retrieve the Idiosyncratic Event Incidence Count Map
idiosyncraticGrossPnL() - Method in class org.drip.capital.explain.AllocatedPnLAttribution
idiosyncraticGrossPnL() - Method in class org.drip.capital.explain.PnLAttribution: Retrieve the Idiosyncratic Gross PnL
idiosyncraticInstanceCountMap() - Method in class org.drip.capital.explain.AllocatedPnLAttribution
idiosyncraticInstanceCountMap() - Method in class org.drip.capital.explain.PnLAttribution: Retrieve the Idiosyncratic Instance Count Map
idiosyncraticMap() - Method in class org.drip.capital.simulation.StressEventIndicator: Retrieve the Idiosyncratic Random Event Indicator Map
idiosyncraticPnLExplainMap() - Method in class org.drip.capital.explain.AllocatedPnLAttribution
idiosyncraticPnLExplainMap() - Method in class org.drip.capital.explain.PnLAttribution: Retrieve the Idiosyncratic PnL Explain Map
idiosyncraticPnLWorstMap() - Method in class org.drip.capital.explain.AllocatedPnLAttribution
idiosyncraticPnLWorstMap() - Method in class org.drip.capital.explain.PnLAttribution: Retrieve the Idiosyncratic Worst PnL Map
idiosyncraticProRata() - Method in class org.drip.capital.allocation.EntityElasticityAttribution: Retrieve the Pro-Rata Idiosyncratic Capital
idiosyncraticStandaloneMultiplier() - Method in class org.drip.capital.allocation.EntityComponentCapital: Retrieve the Idiosyncratic Stand-alone Multiplier
idiosyncraticTotal() - Method in class org.drip.capital.allocation.EntityElasticityAttribution: Retrieve the Total Idiosyncratic Component Capital
IDRHoliday - Class in org.drip.analytics.holset: IDRHoliday holds the IDR Holidays.
IDRHoliday() - Constructor for class org.drip.analytics.holset.IDRHoliday: IDRHoliday Constructor
idSet() - Method in class org.drip.portfolioconstruction.core.LocalUniverse: Retrieve the List of the Asset Identifiers
IdzorekAndrogue2003 - Class in org.drip.sample.blacklitterman: IdzorekAndrogue2003 reconciles the Outputs of the Black-Litterman Model Process.
IdzorekAndrogue2003() - Constructor for class org.drip.sample.blacklitterman.IdzorekAndrogue2003
IEPHoliday - Class in org.drip.analytics.holset: IEPHoliday holds the IEP Holidays.
IEPHoliday() - Constructor for class org.drip.analytics.holset.IEPHoliday: IEPHoliday Constructor
ifrInitialTermStructure() - Method in class org.drip.dynamics.hjm.G2PlusPlus: Retrieve the Initial Instantaneous Forward Rate Term Structure
ifrInitialTermStructure() - Method in class org.drip.dynamics.hullwhite.SingleFactorStateEvolver: Retrieve the Initial Instantaneous Forward Rate Term Structure
IG_BONDS - Static variable in class org.drip.capital.definition.Business: IG Bonds Business
IG_PRIMARY_LOANS - Static variable in class org.drip.capital.definition.Business: IG Prmry Loans Business
IGBondsBreakdown - Class in org.drip.sample.betafloatfloat: IGBondsBreakdown zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
IGBondsBreakdown() - Constructor for class org.drip.sample.betafloatfloat.IGBondsBreakdown
IGBondsDetail - Class in org.drip.sample.betafixedfloat: IGBondsDetail zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
IGBondsDetail() - Constructor for class org.drip.sample.betafixedfloat.IGBondsDetail
IGBondsExplain - Class in org.drip.sample.allocation: IGBondsExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.
IGBondsExplain() - Constructor for class org.drip.sample.allocation.IGBondsExplain
ignoreCompliance() - Method in class org.drip.portfolioconstruction.optimizer.Strategy: Indicate if Compliance Checks are to be ignored
IGPHoliday - Class in org.drip.analytics.holset: IGPHoliday holds the IGP Holidays.
IGPHoliday() - Constructor for class org.drip.analytics.holset.IGPHoliday: IGPHoliday Constructor
IGPrmryLoansBreakdown - Class in org.drip.sample.betafloatfloat: IGPrmryLoansBreakdown zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
IGPrmryLoansBreakdown() - Constructor for class org.drip.sample.betafloatfloat.IGPrmryLoansBreakdown
IGPrmryLoansDetail - Class in org.drip.sample.betafixedfloat: IGPrmryLoansDetail zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
IGPrmryLoansDetail() - Constructor for class org.drip.sample.betafixedfloat.IGPrmryLoansDetail
IGPrmryLoansExplain - Class in org.drip.sample.allocation: IGPrmryLoansExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.
IGPrmryLoansExplain() - Constructor for class org.drip.sample.allocation.IGPrmryLoansExplain
IIDComposite - Class in org.drip.measure.exponential: IIDComposite generates Metrics for a Composite Set of i.i.d.
IIDComposite() - Constructor for class org.drip.measure.exponential.IIDComposite
iidDistribution(int) - Method in class org.drip.measure.transform.R1GammaToExponential: Construct a Gamma Distribution Based of n i.i.d.
IIDSequenceSumBound - Class in org.drip.sample.sequence: IIDSequenceSumBound demonstrates the Computation of the Different Probabilistic Bounds for Sums of i.i.d.
IIDSequenceSumBound() - Constructor for class org.drip.sample.sequence.IIDSequenceSumBound
IJK - Class in org.drip.execution.athl: IJK holds the Empirical Signals that have been emitted off of a Transaction Run using the Scheme by Almgren, Thum, Hauptmann, and Li (2005), using the Parameterization of Almgren (2003).
IJK(TransactionSignal, TransactionSignal) - Constructor for class org.drip.execution.athl.IJK: IJK Constructor
IK1 - Class in org.drip.sample.treasuryfuturesapi: IK1 demonstrates the Invocation and Examination of the IK1 10Y BTPS Treasury Futures.
IK1() - Constructor for class org.drip.sample.treasuryfuturesapi.IK1
IK1Attribution - Class in org.drip.sample.treasuryfuturespnl: IK1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the IK1 Series.
IK1Attribution() - Constructor for class org.drip.sample.treasuryfuturespnl.IK1Attribution
IK1ClosesReconstitutor - Class in org.drip.sample.treasuryfuturesfeed: IK1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formated IK1 Closes Feed.
IK1ClosesReconstitutor() - Constructor for class org.drip.sample.treasuryfuturesfeed.IK1ClosesReconstitutor
IK1KeyRateDuration - Class in org.drip.sample.treasuryfuturesrisk: IK1KeyRateDuration demonstrates the Computation of the Key Rate Duration for the IK1 Treasury Futures.
IK1KeyRateDuration() - Constructor for class org.drip.sample.treasuryfuturesrisk.IK1KeyRateDuration
ILP(LinearObjective, ILPConstraint) - Static method in class org.drip.optimization.canonical.LinearProgram: Construct an ILP Instance of LinearProgram
ILPConstraint - Class in org.drip.optimization.canonical: ILPConstraint holds the Constraint Matrix LHS and Constraint Array RHS for an Integer Linear Program Ax lte B, where A is Z^{m x n}, B is Z^m, and x is Z₊ⁿ.
ILPConstraint(int[][], int[]) - Constructor for class org.drip.optimization.canonical.ILPConstraint: ILPConstraint Constructor
ILSHoliday - Class in org.drip.analytics.holset: ILSHoliday holds the ILS Holidays.
ILSHoliday() - Constructor for class org.drip.analytics.holset.ILSHoliday: ILSHoliday Constructor
ILSIRSAttribution - Class in org.drip.sample.fixfloatpnl: ILSIRSAttribution generates the Historical PnL Attribution for ILS IRS.
ILSIRSAttribution() - Constructor for class org.drip.sample.fixfloatpnl.ILSIRSAttribution
ILSShapePreserving1YStart - Class in org.drip.sample.fundinghistorical: ILSShapePreserving1YStart Generates the Historical ILS Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
ILSShapePreserving1YStart() - Constructor for class org.drip.sample.fundinghistorical.ILSShapePreserving1YStart
ILSShapePreservingReconstitutor - Class in org.drip.sample.fundingfeed: ILSShapePreservingReconstitutor Demonstrates the Cleansing and the Shape Preserving Re-constitution of the ILS Input Marks.
ILSShapePreservingReconstitutor() - Constructor for class org.drip.sample.fundingfeed.ILSShapePreservingReconstitutor
IMA1992ED(EventDate, String) - Static method in class org.drip.exposure.csatimeline.EventDateBuilder: Construct the IMA 1992 Cure Period Adjusted ED
IMA2002ED(EventDate, String) - Static method in class org.drip.exposure.csatimeline.EventDateBuilder: Construct the IMA 2002 Cure Period Adjusted ED
imaginary() - Method in class org.drip.function.definition.CartesianComplexNumber: Retrieve the Imaginary Part
IMMEdgeDates(JulianDate, int, String, String, DateAdjustParams) - Static method in class org.drip.analytics.support.CompositePeriodBuilder: Generate a list of the IMM period edge dates forward from the spot date.
IMMRollAPI - Class in org.drip.sample.date: IMMRollAPI demonstrates the API used to generate IMM Rolled Dates specific to different Products.
IMMRollAPI() - Constructor for class org.drip.sample.date.IMMRollAPI
ImpactExponentAnalysis - Class in org.drip.sample.principal: ImpactExponentAnalysis demonstrates the Analysis of the Dependence of the Optimal Principal Measures on the Exponent of the Temporary Market Impact.
ImpactExponentAnalysis() - Constructor for class org.drip.sample.principal.ImpactExponentAnalysis
impactFade() - Method in class org.drip.spline.params.PreceedingManifestSensitivityControl: Retrieve the Preceeding Manifest Measure Impact Flag
impactFade(String) - Method in class org.drip.spline.segment.LatentStateResponseModel: Retrieve the Manifest Measure Preceding Manifest Impact Flag
impactFunction(double) - Method in interface org.drip.execution.profiletime.BackgroundParticipationRate: Compute the Market Impact Function from the Volatility Function
impactFunction(double) - Method in class org.drip.execution.profiletime.UniformParticipationRate
impactFunction(double) - Method in class org.drip.execution.profiletime.UniformParticipationRateLinear
impactFunction(double) - Method in class org.drip.execution.tradingtime.CoordinatedParticipationRateLinear
implementationShortfall() - Method in class org.drip.execution.discrete.ShortfallIncrement: Compute the Implementation Short-fall
impliedBeta() - Method in class org.drip.portfolioconstruction.asset.PortfolioMetrics: Retrieve the Portfolio Implied Beta Vector
impliedBlackScholesVolatility(double, double, double, double, boolean, boolean, double) - Method in class org.drip.pricer.option.FokkerPlanckGenerator: Imply the Effective Black-Scholes Volatility From the Option Price
ImpliedBlackVolatility - Class in org.drip.dynamics.sabr: ImpliedBlackVolatility contains the Output of the Black Volatility Implication Calculations.
ImpliedBlackVolatility(double, double, double, double, double, double, double, double) - Constructor for class org.drip.dynamics.sabr.ImpliedBlackVolatility: ImpliedBlackVolatility Constructor
impliedBrownianVariateArray() - Method in class org.drip.exposure.regression.LocalVolatilityGenerationControl: Retrieve the Implied Brownian Variate Array
impliedConfidenceLevelArray() - Method in class org.drip.portfolioconstruction.bayesian.ProjectionImpliedConfidenceOutput: Compute the Array of the Custom Projection Induced Confidence Level
impliedConfidenceRun() - Method in class org.drip.portfolioconstruction.bayesian.BlackLittermanCombinationEngine: Compute the Idzorek Implied Projection Confidence Level
impliedErrorRate() - Method in class org.drip.graph.softheap.ApproximatePriorityQueue: Compute the Implied Error Rate
impliedErrorRate() - Method in class org.drip.graph.softheap.KaplanZwickPriorityQueue: Compute the Implied Error Rate
impliedNodeRates(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, boolean) - Method in class org.drip.state.curve.BasisSplineFXForward
impliedNodeRates(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, boolean) - Method in class org.drip.state.fx.FXCurve: Calculate the rates implied by the discount curve inputs
impliedNodeRates(int[], ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, boolean) - Method in class org.drip.state.nonlinear.FlatForwardFXCurve
impliedRecovery() - Method in class org.drip.xva.definition.SimpleBalanceSheet: Retrieve the Balance Sheet Implied Recovery
impliedVol(int) - Method in class org.drip.state.curve.BasisSplineDeterministicVolatility
impliedVol(int) - Method in class org.drip.state.nonlinear.FlatForwardVolatilityCurve
impliedVol(int) - Method in class org.drip.state.volatility.VolatilityCurve: Compute the Deterministic Implied Volatility at the Date Node from the Volatility Term Structure
impliedVol(String) - Method in class org.drip.state.volatility.VolatilityCurve: Compute the Deterministic Implied Volatility at the Tenor from the Volatility Term Structure
impliedVol(JulianDate) - Method in class org.drip.state.volatility.VolatilityCurve: Compute the Deterministic Implied Volatility at the Date Node from the Volatility Term Structure
impliedVolatility() - Method in class org.drip.dynamics.sabr.ImpliedBlackVolatility: Retrieve the Implied Volatility
impliedVolatility() - Method in class org.drip.simm.parameters.BucketVegaSettings: Retrieve the Implied Volatility
impliedVolatilityFromPrice(double, double, double, double, boolean, boolean, double) - Method in class org.drip.pricer.option.FokkerPlanckGenerator: Imply the Effective Volatility From the Option Price
impliedVolatilityFromPrice(int, int, double, MergedDiscountForwardCurve, double, boolean, boolean, double) - Method in class org.drip.pricer.option.FokkerPlanckGenerator: Imply the Effective Volatility From the Option Price
implyVolatility(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, String, double) - Method in class org.drip.product.fra.FRAStandardCapFloorlet: Imply the Flat Caplet/Floorlet Volatility from the Market Manifest Measure
implyVolatilityFromCallPrice(ValuationParams, double, boolean, MergedDiscountForwardCurve, double) - Method in class org.drip.product.option.EuropeanCallPut: Imply the Option Volatility given the Call Price
implyVolatilityFromPutPrice(ValuationParams, double, boolean, MergedDiscountForwardCurve, double) - Method in class org.drip.product.option.EuropeanCallPut: Imply the Option Volatility given the Put Price
ImportanceWeight - Class in org.drip.validation.distance: ImportanceWeight weighs the Importance of each Empirical Hypothesis Outcome.
ImportanceWeight(R1Univariate, double) - Constructor for class org.drip.validation.distance.ImportanceWeight: ImportanceWeight Constructor
ImportanceWeight13a - Class in org.drip.sample.anfuso2017: ImportanceWeight13a demonstrates the MTM Distributions set out in Table 13a of Anfuso, Karyampas, and Nawroth (2017).
ImportanceWeight13a() - Constructor for class org.drip.sample.anfuso2017.ImportanceWeight13a
ImportanceWeight13b - Class in org.drip.sample.anfuso2017: ImportanceWeight13b demonstrates the Computation of the Importance Weight set out in Table 13b of Anfuso, Karyampas, and Nawroth (2017).
ImportanceWeight13b() - Constructor for class org.drip.sample.anfuso2017.ImportanceWeight13b
ImportanceWeight13c - Class in org.drip.sample.anfuso2017: ImportanceWeight13c demonstrates the Computation of the Importance Weight set out in Table 13c of Anfuso, Karyampas, and Nawroth (2017).
ImportanceWeight13c() - Constructor for class org.drip.sample.anfuso2017.ImportanceWeight13c
ImportanceWeight13d - Class in org.drip.sample.anfuso2017: ImportanceWeight13d demonstrates the Computation of the Importance Weight set out in Table 13d of Anfuso, Karyampas, and Nawroth (2017).
ImportanceWeight13d() - Constructor for class org.drip.sample.anfuso2017.ImportanceWeight13d
ImportanceWeight13e - Class in org.drip.sample.anfuso2017: ImportanceWeight13e demonstrates the Computation of the Importance Weight set out in Table 13e of Anfuso, Karyampas, and Nawroth (2017).
ImportanceWeight13e() - Constructor for class org.drip.sample.anfuso2017.ImportanceWeight13e
ImportanceWeight13f - Class in org.drip.sample.anfuso2017: ImportanceWeight13f demonstrates the Computation of the Importance Weight set out in Table 13f of Anfuso, Karyampas, and Nawroth (2017).
ImportanceWeight13f() - Constructor for class org.drip.sample.anfuso2017.ImportanceWeight13f
in(double) - Method in class org.drip.spline.bspline.TensionBasisHat: Identifies if the ordinate is local to the range
in(double) - Method in class org.drip.spline.grid.AggregatedSpan
in(double) - Method in class org.drip.spline.grid.OverlappingStretchSpan
in(double) - Method in interface org.drip.spline.grid.Span: Check if the Predictor Ordinate is in the Stretch Range
in(double) - Method in class org.drip.spline.segment.LatentStateInelastic: Find out if the Predictor Ordinate is inside the segment - inclusive of left/right.
in(double) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
in(double) - Method in interface org.drip.spline.stretch.MultiSegmentSequence: Check if the Predictor Ordinate is in the Stretch Range
in(double) - Method in class org.drip.state.representation.LatentStateMergeSubStretch: Indicate whether the specified Date is "inside" the Stretch Range.
InAdvanceIMMSwap - Class in org.drip.sample.fixfloat: InAdvanceIMMSwap demonstrates the Construction and Valuation of a In-Advance IMM Swap.
InAdvanceIMMSwap() - Constructor for class org.drip.sample.fixfloat.InAdvanceIMMSwap
InAdvanceLongTenorPeriods - Class in org.drip.sample.cashflow: InAdvanceLongTenorPeriods demonstrates the Cash Flow Period Details for an In-Advance Long Tenor Fix-Float Swap.
InAdvanceLongTenorPeriods() - Constructor for class org.drip.sample.cashflow.InAdvanceLongTenorPeriods
InAdvanceShortTenorPeriods - Class in org.drip.sample.cashflow: InAdvanceShortTenorPeriods demonstrates the Cash Flow Period Details for an In-Advance Short Tenor Fix-Float Swap.
InAdvanceShortTenorPeriods() - Constructor for class org.drip.sample.cashflow.InAdvanceShortTenorPeriods
InAdvanceSwap - Class in org.drip.sample.fixfloat: InAdvanceSwap discount curve calibration and input instrument calibration quote recovery.
InAdvanceSwap() - Constructor for class org.drip.sample.fixfloat.InAdvanceSwap
InArrearsLongTenorPeriods - Class in org.drip.sample.cashflow: InArrearsLongTenorPeriods demonstrates the Cash Flow Period Details for an In-Arrears Long Tenor Fix-Float Swap.
