Uses of Class
org.drip.function.definition.R1ToR1

Packages that use R1ToR1

Package	Description
org.drip.analytics.support	Assorted Support and Helper Utilities
org.drip.dynamics.hjm	HJM Based Latent State Evolution
org.drip.dynamics.hullwhite	Hull White Latent State Evolution
org.drip.dynamics.kolmogorov	Fokker Planck Kolmogorov Forward/Backward
org.drip.dynamics.lmm	LMM Based Latent State Evolution
org.drip.execution.athl	Almgren-Thum-Hauptmann-Li Calibration
org.drip.execution.dynamics	Arithmetic Price Evolution Execution Parameters
org.drip.execution.impact	Market Impact Transaction Function Implementation
org.drip.execution.optimum	Almgren-Chriss Efficient Trading Trajectories
org.drip.execution.parameters	Empirical Market Impact Coefficients Calibration
org.drip.execution.principal	Information Ratio Based Principal Trades
org.drip.execution.strategy	Discrete/Continuous Trading Trajectory Schedule
org.drip.execution.tradingtime	Coordinated Variation Trading Time Models
org.drip.exposure.regression	Regression Based Path Exposure Generation
org.drip.fdm.definition	Finite Difference PDE Evolver Schemes
org.drip.function.definition	Function Implementation Ancillary Support Objects
org.drip.function.e2erf	E2 erf and erf-1 Implementations
org.drip.function.e2erfc	E2 erfc Estimation Function Implementation
org.drip.function.enerf	En erf Series and Generators
org.drip.function.matrix	Support for Functions of Matrices
org.drip.function.r1tor1	Built-in R1 To R1 Functions
org.drip.function.r1tor1custom	Built-in R1 To R1 Custom Functions
org.drip.function.r1tor1operator	Built-in R1 To R1 Operator Functions
org.drip.function.r1tor1solver	Built-in R1 To R1 Solvers
org.drip.function.r1tor1trigonometric	Built-in R1 To R1 Trigonometric Functions
org.drip.graph.adjacencymatrix	Adjacency Matrix Representation of Graph
org.drip.graph.asymptote	Big O Algorithm Asymptotic Analysis
org.drip.learning.bound	Covering Numbers, Concentration, Lipschitz Bounds
org.drip.learning.regularization	Statistical Learning Empirical Loss Regularizer
org.drip.learning.rxtor1	Statistical Learning Empirical Loss Penalizer
org.drip.measure.chisquare	Chi-Square Distribution Implementation/Properties
org.drip.measure.continuous	R1 Rd Continuous Random Measure
org.drip.measure.exponential	R1 Exponential Distribution Implementation/Properties
org.drip.measure.gamma	R1 Gamma Distribution Implementation/Properties
org.drip.measure.transform	Expressing one Measure Using Another
org.drip.numerical.eigenization	Eigen-value and Eigen-component Extraction Schemes
org.drip.numerical.estimation	Function Numerical Estimates/Corrections/Bounds
org.drip.numerical.integration	R1 Rd Numerical Integration Schemes
org.drip.numerical.laplacian	Laplace Transform - Quadrature Based Evaluation
org.drip.numerical.matrix	Implementation of R1 C1 Matrices
org.drip.numerical.quadrature	R1 Gaussian Integration Quadrature Schemes
org.drip.oms.indifference	Reservation Price Good-deal Bounds
org.drip.optimization.canonical	Linear Programming Framework Canonical Elements
org.drip.optimization.cuttingplane	Polyhedral Cutting Plane Generation Schemes
org.drip.param.market	Curves Surfaces Quotes Fixings Container
org.drip.portfolioconstruction.bayesian	Black Litterman Bayesian Portfolio Construction
org.drip.pricer.option	Deterministic/Stochastic Volatility Settings/Greeks
org.drip.product.option	Options on Fixed Income Components
org.drip.sequence.custom	Glivenko Cantelli Supremum Deviation Bounds
org.drip.sequence.functional	Efron Stein Functional Supremum Bounds
org.drip.sequence.metrics	Sequence Bounds Agnostic Metrics Estimators
org.drip.spaces.cover	Vector Spaces Covering Number Estimator
org.drip.spaces.functionclass	Normed Finite Spaces Function Class
org.drip.spaces.metric	Hilbert/Banach Normed Metric Spaces
org.drip.spaces.rxtor1	Rx To R1 Normed Function Spaces
org.drip.specialfunction.bessel	Ordered Bessel Function Variant Estimators
org.drip.specialfunction.beta	Estimation Techniques for Beta Function
org.drip.specialfunction.definition	Definition of Special Function Estimators
org.drip.specialfunction.derived	Special Functions Derived using Others
org.drip.specialfunction.digamma	Estimation Techniques for Digamma Function
org.drip.specialfunction.gamma	Analytic/Series/Integral Gamma Estimators
org.drip.specialfunction.generator	Special Function Series Term Generators
org.drip.specialfunction.group	Special Function Singularity Solution Group
org.drip.specialfunction.hypergeometric	Hyper-geometric Function Estimation Schemes
org.drip.specialfunction.incompletegamma	Upper/Lower Incomplete Gamma Functions
org.drip.specialfunction.lanczos	Lanczos Scheme for Gamma Estimate
org.drip.specialfunction.loggamma	Analytic/Series/Integral Log Gamma Estimators
org.drip.specialfunction.ode	Special Function Ordinary Differential Equations
org.drip.specialfunction.property	Special Function Property Lemma Verifiers
org.drip.specialfunction.scaledexponential	Scaled Exponential Function Implementation Distribution
org.drip.spline.basis	Basis Spline Construction/Customization Parameters
org.drip.spline.bspline	de Boor Rational/Exponential/Tension B-Splines
org.drip.spline.params	Spline Segment Construction Control Parameters
org.drip.spline.pchip	Monotone Convex Themed PCHIP Splines
org.drip.spline.stretch	Multi-Segment Sequence Spline Stretch
org.drip.spline.tension	Koch Lyche Kvasov Tension Splines
org.drip.state.curve	Basis Spline Based Latent States
org.drip.state.estimator	Multi-Pass Customized Stretch Curve
org.drip.xva.derivative	Burgard Kjaer Dynamic Portfolio Replication
org.drip.xva.proto	Collateral, Counter Party, Netting Groups

Uses of R1ToR1 in org.drip.analytics.support

Methods in org.drip.analytics.support with parameters of type R1ToR1

Modifier and Type	Method	Description
static double	OptionHelper.IntegratedCrossVolQuanto(VolatilityCurve vc1, VolatilityCurve vc2, R1ToR1 r1r1Correlation, int iStartDate, int iEndDate)	Compute the Integrated Cross Volatility Quanto Product given the corresponding volatility and the correlation curves, and the date spans
static double	OptionHelper.IntegratedFRACrossVolConvexityExponent(VolatilityCurve vcForward, VolatilityCurve vcFunding, R1ToR1 r1r1ForwardFundingCorrelation, double dblForwardShiftedLogNormalScaler, double dblFundingShiftedLogNormalScaler, int iStartDate, int iEndDate)	Compute the Integrated FRA Cross Volatility Convexity Exponent given the corresponding volatility and the correlation Curves, and the date spans

Uses of R1ToR1 in org.drip.dynamics.hjm

Methods in org.drip.dynamics.hjm that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	G2PlusPlus.ifrInitialTermStructure()	Retrieve the Initial Instantaneous Forward Rate Term Structure
R1ToR1	MultiFactorStateEvolver.instantaneousForwardInitialTermStructure()	Retrieve the Initial Instantaneous Forward Rate Term Structure
R1ToR1	MultiFactorVolatility.xDateVolatilityFunction(int iFactorIndex, int iXDate)	Retrieve the Factor-Specific Univariate Volatility Function for the Specified Date

Constructors in org.drip.dynamics.hjm with parameters of type R1ToR1

Constructor	Description
G2PlusPlus(double dblSigma, double dblA, double dblEta, double dblB, UnivariateSequenceGenerator[] aRSG, double dblRho, R1ToR1 auIFRInitial)	G2PlusPlus Constructor
MultiFactorStateEvolver(FundingLabel lslFunding, ForwardLabel lslForward, MultiFactorVolatility mfv, R1ToR1 auInitialInstantaneousForwardRate)	MultiFactorStateEvolver Constructor

Uses of R1ToR1 in org.drip.dynamics.hullwhite

Methods in org.drip.dynamics.hullwhite that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	SingleFactorStateEvolver.ifrInitialTermStructure()	Retrieve the Initial Instantaneous Forward Rate Term Structure

Constructors in org.drip.dynamics.hullwhite with parameters of type R1ToR1

Constructor	Description
SingleFactorStateEvolver(FundingLabel lslFunding, double dblSigma, double dblA, R1ToR1 auIFRInitial, UnivariateSequenceGenerator usg)	SingleFactorStateEvolver Constructor

Uses of R1ToR1 in org.drip.dynamics.kolmogorov

Methods in org.drip.dynamics.kolmogorov that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	R1FokkerPlanck.steadyStatePDF()	Compute the Steady-State Probability Distribution Function, if any
R1ToR1	R1FokkerPlanckCIR.steadyStatePDF()
R1ToR1	R1FokkerPlanckOrnsteinUhlenbeck.steadyStatePDF()

Methods in org.drip.dynamics.kolmogorov with parameters of type R1ToR1

Modifier and Type	Method	Description
R1ProbabilityDensityFunction	R1FokkerPlanck.temporalPDF(R1ToR1 intialProbabilityDensityFunction)	Compute the Temporal Probability Distribution Function, if any

Uses of R1ToR1 in org.drip.dynamics.lmm

Constructors in org.drip.dynamics.lmm with parameters of type R1ToR1

Constructor	Description
ContinuousForwardRateEvolver(FundingLabel lslFunding, ForwardLabel lslForward, MultiFactorVolatility mfv, R1ToR1 auInitialInstantaneousForwardRate)	ContinuousForwardRateEvolver Constructor

Uses of R1ToR1 in org.drip.execution.athl

Subclasses of R1ToR1 in org.drip.execution.athl

Modifier and Type	Class	Description
class	PermanentImpactNoArbitrage	PermanentImpactNoArbitrage implements the Linear Permanent Market Impact with Coefficients that have been determined empirically by Almgren, Thum, Hauptmann, and Li (2005), using the no Quasi-Arbitrage Criterion identified by Huberman and Stanzl (2004).
class	PermanentImpactQuasiArbitrage	PermanentImpactQuasiArbitrage implements the Linear Permanent Market Impact with Coefficients that have been determined empirically by Almgren, Thum, Hauptmann, and Li (2005), independent of the no Quasi- Arbitrage Criterion identified by Huberman and Stanzl (2004).
class	TemporaryImpact	TemporaryImpact implements the Temporary Market Impact with Exponent/Coefficients that have been determined empirically by Almgren, Thum, Hauptmann, and Li (2005), using the Parameterization of Almgren (2003).

Uses of R1ToR1 in org.drip.execution.dynamics

Methods in org.drip.execution.dynamics with parameters of type R1ToR1

Modifier and Type	Method	Description
static ArithmeticPriceEvolutionParameters	ArithmeticPriceEvolutionParametersBuilder.CoordinatedVariation(R1ToR1 r1ToR1Volatility, CoordinatedVariation cv)	Construct a Arithmetic Price Evolution Parameters from Coordinated Variation Instance

Uses of R1ToR1 in org.drip.execution.impact

Subclasses of R1ToR1 in org.drip.execution.impact

Modifier and Type	Class	Description
class	ParticipationRateLinear	ParticipationRateLinear implements a Linear Temporary/Permanent Market Impact Function where the Price Change scales linearly with the Trade Rate, along with an Offset.
class	ParticipationRatePower	ParticipationRatePower implements a Power-Law Based Temporary/Permanent Market Impact Function where the Price Change scales as a Power of the Trade Rate.
class	TransactionFunction	TransactionFunction exports the Temporary/Permanent Market Impact Displacement/Volatility Functional Dependence on the Trade Rate.
class	TransactionFunctionLinear	TransactionFunctionLinear exposes the Linear Impact Function Stubs as defined in Almgren and Chriss (2000) and Almgren (2003).
class	TransactionFunctionPower	TransactionFunctionPower exposes the Power Law Impact Function Stubs as defined in Almgren and Chriss (2000) and Almgren (2003).

Uses of R1ToR1 in org.drip.execution.optimum

Methods in org.drip.execution.optimum with parameters of type R1ToR1

Modifier and Type	Method	Description
static PowerImpactContinuous	PowerImpactContinuous.Standard(double dblExecutionTime, double dblTransactionCostExpectation, double dblTransactionCostVariance, double dblCharacteristicTime, double dblExecutionTimeUpperBound, double dblHyperboloidBoundaryValue, double dblMarketPower, R1ToR1 r1ToR1Holdings, R1ToR1 r1ToR1TransactionCostExpectation, R1ToR1 r1ToR1TransactionCostVariance)	Construct the Standard PowerImpactContinuous Instance

Constructors in org.drip.execution.optimum with parameters of type R1ToR1

Constructor	Description
EfficientTradingTrajectoryContinuous(double dblExecutionTime, double dblTransactionCostExpectation, double dblTransactionCostVariance, double dblCharacteristicTime, double dblMarketPower, R1ToR1 r1ToR1Holdings, R1ToR1 r1ToR1TradeRate, R1ToR1 r1ToR1TransactionCostExpectation, R1ToR1 r1ToR1TransactionCostVariance)	EfficientTradingTrajectoryContinuous Constructor
PowerImpactContinuous(double dblExecutionTime, double dblTransactionCostExpectation, double dblTransactionCostVariance, double dblCharacteristicTime, double dblExecutionTimeUpperBound, double dblHyperboloidBoundaryValue, double dblMarketPower, R1ToR1 r1ToR1Holdings, R1ToR1 r1ToR1TradeRate, R1ToR1 r1ToR1TransactionCostExpectation, R1ToR1 r1ToR1TransactionCostVariance)	PowerImpactContinuous Constructor

Uses of R1ToR1 in org.drip.execution.parameters

Methods in org.drip.execution.parameters that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	ArithmeticPriceDynamicsSettings.volatilityFunction()	Retrieve the Asset Annual Volatility Function

Constructors in org.drip.execution.parameters with parameters of type R1ToR1

Constructor	Description
ArithmeticPriceDynamicsSettings(double dblDrift, R1ToR1 r1ToR1Volatility, double dblSerialCorrelation)	ArithmeticPriceDynamicsSettings Constructor

Uses of R1ToR1 in org.drip.execution.principal

Subclasses of R1ToR1 in org.drip.execution.principal

Modifier and Type	Class	Description
class	GrossProfitExpectation	GrossProfitExpectation implements the R1 To R1 Univariate that computes the Explicit Profit of a Principal Execution given the Optimal Trajectory.

Uses of R1ToR1 in org.drip.execution.strategy

Methods in org.drip.execution.strategy that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	ContinuousTradingTrajectory.holdings()	Retrieve the Holdings Function
R1ToR1	ContinuousTradingTrajectory.tradeRate()	Retrieve the Trade Rate Function
R1ToR1	ContinuousTradingTrajectory.transactionCostExpectationFunction()	Retrieve the Transaction Cost Expectation Function
R1ToR1	ContinuousTradingTrajectory.transactionCostVarianceFunction()	Retrieve the Transaction Cost Variance Function

Methods in org.drip.execution.strategy with parameters of type R1ToR1

Modifier and Type	Method	Description
static ContinuousTradingTrajectory	ContinuousTradingTrajectory.Standard(double dblExecutionTime, R1ToR1 r1ToR1Holdings, R1ToR1 r1ToR1TransactionCostExpectation, R1ToR1 r1ToR1TransactionCostVariance)	Construct a Standard Instance of ContinuousTradingTrajectory

Constructors in org.drip.execution.strategy with parameters of type R1ToR1

Constructor	Description
ContinuousTradingTrajectory(double dblExecutionTime, R1ToR1 r1ToR1Holdings, R1ToR1 r1ToR1TradeRate, R1ToR1 r1ToR1TransactionCostExpectation, R1ToR1 r1ToR1TransactionCostVariance)	ContinuousTradingTrajectory Constructor

Uses of R1ToR1 in org.drip.execution.tradingtime

Methods in org.drip.execution.tradingtime that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	CoordinatedParticipationRateLinear.volatilityFunction()	Compute the Volatility Function from the Liquidity Function
R1ToR1	CoordinatedVariation.volatilityFunction(R1ToR1 r1ToR1Liquidity)	Compute the Volatility Function from the Liquidity Function

Methods in org.drip.execution.tradingtime with parameters of type R1ToR1

Modifier and Type	Method	Description
R1ToR1	CoordinatedVariation.volatilityFunction(R1ToR1 r1ToR1Liquidity)	Compute the Volatility Function from the Liquidity Function

Constructors in org.drip.execution.tradingtime with parameters of type R1ToR1

Constructor	Description
CoordinatedParticipationRateLinear(CoordinatedVariation cv, R1ToR1 r1ToR1Volatility)	CoordinatedParticipationRateLinear Constructor

Uses of R1ToR1 in org.drip.exposure.regression

Methods in org.drip.exposure.regression that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	PykhtinPillarDynamics.localVolatilityR1ToR1(LocalVolatilityGenerationControl localVolatilityGenerationControl)	Generate a Local Volatility R^1 To R^1
R1ToR1	PykhtinPillarDynamics.localVolatilityR1ToR1(LocalVolatilityGenerationControl localVolatilityGenerationControl, PykhtinPillar[] pillarVertexArray)	Generate a Local Volatility R^1 To R^1
R1ToR1	AndersenPykhtinSokolSegment.rightPillarLocalVolatility()	Retrieve the Right Pillar Local Volatility
R1ToR1	PykhtinBrownianBridgeSegment.rightPillarLocalVolatility()	Retrieve the Right Pillar Local Volatility
R1ToR1[]	AndersenPykhtinSokolStretch.sparseLocalVolatilityArray()	Retrieve the Sparse Local Volatility R1 To R1 Array

Methods in org.drip.exposure.regression that return types with arguments of type R1ToR1

Modifier and Type	Method	Description
java.util.Map<java.lang.Integer,R1ToR1>	PykhtinBrownianBridgeStretch.localVolatilityTrajectory()	Retrieve the Path Sparse Vertex Local Volatility Trajectory

Constructors in org.drip.exposure.regression with parameters of type R1ToR1

Constructor	Description
AndersenPykhtinSokolSegment(int epochDate, PillarVertex leftPillar, PillarVertex rightPillar, R1ToR1 rightPillarLocalVolatility)	AndersenPykhtinSokolSegment Constructor
AndersenPykhtinSokolStretch(int[] sparseDateArray, double[] sparseExposureArray, R1ToR1[] sparseLocalVolatilityArray, TradePayment[] denseTradePaymentArray)	AndersenPykhtinSokolStretch Constructor
PykhtinBrownianBridgeSegment(PillarVertex leftPillar, PillarVertex rightPillar, R1ToR1 rightPillarLocalVolatility)	PykhtinBrownianBridgeSegment Constructor

Uses of R1ToR1 in org.drip.fdm.definition

Methods in org.drip.fdm.definition that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	SecondOrder1DPDE.stateResponseFunction()	Retrieve the R1 to R1 State Response Function