InArrearsLongTenorPeriods() - Constructor for class org.drip.sample.cashflow.InArrearsLongTenorPeriods
InArrearsShortTenorPeriods - Class in org.drip.sample.cashflow: InArrearsShortTenorPeriods demonstrates the Cash Flow Period Details for an In-Arrears Short Tenor Fix-Float Swap.
InArrearsShortTenorPeriods() - Constructor for class org.drip.sample.cashflow.InArrearsShortTenorPeriods
InArrearsSwap - Class in org.drip.sample.fixfloat: InArrearsSwap demonstrates the Construction and Valuation of a In-Arrears Swap.
InArrearsSwap() - Constructor for class org.drip.sample.fixfloat.InArrearsSwap
inBuiltRange(double) - Method in class org.drip.state.estimator.CurveStretch: Indicate if the specified Predictor Ordinate is inside the "Built" Range
income() - Method in class org.drip.xva.basel.BalanceSheetEdge: Compute the "Income"
incomeReplacementRate() - Method in class org.drip.portfolioconstruction.alm.ExpectedNonFinancialIncome: Retrieve the Retirement Age Income Replacement Rate
IncompleteBeta(double, double) - Static method in class org.drip.specialfunction.property.HypergeometricEqualityLemma: Construct the Incomplete Beta Verifier
IncompleteBetaEqualityLemma - Class in org.drip.specialfunction.property: IncompleteBetaEqualityLemma implements the Equality Lemmas for the Incomplete Beta Estimation.
IncompleteBetaEqualityLemma() - Constructor for class org.drip.specialfunction.property.IncompleteBetaEqualityLemma
incompleteBetaEstimator() - Method in class org.drip.specialfunction.beta.IncompleteRegularizedEstimator: Retrieve the Incomplete Beta Estimator
IncompleteBetaProperty - Class in org.drip.sample.hypergeometric: IncompleteBetaProperty verifies the Incomplete Beta Identity Property Lemma for Rational Z.
IncompleteBetaProperty() - Constructor for class org.drip.sample.hypergeometric.IncompleteBetaProperty
IncompleteEstimate - Class in org.drip.sample.beta: IncompleteEstimate illustrates the Estimation of the Incomplete Beta Function.
IncompleteEstimate() - Constructor for class org.drip.sample.beta.IncompleteEstimate
IncompleteIdentityProperty1 - Class in org.drip.sample.beta: IncompleteIdentityProperty1 illustrates the Incomplete Beta Function Identity Property Verification.
IncompleteIdentityProperty1() - Constructor for class org.drip.sample.beta.IncompleteIdentityProperty1
IncompleteIdentityProperty2 - Class in org.drip.sample.beta: IncompleteIdentityProperty2 illustrates the Incomplete Beta Function Identity Property Verification.
IncompleteIdentityProperty2() - Constructor for class org.drip.sample.beta.IncompleteIdentityProperty2
IncompleteIdentityProperty3 - Class in org.drip.sample.beta: IncompleteIdentityProperty3 illustrates the Incomplete Beta Function Identity Property Verification.
IncompleteIdentityProperty3() - Constructor for class org.drip.sample.beta.IncompleteIdentityProperty3
IncompleteIdentityProperty4 - Class in org.drip.sample.beta: IncompleteIdentityProperty4 illustrates the Incomplete Beta Function Identity Property Verification.
IncompleteIdentityProperty4() - Constructor for class org.drip.sample.beta.IncompleteIdentityProperty4
IncompleteIdentityProperty5 - Class in org.drip.sample.beta: IncompleteIdentityProperty5 illustrates the Incomplete Beta Function Identity Property Verification.
IncompleteIdentityProperty5() - Constructor for class org.drip.sample.beta.IncompleteIdentityProperty5
IncompleteIdentityProperty6 - Class in org.drip.sample.beta: IncompleteIdentityProperty6 illustrates the Incomplete Beta Function Identity Property Verification.
IncompleteIdentityProperty6() - Constructor for class org.drip.sample.beta.IncompleteIdentityProperty6
IncompleteIdentityProperty7 - Class in org.drip.sample.beta: IncompleteIdentityProperty7 illustrates the Incomplete Beta Function Identity Property Verification.
IncompleteIdentityProperty7() - Constructor for class org.drip.sample.beta.IncompleteIdentityProperty7
IncompleteIdentityProperty8 - Class in org.drip.sample.beta: IncompleteIdentityProperty8 illustrates the Incomplete Beta Function Identity Property Verification.
IncompleteIdentityProperty8() - Constructor for class org.drip.sample.beta.IncompleteIdentityProperty8
IncompleteIntegrandEstimator - Class in org.drip.specialfunction.beta: IncompleteIntegrandEstimator implements the Incomplete Beta Function using Integrand Estimation Schemes.
IncompleteRegularizedEstimator - Class in org.drip.specialfunction.beta: IncompleteRegularizedEstimator implements the Regularized Incomplete Beta Function Estimator.
IncompleteRegularizedEstimator(R3ToR1, BetaEstimator) - Constructor for class org.drip.specialfunction.beta.IncompleteRegularizedEstimator: IncompleteRegularizedEstimator Constructor
IncreasingTripletSubsequenceExists(int[]) - Static method in class org.drip.service.common.ArrayUtil: Given an unsorted array return whether an increasing subsequence of length 3 exists or not in the array.
increment() - Method in class org.drip.dynamics.evolution.LSQMCurveUpdate: Retrieve the LSQM Curve Increment
increment() - Method in class org.drip.dynamics.evolution.LSQMPointUpdate: Retrieve the LSQM Point Increment
increment(double[], double[], double) - Method in class org.drip.measure.process.OrnsteinUhlenbeckPair: Generate the Adjacent JumpDiffusionEdge Increment Array from the specified Ornstein Uhlenbeck Random Variate Pair
increment(VariateInequalityConstraintMultiplier) - Method in class org.drip.function.rdtor1solver.FixedRdFinder: Produce the Incremental Variate-Constraint Multiplier
increment(VariateInequalityConstraintMultiplier) - Method in class org.drip.function.rdtor1solver.InteriorFixedPointFinder
increment(VariateInequalityConstraintMultiplier) - Method in class org.drip.function.rdtor1solver.NewtonFixedPointFinder
increment(Vertex, double[], double[], double) - Method in class org.drip.measure.joint.Evolver: Generate the Adjacent Increment from the Array of the specified Random Variate
increment(JumpDiffusionVertex, JumpDiffusionEdgeUnit, double) - Method in class org.drip.measure.process.DiffusionEvolver: Generate the JumpDiffusionEdge Instance from the specified Jump Diffusion Instance
increment(JumpDiffusionVertex, JumpDiffusionEdgeUnit, double) - Method in class org.drip.measure.process.JumpDiffusionEvolver
incremental() - Method in class org.drip.function.rdtor1solver.VariateInequalityConstraintMultiplier: Retrieve the Incremental Flag
incremental(double[], double[]) - Method in class org.drip.measure.continuous.R1Multivariate: Compute the Incremental under the Distribution between the 2 Multivariate Instances
incremental(double[], double[]) - Method in class org.drip.measure.continuous.Rd: Compute the Incremental under the Distribution between the 2 Variate Arrays
incremental(double[], double[]) - Method in class org.drip.measure.lebesgue.RdUniform
incremental(double[], double, double[], double) - Method in class org.drip.measure.continuous.RdR1: Compute the Incremental under the Distribution between the Variate Array/Variate Pair
incremental(double, double) - Method in class org.drip.measure.continuous.R1Univariate: Compute the Incremental under the Distribution between the 2 variates
incremental(double, double) - Method in class org.drip.measure.continuous.R1UnivariateUniform
incremental(double, double) - Method in class org.drip.measure.discrete.BoundedUniformIntegerDistribution
incremental(double, double) - Method in class org.drip.measure.discrete.PoissonDistribution
incremental(double, double) - Method in class org.drip.measure.exponential.R1ScaledDistribution
incremental(double, double) - Method in class org.drip.measure.gaussian.R1UnivariateNormal
incremental(double, double) - Method in class org.drip.measure.lebesgue.R1Uniform
incremental(double, double, double, double) - Method in class org.drip.measure.continuous.R1R1: Compute the Incremental under the Distribution between the Variate Pair
incrementalExpectation() - Method in class org.drip.execution.capture.TrajectoryShortfallAggregate: Generate the Array of Incremental Expectation Sequence
incrementalMarketDynamicDrift() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization: Generate the Array of Incremental Market Dynamic Cost Drift
incrementalMarketDynamicExpectation() - Method in class org.drip.execution.capture.TrajectoryShortfallAggregate: Generate the Array of Incremental Market Dynamic Expectation Sequence
incrementalMarketDynamicWander() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization: Generate the Array of Incremental Market Dynamic Cost Wander
incrementalPermanentDrift() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization: Generate the Array of Incremental Permanent Cost Drift
incrementalPermanentImpactExpectation() - Method in class org.drip.execution.capture.TrajectoryShortfallAggregate: Generate the Array of Incremental Permanent Impact Expectation Sequence
incrementalPermanentWander() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization: Generate the Array of Incremental Permanent Cost Wander
incrementalTemporaryDrift() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization: Generate the Array of Incremental Temporary Cost Drift
incrementalTemporaryImpactExpectation() - Method in class org.drip.execution.capture.TrajectoryShortfallAggregate: Generate the Array of Incremental Temporary Impact Expectation Sequence
incrementalTemporaryWander() - Method in class org.drip.execution.capture.TrajectoryShortfallRealization: Generate the Array of Incremental Temporary Cost Wander
incrementalVariance() - Method in class org.drip.execution.capture.TrajectoryShortfallAggregate: Generate the Array of Incremental Variance Sequence
incrementArray(LatentStateLabel) - Method in class org.drip.exposure.universe.LatentStateWeiner: Retrieve the Weiner Increment Array for the Specified Latent State
incrementFraction(VariateInequalityConstraintMultiplier, VariateInequalityConstraintMultiplier) - Method in class org.drip.function.rdtor1solver.FixedRdFinder: Retrieve the Incremental Step Length Fraction
incrementReverse(JumpDiffusionVertex, JumpDiffusionEdgeUnit, double) - Method in class org.drip.measure.process.DiffusionEvolver: Generate the JumpDiffusionEdge Instance Backwards from the specified Jump Diffusion Instance
incrementSequence(Vertex[], double[][], double[][], double) - Method in class org.drip.measure.joint.Evolver: Generate the Array of the Adjacent Increments from the Array of the specified Random Variate
incrementSequence(JumpDiffusionVertex, JumpDiffusionEdgeUnit[], double) - Method in class org.drip.measure.process.DiffusionEvolver: Generate the Array of Adjacent JumpDiffusionEdge from the specified Random Variate Array
incrementVector() - Method in class org.drip.function.rdtor1solver.VariateInequalityConstraintMultiplier: Retrieve the Sized Vector Instance corresponding to the Increment
incrIterations() - Method in class org.drip.function.r1tor1solver.ExecutionInitializationOutput: Increment the Number of Iterations
incrIterations() - Method in class org.drip.function.r1tor1solver.FixedPointFinderOutput: Increment the number of Iterations
incrOFCalcs() - Method in class org.drip.function.r1tor1solver.ExecutionInitializationOutput: Increment the Number of Objective Function Evaluations
incrOFCalcs() - Method in class org.drip.function.r1tor1solver.FixedPointFinderOutput: Increment the number of Objective Function evaluations
incrOFDerivCalcs() - Method in class org.drip.function.r1tor1solver.ExecutionInitializationOutput: Increment the number of Objective Function Derivative evaluations
incrOFDerivCalcs() - Method in class org.drip.function.r1tor1solver.FixedPointFinderOutput: Increment the number of Objective Function Derivative evaluations
independentAmount() - Method in class org.drip.xva.proto.PositionGroupSpecification: Retrieve the Collateral Group Independent Amount
IndependentLinearSolutionList - Class in org.drip.specialfunction.ode: IndependentLinearSolutionList holds the Array of Linearly Independent Solutions at a Regular Singularity.
IndependentLinearSolutionList() - Constructor for class org.drip.specialfunction.ode.IndependentLinearSolutionList: Empty IndependentLinearSolutionList
IndependentLinearSolutionList2F1Z0 - Class in org.drip.specialfunction.ode: IndependentLinearSolutionList2F1Z0 holds the Array of Linearly Independent Solutions at the Regular Singularity z = 0 for the 2F1 Hyper-geometric Function.
IndependentLinearSolutionList2F1Z0() - Constructor for class org.drip.specialfunction.ode.IndependentLinearSolutionList2F1Z0
IndependentLinearSolutionList2F1Z1 - Class in org.drip.specialfunction.ode: IndependentLinearSolutionList2F1Z1 holds the Array of Linearly Independent Solutions at the Regular Singularity z = 1 for the 2F1 Hyper-geometric Function.
IndependentLinearSolutionList2F1Z1() - Constructor for class org.drip.specialfunction.ode.IndependentLinearSolutionList2F1Z1
IndependentLinearSolutionList2F1ZInfinity - Class in org.drip.specialfunction.ode: IndependentLinearSolutionList2F1ZInfinity holds the Array of Linearly Independent Solutions at the Regular Singularity z = Infinity for the 2F1 Hyper-geometric Function.
IndependentLinearSolutionList2F1ZInfinity() - Constructor for class org.drip.specialfunction.ode.IndependentLinearSolutionList2F1ZInfinity
IndependentSum(R1NonCentral[]) - Static method in class org.drip.measure.chisquare.R1NonCentralComposite: Generate the R¹ Non-central Distribution corresponding to the Sum of Independent R¹ Non-central Distributions
index() - Method in class org.drip.learning.rxtor1.EmpiricalPenaltySupremum: Retrieve the Index of the Supremum Empirical Function
index() - Method in class org.drip.state.forward.ForwardCurve
index() - Method in interface org.drip.state.forward.ForwardRateEstimator: Retrieve the Forward Rate Index
index(double) - Method in class org.drip.numerical.common.Array2D: Retrieve the Index that corresponds to the given X
INDEX_FUND_ETF - Static variable in class org.drip.simm.credit.SectorSystemics: The Indexes/Funds/ETF's Sector
indexCDS() - Method in class org.drip.market.otc.CreditIndexConvention: Create an Instance of the Specified Index CDS Product
IndexConventionFromJurisdiction(String, String) - Static method in class org.drip.market.otc.OvernightFixedFloatContainer: Retrieve the Fix-Float Overnight Index Convention for the specified Jurisdiction
indexCouponPV() - Method in class org.drip.analytics.output.BondCouponMeasures: Retrieve the Index Coupon PV
indexedBasisFunction(int) - Method in class org.drip.spline.basis.FunctionSet: Retrieve the Basis Function identified by the specified Index
IndexFromJurisdiction(String) - Static method in class org.drip.market.definition.IBORIndexContainer: Retrieve the IBOR Index from the Jurisdiction Name
IndexFromJurisdiction(String) - Static method in class org.drip.market.definition.OvernightIndexContainer: Retrieve the Overnight Index from the Jurisdiction Name
IndexFromName(String) - Static method in class org.drip.market.definition.IBORIndexContainer: Retrieve the IBOR Index from the Index Name
IndexFromName(String) - Static method in class org.drip.market.definition.OvernightIndexContainer: Retrieve the Overnight Index from the Index Name
IndexFundCurvesReconciliation - Class in org.drip.sample.ois: IndexFundCurvesReconciliation demonstrates the Construction, Usage, Coupon Extraction and Measure Generation for an OIS Product Sample using the Index and the Fund Curves, and their Reconciliation.
IndexFundCurvesReconciliation() - Constructor for class org.drip.sample.ois.IndexFundCurvesReconciliation
indexMatch(LatentStateMergeSubStretch) - Method in class org.drip.state.representation.LatentStateMergeSubStretch: Indicate whether Specified Merge Stretch's Label matches with the current one
IndexSet() - Static method in class org.drip.simm.rates.IRThresholdContainer20: Retrieve the Interest Rate Threshold Container Bucket Index Set
IndexSet() - Static method in class org.drip.simm.rates.IRThresholdContainer21: Retrieve the Interest Rate Threshold Container Bucket Index Set
IndexSet() - Static method in class org.drip.simm.rates.IRThresholdContainer24: Retrieve the Interest Rate Threshold Container Bucket Index Set
indexSubType() - Method in class org.drip.market.otc.CreditIndexConvention: Retrieve the Index Sub-Type
indexType() - Method in class org.drip.market.otc.CreditIndexConvention: Retrieve the Index Type
indexVertexMap() - Method in class org.drip.graph.shortestpath.FloydWarshallDistanceMatrix: Retrieve the Index to Vertex Map
Indore - Class in org.drip.sample.bondeos: Indore demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for Indore.
Indore() - Constructor for class org.drip.sample.bondeos.Indore
inelasticParams() - Method in class org.drip.spline.params.SegmentCustomBuilderControl: Retrieve the Segment Inelastic Parameters
inequalityConstraint() - Method in class org.drip.optimization.constrained.OptimizationFramework: Retrieve the Array of R^d To R^1 Inequality Constraint Functions
inequalityConstraintCoefficient() - Method in class org.drip.optimization.constrained.FritzJohnMultipliers: Retrieve the Array of the Inequality Constraint Coefficients
inequalityConstraintMultivariateFunctionArray() - Method in class org.drip.function.rdtor1solver.BarrierFixedPointFinder: Retrieve the Array of Inequality Constraints
inequalityConstraintMultivariateFunctionArray() - Method in class org.drip.function.rdtor1solver.InteriorFixedPointFinder: Retrieve the Array of Inequality Constraint Function
infectionPeriod() - Method in class org.drip.spaces.big.ZombieMatrix: Compute the Period for Full Infection
inferPositionAdjustment(R1Univariate, double) - Method in class org.drip.oms.indifference.UtilityFunctionExpectation: Run the Position Adjustment Inference for the Claims given the Target Utility Expectation Value
inferPositionAdjustment(R1Distribution, double[], double) - Method in class org.drip.oms.indifference.UtilityFunctionExpectation: Run the Position Value Inference for the Claims given the Target Utility Expectation Value
inferScaleParameterDistribution(double) - Method in class org.drip.measure.gamma.R1ScaleInvariantScaleParameterEstimator: Infer the Scale Parameter Distribution
inferScaleParameterDistributionMoment(double, int, R1ToR1) - Method in class org.drip.measure.gamma.R1ScaleInvariantScaleParameterEstimator: Infer the Distribution Moment's Scale Parameter
inferShapeScaleParameter() - Method in class org.drip.measure.gamma.R1ConsistentEstimator: Infer the Shape-Scale Parameter from the Observations
inferShapeScaleParameter() - Method in class org.drip.measure.gamma.R1MaximumLikelihoodEstimator: Infer the Shape-Scale Parameter from the Observations
inferShapeScaleParameter() - Method in class org.drip.measure.gamma.R1ParameterEstimator: Infer the Shape-Scale Parameter from the Observations
infimumUpperBound(int) - Method in class org.drip.learning.svm.DecisionFunctionOperatorBounds: Compute the Infimum of the Decision Function Operator Upper Bound across all the Product Bounds for the specified Feature Space Entropy Number
InfiniteSumEstimator - Class in org.drip.specialfunction.loggamma: InfiniteSumEstimator estimates Log Gamma using the Infinite Series Infinite Sum.
infiniteSumSeries() - Method in class org.drip.specialfunction.loggamma.InfiniteSumEstimator: Retrieve the Underlying Infinite Sum Series
InfiniteSumSeries - Class in org.drip.specialfunction.loggamma: InfiniteSumSeries implements Infinite Sum Series for Log Gamma Estimation.
InfiniteSumSeries() - Constructor for class org.drip.specialfunction.loggamma.InfiniteSumSeries
InfiniteSumSeriesTerm - Class in org.drip.specialfunction.loggamma: InfiniteSumSeriesTerm implements a Single Term in the Infinite Series for Log Gamma Estimation.
InfiniteSumSeriesTerm() - Constructor for class org.drip.specialfunction.loggamma.InfiniteSumSeriesTerm
inFirstCouponPeriod(int) - Method in class org.drip.product.credit.BondComponent
inFirstCouponPeriod(int) - Method in class org.drip.product.definition.Bond: Indicate whether the given date is in the first coupon period
Inflationary() - Static method in class org.drip.capital.systemicscenario.SystemicStressShockIndicator: Construct a Inflationary Systemic Stress Shock Indicator
INFLATIONARY - Static variable in class org.drip.capital.systemicscenario.SystemicStressShockIndicator: INFLATIONARY Systemic Stress Scenario
inflationType() - Method in class org.drip.capital.systemicscenario.SystemicStressShockIndicator: Indicate the Inflation Type
INFLECTION - Static variable in class org.drip.spline.segment.Monotonocity: NON MONOTONE - INFLECTION
INFO - Static variable in class org.drip.analytics.support.Logger: Logger level INFO
informationRatio(double) - Method in class org.drip.execution.principal.GrossProfitEstimator: Compute the Information Ratio given the Principal Discount
InformationRatioAnalysis - Class in org.drip.sample.principal: InformationRatioAnalysis demonstrates the Analysis of the Dependence of the Optimal Principal Measures on the Information Ratio Hurdle.
InformationRatioAnalysis() - Constructor for class org.drip.sample.principal.InformationRatioAnalysis
init(int) - Method in class org.drip.graph.selection.IntroselectControl: Initialize using the Array Size
Init() - Static method in class org.drip.analytics.support.Helper: Initialize IR switcher and Bloomberg day count maps
Init() - Static method in class org.drip.capital.env.CapitalEstimationContextManager: Initialize the Capital Estimation Context Manager
Init() - Static method in class org.drip.capital.env.SystemicScenarioDefinitionContextManager: Initialize the GSST Design Context Manager
Init() - Static method in class org.drip.capital.env.SystemicScenarioDesignContextManager: Initialize the GSST Design Context Manager
Init() - Static method in class org.drip.graph.mst.SteeleCompleteUniformRandomMST: Initialize the Steele Vertex MST Map
Init() - Static method in class org.drip.market.definition.FXSettingContainer: Initialize the FXSettingContainer
Init() - Static method in class org.drip.market.definition.IBORIndexContainer: Initialize the IBOR Index Container with the Overnight Indexes
Init() - Static method in class org.drip.market.definition.OvernightIndexContainer: Initialize the Overnight Index Container with the Overnight Indexes
Init() - Static method in class org.drip.market.exchange.DeliverableSwapFuturesContainer: Initialize the Deliverable Swap Futures Container with the pre-set Deliverable Swap Futures Contract
Init() - Static method in class org.drip.market.exchange.FuturesOptionsContainer: Initialize the Overnight Index Container with the Overnight Indexes
Init() - Static method in class org.drip.market.exchange.ShortTermFuturesContainer: Initialize the Short Term Futures Container with the pre-set Short Term Contracts
Init() - Static method in class org.drip.market.exchange.TreasuryFuturesContractContainer: Initialize the Treasury Futures Contract Container with the Conventions
Init() - Static method in class org.drip.market.exchange.TreasuryFuturesConventionContainer: Initialize the Bond Futures Convention Container with the Conventions
Init() - Static method in class org.drip.market.exchange.TreasuryFuturesOptionContainer: Initialize the Treasury Futures Options Convention Container with the Conventions
Init() - Static method in class org.drip.market.issue.TreasurySettingContainer: Initialize the Treasury Settings Container
Init() - Static method in class org.drip.market.otc.CreditIndexConventionContainer: Initialize the Credit Index Conventions Container with the pre-set CDX Contract Settings
Init() - Static method in class org.drip.market.otc.CrossFloatConventionContainer: Initialize the Cross-Currency Float-Float Conventions Container with the pre-set Floating Stream Contracts
Init() - Static method in class org.drip.market.otc.IBORFixedFloatContainer: Initialize the Fix-Float Conventions Container with the pre-set Fix-Float Contracts
Init() - Static method in class org.drip.market.otc.IBORFloatFloatContainer: Initialize the Float-Float Conventions Container with the pre-set Float-Float Contracts
Init() - Static method in class org.drip.market.otc.OvernightFixedFloatContainer: Initialize the Fix-Float Conventions Container with the pre-set Fix-Float Contracts
Init() - Static method in class org.drip.market.otc.SwapOptionSettlementContainer: Initialize the Swap Option Settlement Conventions Container with the pre-set Swap Option Settlement Conventions
Init() - Static method in class org.drip.service.env.BuildManager: Initialize the Build Logs of the Build Manager
Init() - Static method in class org.drip.service.env.CacheManager: Initialize the Cache Manager
Init() - Static method in class org.drip.service.env.InvocationManager: Initialize the Invocation Manager
Init() - Static method in class org.drip.simm.commodity.CTRiskThresholdContainer20: Initialize the Commodity Risk Threshold Container
Init() - Static method in class org.drip.simm.commodity.CTRiskThresholdContainer21: Initialize the Commodity Risk Threshold Container
Init() - Static method in class org.drip.simm.commodity.CTRiskThresholdContainer24: Initialize the Commodity Risk Threshold Container
Init() - Static method in class org.drip.simm.commodity.CTSettingsContainer20: Initialize the Commodity Settings Container
Init() - Static method in class org.drip.simm.commodity.CTSettingsContainer21: Initialize the Commodity Settings Container
Init() - Static method in class org.drip.simm.commodity.CTSettingsContainer24: Initialize the Commodity Settings Container
Init() - Static method in class org.drip.simm.common.ISDASettingsContainer: Initial the ISDA Settings Container
Init() - Static method in class org.drip.simm.common.RiskFactorThresholdContainer: Initialize the Risk Factor Threshold Container
Init() - Static method in class org.drip.simm.credit.CRNQSettingsContainer20: Initial the Credit Non-Qualifying Settings
Init() - Static method in class org.drip.simm.credit.CRNQSettingsContainer21: Initial the Credit Non-Qualifying Settings
Init() - Static method in class org.drip.simm.credit.CRNQSettingsContainer24: Initial the Credit Non-Qualifying Settings
Init() - Static method in class org.drip.simm.credit.CRQSettingsContainer20: Initial the Credit Qualifying Settings
Init() - Static method in class org.drip.simm.credit.CRQSettingsContainer21: Initial the Credit Qualifying Settings
Init() - Static method in class org.drip.simm.credit.CRQSettingsContainer24: Initial the Credit Qualifying Settings
Init() - Static method in class org.drip.simm.credit.CRThresholdContainer20: Initialize the Credit Risk Threshold Container
Init() - Static method in class org.drip.simm.credit.CRThresholdContainer21: Initialize the Credit Risk Threshold Container
Init() - Static method in class org.drip.simm.credit.CRThresholdContainer24: Initialize the Credit Risk Threshold Container
Init() - Static method in class org.drip.simm.equity.EQRiskThresholdContainer20: Initialize the Equity Risk Threshold Container
Init() - Static method in class org.drip.simm.equity.EQRiskThresholdContainer21: Initialize the Equity Risk Threshold Container
Init() - Static method in class org.drip.simm.equity.EQRiskThresholdContainer24: Initialize the Equity Risk Threshold Container
Init() - Static method in class org.drip.simm.equity.EQSettingsContainer20: Initialize the Equity Settings Container
Init() - Static method in class org.drip.simm.equity.EQSettingsContainer21: Initialize the Equity Settings Container
Init() - Static method in class org.drip.simm.equity.EQSettingsContainer24: Initialize the Equity Settings Container
Init() - Static method in class org.drip.simm.fx.FXRiskThresholdContainer20: Initialize the FX Risk Threshold Container
Init() - Static method in class org.drip.simm.fx.FXRiskThresholdContainer21: Initialize the FX Risk Threshold Container
Init() - Static method in class org.drip.simm.fx.FXRiskThresholdContainer24: Initialize the FX Risk Threshold Container
Init() - Static method in class org.drip.simm.fx.FXVolatilityGroupContainer24: Initialize the FX Volatility Group Threshold Container
Init() - Static method in class org.drip.simm.rates.IRSettingsContainer20: Initialize the Interest Rate Weight Specification Container
Init() - Static method in class org.drip.simm.rates.IRSettingsContainer21: Initialize the Interest Rate Weight Specification Container
Init() - Static method in class org.drip.simm.rates.IRSettingsContainer24: Initialize the Interest Rate Weight Specification Container
Init() - Static method in class org.drip.simm.rates.IRThresholdContainer20: Initialize the Container
Init() - Static method in class org.drip.simm.rates.IRThresholdContainer21: Initialize the Container
Init() - Static method in class org.drip.simm.rates.IRThresholdContainer24: Initialize the Container
Init(String) - Static method in class org.drip.analytics.daycount.Convention: Initialize the day count basis object from the calendar set
Init(String) - Static method in class org.drip.analytics.support.Logger: Initialize the logger from a configuration file
InitAnalServer(String) - Static method in class org.drip.param.config.ConfigLoader: Initialize the analytics server from the connection parameters set in the XML Configuration file
InitEnv(String) - Static method in class org.drip.service.env.EnvManager: Initialize the Environment Setup
InitEnv(String, boolean) - Static method in class org.drip.service.env.EnvManager: Initialize the logger, the database connections, the day count parameters, and day count objects.
InitFullCDXRefDataSet() - Static method in class org.drip.product.creator.CDXRefDataHolder: Initialize the Full CDX Reference Data
Initial(boolean, int, PriorityQueueEntry<KEY, ITEM>) - Static method in class org.drip.graph.softheap.KaplanZwickPriorityQueue: Construct an Initial Heap with a single Entry
Initial(boolean, int, PriorityQueueEntry<KEY, ITEM>) - Static method in class org.drip.graph.softheap.KaplanZwickTree: Construct an Initial Tree with a single Entry
Initial(double, CollateralGroupVertexCloseOut) - Static method in class org.drip.xva.vertex.BurgardKjaerExposure: Generate an Initial Instance of Burgard Kjaer Vertex Exposure
Initial(JulianDate, double, MarketVertex, CloseOut) - Static method in class org.drip.xva.vertex.BurgardKjaerBuilder: Construct the Initial Dynamic Dealer Portfolio
initialDate() - Method in class org.drip.dynamics.evolution.LSQMCurveUpdate: Retrieve the Initial Date
initialDate() - Method in class org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics: Retrieve the Initial Date
initialFairPremium() - Method in class org.drip.historical.attribution.CDSMarketSnap: Retrieve the Initial Fair Premium
initialHoldingsArray() - Method in class org.drip.portfolioconstruction.constraint.LimitChargeTermIssuer: Retrieve the Array of Initial Holdings
initialHoldingsArray() - Method in class org.drip.portfolioconstruction.constraint.LimitRiskTermMarginal: Retrieve the Initial Holdings Array
initialHoldingsArray() - Method in class org.drip.portfolioconstruction.constraint.LimitTaxTerm: Retrieve the Initial Holdings Array
initialHoldingsArray() - Method in class org.drip.portfolioconstruction.constraint.LimitTradesTermIssuer: Retrieve the Initial Holdings Array
initialHoldingsArray() - Method in class org.drip.portfolioconstruction.constraint.LimitTurnoverTermIssuer: Retrieve the Array of Initial Holdings
initialHoldingsArray() - Method in class org.drip.portfolioconstruction.optimizer.ObjectiveTerm: Retrieve the Array of Initial Holdings
InitializationHeuristics - Class in org.drip.function.r1tor1solver: InitializationHeuristics implements several heuristics used to kick off the fixed point bracketing/search process.
InitializationHeuristics(int, double, double, double, double, double, double, double, BracketingControlParams) - Constructor for class org.drip.function.r1tor1solver.InitializationHeuristics: Construct an Initialization Heuristics Instance from the set of Heuristics Parameters
initialize() - Method in class org.drip.service.engine.ComputeClient: Establish a Connection to the Compute Server Engine
initialize() - Method in class org.drip.service.engine.ComputeServer: Initialize the Compute Server Engine Listener Setup
initializeBracket(InitializationHeuristics, double) - Method in class org.drip.function.r1tor1solver.ExecutionInitializer: Set up the bracket to be used for the eventual search kick-off
initializeNonDimensionalCost(MarketState, double) - Method in class org.drip.execution.adaptive.CoordinatedVariationTrajectoryGenerator: Retrieve the Initial Non Dimensional Cost
initializeVariate(InitializationHeuristics, double) - Method in class org.drip.function.r1tor1solver.ExecutionInitializer: Initialize the starting variate to within the fixed point convergence zone
initializeVertexNameSet(Set<String>) - Method in class org.drip.graph.shortestpath.VertexAugmentor: Initialize the Set of Vertexes
initialMarketState() - Method in class org.drip.execution.latent.OrnsteinUhlenbeckSequence: Retrieve the Initial Market State
initialNotional() - Method in class org.drip.product.credit.BondComponent
initialNotional() - Method in class org.drip.product.credit.CDSComponent
initialNotional() - Method in class org.drip.product.definition.BasketProduct: Return the initial notional of the basket product
initialNotional() - Method in class org.drip.product.definition.Component: Get the Initial Notional for the Product
initialNotional() - Method in class org.drip.product.fx.FXForwardComponent
initialNotional() - Method in class org.drip.product.govvie.TreasuryFutures
initialNotional() - Method in class org.drip.product.option.OptionComponent
initialNotional() - Method in class org.drip.product.rates.FixFloatComponent
initialNotional() - Method in class org.drip.product.rates.FloatFloatComponent
initialNotional() - Method in class org.drip.product.rates.RatesBasket
initialNotional() - Method in class org.drip.product.rates.SingleStreamComponent
initialNotional() - Method in class org.drip.product.rates.Stream: Retrieve the Initial Notional
initialShortRate() - Method in class org.drip.dynamics.hullwhite.ShortRateUpdate: Retrieve the Initial Short Rate
initialStrength() - Method in class org.drip.function.rdtor1solver.InteriorPointBarrierControl: Retrieve the Initial Barrier Strength
initialVertexName() - Method in class org.drip.graph.core.Network: Retrieve the Initial Vertex Name
initRegressionEnv() - Method in class org.drip.regression.core.RegressionEngine: One-time initialization of the regression engine environment
initRegressionEnv() - Method in class org.drip.regression.curve.CreditAnalyticsRegressionEngine
initRegressionEnv() - Method in class org.drip.regression.curvejacobian.CurveJacobianRegressionEngine
InitStandardCDXSeries() - Static method in class org.drip.service.env.StandardCDXManager: Initialize the Standard CDX Series
inLastCouponPeriod(int) - Method in class org.drip.product.credit.BondComponent
inLastCouponPeriod(int) - Method in class org.drip.product.definition.Bond: Indicate whether the given date is in the final coupon period
innate() - Method in class org.drip.historical.engine.MarketMeasureRollDown: Retrieve the Innate Roll Down Market Measure
innerHessian() - Method in class org.drip.execution.sensitivity.TrajectoryControlNodesGreek: Retrieve the Inner Hessian Matrix
innerHoldings() - Method in class org.drip.execution.strategy.DiscreteTradingTrajectory: Retrieve the Array of the Inner Holdings
innerJacobian() - Method in class org.drip.execution.sensitivity.TrajectoryControlNodesGreek: Retrieve the Inner Jacobian Array
inPlace() - Method in class org.drip.graph.selection.OrderStatisticSelector: Indicate of the Selection is In-place
InPlaceWordReversion(String) - Static method in class org.drip.service.common.StringUtil: Given an input string, reverse the order of the words.
inputMetricVectorSpace() - Method in class org.drip.learning.kernel.IntegralOperatorEigenContainer: Retrieve the Eigen Input Space
inputMetricVectorSpace() - Method in class org.drip.learning.kernel.SymmetricRdToNormedR1Kernel: Retrieve the Symmetric Input Metric R^d Vector Space
inputMetricVectorSpace() - Method in class org.drip.learning.kernel.SymmetricRdToNormedRdKernel: Retrieve the Symmetric Input Metric R^d Vector Space
inputMetricVectorSpace() - Method in class org.drip.spaces.functionclass.NormedRxToNormedR1Finite
inputMetricVectorSpace() - Method in class org.drip.spaces.functionclass.NormedRxToNormedRdFinite
inputMetricVectorSpace() - Method in class org.drip.spaces.functionclass.NormedRxToNormedRxFinite: Retrieve the Input Vector Space
inputMetricVectorSpace() - Method in class org.drip.spaces.rxtor1.NormedR1ToNormedR1
inputMetricVectorSpace() - Method in class org.drip.spaces.rxtor1.NormedRdToNormedR1
inputMetricVectorSpace() - Method in class org.drip.spaces.rxtor1.NormedRxToNormedR1: Retrieve the Input Metric Vector Space
inputMetricVectorSpace() - Method in class org.drip.spaces.rxtord.NormedR1ToNormedRd
inputMetricVectorSpace() - Method in class org.drip.spaces.rxtord.NormedRdToNormedRd
inputMetricVectorSpace() - Method in class org.drip.spaces.rxtord.NormedRxToNormedRd: Retrieve the Input Metric Vector Space
inputSpaceBorelMeasure() - Method in class org.drip.learning.kernel.IntegralOperator: Retrieve the Input Space Borel Sigma Measure
InquiriesLast6Months - Class in org.drip.loan.characteristics: InquiriesLast6Months contains the Total Number of Inquiries for the Loan over the Last 6 Months.
InquiriesLast6Months(int) - Constructor for class org.drip.loan.characteristics.InquiriesLast6Months: InquiriesLast6Months Constructor
INR - Class in org.drip.template.irs: INR contains a Templated Pricing of the OTC Fix-Float INR IRS Instrument.
INR() - Constructor for class org.drip.template.irs.INR
INRHoliday - Class in org.drip.analytics.holset: INRHoliday holds the INR Holidays.