Methods in org.drip.fdm.definition with parameters of type R1ToR1

Modifier and Type	Method	Description
static Diffusion1DPDE	Diffusion1DPDE.Standard(R1ToR1 stateResponseFunction, RdToR1 diffusionFunction)	Construct a Standard Instance of Diffusion1DPDE

Constructors in org.drip.fdm.definition with parameters of type R1ToR1

Constructor	Description
SecondOrder1DPDE(R1ToR1 stateResponseFunction, RdToR1 stateResponseEvolutionFunction)	SecondOrder1DPDE Constructor

Uses of R1ToR1 in org.drip.function.definition

Methods in org.drip.function.definition that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	R1ToR1.antiDerivative()	Compute the Anti-Derivative Function
R1ToR1	R1ToR1Property.r1ToR1Left()	Retrieve the Left R1 To R1 Function
R1ToR1	R1ToR1Property.r1ToR1Right()	Retrieve the Right R1 To R1 Function

Constructors in org.drip.function.definition with parameters of type R1ToR1

Constructor	Description
R1ToR1Property(java.lang.String type, R1ToR1 r1ToR1Left, R1ToR1 r1ToR1Right, double mismatchTolerance)	R1ToR1Property Constructor

Uses of R1ToR1 in org.drip.function.e2erf

Subclasses of R1ToR1 in org.drip.function.e2erf

Modifier and Type	Class	Description
class	AbramowitzStegun	AbramowitzStegun implements the E2 (erf) Estimator using Abramowitz-Stegun Scheme.
class	AbramowitzStegunSeriesGenerator	AbramowitzStegunSeriesGenerator implements the E2 erf Abramowitz-Stegun Variant of Series Term Generator.
class	ErrorFunction	ErrorFunction implements the E2 Error Function (erf).
class	ErrorFunctionInverse	ErrorFunctionInverse implements the E2 erf Inverse erf-1.
class	MacLaurinSeries	MacLaurinSeries implements the E2 MacLaurin Series Term.

Methods in org.drip.function.e2erf that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	ErrorFunction.antiDerivative()
R1ToR1	ErrorFunction.integrand()

Uses of R1ToR1 in org.drip.function.e2erfc

Subclasses of R1ToR1 in org.drip.function.e2erfc

Modifier and Type	Class	Description
class	ErrorFunctionComplement	ErrorFunctionComplement implements the Error Function Complement (erfc).
class	ErrorFunctionComplementInverse	ErrorFunctionComplementInverse implements the Error Function Complement Inverse erfc-1.

Methods in org.drip.function.e2erfc that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	ErrorFunctionComplement.integrand()

Uses of R1ToR1 in org.drip.function.enerf

Subclasses of R1ToR1 in org.drip.function.enerf

Modifier and Type	Class	Description
class	E0ErrorFunction	E0ErrorFunction implements the E0 Error Function (erf).
class	E1ErrorFunction	E1ErrorFunction implements the E1 Error Function (erf).
class	GeneralizedErrorFunction	GeneralizedErrorFunction implements the Generalized En Error Function (erf).

Uses of R1ToR1 in org.drip.function.matrix

Methods in org.drip.function.matrix with parameters of type R1ToR1

Modifier and Type	Method	Description
double[][]	Square.evaluate(R1ToR1 r1ToR1Function)	Compute the Value of the Matrix using the specified Function

Uses of R1ToR1 in org.drip.function.r1tor1

Subclasses of R1ToR1 in org.drip.function.r1tor1

Modifier and Type	Class	Description
class	Bennett	Bennett is implementation of the Bennett's Function used in the Estimation of the Bennett's Concentration Inequality.
class	BernsteinPolynomial	BernsteinPolynomial provides the evaluation of the BernsteinPolynomial and its derivatives for a specified variate.
class	ExponentialDecay	ExponentialDecay implements the scaled exponential decay Univariate Function.
class	ExponentialTension	ExponentialTension provides the evaluation of the Exponential Tension Function and its derivatives for a specified variate.
class	FunctionClassSupremum	FunctionClassSupremum implements the Univariate Function that corresponds to the Supremum among the specified Class of Functions.
class	HyperbolicTension	HyperbolicTension provides the evaluation of the Hyperbolic Tension Function and its derivatives for a specified variate.
class	MonicPolynomial	MonicPolynomial implements the Multi-root R1 to R1 Monic Polynomial.
class	UnivariateReciprocal	UnivariateReciprocal provides the evaluation 1/f(x) instead of f(x) for a given f.

Methods in org.drip.function.r1tor1 that return R1ToR1

Modifier and Type	Method	Description
R1ToR1[]	FunctionClassSupremum.functionClass()	Retrieve the Class of Functions
R1ToR1	FunctionClassSupremum.supremumFunction(double dblVariate)	Retrieve the Supremum Function corresponding to the specified Variate

Methods in org.drip.function.r1tor1 with parameters of type R1ToR1

Modifier and Type	Method	Description
double	MonicPolynomial.logGammaProduct(int a, int b, R1ToR1 logGammaEstimator)	Compute the Log Product over [a, a + 1, ..., b] of the Monic Polynomial

Constructors in org.drip.function.r1tor1 with parameters of type R1ToR1

Constructor	Description
FunctionClassSupremum(R1ToR1[] aAUClass)	FunctionClassSupremum Cnstructor
UnivariateReciprocal(R1ToR1 au)	UnivariateReciprocal constructor

Uses of R1ToR1 in org.drip.function.r1tor1custom

Subclasses of R1ToR1 in org.drip.function.r1tor1custom

Modifier and Type	Class	Description
class	AlmgrenEnhancedEulerUpdate	AlmgrenEnhancedEulerUpdate is a R1 To R1 Function that is used in Almgren (2009, 2012) to illustrate the Construction of the Enhanced Euler Update Scheme.
class	AndersenPiterbargMeanReverter	AndersenPiterbargMeanReverter implements the mean-reverting Univariate Function detailed in: Andersen and Piterbarg (2010): Interest Rate Modeling (3 Volumes), Atlantic Financial Press.
class	CIRPDF	CIRPDF exposes the R1 Univariate Cox-Ingersoll-Ross Probability Density Function.
class	ISDABucketCurvatureTenorScaler	ISDABucketCurvatureTenorScaler generates the ISDA SIMM Tenor Scaling Factor for a given Bucket Curvature.
class	LinearRationalShapeControl	LinearRationalShapeControl implements the deterministic rational shape control functionality on top of the estimator basis splines inside - [0,...,1) - Globally [x_0,...,x_1): y = 1 / [1 + lambda * x] where is the normalized ordinate mapped as x === (x - x_i-1) / (x_i - x_i-1) Module = Computational Core Module Library = Numerical Analysis Library Project = Rd To Rd Function Analysis Package = Built-in R1 To R1 Functions
class	LinearRationalTensionExponential	LinearRationalTensionExponential provides the evaluation of the Convolution of the Linear Rational and the Tension Exponential Functions and its derivatives for a specified variate.
class	QuadraticRationalShapeControl	QuadraticRationalShapeControl implements the deterministic rational shape control functionality on top of the estimator basis splines inside - [0,...,1) - Globally [x_0,...,x_1): y = 1 / [1 + lambda * x * (1-x)] where is the normalized ordinate mapped as x ==== (x - x_i-1) / (x_i - x_i-1) Module = Computational Core Module Library = Numerical Analysis Library Project = Rd To Rd Function Analysis Package = Built-in R1 To R1 Custom Functions
class	SABRLIBORCapVolatility	SABRLIBORCapVolatility implements the Deterministic, Non-local Cap Volatility Scheme detailed in: Rebonato, R., K.

Methods in org.drip.function.r1tor1custom that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	CIRPDF.gammaFunction()	Retrieve the Gamma Function

Constructors in org.drip.function.r1tor1custom with parameters of type R1ToR1

Constructor	Description
AndersenPiterbargMeanReverter(ExponentialDecay auExpDecay, R1ToR1 auSteadyState)	AndersenPiterbargMeanReverter constructor
CIRPDF(double alpha, double beta, R1ToR1 gammaFunction)	CIRPDF Constructor

Uses of R1ToR1 in org.drip.function.r1tor1operator

Subclasses of R1ToR1 in org.drip.function.r1tor1operator

Modifier and Type	Class	Description
class	Addition	Addition implements the Univariate x + a Operator Function.
class	Convolution	Convolution provides the evaluation of the Convolution au1 * au2 and its derivatives for a specified variate.
class	Exponential	Addition implements the Univariate x + a Operator Function.
class	Flat	Flat implements the level constant Univariate Function.
class	NaturalLogarithm	NaturalLogarithm implements the Natural Log Operator Function.
class	NaturalLogSeriesElement	NaturalLogSeriesElement implements an element in the natural log series expansion.
class	OffsetIdempotent	OffsetIdempotent provides the Implementation of the Offset Idempotent Operator - f(x) = x - C.
class	Polynomial	Polynomial provides the evaluation of the nth order Polynomial and its derivatives for a specified variate.
class	Reciprocal	Reciprocal implements the 1/x Operator Function.
class	Reflection	Reflection provides the evaluation f(1-x) instead of f(x) for a given f.
class	Scaler	Scaler implements the a.x Operator Function.