INRHoliday() - Constructor for class org.drip.analytics.holset.INRHoliday: INRHoliday Constructor
insert(ITEM) - Method in class org.drip.graph.heap.TimedCollection: Insert an Item into the Queue with its Time Stamp
insert(KEY, ITEM) - Method in class org.drip.graph.heap.BinaryTreePriorityQueue
insert(KEY, ITEM) - Method in class org.drip.graph.heap.BinomialTreePriorityQueue
insert(KEY, ITEM) - Method in class org.drip.graph.heap.PriorityQueue: Insert the Specified Key/Item into the Heap
insert(KEY, ITEM) - Method in class org.drip.graph.softheap.KaplanZwickPriorityQueue
InsertCardinalKnot(MultiSegmentSequence, double, double) - Static method in class org.drip.spline.stretch.MultiSegmentSequenceModifier: Insert a Cardinal Knot into the specified Stretch at the specified Predictor Ordinate Location
InsertCatmullRomKnot(MultiSegmentSequence, double) - Static method in class org.drip.spline.stretch.MultiSegmentSequenceModifier: Insert a Catmull-Rom Knot into the specified Stretch at the specified Predictor Ordinate Location
InsertIntoNonOverlappingIntervals(int[][], int[]) - Static method in class org.drip.service.common.ArrayUtil: Given a set of non-overlapping intervals, insert a new interval into the intervals (merge if necessary).
InsertKnot(MultiSegmentSequence, double, double, BoundarySettings, int) - Static method in class org.drip.spline.stretch.MultiSegmentSequenceModifier: Insert the specified Predictor Ordinate Knot into the specified Stretch, using the specified Response Value
InsertKnot(MultiSegmentSequence, double, SegmentPredictorResponseDerivative, SegmentPredictorResponseDerivative) - Static method in class org.drip.spline.stretch.MultiSegmentSequenceModifier: Insert the Predictor Ordinate Knot into the specified Stretch
instance() - Method in class org.drip.spaces.big.BigR2Array: Retrieve the R² Instance Array
instance() - Method in class org.drip.spaces.instance.ValidatedR1: Retrieve the Instance Sequence
instance() - Method in class org.drip.spaces.instance.ValidatedRd: Retrieve the Instance Sequence
INSTANCE_GENERATOR_RULE_EDGE_LAG - Static variable in class org.drip.analytics.eventday.DateInMonth: Instance Date Generation Rules - Generate from Lag from Front/Back
INSTANCE_GENERATOR_RULE_SPECIFIC_DAY_OF_MONTH - Static variable in class org.drip.analytics.eventday.DateInMonth: Instance Date Generation Rule - Generate Using the Specific Day of the Month
INSTANCE_GENERATOR_RULE_WEEK_DAY - Static variable in class org.drip.analytics.eventday.DateInMonth: Instance Date Generation Rule - Generate from Specified Day in Week/Week in Month
instanceCountMap() - Method in class org.drip.validation.evidence.TestStatisticAccumulator: Retrieve the Instance Counter Map
instanceDay(int, int, String) - Method in class org.drip.analytics.eventday.DateInMonth: Generate the Particular Day of the Year, the Month, according to the Calendar
instanceGenerator() - Method in class org.drip.analytics.eventday.DateInMonth: Retrieve the Instance Generation Rule
instantaneousEffectiveForwardRate() - Method in class org.drip.dynamics.lmm.BGMCurveUpdate: Retrieve the Instantaneous Effective Annual Forward Rate Span
instantaneousEffectiveForwardRate() - Method in class org.drip.dynamics.lmm.BGMForwardTenorSnap: Retrieve the Instantaneous Effective Annual Forward Rate
instantaneousEffectiveForwardRate() - Method in class org.drip.dynamics.lmm.BGMPointUpdate: Retrieve the Instantaneous Effective Annual Forward Rate
instantaneousEffectiveForwardRates() - Method in class org.drip.dynamics.lmm.BGMTenorNodeSequence: Retrieve the Array of Tenor Instantaneous Effective Annual Forward Rate
instantaneousForwardInitialTermStructure() - Method in class org.drip.dynamics.hjm.MultiFactorStateEvolver: Retrieve the Initial Instantaneous Forward Rate Term Structure
instantaneousForwardRate() - Method in class org.drip.dynamics.hjm.ShortForwardRateUpdate: Retrieve the Instantaneous Forward Rate
instantaneousForwardRateIncrement() - Method in class org.drip.dynamics.hjm.ShortForwardRateUpdate: Retrieve the Instantaneous Forward Rate Increment
instantaneousForwardRateIncrement(int, int, int) - Method in class org.drip.dynamics.hjm.MultiFactorStateEvolver: Compute the Instantaneous Forward Rate Increment given the View Date, the Target Date, and the View Time Increment
instantaneousForwardRateIntegral(int, boolean) - Method in class org.drip.dynamics.lmm.ContinuouslyCompoundedForwardProcess: Compute the Realized/Expected Instantaneous Forward Rate Integral to the Target Date
instantaneousNominalForwardRate() - Method in class org.drip.dynamics.lmm.BGMCurveUpdate: Retrieve the Instantaneous Nominal Annual Forward Rate Span
instantaneousNominalForwardRate() - Method in class org.drip.dynamics.lmm.BGMForwardTenorSnap: Retrieve the Instantaneous Nominal Annual Forward Rate
instantaneousNominalForwardRate() - Method in class org.drip.dynamics.lmm.BGMPointUpdate: Retrieve the Instantaneous Nominal Annual Forward Rate
instantaneousNominalForwardRates() - Method in class org.drip.dynamics.lmm.BGMTenorNodeSequence: Retrieve the Array of Tenor Instantaneous Nominal Annual Forward Rate
instantaneousTradeRate() - Method in class org.drip.execution.cost.LinearTemporaryImpact: Retrieve the Instantaneous Trade Rate
Instantiate() - Static method in class org.drip.capital.env.AccountBusinessFactory: Instantiate the Pre-set AccountBusinessContext with the Account To Business Map Entries
Instantiate() - Static method in class org.drip.capital.env.BusinessGroupingFactory: Instantiate the Built-in BusinessGroupingContext
Instantiate() - Static method in class org.drip.capital.env.CapitalUnitStressEventFactory: Instantiate the Built-in CapitalUnitStressEventContext
Instantiate() - Static method in class org.drip.capital.env.RegionDigramFactory: Instantiate the Built-in RegionDigramContext
Instantiate() - Static method in class org.drip.capital.env.RiskTypeFactory: Instantiate the Built-in RiskTypeContext
Instantiate() - Static method in class org.drip.capital.env.VolatilityScaleFactory: Instantiate the Built-in VolatilityScaleContext
instantTradeRate() - Method in class org.drip.execution.strategy.ContinuousTradingTrajectory
instantTradeRate() - Method in class org.drip.execution.strategy.DiscreteTradingTrajectory
instantTradeRate() - Method in interface org.drip.execution.strategy.TradingTrajectory: Retrieve the Instant Trade Rate
InstrMetric - Class in org.drip.service.api: InstrMetric contains the fields that hold the result of the PnL metric calculations.
InstrMetric(ForwardRates, ProductDailyPnL) - Constructor for class org.drip.service.api.InstrMetric: InstrMetric constructor
instrumentQuote(String) - Method in class org.drip.feed.loader.InstrumentSetTenorQuote: Retrieve the Named Instrument Quotes
InstrumentSetTenorQuote - Class in org.drip.feed.loader: InstrumentSetTenorQuote holds the Instrument Set Tenor and Closing Quote Group.
InstrumentSetTenorQuote() - Constructor for class org.drip.feed.loader.InstrumentSetTenorQuote: Empty InstrumentSetTenorQuote Constructor
instrumentTenor(String) - Method in class org.drip.feed.loader.InstrumentSetTenorQuote: Retrieve the Named Instrument Tenors
instrumentTenorQuote(String) - Method in class org.drip.feed.loader.InstrumentSetTenorQuote: Retrieve the Named Instrument Group Quote Map
intArrayAtColumn(int) - Method in class org.drip.feed.loader.CSVGrid: Retrieve the Array of Integer Values corresponding to the specified Column Index
IntegerArrayEntry(Object) - Static method in class org.drip.service.jsonparser.Converter: Convert the JSON Entry to an Integer Array
IntegerDivision - Class in org.drip.sample.numerical: IntegerDivision shows the Division of Two Integers without using Multiplication, Division, and Mod Operator.
IntegerDivision() - Constructor for class org.drip.sample.numerical.IntegerDivision
IntegerEntry(JSONObject, String) - Static method in class org.drip.service.jsonparser.Converter: Convert the JSON Entry to an Integer
IntegerForm(int) - Static method in class org.drip.specialfunction.bessel.FirstSchlafliIntegralEstimator: Construct the Bessel First Kind Estimator from the Schlafli Integer Integral Form
IntegerForm(int) - Static method in class org.drip.specialfunction.bessel.SecondWatsonIntegralEstimator: Construct the Bessel Second Kind Estimator from the Watson Integer Integral Form
IntegerListFromString(List<Integer>, String, String) - Static method in class org.drip.service.common.StringUtil: Create a list of integers from a delimited string
IntegerPower - Class in org.drip.sample.numerical: IntegerPower shows the Computation of the Integer Power of a Number.
IntegerPower() - Constructor for class org.drip.sample.numerical.IntegerPower
IntegerRandomSequenceBound - Class in org.drip.sample.sequence: IntegerRandomSequenceBound demonstrates the Computation of the Probabilistic Bounds for a Sample Random Integer Sequence.
IntegerRandomSequenceBound() - Constructor for class org.drip.sample.sequence.IntegerRandomSequenceBound
IntegerSequenceAgnosticMetrics - Class in org.drip.sequence.metrics: IntegerSequenceAgnosticMetrics contains the Sample Distribution Metrics and Agnostic Bounds related to the specified Integer Sequence.
IntegerSequenceAgnosticMetrics(double[], R1Univariate) - Constructor for class org.drip.sequence.metrics.IntegerSequenceAgnosticMetrics: Build out the Sequence and their Metrics
integerValue(String) - Method in class org.drip.feed.loader.PropertiesParser: Extract the Named Value as a Integer
IntegralEstimator - Class in org.drip.specialfunction.digamma: IntegralEstimator demonstrates the Estimation of the Digamma Function using the Integral Representations.
IntegralEstimator() - Constructor for class org.drip.specialfunction.digamma.IntegralEstimator
integralExpectation(double, double) - Method in interface org.drip.measure.stochastic.R1R1ToR1: Evaluate the Expected Path-wise Integral between the Vriates
IntegralOperator - Class in org.drip.learning.kernel: IntegralOperator implements the R^x L₂ To R^x L₂ Mercer Kernel Integral Operator defined by: T_k [f(.)] := Integral Over Input Space {k (., y) * f(y) * d[Prob(y)]}

The References are:

Ash, R.
IntegralOperator(SymmetricRdToNormedR1Kernel, RdToR1, R1Normed) - Constructor for class org.drip.learning.kernel.IntegralOperator: IntegralOperator Constructor
IntegralOperatorEigenComponent - Class in org.drip.learning.kernel: IntegralOperatorEigenComponent holds the Eigen-Function Space and the Eigenvalue Functions/Spaces of the R^x L₂ To R^x L₂ Kernel Linear Integral Operator defined by: T_k [f(.)] := Integral Over Input Space {k (., y) * f(y) * d[Prob(y)]}

The References are:

Ash, R.
IntegralOperatorEigenComponent(EigenFunctionRdToR1, double) - Constructor for class org.drip.learning.kernel.IntegralOperatorEigenComponent: IntegralOperatorEigenComponent Constructor
IntegralOperatorEigenContainer - Class in org.drip.learning.kernel: IntegralOperatorEigenContainer holds the Group of Eigen-Components that result from the Eigenization of the R^x L₂ To R^x L₂ Kernel Linear Integral Operator defined by: T_k [f(.)] := Integral Over Input Space {k (., y) * f(y) * d[Prob(y)]}

The References are:

Ash, R.
IntegralOperatorEigenContainer(IntegralOperatorEigenComponent[]) - Constructor for class org.drip.learning.kernel.IntegralOperatorEigenContainer: IntegralOperatorEigenContainer Constructor
integralRealization(double, double) - Method in interface org.drip.measure.stochastic.R1R1ToR1: Evaluate a Path-wise Integral between the Vriates
integrand() - Method in class org.drip.function.e2erf.ErrorFunction
integrand() - Method in class org.drip.function.e2erfc.ErrorFunctionComplement
integrand() - Method in class org.drip.numerical.estimation.R1ToR1IntegrandEstimator: Retrieve the Integrand
integrand() - Method in class org.drip.numerical.estimation.R1ToR1IntegrandLimitEstimator: Retrieve the R¹ To R¹ erf Integrand
integrand(double) - Method in interface org.drip.numerical.estimation.R1ToR1IntegrandGenerator: Generate the R¹ - R¹ Integrand given the Parametric Variable
INTEGRAND_LIMITS_SETTING_ZERO_INFINITY - Static variable in class org.drip.numerical.estimation.R1ToR1IntegrandEstimator: Set the ZERO_INFINITY Integrand Limits Setting
INTEGRAND_LIMITS_SETTING_ZERO_ONE - Static variable in class org.drip.numerical.estimation.R1ToR1IntegrandEstimator: Set the ZERO_ONE Integrand Limits Setting
IntegrandEstimator - Class in org.drip.specialfunction.beta: IntegrandEstimator implements the Beta Function using Integrand Estimation Schemes.
IntegrandGenerator - Class in org.drip.numerical.quadrature: IntegrandGenerator contains the Settings that enable the Generation of Integrand Quadrature and Weights for the Specified Orthogonal Polynomial Scheme.
IntegrandGenerator(OrthogonalPolynomialSuite, R1ToR1, double, double) - Constructor for class org.drip.numerical.quadrature.IntegrandGenerator: IntegrandGenerator Constructor
integrandOffset() - Method in class org.drip.numerical.estimation.R1ToR1IntegrandEstimator: Retrieve the Integrand Offset
IntegrandQuadrature - Class in org.drip.sample.numerical: IntegrandQuadrature shows samples for the following routines for integrating the objective function: - Mid-Point Scheme - Trapezoidal Scheme - Simpson/Simpson38 schemes - Boole Scheme

Module = Computational Core Module Library = Numerical Analysis Library Project = DROP API Construction and Usage Package = Search, Quadratures, Fourier Phase Tracker
IntegrandQuadrature() - Constructor for class org.drip.sample.numerical.IntegrandQuadrature
integrandScale() - Method in class org.drip.numerical.estimation.R1ToR1IntegrandEstimator: Retrieve the Integrand Scale
integrate(double[], double[]) - Method in class org.drip.function.definition.RdToR1: Integrate over the given Input Range Using Uniform Monte-Carlo
integrate(double[], double[]) - Method in class org.drip.function.definition.RdToRd: Integrate over the given Input Range Using Uniform Monte-Carlo
integrate(double, double) - Method in class org.drip.function.definition.R1ToR1: Integrate over the given range
integrate(double, double) - Method in class org.drip.function.definition.R1ToRd: Integrate over the given Input Range Using Uniform Monte-Carlo
integrate(double, double) - Method in class org.drip.function.r1tor1.ExponentialDecay
integrate(double, double) - Method in class org.drip.function.r1tor1.ExponentialTension
integrate(double, double) - Method in class org.drip.function.r1tor1.FlatUnivariate
integrate(double, double) - Method in class org.drip.function.r1tor1.FunctionClassSupremum
integrate(double, double) - Method in class org.drip.function.r1tor1.HyperbolicTension
integrate(double, double) - Method in class org.drip.function.r1tor1.LinearRationalShapeControl
integrate(double, double) - Method in class org.drip.function.r1tor1.NaturalLogSeriesElement
integrate(double, double) - Method in class org.drip.function.r1tor1.OffsetIdempotent
integrate(double, double) - Method in class org.drip.function.r1tor1.Polynomial
integrate(double, double) - Method in class org.drip.function.r1tor1.QuadraticRationalShapeControl
integrate(double, double) - Method in class org.drip.function.r1tor1.UnivariateConvolution
integrate(double, double) - Method in class org.drip.function.r1tor1.UnivariateReflection
integrate(double, double) - Method in class org.drip.numerical.integration.GeneralizedMidPointQuadrature: Integrate the Integrand from Left Through Right
integrate(double, double) - Method in class org.drip.specialfunction.incompletegamma.LowerLimitPowerIntegrand
integrate(double, double) - Method in class org.drip.specialfunction.incompletegamma.UpperLimitPowerIntegrand
integrate(double, double) - Method in class org.drip.spline.bspline.CubicRationalLeftRaw
integrate(double, double) - Method in class org.drip.spline.bspline.CubicRationalRightRaw
integrate(double, double) - Method in class org.drip.spline.bspline.ExponentialTensionLeftHat
integrate(double, double) - Method in class org.drip.spline.bspline.ExponentialTensionLeftRaw
integrate(double, double) - Method in class org.drip.spline.bspline.ExponentialTensionRightHat
integrate(double, double) - Method in class org.drip.spline.bspline.ExponentialTensionRightRaw
integrate(double, double) - Method in class org.drip.spline.bspline.LeftHatShapeControl
integrate(double, double) - Method in class org.drip.spline.bspline.RightHatShapeControl
integrate(double, double) - Method in class org.drip.spline.bspline.SegmentMonicBasisFunction
integrate(double, double) - Method in class org.drip.spline.bspline.SegmentMulticBasisFunction
integrate(double, double) - Method in class org.drip.spline.bspline.TensionProcessedBasisHat
integrate(double, double) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
integrate(double, double) - Method in class org.drip.spline.tension.KLKHyperbolicTensionPhy
integrate(double, double) - Method in class org.drip.spline.tension.KLKHyperbolicTensionPsy
integrate(R1ToR1) - Method in class org.drip.numerical.integration.QuadratureEstimator: Integrate the Specified Integrand over the Nodes
IntegratedCrossVolQuanto(CurveSurfaceQuoteContainer, String, String, int, int) - Static method in class org.drip.analytics.support.OptionHelper: Compute the Integrated Cross Volatility Quanto Product given the corresponding volatility and the correlation Curves and the date spans
IntegratedCrossVolQuanto(VolatilityCurve, VolatilityCurve, R1ToR1, int, int) - Static method in class org.drip.analytics.support.OptionHelper: Compute the Integrated Cross Volatility Quanto Product given the corresponding volatility and the correlation curves, and the date spans
IntegratedFRACrossVolConvexityAdjuster(CurveSurfaceQuoteContainer, ForwardLabel, FundingLabel, double, double, int, int) - Static method in class org.drip.analytics.support.OptionHelper: Compute the Integrated FRA Cross Volatility Convexity Adjuster given the corresponding volatility and the correlation Curves and the date spans
IntegratedFRACrossVolConvexityExponent(VolatilityCurve, VolatilityCurve, R1ToR1, double, double, int, int) - Static method in class org.drip.analytics.support.OptionHelper: Compute the Integrated FRA Cross Volatility Convexity Exponent given the corresponding volatility and the correlation Curves, and the date spans
IntegratedSurfaceVariance(CurveSurfaceQuoteContainer, String, int, int) - Static method in class org.drip.analytics.support.OptionHelper: Compute the Integrated Surface Variance given the corresponding volatility and the date spans
IntegratedSurfaceVariance(VolatilityCurve, int, int) - Static method in class org.drip.analytics.support.OptionHelper: Compute the Integrated Surface Variance given the corresponding volatility and the date spans
INTEREST_RATE - Static variable in class org.drip.investing.factors.RiskPremiumCategory: Interest Rate Risk
INTEREST_RATE_SHOCK - Static variable in class org.drip.capital.definition.SystemicScenarioDefinition: Interest-Rate Shock SYSTEMIC Scenario
InterestRate20 - Class in org.drip.sample.simmsettings: InterestRate20 demonstrates the Extraction and Display of ISDA SIMM 2.0 Single/Cross Currency Interest Rate Tenor Risk Weights, Systemics, and Correlations.
InterestRate20() - Constructor for class org.drip.sample.simmsettings.InterestRate20
InterestRate21 - Class in org.drip.sample.simmsettings: InterestRate21 demonstrates the Extraction and Display of ISDA SIMM 2.1 Single/Cross Currency Interest Rate Tenor Risk Weights, Systemics, and Correlations.
InterestRate21() - Constructor for class org.drip.sample.simmsettings.InterestRate21
InterestRate24 - Class in org.drip.sample.simmsettings: InterestRate24 demonstrates the Extraction and Display of ISDA SIMM 2.4 Single/Cross Currency Interest Rate Tenor Risk Weights, Systemics, and Correlations.
InterestRate24() - Constructor for class org.drip.sample.simmsettings.InterestRate24
InterestRateConcentrationThreshold20 - Class in org.drip.sample.simmsettings: InterestRateConcentrationThreshold20 demonstrates the Extraction and Display of ISDA SIMM 2.0 Interest Rate Concentration Thresholds.
InterestRateConcentrationThreshold20() - Constructor for class org.drip.sample.simmsettings.InterestRateConcentrationThreshold20
InterestRateConcentrationThreshold21 - Class in org.drip.sample.simmsettings: InterestRateConcentrationThreshold21 demonstrates the Extraction and Display of ISDA SIMM 2.1 Interest Rate Concentration Thresholds.
InterestRateConcentrationThreshold21() - Constructor for class org.drip.sample.simmsettings.InterestRateConcentrationThreshold21
InterestRateConcentrationThreshold24 - Class in org.drip.sample.simmsettings: InterestRateConcentrationThreshold24 demonstrates the Extraction and Display of ISDA SIMM 2.4 Interest Rate Concentration Thresholds.
InterestRateConcentrationThreshold24() - Constructor for class org.drip.sample.simmsettings.InterestRateConcentrationThreshold24
interestRateShock() - Method in class org.drip.capital.shell.SystemicScenarioPnLSeries: Retrieve the Interest Rate Shock PnL Series
interestRateShock() - Method in class org.drip.capital.systemicscenario.HypotheticalScenarioDefinition: Retrieve the Interest Rate Shock Scenario Realization
interestRateShockDecompositionMap() - Method in class org.drip.capital.shell.SystemicScenarioPnLSeriesPAA: Retrieve the Interest Rate Shock PAA Category PnL Decomposition Map
InteriorFixedPointFinder - Class in org.drip.function.rdtor1solver: InteriorFixedPointFinder generates the Iterators for solving R^d To R¹ Convex/Non-Convex Functions Under Inequality Constraints loaded using a Barrier Coefficient.
InteriorFixedPointFinder(RdToR1, RdToR1[], LineStepEvolutionControl, ConvergenceControl, double) - Constructor for class org.drip.function.rdtor1solver.InteriorFixedPointFinder: InteriorFixedPointFinder Constructor
interiorPointBarrierControl() - Method in class org.drip.function.rdtor1solver.BarrierFixedPointFinder: Retrieve the Interior Point Barrier Control Parameters
interiorPointBarrierControl() - Method in class org.drip.portfolioconstruction.allocator.ConstrainedMeanVarianceOptimizer: Retrieve the Interior Point Barrier Control
InteriorPointBarrierControl - Class in org.drip.function.rdtor1solver: InteriorPointBarrierControl contains the Barrier Iteration Control Parameters.
InteriorPointBarrierControl(int, double, double, double, double, int) - Constructor for class org.drip.function.rdtor1solver.InteriorPointBarrierControl: InteriorPointBarrierControl Constructor
internalNodesUpperBound() - Method in class org.drip.graph.decisiontree.ComplexityEstimate: Retrieve the Upper Bound on the Number of Internal DT Nodes
internalNodesUpperBound() - Method in class org.drip.graph.decisiontree.GenerationComplexity: Retrieve the Upper Bound on the Number of Internal DT Nodes
INTERNATIONAL_CARDS - Static variable in class org.drip.capital.definition.Business: International Cards Business
INTERNATIONAL_RETAIL_BANKING - Static variable in class org.drip.capital.definition.Business: International Retail Banking Business
InternationalRetailBankingBreakdown - Class in org.drip.sample.betafloatfloat: InternationalRetailBankingBreakdown zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
InternationalRetailBankingBreakdown() - Constructor for class org.drip.sample.betafloatfloat.InternationalRetailBankingBreakdown
InternationalRetailBankingDetail - Class in org.drip.sample.betafixedfloat: InternationalRetailBankingDetail zeds the Managed Sub-segment Level Allocation for the Specified Managed Segment using the Two Beta Scheme.
InternationalRetailBankingDetail() - Constructor for class org.drip.sample.betafixedfloat.InternationalRetailBankingDetail
InternationalRetailBankingExplain - Class in org.drip.sample.allocation: InternationalRetailBankingExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.
InternationalRetailBankingExplain() - Constructor for class org.drip.sample.allocation.InternationalRetailBankingExplain
interpolate(double) - Method in interface org.drip.measure.bridge.BrokenDateInterpolator: Interpolate the Value at T
interpolate(double) - Method in class org.drip.measure.bridge.BrokenDateInterpolatorBrownian3P
interpolate(double) - Method in class org.drip.measure.bridge.BrokenDateInterpolatorLinearT
interpolate(double) - Method in class org.drip.measure.bridge.BrokenDateInterpolatorSqrtT
interpolationType() - Method in class org.drip.exposure.mpor.MarginPeriodOfRisk: Retrieve the MPoR Interpolation Type
interruptibleDaemon() - Method in class org.drip.graph.concurrency.InterruptibleDaemonMaster: Retrieve the Interruptible Daemon Task
InterruptibleDaemon - Class in org.drip.graph.concurrency: InterruptibleDaemon implements a Runnable Task that can be Interrupted Gracefully.
InterruptibleDaemon(List<Runnable>, long, boolean) - Constructor for class org.drip.graph.concurrency.InterruptibleDaemon: InterruptibleDaemon Constructor
InterruptibleDaemonExecutor - Class in org.drip.sample.concurrency: InterruptibleDaemonMaster controls a Gracefully Interruptible Daemon.
InterruptibleDaemonExecutor() - Constructor for class org.drip.sample.concurrency.InterruptibleDaemonExecutor
InterruptibleDaemonMaster - Class in org.drip.graph.concurrency: InterruptibleDaemonMaster controls a Gracefully Interruptible Daemon.
InterruptibleDaemonMaster(InterruptibleDaemon, long, long) - Constructor for class org.drip.graph.concurrency.InterruptibleDaemonMaster: InterruptibleDaemonMaster Constructor
IntersectingNode(ListUtil.ListNode<V>, ListUtil.ListNode<V>) - Static method in class org.drip.service.common.ListUtil: Write a program to find the node at which the intersection of two singly linked lists begins.
IntervalHMSMS(long) - Static method in class org.drip.analytics.support.Helper: Converts the Nano-Second Interval into aH:bM:cS:dMS Format
interViewComponentArray() - Method in class org.drip.portfolioconstruction.bayesian.ProjectionExposure: Retrieve the View/View Joint Contribution Component Array
intraFamilyCrossTenorCorrelation() - Method in class org.drip.simm.parameters.BucketSensitivitySettingsCR: Retrieve the Intra-Family Cross Tenor Correlation
intraViewComponentArray() - Method in class org.drip.portfolioconstruction.bayesian.ProjectionExposure: Retrieve the Single View Joint Contribution Component Array
introselectControl() - Method in class org.drip.graph.selection.QuickSelector: Retrieve the Introselect Control
IntroselectControl - Class in org.drip.graph.selection: IntroselectControl contains the Introselect-based Control Schemes to augment Quickselect.
IntroselectControl(int, double) - Constructor for class org.drip.graph.selection.IntroselectControl: IntroselectControl Constructor
Introselector<K extends java.lang.Comparable<K>> - Class in org.drip.graph.selection: Introselector implements the Introselect Algorithm.
Introselector(K[], boolean, IntroselectControl, int) - Constructor for class org.drip.graph.selection.Introselector: Introselector Constructor
InvalidParenthesisMinimalAdd(String) - Static method in class org.drip.service.common.StringUtil: Given a string of '(' and ')' parentheses, add the minimum number of parentheses ( '(' or ')', and in any positions ) so that the resulting parentheses string is valid.
InvalidParenthesisMinimalRemove(String) - Static method in class org.drip.service.common.StringUtil: Given a string of '(' , ')' and lowercase English characters, remove the minimum number of parentheses ( '(' or ')', in any positions ) so that the resulting parentheses string is valid and return any valid string.
InvalidTransactions(String[]) - Static method in class org.drip.service.common.ArrayUtil: A transaction is possibly invalid if: the amount exceeds $1000, or; if it occurs within (and including) 60 minutes of another transaction with the same name in a different city.
invariant() - Method in class org.drip.execution.tradingtime.CoordinatedVariation: Retrieve the Volatility/Liquidity Invariant
InvariantFourthCumulant(int, double, R1ToR1, R1ToR1, R2ToR1, ModifiedBesselFirstKindEstimator) - Static method in class org.drip.measure.chisquare.R1NonCentralCumulantInvariant: Construct the Fourth Cumulant Invariant Instance of R1NonCentralCumulantInvariant
InvariantSecondCumulant(int, double, R1ToR1, R1ToR1, R2ToR1, ModifiedBesselFirstKindEstimator) - Static method in class org.drip.measure.chisquare.R1NonCentralCumulantInvariant: Construct the Second Cumulant Invariant Instance of R1NonCentralCumulantInvariant
InvariantThirdCumulant(int, double, R1ToR1, R1ToR1, R2ToR1, ModifiedBesselFirstKindEstimator) - Static method in class org.drip.measure.chisquare.R1NonCentralCumulantInvariant: Construct the Third Cumulant Invariant Instance of R1NonCentralCumulantInvariant
invCumulative(double) - Method in class org.drip.measure.chisquare.R1NonCentralCumulantInvariant
invCumulative(double) - Method in class org.drip.measure.chisquare.R1WilsonHilferty
invCumulative(double) - Method in class org.drip.measure.continuous.R1Univariate: Compute the inverse cumulative under the distribution corresponding to the given value
invCumulative(double) - Method in class org.drip.measure.continuous.R1UnivariateUniform
invCumulative(double) - Method in class org.drip.measure.discrete.BoundedUniformIntegerDistribution
invCumulative(double) - Method in class org.drip.measure.discrete.PoissonDistribution
invCumulative(double) - Method in class org.drip.measure.gaussian.R1UnivariateNormal
invCumulative(double) - Method in class org.drip.measure.lebesgue.R1PiecewiseDisplaced
invCumulative(double) - Method in class org.drip.measure.lebesgue.R1PiecewiseLinear
invCumulative(double) - Method in class org.drip.measure.lebesgue.R1Uniform
inventory() - Method in class org.drip.oms.indifference.PositionVertex: Retrieve the Inventory Vertex
InventoryProfit(int[], int) - Static method in class org.drip.service.common.ArrayUtil: A company has several suppliers for its products.
inventoryVertex() - Method in class org.drip.oms.indifference.ReservationPricer: Retrieve the Inventory Vertex
inventoryVertex() - Method in class org.drip.oms.indifference.UtilityFunctionExpectation: Retrieve the Inventory Vertex
InventoryVertex - Class in org.drip.oms.indifference: HoldingsVertex holds the Vertex Values of Money Market, Underlier, and Claims Inventory.
InventoryVertex(double, double) - Constructor for class org.drip.oms.indifference.InventoryVertex: InventoryVertex Constructor
inverse() - Method in class org.drip.state.identifier.FXLabel: Delegate the Inverse FX Label
INVERSE_QUADRATIC_INTERPOLATION - Static variable in class org.drip.function.r1tor1solver.VariateIteratorPrimitive: Inverse Quadratic Interpolation
inverseCDF(double) - Method in class org.drip.function.e2erf.ErrorFunctionInverse: Compute the Inverse CDF Value for the given p
inverseCDF(double) - Method in class org.drip.function.e2erfc.ErrorFunctionComplementInverse: Compute the Inverse CDF Value for the given p
InverseCDF(double) - Static method in class org.drip.measure.gaussian.NormalQuadrature: Compute the Inverse CDF of the Distribution up to the specified Y
InverseChiSquared - Class in org.drip.sample.randomdiscrete: InverseChiSquared demonstrates Generation of Inverse Chi-Squared R¹ Random Numbers with different Degrees of Freedom.
InverseChiSquared() - Constructor for class org.drip.sample.randomdiscrete.InverseChiSquared
InverseChiSquared(int, int) - Static method in class org.drip.measure.discrete.SequenceGenerator: Generate an Array of Inverse Chi-Squared Distributed Random Numbers
inverseCode() - Method in class org.drip.product.params.CurrencyPair: Get the inverse currency pair code
InverseFactorialExpansion - Class in org.drip.function.e2erfc: InverseFactorialExpansion implements the Term and the Generator in the Inverse Factorial Expansion of Error Function Complement (erfc).
InverseFactorialExpansion() - Constructor for class org.drip.function.e2erfc.InverseFactorialExpansion
InverseFactorialExpansion(int) - Static method in class org.drip.function.e2erfc.ErrorFunctionComplement: Construct the Inverse Factorial Expansion Version of ErrorFunctionComplement
inverseMarginNormBound() - Method in class org.drip.learning.svm.DecisionFunctionOperatorBounds: Retrieve the Norm Upper Bound of the Inverse Margin
inverseMarginSpace() - Method in class org.drip.learning.svm.RdDecisionFunction: Retrieve the Inverse Margin Weight Metric Vector Space
inverseMarginWeights() - Method in class org.drip.learning.svm.RdDecisionFunction: Retrieve the Decision Kernel Weights
InversePolynomial4() - Static method in class org.drip.function.e2erf.AbramowitzStegun: Construct the Inverse Degree 4 Polynomial Version of Abramowitz-Stegun E₂ erf Estimator
InversePolynomial4() - Static method in class org.drip.function.e2erf.AbramowitzStegunSeriesGenerator: Construct a Inverse Polynomial Degree 4 Version of E₂ erf AbramowitzStegunSeriesGenerator
InversePolynomial6() - Static method in class org.drip.function.e2erf.AbramowitzStegun: Construct the Inverse Degree 6 Polynomial Version of Abramowitz-Stegun E₂ erf Estimator
InversePolynomial6() - Static method in class org.drip.function.e2erf.AbramowitzStegunSeriesGenerator: Construct a Inverse Polynomial Degree 6 Version of E₂ erf AbramowitzStegunSeriesGenerator
InversePowerA(double) - Static method in class org.drip.specialfunction.property.HypergeometricEqualityLemma: Construct the Inverse Power A Special Case Verifier
InversePowerAProperty - Class in org.drip.sample.hypergeometric: InversePowerAProperty verifies the Hyper-geometric Function Special Case ((1.
InversePowerAProperty() - Constructor for class org.drip.sample.hypergeometric.InversePowerAProperty
InverseQuadraticInterpolation(double, double, double, double, double, double) - Static method in class org.drip.function.r1tor1solver.VariateIteratorPrimitive: Iterate for the next variate using inverse quadratic interpolation
InverseSine() - Static method in class org.drip.specialfunction.property.HypergeometricEqualityLemma: Construct the Inverse Sine Special Case Verifier
InverseSineProperty - Class in org.drip.sample.hypergeometric: InverseSineProperty verifies the Hyper-geometric Function Special Case (arcsin (z) = 2F1 (0.5, 0.5; 1.5, z * z)) Identity Lemma.
InverseSineProperty() - Constructor for class org.drip.sample.hypergeometric.InverseSineProperty
inverseTransform(double) - Method in class org.drip.measure.chisquare.R1CentralWilsonHilferty
inverseTransform(double) - Method in class org.drip.measure.chisquare.R1NonCentralAbdelAty
inverseTransform(double) - Method in class org.drip.measure.chisquare.R1NonCentralCLTProxy
inverseTransform(double) - Method in class org.drip.measure.chisquare.R1NonCentralSankaran
inverseTransform(double) - Method in class org.drip.measure.chisquare.R1WilsonHilferty: Transform the Wilson-Hilferty Variate into x
inverseTurnover() - Method in class org.drip.execution.parameters.AssetFlowSettings: Retrieve the Daily Inverse Turnover
invert() - Method in class org.drip.graph.core.Edge: Retrieve a new "Inverted" Edge
Invert(double[][], String) - Static method in class org.drip.numerical.linearalgebra.Matrix: Invert the input matrix using the specified Method
Invert2DMatrixUsingCramerRule(double[][]) - Static method in class org.drip.numerical.linearalgebra.Matrix: Invert a 2D Matrix using Cramer's Rule
InvertedRisingExponential() - Static method in class org.drip.numerical.estimation.R1ToR1SeriesTerm: Construct the Inverted Rising Exponential Series Expansion Term
invertedRisingExponentialCorrectionEstimate(double) - Method in class org.drip.specialfunction.loggamma.RaabeSeriesEstimator: Compute the Bounded Function Estimates along with the Higher Order Inverted Rising Exponentials
InvertedRisingExponentialLogGamma - Class in org.drip.sample.stirling: InvertedRisingExponentialLogGamma illustrates the Convergent Corrections using the Inverted Rising Exponentials applied to the Rabbe's Enhancement to the Stirling's Approximation of the Log Gamma Function.
InvertedRisingExponentialLogGamma() - Constructor for class org.drip.sample.stirling.InvertedRisingExponentialLogGamma
InvertUsingGaussianElimination(double[][]) - Static method in class org.drip.numerical.linearalgebra.Matrix: Invert the Source Matrix using Gaussian Elimination
investingCategory() - Method in class org.drip.investing.engine.AssetSpecification: Retrieve the Investing Category
INVESTMENT - Static variable in class org.drip.simm.credit.SectorSystemics: The Investment Sector
InvestmentCategory - Class in org.drip.investing.factorspec: InvestmentCategory holds the Settings of the Investment Factor Category.