Constructors in org.drip.function.r1tor1operator with parameters of type R1ToR1

Constructor	Description
Convolution(R1ToR1 au1, R1ToR1 au2)	Construct a Convolution instance
Reflection(R1ToR1 au)	Reflection constructor

Uses of R1ToR1 in org.drip.function.r1tor1solver

Methods in org.drip.function.r1tor1solver with parameters of type R1ToR1

Modifier and Type	Method	Description
static double	VariateIteratorPrimitive.MultiFunction(double dblX1, double dblX2, double dblX3, double dblY1, double dblY2, double dblY3, R1ToR1 of, double dblOFTarget, FixedPointFinderOutput rfop)	Iterate for the next variate using the multi-function method

Constructors in org.drip.function.r1tor1solver with parameters of type R1ToR1

Constructor	Description
ExecutionControl(R1ToR1 of, ExecutionControlParams ecp)	ExecutionControl constructor
ExecutionInitializer(R1ToR1 of, ConvergenceControlParams ccp, boolean bTrendBracketRight)	ExecutionInitializer constructor
FixedPointFinderBracketing(double dblOFGoal, R1ToR1 of, ExecutionControl ec, int iIteratorPrimitive, boolean bWhine)	FixedPointFinderBracketing constructor
FixedPointFinderBrent(double dblOFGoal, R1ToR1 of, boolean bWhine)	FixedPointFinderBrent constructor
FixedPointFinderNewton(double dblOFGoal, R1ToR1 of, boolean bWhine)	FixedPointFinderNewton constructor
FixedPointFinderZheng(double dblOFGoal, R1ToR1 of, boolean bWhine)	FixedPointFinderZheng constructor

Uses of R1ToR1 in org.drip.function.r1tor1trigonometric

Subclasses of R1ToR1 in org.drip.function.r1tor1trigonometric

Modifier and Type	Class	Description
class	Cosine	Cosine implements the Trigonometric Cosine Function.
class	InverseCosine	InverseCosine implements the Trigonometric Inverse Cosine Function.
class	InverseSine	InverseSine implements the Trigonometric Inverse Sine Function.
class	InverseTangent	InverseTangent implements the Trigonometric Inverse Tangent Function.
class	Sinc	Sinc computes the Pi Z-Scaled Reciprocal of the Sine Function of Pi times the Argument.
class	Sine	Sine implements the Trigonometric Sine Function.
class	Tangent	Tangent implements the Trigonometric Tangent Function.

Uses of R1ToR1 in org.drip.graph.adjacencymatrix

Methods in org.drip.graph.adjacencymatrix that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	GkToR1.vertexFunction()	Retrieve the R1 to R1 Vertex Function

Constructors in org.drip.graph.adjacencymatrix with parameters of type R1ToR1

Constructor	Description
G1ToR1(R1ToR1 vertexFunction)	G1ToR1 Constructor
G2ToR1(R1ToR1 vertexFunction)	G2ToR1 Constructor
GkLinearOperator(R1ToR1 vertexFunction, int k)	GkLinearOperator Constructor
GkToR1(R1ToR1 vertexFunction, int k)	GkToR1 Constructor

Uses of R1ToR1 in org.drip.graph.asymptote

Methods in org.drip.graph.asymptote that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	BigOAsymptoteSpec.boundingFunction()	Retrieve the Asymptotically Bounding Function

Methods in org.drip.graph.asymptote with parameters of type R1ToR1

Modifier and Type	Method	Description
static BigOAsymptoteSpec	BigOAsymptoteSpec.Amortized(R1ToR1 boundingFunction, java.lang.String type, java.lang.String form)	Retrieve the Amortized Asymptotic Specification
static BigOAsymptoteSpec	BigOAsymptoteSpec.Unamortized(R1ToR1 boundingFunction, java.lang.String type, java.lang.String form)	Retrieve the Unamortized Asymptotic Specification

Constructors in org.drip.graph.asymptote with parameters of type R1ToR1

Constructor	Description
BigOAsymptoteSpec(R1ToR1 boundingFunction, boolean isAmortized, java.lang.String type, java.lang.String form)	BigOAsymptoteSpec Constructor

Uses of R1ToR1 in org.drip.learning.bound

Subclasses of R1ToR1 in org.drip.learning.bound

Modifier and Type	Class	Description
class	EmpiricalLearnerLoss	EmpiricalLearnerLoss Function computes the Empirical Loss of a Learning Operation resulting from the Use of a Learning Function in Conjunction with the corresponding Empirical Realization.

Methods in org.drip.learning.bound that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	EmpiricalLearnerLoss.learner()	Retrieve the Learning Function
R1ToR1	CoveringNumberLossBound.sampleCoefficient()	Retrieve the Sample Coefficient Function

Methods in org.drip.learning.bound with parameters of type R1ToR1

Modifier and Type	Method	Description
static CoveringNumberLossBound	CoveringNumberBoundBuilder.AgnosticConvexLearning(R1ToR1 funcSampleCoefficient, double dblExponentScaler)	Construct the Agnostic Convex Learning CoveringNumberProbabilityBound Instance
static CoveringNumberLossBound	CoveringNumberBoundBuilder.AgnosticLearning(R1ToR1 funcSampleCoefficient, double dblExponentScaler)	Construct the Agnostic Learning CoveringNumberProbabilityBound Instance
static CoveringNumberLossBound	CoveringNumberBoundBuilder.RegressionLearning(R1ToR1 funcSampleCoefficient, double dblExponentScaler)	Construct the Regression Learning CoveringNumberProbabilityBound Instance

Constructors in org.drip.learning.bound with parameters of type R1ToR1

Constructor	Description
CoveringNumberLossBound(R1ToR1 funcSampleCoefficient, double dblEpsilonExponent, double dblExponentScaler)	CoveringNumberLossBound Constructor
EmpiricalLearnerLoss(R1ToR1 learner, double dblRealization)	EmpiricalLearnerLoss Constructor

Uses of R1ToR1 in org.drip.learning.regularization

Methods in org.drip.learning.regularization that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	RegularizationFunction.r1Tor1()	Retrieve the R^1 To R^1 Regularization Function

Methods in org.drip.learning.regularization with parameters of type R1ToR1

Modifier and Type	Method	Description
static RegularizerR1ToR1	RegularizerBuilder.R1CombinatorialToR1Continuous(R1ToR1 funcRegularizerR1ToR1, NormedR1CombinatorialToR1Continuous funcSpaceR1ToR1, double dblLambda)	Construct an Instance of R^1 Combinatorial To R^1 Continuous Regularizer
static RegularizerR1ToR1	RegularizerBuilder.R1ContinuousToR1Continuous(R1ToR1 funcRegularizerR1ToR1, NormedR1ContinuousToR1Continuous funcSpaceR1ToR1, double dblLambda)	Construct an Instance of R^1 Continuous To R^1 Continuous Regularizer
double	RegularizerR1CombinatorialToR1Continuous.structuralLoss(R1ToR1 funcR1ToR1, double[] adblX)
double	RegularizerR1ContinuousToR1Continuous.structuralLoss(R1ToR1 funcR1ToR1, double[] adblX)
double	RegularizerR1ToR1.structuralLoss(R1ToR1 funcR1ToR1, double[] adblX)	Compute the Regularization Sample Structural Loss
double	RegularizerR1CombinatorialToR1Continuous.structuralRisk(R1R1 distR1R1, R1ToR1 funcR1ToR1, double[] adblX, double[] adblY)
double	RegularizerR1ContinuousToR1Continuous.structuralRisk(R1R1 distR1R1, R1ToR1 funcR1ToR1, double[] adblX, double[] adblY)
double	RegularizerR1ToR1.structuralRisk(R1R1 distR1R1, R1ToR1 funcR1ToR1, double[] adblX, double[] adblY)	Compute the Regularization Sample Structural Loss
static RegularizerR1ToR1	RegularizerBuilder.ToR1Continuous(R1ToR1 funcRegularizerR1ToR1, R1Normed r1Input, R1Continuous r1ContinuousOutput, double dblLambda)	Construct an Instance of R^1 Combinatorial/Continuous To R^1 Continuous Regularizer

Constructors in org.drip.learning.regularization with parameters of type R1ToR1

Constructor	Description
RegularizationFunction(R1ToR1 regR1ToR1, RdToR1 regRdToR1, double dblLambda)	RegularizationFunction Constructor
RegularizerR1CombinatorialToR1Continuous(R1ToR1 funcRegularizerR1ToR1, R1Combinatorial r1CombinatorialInput, R1Continuous r1ContinuousOutput, double dblLambda)	RegularizerR1CombinatorialToR1Continuous Function Space Constructor
RegularizerR1ContinuousToR1Continuous(R1ToR1 funcRegularizerR1ToR1, R1Continuous r1ContinuousInput, R1Continuous r1ContinuousOutput, double dblLambda)	RegularizerR1ContinuousToR1Continuous Function Space Constructor

Uses of R1ToR1 in org.drip.learning.rxtor1

Methods in org.drip.learning.rxtor1 that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	EmpiricalPenaltySupremumEstimator.supremumR1ToR1(double[] adblX)	Retrieve the Supremum R^1 To R^1 Function Instance for the specified Variate Sequence

Methods in org.drip.learning.rxtor1 with parameters of type R1ToR1

Modifier and Type	Method	Description
double	EmpiricalLearningMetricEstimator.empiricalLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)	Compute the Empirical Sample Loss
double	L1LossLearner.empiricalLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double	LipschitzLossLearner.empiricalLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double	LpLossLearner.empiricalLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double	EmpiricalLearningMetricEstimator.empiricalRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)	Compute the Empirical Sample Risk
double	L1LossLearner.empiricalRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double	LipschitzLossLearner.empiricalRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double	LpLossLearner.empiricalRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double	EmpiricalLearningMetricEstimator.regularizedLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)	Compute the Regularized Sample Loss (Empirical + Structural)
double	GeneralizedLearner.regularizedLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double	EmpiricalLearningMetricEstimator.regularizedRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)	Compute the Regularized Sample Risk (Empirical + Structural)
double	GeneralizedLearner.regularizedRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
double	EmpiricalLearningMetricEstimator.structuralLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvvi)	Compute the Structural Sample Loss
double	GeneralizedLearner.structuralLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvvi)
double	EmpiricalLearningMetricEstimator.structuralRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)	Compute the Structural Sample Risk
double	GeneralizedLearner.structuralRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)