InvestmentCategory() - Constructor for class org.drip.investing.factorspec.InvestmentCategory
InvestmentFactor - Class in org.drip.investing.riskindex: InvestmentFactor is the Implementation of the Investment Factor.
InvestmentFactor(String, int, FactorPortfolio, FactorPortfolioRanker) - Constructor for class org.drip.investing.riskindex.InvestmentFactor: InvestmentFactor Constructor
investorCliffSettings() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityStream: Retrieve the Investor's Time Horizon Settings
InvestorCliffSettings - Class in org.drip.portfolioconstruction.alm: InvestorCliffSettings contains the Investor's Time Cliff Settings Parameters such as the Retirement and the Mortality Ages.
InvestorCliffSettings(double, double) - Constructor for class org.drip.portfolioconstruction.alm.InvestorCliffSettings: InvestorCliffSettings Constructor
InvocationManager - Class in org.drip.service.env: InvocationManager records the manages the Build/Execution Environment of an Invocation.
InvocationManager() - Constructor for class org.drip.service.env.InvocationManager
invocationRecord() - Static method in class org.drip.service.env.InvocationManager: Retrieve the Invocation Record
InvocationRecord - Class in org.drip.service.env: InvocationRecord implements the Invocation Start/Finish Times of a given Invocation.
InvocationRecord() - Constructor for class org.drip.service.env.InvocationRecord: InvocationTimes Constructor
invoke(JSONObject) - Method in class org.drip.service.engine.ComputeClient: Invoke a Request on the Compute Server and Retrieve the Response
IPCHoliday - Class in org.drip.analytics.holset: IPCHoliday holds the IPC Holidays.
IPCHoliday() - Constructor for class org.drip.analytics.holset.IPCHoliday: IPCHoliday Constructor
iqr() - Method in class org.drip.measure.continuous.R1Univariate: Retrieve the Inter-quantile Range (IQR) of the Distribution
iqr() - Method in class org.drip.measure.exponential.R1RateDistribution
IR - Static variable in class org.drip.simm.common.Chargram: The Interest Rate Digram IR
IR_CRNQ - Static variable in class org.drip.simm.common.CrossRiskClassCorrelation20: Correlation between Interest Rate and Credit Non-Qualifying Risk Classes
IR_CRNQ - Static variable in class org.drip.simm.common.CrossRiskClassCorrelation21: Correlation between Interest Rate and Credit Non-Qualifying Risk Classes
IR_CRNQ - Static variable in class org.drip.simm.common.CrossRiskClassCorrelation24: Correlation between Interest Rate and Credit Non-Qualifying Risk Classes
IR_CRQ - Static variable in class org.drip.simm.common.CrossRiskClassCorrelation20: Correlation between Interest Rate and Credit Qualifying Risk Classes
IR_CRQ - Static variable in class org.drip.simm.common.CrossRiskClassCorrelation21: Correlation between Interest Rate and Credit Qualifying Risk Classes
IR_CRQ - Static variable in class org.drip.simm.common.CrossRiskClassCorrelation24: Correlation between Interest Rate and Credit Qualifying Risk Classes
IR_CT - Static variable in class org.drip.simm.common.CrossRiskClassCorrelation20: Correlation between Interest Rate and Commodity Risk Classes
IR_CT - Static variable in class org.drip.simm.common.CrossRiskClassCorrelation21: Correlation between Interest Rate and Commodity Risk Classes
IR_CT - Static variable in class org.drip.simm.common.CrossRiskClassCorrelation24: Correlation between Interest Rate and Commodity Risk Classes
IR_EQ - Static variable in class org.drip.simm.common.CrossRiskClassCorrelation20: Correlation between Interest Rate and Equity Risk Classes
IR_EQ - Static variable in class org.drip.simm.common.CrossRiskClassCorrelation21: Correlation between Interest Rate and Equity Risk Classes
IR_EQ - Static variable in class org.drip.simm.common.CrossRiskClassCorrelation24: Correlation between Interest Rate and Equity Risk Classes
IR_FX - Static variable in class org.drip.simm.common.CrossRiskClassCorrelation20: Correlation between Interest Rate and FX Risk Classes
IR_FX - Static variable in class org.drip.simm.common.CrossRiskClassCorrelation21: Correlation between Interest Rate and FX Risk Classes
IR_FX - Static variable in class org.drip.simm.common.CrossRiskClassCorrelation24: Correlation between Interest Rate and FX Risk Classes
IR1Attribution - Class in org.drip.sample.forwardratefuturespnl: IR1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the IR1 Series.
IR1Attribution() - Constructor for class org.drip.sample.forwardratefuturespnl.IR1Attribution
IR1ClosesReconstitutor - Class in org.drip.sample.forwardratefuturesfeed: IR1ClosesReconstitutor Cleanses, Transforms, and Re-constitutes the Formatted IR1 Closes Feed.
IR1ClosesReconstitutor() - Constructor for class org.drip.sample.forwardratefuturesfeed.IR1ClosesReconstitutor
IRCrossCurvePrincipal - Class in org.drip.sample.simmvariance: IRCrossCurvePrincipal demonstrates the Computation of the Cross IR Curve Principal Component Co-variance using the IR Curve Tenor Principal Component.
IRCrossCurvePrincipal() - Constructor for class org.drip.sample.simmvariance.IRCrossCurvePrincipal
IRFoundationMarginComparison - Class in org.drip.sample.simmcurvature: IRFoundationMarginComparison illustrates the Comparison of the IR Margin Estimates using different Schemes for Calculating the Position-Bucket Curvature Margin.
IRFoundationMarginComparison() - Constructor for class org.drip.sample.simmcurvature.IRFoundationMarginComparison
IRMarginComparison - Class in org.drip.sample.simmvariance: IRMarginComparison illustrates the Comparison of the Interest Rate Margin Estimates using difference Schemes for Calculating the Position-Bucket Principal Component Co-variance.
IRMarginComparison() - Constructor for class org.drip.sample.simmvariance.IRMarginComparison
irRiskClassAggregate() - Method in class org.drip.simm.estimator.ProductClassMargin: Retrieve the Interest Rate Risk Class Aggregate
irRiskClassSensitivity() - Method in class org.drip.simm.estimator.ProductClassSensitivity: Retrieve the IR Risk Class Sensitivity
irRiskClassSensitivitySettings() - Method in class org.drip.simm.estimator.ProductClassSettings: Retrieve the IR Risk Class Sensitivity Settings
IRSettingsContainer20 - Class in org.drip.simm.rates: IRSettingsContainer20 holds the ISDA SIMM 2.0 Tenor Vertex Risk Weights/Correlations for Single IR Curves, Cross Currencies, and Inflation.
IRSettingsContainer20() - Constructor for class org.drip.simm.rates.IRSettingsContainer20
IRSettingsContainer21 - Class in org.drip.simm.rates: IRSettingsContainer21 holds the ISDA SIMM 2.1 Tenor Vertex Risk Weights/Correlations for Single IR Curves, Cross Currencies, and Inflation.
IRSettingsContainer21() - Constructor for class org.drip.simm.rates.IRSettingsContainer21
IRSettingsContainer24 - Class in org.drip.simm.rates: IRSettingsContainer24 holds the ISDA SIMM 2.4 Tenor Vertex Risk Weights/Correlations for Single IR Curves, Cross Currencies, and Inflation.
IRSettingsContainer24() - Constructor for class org.drip.simm.rates.IRSettingsContainer24
IRSJacobianRegressorSet - Class in org.drip.regression.curvejacobian: IRSJacobianRegressorSet implements the regression analysis set for the IRS product related Sensitivity Jacobians.
IRSJacobianRegressorSet() - Constructor for class org.drip.regression.curvejacobian.IRSJacobianRegressorSet
IRSystemics - Class in org.drip.simm.rates: IRSystemics contains the Systemic Settings of the SIMM Interest Rate Risk Factors.
IRSystemics() - Constructor for class org.drip.simm.rates.IRSystemics
IRSystemics20 - Class in org.drip.simm.rates: IRSystemics20 contains the Systemic Settings of the SIMM 2.0 Interest Rate Risk Factors.
IRSystemics20() - Constructor for class org.drip.simm.rates.IRSystemics20
IRSystemics21 - Class in org.drip.simm.rates: IRSystemics21 contains the Systemic Settings of the SIMM 2.1 Interest Rate Risk Factors.
IRSystemics21() - Constructor for class org.drip.simm.rates.IRSystemics21
IRSystemics24 - Class in org.drip.simm.rates: IRSystemics24 contains the Systemic Settings of the SIMM 2.4 Interest Rate Risk Factors.
IRSystemics24() - Constructor for class org.drip.simm.rates.IRSystemics24
IRThreshold - Class in org.drip.simm.rates: IRThreshold holds the ISDA SIMM Interest Rate Delta and Vega Concentration Thresholds.
IRThreshold(CurrencyRiskGroup, DeltaVegaThreshold) - Constructor for class org.drip.simm.rates.IRThreshold: IRThreshold Constructor
IRThresholdContainer20 - Class in org.drip.simm.rates: IRThresholdContainer20 holds the ISDA SIMM 2.0 Interest Rate Thresholds - the Currency Risk Groups, and the Delta/Vega Limits defined for the Concentration Thresholds.
IRThresholdContainer20() - Constructor for class org.drip.simm.rates.IRThresholdContainer20
IRThresholdContainer21 - Class in org.drip.simm.rates: IRThresholdContainer21 holds the ISDA SIMM 2.1 Interest Rate Thresholds - the Currency Risk Groups, and the Delta/Vega Limits defined for the Concentration Thresholds.
IRThresholdContainer21() - Constructor for class org.drip.simm.rates.IRThresholdContainer21
IRThresholdContainer24 - Class in org.drip.simm.rates: IRThresholdContainer24 holds the ISDA SIMM 2.4 Interest Rate Thresholds - the Currency Risk Groups, and the Delta/Vega Limits defined for the Concentration Thresholds.
IRThresholdContainer24() - Constructor for class org.drip.simm.rates.IRThresholdContainer24
IRWeight - Class in org.drip.simm.rates: IRWeight holds the ISDA SIMM Tenor Interest Rate Vertex Risk Weights for Currencies across all Volatility Types.
IRWeight(String, Map<String, Double>, Map<String, Double>) - Constructor for class org.drip.simm.rates.IRWeight: IRWeight Constructor
isActive() - Method in class org.drip.portfolioconstruction.optimizer.ObjectiveTermUnit: Indicate if the Objective Term is Active
isAlive() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityCashFlow: Retrieve the "Is Alive" Indicator Flag
isAlive(double) - Method in class org.drip.portfolioconstruction.alm.InvestorCliffSettings: Retrieve the Investor "Is Alive" Indicator Flag corresponding to the specified Age
isAmortized() - Method in class org.drip.graph.asymptote.BigOAsymptoteSpec: Indicate if the Asymptote is an Amortized Estimate
isBaseNatural() - Method in class org.drip.function.r1tor1.ExponentialTension: Is the base natural?
isCap() - Method in class org.drip.product.fra.FRAStandardCapFloor: Indicate if this is a Cap or Floor
isCaplet() - Method in class org.drip.product.fra.FRAStandardCapFloorlet: Indicate whether this a Caplet/Floorlet
isCET1Contributor() - Method in class org.drip.xva.basel.ValueCategory: Indicator if the Category is a CET1 Contributor
isClient() - Method in class org.drip.oms.transaction.OrderIssuer: Check if the Issuer is a Client
isCoMonotone(double[]) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
isCoMonotone(double[]) - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial
isCoMonotone(double[]) - Method in interface org.drip.spline.stretch.SingleSegmentSequence: Verify whether the Stretch mini-max Behavior matches the Measurement
isCompatible(FritzJohnMultipliers) - Method in class org.drip.optimization.constrained.OptimizationFramework: Indicate if the specified Fritz John Multipliers are compatible with the Optimization Framework
isComplete() - Method in class org.drip.graph.core.CompleteBipartite
isComplete() - Method in class org.drip.graph.core.DirectedGraph: Indicate if the Graph is Complete
isComplete() - Method in class org.drip.graph.core.NDimensionalHypercube
isCompliant(CapitalMetrics) - Method in class org.drip.capital.bcbs.CapitalMetrics: Verify if the Capital Metrics are Compliant with the Standard
isCompliant(HighQualityLiquidAssetStandard) - Method in class org.drip.capital.bcbs.HighQualityLiquidAsset: Verify if the HQLA is Compliant with the Level 2 and 2B Standards
isCompliant(LiquidityMetrics) - Method in class org.drip.capital.bcbs.LiquidityMetrics: Verify if the Liquidity Metrics are Compliant with the Standard
isCompressed() - Method in class org.drip.specialfunction.definition.ScaledExponentialEstimator: Indicate if the Function is Compressed Exponential
isConditional() - Method in class org.drip.oms.switchable.StopOrder
isConditional() - Method in class org.drip.oms.thresholded.LimitOrder
isConditional() - Method in class org.drip.oms.transaction.Order: Indicate if the Order is Conditional
isConditional() - Method in class org.drip.oms.unthresholded.MarketOrder
isConformal() - Method in class org.drip.specialfunction.group.RiemannSphereSpanner: Indicate if the Spanner is Conformal
isConformal() - Method in class org.drip.specialfunction.group.SchwarzTriangleMap: Indicate if the Triangle Map is Conformal
isConnected() - Method in class org.drip.graph.core.CompleteBipartite
isConnected() - Method in class org.drip.graph.core.DirectedGraph: Indicate if the Graph is Connected
isConnected() - Method in class org.drip.graph.core.NDimensionalHypercube
isConsistent(Network, Edge) - Method in class org.drip.graph.astar.FHeuristic: Indicate if the Heuristic is Consistent
isCorrelatorQuadratric() - Method in interface org.drip.simm.foundation.CurvatureEstimator: Indicate if the Correlator is Quadratic
isCorrelatorQuadratric() - Method in class org.drip.simm.foundation.CurvatureEstimatorFRTB
isCorrelatorQuadratric() - Method in class org.drip.simm.foundation.CurvatureEstimatorISDADelta
isCorrelatorQuadratric() - Method in class org.drip.simm.foundation.CurvatureEstimatorResponseFunction
isCPLDCQ(double[]) - Method in class org.drip.optimization.constrained.OptimizationFramework: Check for Constant Positive Linear Dependence Constraint Qualification
isCRCQ(double[]) - Method in class org.drip.optimization.constrained.OptimizationFramework: Check for Constant Rank Constraint Qualification
IsCurrencyHigh(String) - Static method in class org.drip.simm.fx.FXVolatilityGroupContainer24: Indicate if the Specified Currency is of High Volatility
IsCurrencyRegular(String) - Static method in class org.drip.simm.fx.FXVolatilityGroupContainer24: Indicate if the Specified Currency is of Regular Volatility
isCyclical() - Method in class org.drip.graph.core.DirectedGraph: Indicate if the Graph is Cyclical
ISDA(double, double, double, int) - Static method in class org.drip.simm.parameters.BucketCurvatureSettings: Construct the ISDA Standard BucketCurvatureSettings
ISDA(String) - Static method in class org.drip.state.identifier.CSALabel: Generate the ISDA CSA
ISDA_20(String) - Static method in class org.drip.simm.parameters.BucketCurvatureSettingsIR: Generate the ISDA 2.0 Standard BucketCurvatureSettingsIR
ISDA_20(String) - Static method in class org.drip.simm.parameters.BucketVegaSettingsIR: Construct the ISDA 2.0 Standard IR Vega Sensitivity Settings for the Currency
ISDA_20(List<String>) - Static method in class org.drip.simm.parameters.RiskClassSensitivitySettingsIR: Generate the ISDA 2.0 Standard Commodity Sensitivity Settings
ISDA_20(List<String>, int) - Static method in class org.drip.simm.estimator.ProductClassSettings: Construct an ISDA SIMM 2.0 Version of ProductClassSettings
ISDA_21(String) - Static method in class org.drip.simm.parameters.BucketCurvatureSettingsIR: Generate the ISDA 2.1 Standard BucketCurvatureSettingsIR
ISDA_21(String) - Static method in class org.drip.simm.parameters.BucketVegaSettingsIR: Construct the ISDA 2.1 Standard IR Vega Sensitivity Settings for the Currency
ISDA_21(List<String>) - Static method in class org.drip.simm.parameters.RiskClassSensitivitySettingsIR: Generate the ISDA 2.1 Standard Commodity Sensitivity Settings
ISDA_21(List<String>, int) - Static method in class org.drip.simm.estimator.ProductClassSettings: Construct an ISDA SIMM 2.1 Version of ProductClassSettings
ISDA_24(String) - Static method in class org.drip.simm.parameters.BucketCurvatureSettingsIR: Generate the ISDA 2.4 Standard BucketCurvatureSettingsIR
ISDA_24(String) - Static method in class org.drip.simm.parameters.BucketVegaSettingsIR: Construct the ISDA 2.4 Standard IR Vega Sensitivity Settings for the Currency
ISDA_24(List<String>) - Static method in class org.drip.simm.parameters.RiskClassSensitivitySettingsIR: Generate the ISDA 2.4 Standard Commodity Sensitivity Settings
ISDA_24(List<String>, int, String, String) - Static method in class org.drip.simm.estimator.ProductClassSettings: Construct an ISDA SIMM 2.4 Version of ProductClassSettings
ISDA_92 - Static variable in class org.drip.xva.settings.CloseOutScheme: The Dealer/Client ISDA 92 Close Out Scheme
ISDA_CRNQ_20() - Static method in class org.drip.simm.parameters.RiskClassSensitivitySettingsCR: Generate the SIMM 2.0 CRNQ Class Sensitivity Settings
ISDA_CRNQ_20(int) - Static method in class org.drip.simm.parameters.BucketCurvatureSettingsCR: Retrieve the ISDA 2.0 Credit Non-Qualifying Bucket Curvature Settings
ISDA_CRNQ_20(int) - Static method in class org.drip.simm.parameters.BucketVegaSettingsCR: Retrieve the ISDA 2.0 Credit Non-Qualifying Bucket Vega Settings
ISDA_CRNQ_21() - Static method in class org.drip.simm.parameters.RiskClassSensitivitySettingsCR: Generate the SIMM 2.1 CRNQ Class Sensitivity Settings
ISDA_CRNQ_21(int) - Static method in class org.drip.simm.parameters.BucketCurvatureSettingsCR: Retrieve the ISDA 2.1 Credit Non-Qualifying Bucket Curvature Settings
ISDA_CRNQ_21(int) - Static method in class org.drip.simm.parameters.BucketVegaSettingsCR: Retrieve the ISDA 2.1 Credit Non-Qualifying Bucket Vega Settings
ISDA_CRNQ_24() - Static method in class org.drip.simm.parameters.RiskClassSensitivitySettingsCR: Generate the SIMM 2.4 CRNQ Class Sensitivity Settings
ISDA_CRNQ_24(int) - Static method in class org.drip.simm.parameters.BucketCurvatureSettingsCR: Retrieve the ISDA 2.4 Credit Non-Qualifying Bucket Curvature Settings