Uses of R1ToR1 in org.drip.measure.chisquare

Methods in org.drip.measure.chisquare that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	R1Central.digammaEstimator()	Retrieve the Digamma Estimator
R1ToR1	R1NonCentral.digammaEstimator()	Retrieve the Digamma Estimator
R1ToR1	R1Central.gammaEstimator()	Retrieve the Gamma Estimator
R1ToR1	R1NonCentral.gammaEstimator()	Retrieve the Gamma Estimator
R1ToR1	R1Central.momentGeneratingFunction()
R1ToR1	R1CentralCLTProxy.momentGeneratingFunction()
R1ToR1	R1CentralFisherProxy.momentGeneratingFunction()
R1ToR1	R1NonCentral.momentGeneratingFunction()
R1ToR1	R1WilsonHilferty.momentGeneratingFunction()
R1ToR1	R1Central.probabilityGeneratingFunction()
R1ToR1	R1CentralCLTProxy.probabilityGeneratingFunction()
R1ToR1	R1CentralFisherProxy.probabilityGeneratingFunction()
R1ToR1	R1WilsonHilferty.probabilityGeneratingFunction()

Methods in org.drip.measure.chisquare with parameters of type R1ToR1

Modifier and Type	Method	Description
static R1NonCentralCumulantInvariant	R1NonCentralCumulantInvariant.InvariantFourthCumulant(int degreesOfFreedom, double nonCentralityParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)	Construct the Fourth Cumulant Invariant Instance of R1NonCentralCumulantInvariant
static R1NonCentralCumulantInvariant	R1NonCentralCumulantInvariant.InvariantSecondCumulant(int degreesOfFreedom, double nonCentralityParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)	Construct the Second Cumulant Invariant Instance of R1NonCentralCumulantInvariant
static R1NonCentralCumulantInvariant	R1NonCentralCumulantInvariant.InvariantThirdCumulant(int degreesOfFreedom, double nonCentralityParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)	Construct the Third Cumulant Invariant Instance of R1NonCentralCumulantInvariant
static R1NonCentral	R1NonCentral.Standard(double degreesOfFreedom, double nonCentralityParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)	Construct the Standard Instance of R1NonCentral

Constructors in org.drip.measure.chisquare with parameters of type R1ToR1

Constructor	Description
R1Central(double degreesOfFreedom, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)	R1Central Constructor
R1NonCentral(R1NonCentralParameters r1NonCentralParameters, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)	R1NonCentral Constructor
R1NonCentralCumulantInvariant(R1NonCentralParameters r1NonCentralParameters, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator, double sankaranB)	R1NonCentralCumulantInvariant Constructor

Uses of R1ToR1 in org.drip.measure.continuous

Methods in org.drip.measure.continuous that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	R1Univariate.momentGeneratingFunction()	Construct the Moment Generating Function
R1ToR1	R1Univariate.probabilityGeneratingFunction()	Construct the Probability Generating Function

Uses of R1ToR1 in org.drip.measure.exponential

Methods in org.drip.measure.exponential that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	R1ScaledDistribution.gammaEstimator()	Retrieve the Gamma Estimator
R1ToR1	R1RateDistribution.momentGeneratingFunction()

Constructors in org.drip.measure.exponential with parameters of type R1ToR1

Constructor	Description
R1ScaledDistribution(ScaledExponentialEstimator scaledExponentialEstimator, R1ToR1 gammaEstimator)	R1ScaledDistribution Constructor

Uses of R1ToR1 in org.drip.measure.gamma

Methods in org.drip.measure.gamma that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	R1ShapeScaleDistribution.digammaEstimator()	Retrieve the Digamma Estimator
R1ToR1	ConjugateShapeScalePrior.gammaEstimator()	Retrieve the Gamma Estimator
R1ToR1	R1ShapeScaleDistribution.gammaEstimator()	Retrieve the Gamma Estimator
R1ToR1	R1ShapeScaleDistribution.momentGeneratingFunction()

Methods in org.drip.measure.gamma with parameters of type R1ToR1

Modifier and Type	Method	Description
double	R1ScaleInvariantScaleParameterEstimator.inferScaleParameterDistributionMoment(double shape, int moment, R1ToR1 gammaEstimator)	Infer the Distribution Moment's Scale Parameter
static R1ShapeScaleDistribution	R1ShapeScaleDistribution.ShapeRate(double shapeParameter, double rateParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)	Construct a Gamma Distribution from Shape and Rate Parameters
static R1ShapeScaleDistribution	R1ShapeScaleDistribution.ShapeSummation(double[] shapeParameterArray, double scaleParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)	Shape Summation Based ShapeScaleDistribution
static R1ShapeScaleDistribution	R1ShapeScaleDistribution.Standard(double shapeParameter, double scaleParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)	Construct the Standard R1ShapeScaleDistribution Instance

Constructors in org.drip.measure.gamma with parameters of type R1ToR1

Constructor	Description
ConjugateShapeScalePrior(ConjugateShapePrior conjugateShapePrior, ConjugateScalePrior conjugateScalePrior, R1ToR1 gammaEstimator)	ConjugateShapeScalePrior Constructor
ErlangDistribution(int shapeParameter, double scaleParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)	ErlangDistribution Constructor
R1ShapeScaleDiscrete(double shapeParameter, double scaleParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, int randomGenerationScheme)	R1ShapeScaleDiscrete Constructor
R1ShapeScaleDistribution(ShapeScaleParameters shapeScaleParameters, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)	R1ShapeScaleDistribution Constructor

Uses of R1ToR1 in org.drip.measure.transform

Constructors in org.drip.measure.transform with parameters of type R1ToR1

Constructor	Description
R1GammaToExponential(double scaleParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)	R1GammaToExponential Constructor
R1GammaToMaxwellBoltzmannSquared(double a, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)	R1GammaToMaxwellBoltzmannSquared Constructor

Uses of R1ToR1 in org.drip.numerical.eigenization

Methods in org.drip.numerical.eigenization that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	EigenOutput.characteristicPolynomial()	Retrieve the Characteristic Polynomial of the Eigenvalues

Uses of R1ToR1 in org.drip.numerical.estimation

Subclasses of R1ToR1 in org.drip.numerical.estimation

Modifier and Type	Class	Description
class	R0ToR1Series	R0ToR1Series generates a Series of Weighted Numerical R0 To R1 Terms.
class	R1ToR1Estimator	R1ToR1Estimator exposes the Stubs behind R1 - R1 Approximate Numerical Estimators.
class	R1ToR1IntegrandEstimator	R1ToR1IntegrandEstimator exposes the Stubs behind the Integrand Based R1 - R1 Approximate Numerical Estimators.
class	R1ToR1IntegrandLimitEstimator	R1ToR1IntegrandLimitEstimator exposes the Stubs behind the Integrand Based R1 - R1 Approximate Numerical Estimators with the Limits as the Variate.
class	R1ToR1Series	R1ToR1Series holds the R1 To R1 Expansion Terms in the Ordered Series of the Numerical Estimate for a Function.
class	RkToR1Series	RkToR1Series contains the Rk To R1 Expansion Terms in the Ordered Series of the Numerical Estimate for a Function.

Methods in org.drip.numerical.estimation that return R1ToR1

Modifier and Type	Method	Description
abstract R1ToR1	R1ToR1IntegrandLimitEstimator.integrand()	Retrieve the R1 To R1 erf Integrand

Uses of R1ToR1 in org.drip.numerical.integration

Methods in org.drip.numerical.integration that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	AbscissaTransform.pointValueScale()	Retrieve the R1 Point Value Scale Function
R1ToR1	GeneralizedMidPointQuadrature.r1ToR1()	Retrieve the R1 To R1 Integrand
R1ToR1	AbscissaTransform.variateChange()	Retrieve the R1 to R1 Variate Change Function

Methods in org.drip.numerical.integration with parameters of type R1ToR1

Modifier and Type	Method	Description
static double	R1ToR1Integrator.Boole(R1ToR1 funcR1ToR1, double dblLeft, double dblRight)	Compute the function's integral within the specified limits using the Boole rule.
QuadratureEstimate	NestedQuadratureEstimator.estimate(R1ToR1 r1ToR1Integrand)	Estimate the Quadrature and its Error
double	QuadratureEstimator.integrate(R1ToR1 r1ToR1Integrand)	Integrate the Specified Integrand over the Nodes
static double	R1ToR1Integrator.LeftInfinite(R1ToR1 funcR1ToR1, double dblRight)	Integrate the specified Function Numerically from -infinity to the specified Right Limit
static double	R1ToR1Integrator.LeftInfiniteRightInfinite(R1ToR1 funcR1ToR1)	Integrate Numerically over [-infinity, +infinity] using a Change of Variables
static double	R1ToR1Integrator.LinearQuadrature(R1ToR1 funcR1ToR1, double dblLeft, double dblRight)	Compute the function's integral within the specified limits using the LinearQuadrature technique.
static double	R1ToR1Integrator.MidPoint(R1ToR1 funcR1ToR1, double dblLeft, double dblRight)	Compute the function's integral within the specified limits using the Mid-point rule.
static double	R1ToR1Integrator.RightInfinite(R1ToR1 funcR1ToR1, double dblLeft)	Integrate the specified Function Numerically from the specified Left Limit to +infinity
static double	R1ToR1Integrator.Simpson(R1ToR1 funcR1ToR1, double dblLeft, double dblRight)	Compute the function's integral within the specified limits using the Simpson rule.
static double	R1ToR1Integrator.Simpson38(R1ToR1 funcR1ToR1, double dblLeft, double dblRight)	Compute the function's integral within the specified limits using the Simpson 3/8 rule.
static double	R1ToR1Integrator.Trapezoidal(R1ToR1 funcR1ToR1, double dblLeft, double dblRight)	Compute the function's integral within the specified limits using the Trapezoidal rule.

Constructors in org.drip.numerical.integration with parameters of type R1ToR1

Constructor	Description
AbscissaTransform(R1ToR1 r1ToR1VariateChange, R1ToR1 r1PointValueScale, double quadratureScale)	AbscissaTransform Constructor
GeneralizedMidPointQuadrature(R1ToR1 r1ToR1, int nodeCount, int seriesTermCount)	GeneralizedMidPointQuadrature Constructor

Uses of R1ToR1 in org.drip.numerical.laplacian

Subclasses of R1ToR1 in org.drip.numerical.laplacian

Modifier and Type	Class	Description
class	LaplaceTransformGaussLegendre	LaplaceTransformGaussLegendre implements the Laplace Transform Functionality using the Gauss Legendre Quadrature Scheme.

Methods in org.drip.numerical.laplacian that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	LaplaceTransformGaussLegendre.signalFunction()	Retrieve the Signal Function

Constructors in org.drip.numerical.laplacian with parameters of type R1ToR1

Constructor	Description
LaplaceTransformGaussLegendre(DerivativeControl dc, R1ToR1 signalFunction)	LaplaceTransformGaussLegendre Constructor

Uses of R1ToR1 in org.drip.numerical.matrix

Methods in org.drip.numerical.matrix that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	R1Square.characteristicPolynomial()	Retrieve the Characteristic Polynomial of the Eigenvalues
R1ToR1	R1SquareEigenized.characteristicPolynomial()	Retrieve the Characteristic Polynomial of the Eigenvalues
R1ToR1	R1Triangular.characteristicPolynomial()	Retrieve the Characteristic Polynomial of the Eigenvalues

Uses of R1ToR1 in org.drip.numerical.quadrature

Subclasses of R1ToR1 in org.drip.numerical.quadrature

Modifier and Type	Class	Description
class	OrthogonalPolynomial	OrthogonalPolynomial implements a Single Basis Orthogonal Polynomial used in the Construction of the Quadrature.

Methods in org.drip.numerical.quadrature that return R1ToR1

Modifier and Type	Method	Description
static R1ToR1	WeightFunctionBuilder.ChebyshevFirstKind()	Generate the Chebyshev Polynomial (First-Kind) Weight Function
static R1ToR1	WeightFunctionBuilder.ChebyshevSecondKind()	Generate the Chebyshev Polynomial (Second-Kind) Weight Function
static R1ToR1	WeightFunctionBuilder.GeneralizedLaguerre(double alpha)	Generate the Generalized Laguerre Polynomial Weight Function
static R1ToR1	WeightFunctionBuilder.Hermite()	Generate the Hermite Polynomial Weight Function
static R1ToR1	WeightFunctionBuilder.Jacobi(double alpha, double beta)	Generate the Jacobi Polynomial Weight Function
static R1ToR1	WeightFunctionBuilder.Laguerre()	Generate the Laguerre Polynomial Weight Function
static R1ToR1	WeightFunctionBuilder.Legendre()	Generate the Legendre Polynomial Weight Function
R1ToR1	IntegrandGenerator.weightFunction()	Retrieve the Weight Function

Constructors in org.drip.numerical.quadrature with parameters of type R1ToR1

Constructor	Description
IntegrandGenerator(OrthogonalPolynomialSuite orthogonalPolynomialSuite, R1ToR1 weightFunction, double lowerBound, double upperBound)	IntegrandGenerator Constructor

Uses of R1ToR1 in org.drip.oms.indifference

Methods in org.drip.oms.indifference that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	ClaimsPositionPricer.payoffFunction()	Retrieve the Claims Payoff Function
R1ToR1	UtilityFunction.privateValuationObjective()	Retrieve the Agent's Private Valuation Function

Methods in org.drip.oms.indifference with parameters of type R1ToR1

Modifier and Type	Method	Description
ClaimsPositionPricer	ClaimsPositionPricer.UnitAsk(R1ToR1 payoffFunction)	Construct a Unit Ask ClaimsPositionPricer Instance
ClaimsPositionPricer	ClaimsPositionPricer.UnitBid(R1ToR1 payoffFunction)	Construct a Unit Bid ClaimsPositionPricer Instance

Constructors in org.drip.oms.indifference with parameters of type R1ToR1

Constructor	Description
ClaimsPositionPricer(R1ToR1 payoffFunction, double size)	ClaimsPositionPricer Constructor
UtilityFunction(R1ToR1 privateValuationObjective)	UtilityFunction Constructor

Uses of R1ToR1 in org.drip.optimization.canonical

Methods in org.drip.optimization.canonical with parameters of type R1ToR1

Modifier and Type	Method	Description
StrengthenedBurdetJohnsonCut	ILPConstraint.strengthenedBurdetJohnsonCut(double[] lambdaArray, R1ToR1 r1ToR1Increasing)	Generate a Strengthened Burdet-Johnson Cut

Uses of R1ToR1 in org.drip.optimization.cuttingplane

Methods in org.drip.optimization.cuttingplane that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	StrengthenedBurdetJohnsonCut.increasingR1ToR1()	Retrieve the R1 To R1 Increasing Function

Constructors in org.drip.optimization.cuttingplane with parameters of type R1ToR1

Constructor	Description
StrengthenedBurdetJohnsonCut(int[][] aGrid, int[] bArray, double[] lambdaArray, R1ToR1 increasingR1ToR1)	StrengthenedBurdetJohnsonCut Constructor