ISDA_CRNQ_24(int) - Static method in class org.drip.simm.parameters.BucketVegaSettingsCR: Retrieve the ISDA 2.4 Credit Non-Qualifying Bucket Vega Settings
ISDA_CRNQ_CURVATURE_20() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsCR: Generate SIMM 2.0 Non-Credit Qualifying Curvature Sensitivity Settings
ISDA_CRNQ_CURVATURE_21() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsCR: Generate SIMM 2.1 Non-Credit Qualifying Curvature Sensitivity Settings
ISDA_CRNQ_CURVATURE_24() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsCR: Generate SIMM 2.4 Non-Credit Qualifying Curvature Sensitivity Settings
ISDA_CRNQ_DELTA_20() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsCR: Generate SIMM 2.0 Non-Credit Qualifying Delta Sensitivity Settings
ISDA_CRNQ_DELTA_20(int) - Static method in class org.drip.simm.parameters.BucketSensitivitySettingsCR: Retrieve the ISDA 2.0 Credit Non-Qualifying Bucket Delta Settings
ISDA_CRNQ_DELTA_21() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsCR: Generate SIMM 2.1 Non-Credit Qualifying Delta Sensitivity Settings
ISDA_CRNQ_DELTA_21(int) - Static method in class org.drip.simm.parameters.BucketSensitivitySettingsCR: Retrieve the ISDA 2.1 Credit Non-Qualifying Bucket Delta Settings
ISDA_CRNQ_DELTA_24() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsCR: Generate SIMM 2.4 Non-Credit Qualifying Delta Sensitivity Settings
ISDA_CRNQ_DELTA_24(int) - Static method in class org.drip.simm.parameters.BucketSensitivitySettingsCR: Retrieve the ISDA 2.4 Credit Non-Qualifying Bucket Delta Settings
ISDA_CRNQ_VEGA_20() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsCR: Generate SIMM 2.0 Non-Credit Qualifying Vega Sensitivity Settings
ISDA_CRNQ_VEGA_21() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsCR: Generate SIMM 2.1 Non-Credit Qualifying Vega Sensitivity Settings
ISDA_CRNQ_VEGA_24() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsCR: Generate SIMM 2.4 Non-Credit Qualifying Vega Sensitivity Settings
ISDA_CRQ_20() - Static method in class org.drip.simm.parameters.RiskClassSensitivitySettingsCR: Generate the SIMM 2.0 CRQ Class Sensitivity Settings
ISDA_CRQ_20(int) - Static method in class org.drip.simm.parameters.BucketCurvatureSettingsCR: Retrieve the ISDA 2.0 Credit Qualifying Bucket Curvature Settings
ISDA_CRQ_20(int) - Static method in class org.drip.simm.parameters.BucketVegaSettingsCR: Retrieve the ISDA 2.0 Credit Qualifying Bucket Vega Settings
ISDA_CRQ_21() - Static method in class org.drip.simm.parameters.RiskClassSensitivitySettingsCR: Generate the SIMM 2.1 CRQ Class Sensitivity Settings
ISDA_CRQ_21(int) - Static method in class org.drip.simm.parameters.BucketCurvatureSettingsCR: Retrieve the ISDA 2.1 Credit Qualifying Bucket Curvature Settings
ISDA_CRQ_21(int) - Static method in class org.drip.simm.parameters.BucketVegaSettingsCR: Retrieve the ISDA 2.1 Credit Qualifying Bucket Vega Settings
ISDA_CRQ_24() - Static method in class org.drip.simm.parameters.RiskClassSensitivitySettingsCR: Generate the SIMM 2.4 CRQ Class Sensitivity Settings
ISDA_CRQ_24(int) - Static method in class org.drip.simm.parameters.BucketCurvatureSettingsCR: Retrieve the ISDA 2.4 Credit Qualifying Bucket Curvature Settings
ISDA_CRQ_24(int) - Static method in class org.drip.simm.parameters.BucketVegaSettingsCR: Retrieve the ISDA 2.4 Credit Qualifying Bucket Vega Settings
ISDA_CRQ_CURVATURE_20() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsCR: Generate SIMM 2.0 Credit Qualifying Curvature Sensitivity Settings
ISDA_CRQ_CURVATURE_21() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsCR: Generate SIMM 2.1 Credit Qualifying Curvature Sensitivity Settings
ISDA_CRQ_CURVATURE_24() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsCR: Generate SIMM 2.4 Credit Qualifying Curvature Sensitivity Settings
ISDA_CRQ_DELTA_20() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsCR: Generate SIMM 2.0 Credit Qualifying Delta Sensitivity Settings
ISDA_CRQ_DELTA_20(int) - Static method in class org.drip.simm.parameters.BucketSensitivitySettingsCR: Retrieve the ISDA 2.0 Credit Qualifying Bucket Delta Settings
ISDA_CRQ_DELTA_21() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsCR: Generate SIMM 2.1 Credit Qualifying Delta Sensitivity Settings
ISDA_CRQ_DELTA_21(int) - Static method in class org.drip.simm.parameters.BucketSensitivitySettingsCR: Retrieve the ISDA 2.1 Credit Qualifying Bucket Delta Settings
ISDA_CRQ_DELTA_24() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsCR: Generate SIMM 2.4 Credit Qualifying Delta Sensitivity Settings
ISDA_CRQ_DELTA_24(int) - Static method in class org.drip.simm.parameters.BucketSensitivitySettingsCR: Retrieve the ISDA 2.4 Credit Qualifying Bucket Delta Settings
ISDA_CRQ_VEGA_20() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsCR: Generate SIMM 2.0 Credit Qualifying Vega Sensitivity Settings
ISDA_CRQ_VEGA_21() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsCR: Generate SIMM 2.1 Credit Qualifying Vega Sensitivity Settings
ISDA_CRQ_VEGA_24() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsCR: Generate SIMM 2.4 Credit Qualifying Vega Sensitivity Settings
ISDA_CT_20(int) - Static method in class org.drip.simm.parameters.BucketSensitivitySettings: Construct the ISDA 2.0 Standard Commodity Bucket Sensitivity Settings for the specified Index
ISDA_CT_20(int) - Static method in class org.drip.simm.parameters.BucketVegaSettings: Construct the Standard ISDA 2.0 Commodity Vega Settings for the specified Bucket
ISDA_CT_20(int) - Static method in class org.drip.simm.parameters.RiskClassSensitivitySettings: Generate the ISDA 2.0 Standard Commodity Sensitivity Settings
ISDA_CT_20(int, int) - Static method in class org.drip.simm.parameters.BucketCurvatureSettings: Construct the Standard ISDA 2.0 CT Bucket Curvature Settings
ISDA_CT_21(int) - Static method in class org.drip.simm.parameters.BucketSensitivitySettings: Construct the ISDA 2.1 Standard Commodity Bucket Sensitivity Settings for the specified Index
ISDA_CT_21(int) - Static method in class org.drip.simm.parameters.BucketVegaSettings: Construct the Standard ISDA 2.1 Commodity Vega Settings for the specified Bucket
ISDA_CT_21(int) - Static method in class org.drip.simm.parameters.RiskClassSensitivitySettings: Generate the ISDA 2.1 Standard Commodity Sensitivity Settings
ISDA_CT_21(int, int) - Static method in class org.drip.simm.parameters.BucketCurvatureSettings: Construct the Standard ISDA 2.1 CT Bucket Curvature Settings
ISDA_CT_24(int) - Static method in class org.drip.simm.parameters.BucketSensitivitySettings: Construct the ISDA 2.1 Standard Commodity Bucket Sensitivity Settings for the specified Index
ISDA_CT_24(int) - Static method in class org.drip.simm.parameters.BucketVegaSettings: Construct the Standard ISDA 2.4 Commodity Vega Settings for the specified Bucket
ISDA_CT_24(int) - Static method in class org.drip.simm.parameters.RiskClassSensitivitySettings: Generate the ISDA 2.4 Standard Commodity Sensitivity Settings
ISDA_CT_24(int, int) - Static method in class org.drip.simm.parameters.BucketCurvatureSettings: Construct the Standard ISDA 2.4 CT Bucket Curvature Settings
ISDA_CT_CURVATURE_20(int) - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.0 Commodity CURVATURE Standard Instance of RiskMeasureSensitivitySettings
ISDA_CT_CURVATURE_21(int) - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.1 Commodity CURVATURE Standard Instance of RiskMeasureSensitivitySettings
ISDA_CT_CURVATURE_24(int) - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.4 Commodity CURVATURE Standard Instance of RiskMeasureSensitivitySettings
ISDA_CT_DELTA_20() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.0 Commodity DELTA Standard Instance of RiskMeasureSensitivitySettings
ISDA_CT_DELTA_21() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.1 Commodity DELTA Standard Instance of RiskMeasureSensitivitySettings
ISDA_CT_DELTA_24() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.4 Commodity DELTA Standard Instance of RiskMeasureSensitivitySettings
ISDA_CT_VEGA_20() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.0 Commodity VEGA Standard Instance of RiskMeasureSensitivitySettings
ISDA_CT_VEGA_21() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.1 Commodity VEGA Standard Instance of RiskMeasureSensitivitySettings
ISDA_CT_VEGA_24() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.4 Commodity VEGA Standard Instance of RiskMeasureSensitivitySettings
ISDA_CURVATURE_20(List<String>) - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsIR: Generate the Standard ISDA 2.0 CURVATURE Instance of RiskMeasureSensitivitySettingsIR
ISDA_CURVATURE_21(List<String>) - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsIR: Generate the Standard ISDA 2.1 CURVATURE Instance of RiskMeasureSensitivitySettingsIR
ISDA_CURVATURE_24(List<String>) - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsIR: Generate the Standard ISDA 2.4 CURVATURE Instance of RiskMeasureSensitivitySettingsIR
ISDA_DELTA_20(String) - Static method in class org.drip.simm.parameters.BucketSensitivitySettingsIR: Construct the ISDA 2.0 Standard IR Delta Sensitivity Settings for the Currency
ISDA_DELTA_20(List<String>) - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsIR: Generate the Standard ISDA 2.0 DELTA Instance of RiskMeasureSensitivitySettingsIR
ISDA_DELTA_21(String) - Static method in class org.drip.simm.parameters.BucketSensitivitySettingsIR: Construct the ISDA 2.1 Standard IR Delta Sensitivity Settings for the Currency
ISDA_DELTA_21(List<String>) - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsIR: Generate the Standard ISDA 2.1 DELTA Instance of RiskMeasureSensitivitySettingsIR
ISDA_DELTA_24(String) - Static method in class org.drip.simm.parameters.BucketSensitivitySettingsIR: Construct the ISDA 2.4 Standard IR Delta Sensitivity Settings for the Currency
ISDA_DELTA_24(List<String>) - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsIR: Generate the Standard ISDA 2.4 DELTA Instance of RiskMeasureSensitivitySettingsIR
ISDA_EQ_20(int) - Static method in class org.drip.simm.parameters.BucketSensitivitySettings: Construct the BucketSensitivitySettings 2.0 Instance for the specified Bucket Index
ISDA_EQ_20(int) - Static method in class org.drip.simm.parameters.BucketVegaSettings: Retrieve the ISDA 2.0 Equity Vega Settings
ISDA_EQ_20(int) - Static method in class org.drip.simm.parameters.RiskClassSensitivitySettings: Generate the ISDA 2.0 Standard Commodity Sensitivity Settings
ISDA_EQ_20(int, int) - Static method in class org.drip.simm.parameters.BucketCurvatureSettings: Construct the Standard ISDA 2.0 EQ Bucket Curvature Settings
ISDA_EQ_21(int) - Static method in class org.drip.simm.parameters.BucketSensitivitySettings: Construct the BucketSensitivitySettings 2.1 Instance for the specified Bucket Index
ISDA_EQ_21(int) - Static method in class org.drip.simm.parameters.BucketVegaSettings: Retrieve the ISDA 2.1 Equity Vega Settings
ISDA_EQ_21(int) - Static method in class org.drip.simm.parameters.RiskClassSensitivitySettings: Generate the ISDA 2.1 Standard Commodity Sensitivity Settings
ISDA_EQ_21(int, int) - Static method in class org.drip.simm.parameters.BucketCurvatureSettings: Construct the Standard ISDA 2.1 EQ Bucket Curvature Settings
ISDA_EQ_24(int) - Static method in class org.drip.simm.parameters.BucketSensitivitySettings: Construct the BucketSensitivitySettings 2.4 Instance for the specified Bucket Index
ISDA_EQ_24(int) - Static method in class org.drip.simm.parameters.BucketVegaSettings: Retrieve the ISDA 2.4 Equity Vega Settings
ISDA_EQ_24(int) - Static method in class org.drip.simm.parameters.RiskClassSensitivitySettings: Generate the ISDA 2.4 Standard Commodity Sensitivity Settings
ISDA_EQ_24(int, int) - Static method in class org.drip.simm.parameters.BucketCurvatureSettings: Construct the Standard ISDA 2.4 EQ Bucket Curvature Settings
ISDA_EQ_CURVATURE_20(int) - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.0 Equity CURVATURE Standard Instance of RiskMeasureSensitivitySettings
ISDA_EQ_CURVATURE_21(int) - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.1 Equity CURVATURE Standard Instance of RiskMeasureSensitivitySettings
ISDA_EQ_CURVATURE_24(int) - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.4 Equity CURVATURE Standard Instance of RiskMeasureSensitivitySettings
ISDA_EQ_DELTA_20() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.0 Equity DELTA Standard Instance of RiskMeasureSensitivitySettings
ISDA_EQ_DELTA_21() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.1 Equity DELTA Standard Instance of RiskMeasureSensitivitySettings
ISDA_EQ_DELTA_24() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.4 Equity DELTA Standard Instance of RiskMeasureSensitivitySettings
ISDA_EQ_VEGA_20() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.0 Equity VEGA Standard Instance of RiskMeasureSensitivitySettings
ISDA_EQ_VEGA_21() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.1 Equity VEGA Standard Instance of RiskMeasureSensitivitySettings
ISDA_EQ_VEGA_24() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.4 Equity VEGA Standard Instance of RiskMeasureSensitivitySettings
ISDA_FX_20(int) - Static method in class org.drip.simm.parameters.BucketSensitivitySettings: Construct the Standard ISDA 2.0 Instance of FX Delta Settings
ISDA_FX_20(int) - Static method in class org.drip.simm.parameters.RiskClassSensitivitySettings: Generate the ISDA 2.0 Standard FX Sensitivity Settings
ISDA_FX_20(String) - Static method in class org.drip.simm.parameters.BucketVegaSettings: Construct the Standard ISDA 2.0 Bucket FX Settings
ISDA_FX_20(String, int) - Static method in class org.drip.simm.parameters.BucketCurvatureSettings: Construct the Standard ISDA 2.0 FX Bucket Curvature Settings
ISDA_FX_21(int) - Static method in class org.drip.simm.parameters.BucketSensitivitySettings: Construct the Standard ISDA 2.1 Instance of FX Delta Settings
ISDA_FX_21(int) - Static method in class org.drip.simm.parameters.RiskClassSensitivitySettings: Generate the ISDA 2.1 Standard FX Sensitivity Settings
ISDA_FX_21(String) - Static method in class org.drip.simm.parameters.BucketVegaSettings: Construct the Standard ISDA 2.1 Bucket FX Settings
ISDA_FX_21(String, int) - Static method in class org.drip.simm.parameters.BucketCurvatureSettings: Construct the Standard ISDA 2.1 FX Bucket Curvature Settings
ISDA_FX_24(int, String, String) - Static method in class org.drip.simm.parameters.BucketSensitivitySettings: Construct the Standard ISDA 2.4 Instance of FX Delta Settings
ISDA_FX_24(int, String, String) - Static method in class org.drip.simm.parameters.RiskClassSensitivitySettings: Generate the ISDA 2.4 Standard FX Sensitivity Settings
ISDA_FX_24(String, int, String, String) - Static method in class org.drip.simm.parameters.BucketCurvatureSettings: Construct the Standard ISDA 2.4 FX Bucket Curvature Settings
ISDA_FX_24(String, String, String) - Static method in class org.drip.simm.parameters.BucketVegaSettings: Construct the Standard ISDA 2.4 Bucket FX Settings
ISDA_FX_CURVATURE_20(int) - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.0 FX Curvature Standard Instance of RiskMeasureSensitivitySettings
ISDA_FX_CURVATURE_21(int) - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.1 FX Curvature Standard Instance of RiskMeasureSensitivitySettings
ISDA_FX_CURVATURE_24(int, String, String) - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.4 FX Curvature Standard Instance of RiskMeasureSensitivitySettings
ISDA_FX_DELTA_20() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.0 FX DELTA Standard Instance of RiskMeasureSensitivitySettings
ISDA_FX_DELTA_21() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.1 FX DELTA Standard Instance of RiskMeasureSensitivitySettings
ISDA_FX_DELTA_24(String, String) - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.4 FX DELTA Standard Instance of RiskMeasureSensitivitySettings
ISDA_FX_VEGA_20() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.0 FX VEGA Standard Instance of RiskMeasureSensitivitySettings
ISDA_FX_VEGA_21() - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.1 FX VEGA Standard Instance of RiskMeasureSensitivitySettings
ISDA_FX_VEGA_24(String, String) - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettings: Construct an ISDA 2.4 FX VEGA Standard Instance of RiskMeasureSensitivitySettings
ISDA_VEGA_20(List<String>) - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsIR: Generate the Standard ISDA 2.0 VEGA Instance of RiskMeasureSensitivitySettingsIR
ISDA_VEGA_21(List<String>) - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsIR: Generate the Standard ISDA 2.1 VEGA Instance of RiskMeasureSensitivitySettingsIR
ISDA_VEGA_24(List<String>) - Static method in class org.drip.simm.parameters.RiskMeasureSensitivitySettingsIR: Generate the Standard ISDA 2.4 VEGA Instance of RiskMeasureSensitivitySettingsIR
ISDABucketCurvatureTenorScaler - Class in org.drip.function.r1tor1: ISDABucketCurvatureTenorScaler generates the ISDA SIMM Tenor Scaling Factor for a given Bucket Curvature.
ISDABucketCurvatureTenorScaler(int) - Constructor for class org.drip.function.r1tor1.ISDABucketCurvatureTenorScaler: ISDABucketCurvatureTenorScaler Constructor
ISDADelta(String) - Static method in class org.drip.simm.foundation.MarginEstimationSettings: Generate a ISDA Delta Instance of MarginEstimationSettings
ISDASettingsContainer - Class in org.drip.simm.common: ISDASettingsContainer holds the ISDA SIMM Risk Weights/Correlations for Interest Rates, Qualifying and Non-qualifying Credit, Equity, Commodity, and Foreign Exchange.