Uses of R1ToR1 in org.drip.param.market

Methods in org.drip.param.market that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	CurveSurfaceQuoteContainer.collateralCollateralCorrelation(java.lang.String strCurrency1, java.lang.String strCurrency2)	Retrieve the Correlation Surface for the specified Collateral Currency Pair
R1ToR1	CurveSurfaceQuoteContainer.collateralCreditCorrelation(java.lang.String strCollateralCurrency, EntityCDSLabel creditLabel)	Retrieve the Correlation Surface between the Collateral and the Credit Latent States
R1ToR1	CurveSurfaceQuoteContainer.collateralCustomCorrelation(java.lang.String strCollateralCurrency, CustomLabel customLabel)	Retrieve the Correlation Surface between the Collateral and the Custom Metric Latent States
R1ToR1	CurveSurfaceQuoteContainer.collateralEquityCorrelation(java.lang.String strCollateralCurrency, EntityEquityLabel equityLabel)	Retrieve the Correlation Surface between the Collateral and the Equity Latent States
R1ToR1	CurveSurfaceQuoteContainer.collateralForwardCorrelation(java.lang.String strCollateralCurrency, ForwardLabel forwardLabel)	Retrieve the Correlation Surface between the Collateral and the Forward Latent States
R1ToR1	CurveSurfaceQuoteContainer.collateralFundingCorrelation(java.lang.String strCollateralCurrency, FundingLabel fundingLabel)	Retrieve the Correlation Surface between the Collateral and the Funding Latent States
R1ToR1	CurveSurfaceQuoteContainer.collateralFXCorrelation(java.lang.String strCollateralCurrency, FXLabel fxLabel)	Retrieve the Correlation Surface for the specified Collateral and the FX Latent State Label
R1ToR1	CurveSurfaceQuoteContainer.collateralGovvieCorrelation(java.lang.String strCollateralCurrency, GovvieLabel govvieLabel)	Retrieve the Correlation Surface for the specified Collateral and Govvie Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.collateralOvernightCorrelation(java.lang.String strCollateralCurrency, OvernightLabel overnightLabel)	Retrieve the Correlation Surface between the Collateral and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.collateralPaydownCorrelation(java.lang.String strCollateralCurrency, PaydownLabel paydownLabel)	Retrieve the Correlation Surface for the specified Collateral and Pay-down Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.collateralRatingCorrelation(java.lang.String strCollateralCurrency, RatingLabel ratingLabel)	Retrieve the Correlation Surface for the specified Collateral and Rating Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.collateralRecoveryCorrelation(java.lang.String strCollateralCurrency, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface for the specified Collateral and Recovery Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.collateralRepoCorrelation(java.lang.String strCollateralCurrency, RepoLabel repoLabel)	Retrieve the Correlation Surface for the specified Collateral and Repo Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.creditCreditCorrelation(EntityCDSLabel creditLabel1, EntityCDSLabel creditLabel2)	Retrieve the Correlation Surface between the Pair of Credit Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditCustomMetricCorrelation(EntityCDSLabel creditLabel, CustomLabel customLabel)	Retrieve the Correlation Surface between the Credit and the Custom Metric Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditEquityCorrelation(EntityCDSLabel creditLabel, EntityEquityLabel equityLabel)	Retrieve the Correlation Surface between the Credit and the Equity Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditForwardCorrelation(EntityCDSLabel creditLabel, ForwardLabel forwardLabel)	Retrieve the Correlation Surface between the Credit and the Forward Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditFundingCorrelation(EntityCDSLabel creditLabel, FundingLabel fundingLabel)	Retrieve the Correlation Surface between the Credit and the Funding Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditFXCorrelation(EntityCDSLabel creditLabel, FXLabel fxLabel)	Retrieve the Correlation Surface between the Credit and the FX Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.creditGovvieCorrelation(EntityCDSLabel creditLabel, GovvieLabel govvieLabel)	Retrieve the Correlation Surface between the Credit and the Govvie Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.creditOvernightCorrelation(EntityCDSLabel creditLabel, OvernightLabel overnightLabel)	Retrieve the Correlation Surface between the Credit and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditPaydownCorrelation(EntityCDSLabel creditLabel, PaydownLabel paydownLabel)	Retrieve the Correlation Surface between the Credit and the Pay-down Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.creditRatingCorrelation(EntityCDSLabel creditLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface between the Credit and the Rating Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.creditRecoveryCorrelation(EntityCDSLabel creditLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface between the Credit and the Recovery Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.creditRepoCorrelation(EntityCDSLabel creditLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface between the Credit and the Repo Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.customCustomCorrelation(CustomLabel customLabel1, CustomLabel customLabel2)	Retrieve the Correlation Surface between the Custom Metric Latent State Pair
R1ToR1	CurveSurfaceQuoteContainer.customEquityCorrelation(CustomLabel customLabel, EntityEquityLabel equityLabel)	Retrieve the Correlation Surface between the Custom Metric and the Equity Latent States
R1ToR1	CurveSurfaceQuoteContainer.customForwardCorrelation(CustomLabel customLabel, ForwardLabel forwardLabel)	Retrieve the Correlation Surface between the Custom Metric and the Forward Latent States
R1ToR1	CurveSurfaceQuoteContainer.customFXCorrelation(CustomLabel customLabel, FXLabel fxLabel)	Retrieve the Correlation Surface between the Custom Metric and the FX Latent States
R1ToR1	CurveSurfaceQuoteContainer.customGovvieCorrelation(CustomLabel customLabel, GovvieLabel govvieLabel)	Retrieve the Correlation Surface between the Custom Metric and the Govvie Latent States
R1ToR1	CurveSurfaceQuoteContainer.customMetricFundingCorrelation(CustomLabel customLabel, FundingLabel fundingLabel)	Retrieve the Correlation Surface between Custom Metric and the Funding Latent States
R1ToR1	CurveSurfaceQuoteContainer.customOvernightCorrelation(CustomLabel customLabel, OvernightLabel overnightLabel)	Retrieve the Correlation Surface between the Custom Metric and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.customPaydownCorrelation(CustomLabel customLabel, PaydownLabel paydownLabel)	Retrieve the Correlation Surface between the Custom Metric and the Pay-down Latent States
R1ToR1	CurveSurfaceQuoteContainer.customRatingCorrelation(CustomLabel customLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface between the Custom Metric and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.customRecoveryCorrelation(CustomLabel customLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface between the Custom Metric and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.customRepoCorrelation(CustomLabel customLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface between the Custom Metric and the Repo Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityEquityCorrelation(EntityEquityLabel equityLabel1, EntityEquityLabel equityLabel2)	Retrieve the Correlation Surface between the Pair of Equity Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityForwardCorrelation(EntityEquityLabel equityLabel, ForwardLabel forwardLabel)	Retrieve the Correlation Surface between the Equity and the Forward Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityFundingCorrelation(EntityEquityLabel equityLabel, FundingLabel fundingLabel)	Retrieve the Correlation Surface between Equity and the Funding Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityFXCorrelation(EntityEquityLabel equityLabel, FXLabel fxLabel)	Retrieve the Correlation Surface between the Equity and the FX Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityGovvieCorrelation(EntityEquityLabel equityLabel, GovvieLabel govvieLabel)	Retrieve the Correlation Surface between the Equity and the Govvie Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityOvernightCorrelation(EntityEquityLabel equityLabel, OvernightLabel overnightLabel)	Retrieve the Correlation Surface between Equity and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityPaydownCorrelation(EntityEquityLabel equityLabel, PaydownLabel paydownLabel)	Retrieve the Correlation Surface between the Equity and the Pay-down Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityRatingCorrelation(EntityEquityLabel equityLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface between the Equity and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityRecoveryCorrelation(EntityEquityLabel equityLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface between the Equity and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityRepoCorrelation(EntityEquityLabel equityLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface between the Equity and the Repo Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityState(EntityEquityLabel equityLabel)	Retrieve the Equity State for the specified Equity Latent State Label
R1ToR1	CurveSurfaceQuoteContainer.forwardForwardCorrelation(ForwardLabel forwardLabel1, ForwardLabel forwardLabel2)	Retrieve the Correlation Surface between the Pair of Forward Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardFundingCorrelation(ForwardLabel forwardLabel, FundingLabel fundingLabel)	Retrieve the Correlation Surface between the Forward and the Funding Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardFXCorrelation(ForwardLabel forwardLabel, FXLabel fxLabel)	Retrieve the Correlation Surface between the Forward and the FX Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.forwardGovvieCorrelation(ForwardLabel forwardLabel, GovvieLabel govvieLabel)	Retrieve the Correlation Surface between the Forward and the Govvie Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardOvernightCorrelation(ForwardLabel forwardLabel, OvernightLabel overnightLabel)	Retrieve the Correlation Surface between the Forward and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardPaydownCorrelation(ForwardLabel forwardLabel, PaydownLabel paydownLabel)	Retrieve the Correlation Surface between the Forward and the Pay-down Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardRatingCorrelation(ForwardLabel forwardLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface between the Forward and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardRecoveryCorrelation(ForwardLabel forwardLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface between the Forward and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardRepoCorrelation(ForwardLabel forwardLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface between the Forward and the Repo Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingFundingCorrelation(FundingLabel fundingLabel1, FundingLabel fundingLabel2)	Retrieve the Correlation Surface between the Pair of Funding Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingFXCorrelation(FundingLabel fundingLabel, FXLabel fxLabel)	Retrieve the Correlation Surface between the Funding and the FX Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingGovvieCorrelation(FundingLabel fundingLabel, GovvieLabel govvieLabel)	Retrieve the Correlation Surface between the Funding and the Govvie Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingOvernightCorrelation(FundingLabel fundingLabel, OvernightLabel overnightLabel)	Retrieve the Correlation Surface between the Funding and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingPaydownCorrelation(FundingLabel fundingLabel, PaydownLabel paydownLabel)	Retrieve the Correlation Surface between the Funding and the Pay-down Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingRatingCorrelation(FundingLabel fundingLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface between the Funding and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingRecoveryCorrelation(FundingLabel fundingLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface between the Funding and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingRepoCorrelation(FundingLabel fundingLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface between the Funding and the Repo Latent States
R1ToR1	CurveSurfaceQuoteContainer.fxFXCorrelation(FXLabel fxLabel1, FXLabel fxLabel2)	Retrieve the Correlation Surface for the specified FX Latent State Label Set
R1ToR1	CurveSurfaceQuoteContainer.fxGovvieCorrelation(FXLabel fxLabel, GovvieLabel govvieLabel)	Retrieve the Correlation Surface for the specified FX and the Govvie Latent States
R1ToR1	CurveSurfaceQuoteContainer.fxOvernightCorrelation(FXLabel fxLabel, OvernightLabel overnightLabel)	Retrieve the Correlation Surface for the specified FX and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.fxPaydownCorrelation(FXLabel fxLabel, PaydownLabel paydownLabel)	Retrieve the Correlation Surface for the specified FX and the Pay-down Latent States
R1ToR1	CurveSurfaceQuoteContainer.fxRatingCorrelation(FXLabel fxLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface for the specified FX and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.fxRecoveryCorrelation(FXLabel fxLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface for the specified FX and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.fxRepoCorrelation(FXLabel fxLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface for the specified FX and the Repo Latent States
R1ToR1	CurveSurfaceQuoteContainer.govvieGovvieCorrelation(GovvieLabel govvieLabel1, GovvieLabel govvieLabel2)	Retrieve the Correlation Surface for the specified Govvie Latent State Pair
R1ToR1	CurveSurfaceQuoteContainer.govvieOvernightCorrelation(GovvieLabel govvieLabel, OvernightLabel overnightLabel)	Retrieve the Correlation Surface for the specified Govvie and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.govviePaydownCorrelation(GovvieLabel govvieLabel, PaydownLabel paydownLabel)	Retrieve the Correlation Surface for the specified Govvie and the Pay-down Latent States
R1ToR1	CurveSurfaceQuoteContainer.govvieRecoveryCorrelation(GovvieLabel govvieLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface for the specified Govvie and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.govvieRecoveryCorrelation(GovvieLabel govvieLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface for the specified Govvie and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.govvieRepoCorrelation(GovvieLabel govvieLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface for the specified Govvie and the Repo Latent States
R1ToR1	CurveSurfaceQuoteContainer.overnightOvernightCorrelation(OvernightLabel overnightLabel1, OvernightLabel overnightLabel2)	Retrieve the Correlation Surface between the Pair of Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.overnightPaydownCorrelation(OvernightLabel overnightLabel, PaydownLabel paydownLabel)	Retrieve the Correlation Surface for the specified Overnight and the Pay-down Latent States
R1ToR1	CurveSurfaceQuoteContainer.overnightRatingCorrelation(OvernightLabel overnightLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface for the specified Overnight and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.overnightRecoveryCorrelation(OvernightLabel overnightLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface for the specified Overnight and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.overnightRepoCorrelation(OvernightLabel overnightLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface for the specified Overnight and the Repo Latent States
R1ToR1	CurveSurfaceQuoteContainer.paydownPaydownCorrelation(PaydownLabel paydownLabel1, PaydownLabel paydownLabel2)	Retrieve the Correlation Surface for the specified Pay-down Latent State Pair
R1ToR1	CurveSurfaceQuoteContainer.paydownRatingCorrelation(PaydownLabel paydownLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface for the specified Pay-down and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.paydownRecoveryCorrelation(PaydownLabel paydownLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface for the specified Pay-down and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.paydownRepoCorrelation(PaydownLabel paydownLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface for the specified Pay-down and the Repo Latent States
R1ToR1	CurveSurfaceQuoteContainer.paydownState(PaydownLabel paydownLabel)	Retrieve the Pay-down State for the specified Pay-down Latent State Label
R1ToR1	CurveSurfaceQuoteContainer.ratingRatingCorrelation(RatingLabel ratingLabel1, RatingLabel ratingLabel2)	Retrieve the Correlation Surface for the specified Rating and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.ratingRecoveryCorrelation(RatingLabel ratingLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface for the specified Rating and Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.ratingRepoCorrelation(RatingLabel ratingLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface for the specified Rating and Repo Latent States
R1ToR1	CurveSurfaceQuoteContainer.recoveryRecoveryCorrelation(EntityRecoveryLabel recoveryLabel1, EntityRecoveryLabel recoveryLabel2)	Retrieve the Correlation Surface for the specified Recovery Latent State Pair
R1ToR1	CurveSurfaceQuoteContainer.recoveryRepoCorrelation(EntityRecoveryLabel recoveryLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface for the specified Recovery and the Repo Latent States
R1ToR1	CurveSurfaceQuoteContainer.repoRepoCorrelation(RepoLabel repoLabel1, RepoLabel repoLabel2)	Retrieve the Correlation Surface between the Pair of Repo Latent States