ISDASettingsContainer() - Constructor for class org.drip.simm.common.ISDASettingsContainer
isDealer() - Method in class org.drip.oms.transaction.OrderIssuer: Check if the Issuer is a Dealer
isDeflationary() - Method in class org.drip.capital.systemicscenario.SystemicStressShockIndicator: Indicate if the Scenario is DEFLATIONARY
isDense() - Method in class org.drip.graph.core.DirectedGraph: Indicate if the Graph is Dense
IsDiagonal(double[][]) - Static method in class org.drip.numerical.linearalgebra.Matrix: Indicate if the Specified Matrix is Diagonal
IsDiagonallyDominant(double[][], boolean) - Static method in class org.drip.numerical.linearalgebra.LinearSystemSolver: Check to see if the matrix is diagonally dominant.
isDone() - Method in class org.drip.function.r1tor1solver.ExecutionInitializationOutput: Indicate if the execution initialization is done
isEdgeACycle(Edge) - Method in class org.drip.graph.core.Network: Indicate if the Edge forms a Cycle with the Network
isEligible(JulianDate, Bond, double, String) - Method in class org.drip.market.exchange.TreasuryFuturesConvention: Indicate whether the given bond is eligible to be delivered
isEligible(JulianDate, Bond, double, String) - Method in class org.drip.market.exchange.TreasuryFuturesEligibility: Indicate whether the given bond is eligible to be delivered
isEmpty() - Method in class org.drip.feed.loader.InstrumentSetTenorQuote: Indicates whether the ISTQ is Empty or not
isEmpty() - Method in class org.drip.graph.core.Network: Indicate if the Network is Empty
isEmpty() - Method in class org.drip.graph.heap.BinaryTreePriorityQueue
isEmpty() - Method in class org.drip.graph.heap.BinomialTreePriorityQueue
isEmpty() - Method in class org.drip.graph.heap.PriorityQueue: Indicate if the Heap is Empty
isEmpty() - Method in class org.drip.graph.softheap.KaplanZwickPriorityQueue
IsEmpty(String) - Static method in class org.drip.service.common.StringUtil: Indicate if the Input String is Empty
IsEOM(int) - Static method in class org.drip.analytics.date.DateUtil: Indicate if the given Date corresponds to a Month End
isEquality() - Method in class org.drip.portfolioconstruction.optimizer.ConstraintTerm: Indicate if this is an Equality Constraint
isFixToFloatOnExercise() - Method in class org.drip.product.params.EmbeddedOptionSchedule: Return whether the component is fix to float on exercise
isFloater() - Method in class org.drip.product.credit.BondComponent
isFloater() - Method in class org.drip.product.definition.Bond: Return whether the bond is a floater
isFONC(FritzJohnMultipliers, double[]) - Method in class org.drip.optimization.constrained.OptimizationFramework: Check the Candidate Point for First Order Necessary Condition
isFXMTM() - Method in class org.drip.analytics.cashflow.Bullet: Is the Cash Flow FX MTM?
isFXMTM() - Method in class org.drip.analytics.cashflow.CompositePeriod: Is this Cash Flow FX MTM?
isFXMTM() - Method in class org.drip.market.otc.CrossFloatSwapConvention: Retrieve the FX MTM Flag
isGlobal() - Method in class org.drip.investing.factors.FactorPortfolio: Indicate if the Portfolio is Global
IsGraphBipartite(int[][]) - Static method in class org.drip.service.common.GraphUtil: Check if the Graph is Bipartite
IsHoliday(int, String) - Static method in class org.drip.analytics.daycount.Convention: Indicates whether the given Date is a Holiday in the specified Location(s)
IsHoliday(int, String, int) - Static method in class org.drip.analytics.daycount.Convention: Indicate whether the given Date is a Holiday in the specified Location(s)
isin() - Method in class org.drip.product.credit.BondComponent
isin() - Method in class org.drip.product.definition.Bond: Get the ISIN
isin() - Method in class org.drip.product.params.IdentifierSet: Retrieve the ISIN
isInflationary() - Method in class org.drip.capital.systemicscenario.SystemicStressShockIndicator: Indicate if the Scenario is INFLATIONARY
IsInteger(double) - Static method in class org.drip.numerical.common.NumberUtil: Indicate if z is an Integer
isInverted() - Method in interface org.drip.oms.exchange.PricingRebateFunction: Indicate if the Venue is Inverted
isKnot(double) - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
isKnot(double) - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial
isKnot(double) - Method in interface org.drip.spline.stretch.SingleSegmentSequence: Is the given Predictor Ordinate a Knot Location
isLagrangian() - Method in class org.drip.optimization.constrained.OptimizationFramework: Indicate if the Optimizer Framework is Lagrangian
IslandCounter(int[][]) - Static method in class org.drip.service.common.ArrayUtil: Count the Number of Islands in the Grid
isLCQ() - Method in class org.drip.optimization.constrained.OptimizationFramework: Check for Linearity Constraint Qualification
isLeaf() - Method in class org.drip.graph.core.Vertex: Indicate if the Vertex is a Leaf
isLeaf() - Method in class org.drip.graph.heap.BinaryTreeNode: Indicate if the Node is Leaf
isLeaf() - Method in class org.drip.graph.softheap.KaplanZwickBinaryNode: Indicate if the Node is a Leaf
IsLeapYear(int) - Static method in class org.drip.analytics.date.DateUtil: Indicate if the Year of the given Julian Date is a Leap Year
isLeftWeekend(int) - Method in class org.drip.analytics.eventday.Weekend: Is the given date a left weekend day
isLICQ(double[]) - Method in class org.drip.optimization.constrained.OptimizationFramework: Check for Linearity Independent Constraint Qualification
isLocal() - Method in class org.drip.spline.params.ResponseScalingShapeControl: Indicate if the Control is applied on a Local or a Global Predicate Ordinate Basis
isLocallyMonotone() - Method in class org.drip.spline.stretch.CalibratableMultiSegmentSequence
isLocallyMonotone() - Method in class org.drip.spline.stretch.SingleSegmentLagrangePolynomial
isLocallyMonotone() - Method in interface org.drip.spline.stretch.SingleSegmentSequence: Indicate if all the comprising Segments are Monotone
isMark() - Method in class org.drip.param.quote.ProductTick: Indicate whether the quote may be treated as a mark
isMergeState(double, LatentStateLabel) - Method in class org.drip.spline.grid.AggregatedSpan
isMergeState(double, LatentStateLabel) - Method in class org.drip.spline.grid.OverlappingStretchSpan
isMergeState(double, LatentStateLabel) - Method in interface org.drip.spline.grid.Span: Indicate if the specified Label is part of the Merge State at the specified Predictor Ordinate
isMFCQ(double[]) - Method in class org.drip.optimization.constrained.OptimizationFramework: Check for Mangasarian Fromovitz Constraint Qualification
isMonotone(Network, Edge) - Method in class org.drip.graph.astar.FHeuristic: Indicate if the Heuristic is Monotone
IsNegativeInteger(double) - Static method in class org.drip.numerical.common.NumberUtil: Indicate if z is a Negative Integer
IsNonNegativeInteger(double) - Static method in class org.drip.numerical.common.NumberUtil: Indicate if z is a Non-Negative Integer
IsNonPositiveInteger(double) - Static method in class org.drip.numerical.common.NumberUtil: Indicate if z is a Non-Positive Integer
isNormal() - Method in class org.drip.specialfunction.definition.ScaledExponentialEstimator: Indicate if the Function is Normal (i.e., Gaussian) Exponential
IsNumberSequenceAdditive(String) - Static method in class org.drip.numerical.common.NumberUtil: Additive number is a string whose digits can form additive sequence.
isomorphyOrder() - Method in class org.drip.specialfunction.group.FuchsianEquation: Retrieve the Isomorphy Order
isOrderMarketable(Order) - Method in interface org.drip.oms.fill.OrderExecutionProvider: See if the Order can be fully satisfied
isOutstanding() - Method in class org.drip.oms.transaction.Order: Indicate if the Order is Outstanding
IsPermutationPresent(String, String) - Static method in class org.drip.service.common.StringUtil: Is Permutation s2 Present in s1?
isPole() - Method in class org.drip.function.definition.PoleResidue: Indicate if the Variate is a Pole
isPoleSimple() - Method in class org.drip.function.definition.PoleResidue: Indicate if the Variate is a Simple Pole
isPositive() - Method in class org.drip.sequence.metrics.SingleSequenceAgnosticMetrics: Retrieve the Sequence Positiveness Flag
isPositiveDefinite(double[]) - Method in class org.drip.learning.kernel.IntegralOperator: Indicate the Kernel Operator Integral's Positive-definiteness across the specified X Variate Instance
IsPositiveInteger(double) - Static method in class org.drip.numerical.common.NumberUtil: Indicate if z is a Positive Integer
iSpread() - Method in class org.drip.analytics.output.BondRVMeasures: Retrieve the I Spread
iSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from ASW to Maturity
iSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from ASW to Work-out
iSpreadFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from ASW to Optimal Exercise
iSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from Bond Basis to Maturity
iSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from Bond Basis to Work-out
iSpreadFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from Bond Basis to Optimal Exercise
iSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from Credit Basis to Maturity
iSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from Credit Basis to Work-out
iSpreadFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from Credit Basis to Optimal Exercise
iSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from Discount Margin to Maturity
iSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from Discount Margin to Work-out
iSpreadFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from Discount Margin to Optimal Exercise
iSpreadFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from E Spread to Maturity
iSpreadFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from E Spread to Work-out
iSpreadFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from E Spread to Optimal Exercise
iSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from G Spread to Maturity
iSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from G Spread to Work-out
iSpreadFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from G Spread to Optimal Exercise
iSpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from J Spread to Maturity
iSpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from J Spread to Work-out
iSpreadFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from J Spread to Optimal Exercise
iSpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from N Spread to Maturity
iSpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from N Spread to Work-out
iSpreadFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from N Spread to Optimal Exercise
iSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from OAS to Maturity
iSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from OAS to Work-out
iSpreadFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from OAS to Optimal Exercise
iSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from PECS to Maturity
iSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from PECS to Work-out
iSpreadFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from PECS to Optimal Exercise
iSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from Price to Maturity
iSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from Price to Work-out
iSpreadFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from Price to Optimal Exercise
iSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from TSY Spread to Maturity
iSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from TSY Spread to Work-out
iSpreadFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from TSY Spread to Optimal Exercise
iSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from Yield to Maturity
iSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from Yield to Work-out
iSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from Yield Spread to Maturity
iSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from Yield Spread to Work-out
iSpreadFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from Yield Spread to Optimal Exercise
iSpreadFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from Yield to Optimal Exercise
iSpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from Z Spread to Maturity
iSpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from Z Spread to Work-out
iSpreadFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.credit.BondComponent
iSpreadFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) - Method in class org.drip.product.definition.Bond: Calculate I Spread from Z Spread to Optimal Exercise
isPredictorBounded() - Method in interface org.drip.spaces.tensor.GeneralizedVector: Indicate if the Predictor Variate Space is bounded from the Left and the Right
isPredictorBounded() - Method in class org.drip.spaces.tensor.R1CombinatorialVector
isPredictorBounded() - Method in class org.drip.spaces.tensor.R1ContinuousVector
isPredictorBounded() - Method in class org.drip.spaces.tensor.RdAggregate
IsPrime(int) - Static method in class org.drip.numerical.common.PrimeUtil: Indicate if the specified Number is a Prime Number
isProportional() - Method in class org.drip.param.definition.ManifestMeasureTweak: Is the Tweak Proportional
isPut() - Method in class org.drip.product.params.EmbeddedOptionSchedule: Whether the component is putable or callable
isQNCQ(FritzJohnMultipliers, double[]) - Method in class org.drip.optimization.constrained.OptimizationFramework: Check for Quasi Normal Constraint Qualification
isRepoable() - Method in class org.drip.exposure.evolver.PrimarySecurity: Indicate if the PrimarySecurity is Repo-able
isRetired() - Method in class org.drip.portfolioconstruction.alm.NetLiabilityCashFlow: Retrieve the Retirement Indicator Flag
isRightChild() - Method in class org.drip.graph.heap.BinaryTreeNode: Indicate if the Node is a Right Child of the Parent
isRightWeekend(double) - Method in class org.drip.analytics.eventday.Weekend: Is the given date a right weekend day
isRoot() - Method in class org.drip.graph.softheap.KaplanZwickBinaryNode: Indicate if the Node is a Root
isSCCQ(double[]) - Method in class org.drip.optimization.constrained.OptimizationFramework: Check for Slater Condition Constraint Qualification
isSell() - Method in class org.drip.execution.discrete.Slice: Indicate if the Slice is a Sell
isSOSC(FritzJohnMultipliers, double[], boolean) - Method in class org.drip.optimization.constrained.OptimizationFramework: Check the Candidate Point for Second Order Sufficiency Condition
isStretched() - Method in class org.drip.specialfunction.definition.ScaledExponentialEstimator: Indicate if the Function is Stretched Exponential
issueAmount() - Method in class org.drip.service.scenario.BondReplicator: Retrieve the Bond Issue Amount
issuePrice() - Method in class org.drip.service.scenario.BondReplicator: Retrieve the Bond Issue Price
issuer() - Method in class org.drip.market.exchange.TreasuryFuturesEligibility: Retrieve the Array of Eligible Issuers
issuer() - Method in class org.drip.oms.transaction.Order: Retrieve the Order Issuer
issuerSelectionArray() - Method in class org.drip.portfolioconstruction.constraint.LimitExposureTermIssuer: Retrieve the Issuer Selection Array
issuerSelectionArray() - Method in class org.drip.portfolioconstruction.constraint.LimitHoldingsTermIssuer: Retrieve the Issuer Selection Array
issuerSelectionArray() - Method in class org.drip.portfolioconstruction.constraint.LimitNamesTermIssuer: Retrieve the Issuer Selection Array
issuerSelectionArray() - Method in class org.drip.portfolioconstruction.constraint.LimitThresholdTermIssuer: Retrieve the Issuer Selection Array
issuerSelectionArray() - Method in class org.drip.portfolioconstruction.constraint.LimitTradesTermIssuer: Retrieve the Issuer Selection Array
issuerSelectionArray() - Method in class org.drip.portfolioconstruction.constraint.LimitTurnoverTermIssuer: Retrieve the Issuer Selection Array
isToleranceAbsolute() - Method in class org.drip.numerical.eigen.PowerIterationComponentExtractor: Indicate if the specified Tolerance is Absolute
isTree() - Method in class org.drip.graph.core.CompleteBipartite
isTree() - Method in class org.drip.graph.core.DirectedGraph: Indicate if the Graph is a Tree
isTree() - Method in class org.drip.graph.core.NDimensionalHypercube
isTreeSpanning(Tree) - Method in class org.drip.graph.core.DirectedGraph: Indicate of the Specified Tree spans the Graph
isUncollateralized() - Method in class org.drip.xva.proto.PositionGroupSpecification: Retrieve the Flag specifying whether the Collateral Group is Uncollateralized
isUnconstrained() - Method in class org.drip.optimization.constrained.OptimizationFramework: Indicate if the Optimizer Framework is Unconstrained
isUnscaled() - Method in class org.drip.specialfunction.definition.ScaledExponentialEstimator: Indicate if the Function is Unscaled (i.e., Standard) Exponential
isUpper() - Method in class org.drip.function.rdtor1.AffineBoundMultivariate
isUpper() - Method in interface org.drip.function.rdtor1.BoundMultivariate: Retrieve the Bound Type Indicator Flag
isValid() - Method in class org.drip.oms.depth.UBBOBlock: Indicate if the UBBO Block is Valid
IsValid(double) - Static method in class org.drip.numerical.common.NumberUtil: Checks if the input double is Infinite or NaN
IsValid(double[]) - Static method in class org.drip.numerical.common.NumberUtil: Checks if the input double array contains an Infinite or an NaN
IsValid(long) - Static method in class org.drip.numerical.common.NumberUtil: Check if the Input Long is MIN_VALUE or MAX_VALUE
IsValid(long[]) - Static method in class org.drip.numerical.common.NumberUtil: Check if the Input Long Array contains a MIN_VALUE or MAX_VALUE
IsValidPalindrome(String) - Static method in class org.drip.service.common.StringUtil: Given a non-empty string, you may delete at most one character.
isVariateConvergenceCheckEnabled() - Method in class org.drip.function.r1tor1solver.ExecutionControl: Indicate if the variate convergence check has been turned on
isVariateConvergenceCheckEnabled() - Method in class org.drip.function.r1tor1solver.ExecutionControlParams: Indicate if the variate convergence check has been turned on
isWeekend(int) - Method in class org.drip.analytics.eventday.Weekend: Is the given date a weekend day
item() - Method in class org.drip.graph.heap.PriorityQueueEntry: Retrieve the Item
ItemList - Class in org.drip.service.representation: ItemList is an Adaptation of the ItemList Interface from the RFC4627 compliant JSON Simple (https://code.google.com/p/json-simple/).
ItemList() - Constructor for class org.drip.service.representation.ItemList: Empty ItemList Constructor
ItemList(String) - Constructor for class org.drip.service.representation.ItemList: ItemList Constructor
ItemList(String, String) - Constructor for class org.drip.service.representation.ItemList: ItemList Constructor
ItemList(String, String, boolean) - Constructor for class org.drip.service.representation.ItemList: ItemList Constructor
IteratedBracket - Class in org.drip.function.r1tor1solver: IteratedBracket holds the left/right bracket variates and the corresponding values for the objective function during each iteration.
IteratedBracket(BracketingOutput) - Constructor for class org.drip.function.r1tor1solver.IteratedBracket: BracketingVariateIterator constructor
IteratedVariate - Class in org.drip.function.r1tor1solver: IteratedVariate holds the variate and the corresponding value for the objective function during each iteration.
IteratedVariate(ExecutionInitializationOutput, double) - Constructor for class org.drip.function.r1tor1solver.IteratedVariate: IteratedVariate constructor
iterationCount() - Method in class org.drip.graph.selection.IntroselectControl: Retrieve the Iteration Count
IterationHelper - Class in org.drip.spaces.iterator: IterationHelper contains the Functionality that helps perform Checked Multidimensional Iterative Scans.
IterationHelper() - Constructor for class org.drip.spaces.iterator.IterationHelper
iterator() - Method in class org.drip.spaces.tensor.RdCombinatorialVector: Retrieve the Multidimensional Iterator associated with the Underlying Vector Space
ITLHoliday - Class in org.drip.analytics.holset: ITLHoliday holds the ITL Holidays.
ITLHoliday() - Constructor for class org.drip.analytics.holset.ITLHoliday: ITLHoliday Constructor
iWander() - Method in class org.drip.execution.athl.TransactionSignal: Retrieve the "I" Component Wander of the Transaction Signal

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