Methods in org.drip.param.market with parameters of type R1ToR1

Modifier and Type	Method	Description
boolean	CurveSurfaceQuoteContainer.setCollateralCollateralCorrelation(java.lang.String strCurrency1, java.lang.String strCurrency2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Collateral Currency Pair
boolean	CurveSurfaceQuoteContainer.setCollateralCreditCorrelation(java.lang.String strCollateralCurrency, EntityCDSLabel creditLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Collateral and the Credit Latent States
boolean	CurveSurfaceQuoteContainer.setCollateralCustomCorrelation(java.lang.String strCollateralCurrency, CustomLabel customLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Collateral and the Custom Metric Latent States
boolean	CurveSurfaceQuoteContainer.setCollateralEquityCorrelation(java.lang.String strCollateralCurrency, EntityEquityLabel equityLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Collateral and the Equity Latent States
boolean	CurveSurfaceQuoteContainer.setCollateralForwardCorrelation(java.lang.String strCollateralCurrency, ForwardLabel forwardLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Collateral and the Forward Latent States
boolean	CurveSurfaceQuoteContainer.setCollateralFundingCorrelation(java.lang.String strCollateralCurrency, FundingLabel fundingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Collateral and the Funding Latent States
boolean	CurveSurfaceQuoteContainer.setCollateralFXCorrelation(java.lang.String strCollateralCurrency, FXLabel fxLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Collateral and FX Latent States
boolean	CurveSurfaceQuoteContainer.setCollateralGovvieCorrelation(java.lang.String strCollateralCurrency, GovvieLabel govvieLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Collateral and Govvie Latent State Labels
boolean	CurveSurfaceQuoteContainer.setCollateralOvernightCorrelation(java.lang.String strCollateralCurrency, OvernightLabel overnightLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Collateral and the Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setCollateralPaydownCorrelation(java.lang.String strCollateralCurrency, PaydownLabel paydownLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Collateral and Pay-down Latent State Labels
boolean	CurveSurfaceQuoteContainer.setCollateralRatingCorrelation(java.lang.String strCollateralCurrency, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Collateral and Rating Latent State Labels
boolean	CurveSurfaceQuoteContainer.setCollateralRecoveryCorrelation(java.lang.String strCollateralCurrency, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Collateral and Recovery Latent State Labels
boolean	CurveSurfaceQuoteContainer.setCollateralRepoCorrelation(java.lang.String strCollateralCurrency, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Collateral and Repo Latent State Labels
boolean	CurveSurfaceQuoteContainer.setCreditCreditCorrelation(EntityCDSLabel creditLabel1, EntityCDSLabel creditLabel2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Pair of Credit Latent States
boolean	CurveSurfaceQuoteContainer.setCreditCustomCorrelation(EntityCDSLabel creditLabel, CustomLabel customLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Custom Metric Latent States
boolean	CurveSurfaceQuoteContainer.setCreditEquityCorrelation(EntityCDSLabel creditLabel, EntityEquityLabel equityLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Equity Latent States
boolean	CurveSurfaceQuoteContainer.setCreditForwardCorrelation(EntityCDSLabel creditLabel, ForwardLabel forwardLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Forward Latent States
boolean	CurveSurfaceQuoteContainer.setCreditFundingCorrelation(EntityCDSLabel creditLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Funding Latent States
boolean	CurveSurfaceQuoteContainer.setCreditFXCorrelation(EntityCDSLabel creditLabel, FXLabel fxLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the FX Latent States
boolean	CurveSurfaceQuoteContainer.setCreditGovvieCorrelation(EntityCDSLabel creditLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Govvie Latent States
boolean	CurveSurfaceQuoteContainer.setCreditOvernightCorrelation(EntityCDSLabel creditLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setCreditPaydownCorrelation(EntityCDSLabel creditLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Pay-down Latent States
boolean	CurveSurfaceQuoteContainer.setCreditRatingCorrelation(EntityCDSLabel creditLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setCreditRecoveryCorrelation(EntityCDSLabel creditLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setCreditRepoCorrelation(EntityCDSLabel creditLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Repo Latent States
boolean	CurveSurfaceQuoteContainer.setCustomCustomCorrelation(CustomLabel customLabel1, CustomLabel customLabel2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric Latent State Pair
boolean	CurveSurfaceQuoteContainer.setCustomEquityCorrelation(CustomLabel customLabel, EntityEquityLabel equityLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Equity Latent States
boolean	CurveSurfaceQuoteContainer.setCustomForwardCorrelation(CustomLabel customLabel, ForwardLabel forwardLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Forward Latent States
boolean	CurveSurfaceQuoteContainer.setCustomFundingCorrelation(CustomLabel customLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Funding Latent States
boolean	CurveSurfaceQuoteContainer.setCustomFXCorrelation(CustomLabel customLabel, FXLabel fxLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the FX Latent States
boolean	CurveSurfaceQuoteContainer.setCustomGovvieCorrelation(CustomLabel customLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Govvie Latent States
boolean	CurveSurfaceQuoteContainer.setCustomOvernightCorrelation(CustomLabel customLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setCustomPaydownCorrelation(CustomLabel customLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Pay-down Latent States
boolean	CurveSurfaceQuoteContainer.setCustomRatingCorrelation(CustomLabel customLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setCustomRecoveryCorrelation(CustomLabel customLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setCustomRepoCorrelation(CustomLabel customLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Repo Latent States
boolean	CurveSurfaceQuoteContainer.setEquityEquityCorrelation(EntityEquityLabel equityLabel1, EntityEquityLabel equityLabel2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Pair of Equity Latent States
boolean	CurveSurfaceQuoteContainer.setEquityForwardCorrelation(EntityEquityLabel equityLabel, ForwardLabel forwardLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Equity and the Forward Latent States
boolean	CurveSurfaceQuoteContainer.setEquityFundingCorrelation(EntityEquityLabel equityLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Equity and the Funding Latent States
boolean	CurveSurfaceQuoteContainer.setEquityFXCorrelation(EntityEquityLabel equityLabel, FXLabel fxLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Equity and the FX Latent States
boolean	CurveSurfaceQuoteContainer.setEquityGovvieCorrelation(EntityEquityLabel equityLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Equity and the Govvie Latent States
boolean	CurveSurfaceQuoteContainer.setEquityOvernightCorrelation(EntityEquityLabel equityLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Equity and the Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setEquityPaydownCorrelation(EntityEquityLabel equityLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Equity and the Pay-down Latent States
boolean	CurveSurfaceQuoteContainer.setEquityRatingCorrelation(EntityEquityLabel equityLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Equity and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setEquityRecoveryCorrelation(EntityEquityLabel equityLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Equity and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setEquityRepoCorrelation(EntityEquityLabel equityLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Equity and the Repo Latent States
boolean	CurveSurfaceQuoteContainer.setEquityState(EntityEquityLabel equityLabel, R1ToR1 auEquity)	(Re)-set the Equity State for the specified Equity Latent State Label
boolean	CurveSurfaceQuoteContainer.setForwardForwardCorrelation(ForwardLabel forwardLabel1, ForwardLabel forwardLabel2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Pair of Forward Latent States
boolean	CurveSurfaceQuoteContainer.setForwardFundingCorrelation(ForwardLabel forwardLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Forward and the Funding Latent States
boolean	CurveSurfaceQuoteContainer.setForwardFXCorrelation(ForwardLabel forwardLabel, FXLabel fxLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Forward and the FX Latent State Labels
boolean	CurveSurfaceQuoteContainer.setForwardGovvieCorrelation(ForwardLabel forwardLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Forward and the Govvie Latent States
boolean	CurveSurfaceQuoteContainer.setForwardOvernightCorrelation(ForwardLabel forwardLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Forward and the Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setForwardPaydownCorrelation(ForwardLabel forwardLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Forward and the Pay-down Latent States
boolean	CurveSurfaceQuoteContainer.setForwardRatingCorrelation(ForwardLabel forwardLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Forward and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setForwardRecoveryCorrelation(ForwardLabel forwardLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Forward and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setForwardRepoCorrelation(ForwardLabel forwardLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Forward and the Repo Latent States
boolean	CurveSurfaceQuoteContainer.setFundingFundingCorrelation(FundingLabel fundingLabel1, FundingLabel fundingLabel2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Pair of Funding Latent States
boolean	CurveSurfaceQuoteContainer.setFundingFXCorrelation(FundingLabel fundingLabel, FXLabel fxLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Funding and the FX Latent States
boolean	CurveSurfaceQuoteContainer.setFundingGovvieCorrelation(FundingLabel fundingLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Funding and the Govvie Latent States
boolean	CurveSurfaceQuoteContainer.setFundingOvernightCorrelation(FundingLabel fundingLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Funding and the Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setFundingPaydownCorrelation(FundingLabel fundingLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Funding and the Pay-down Latent States
boolean	CurveSurfaceQuoteContainer.setFundingRecoveryCorrelation(FundingLabel fundingLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Funding and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setFundingRecoveryCorrelation(FundingLabel fundingLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Funding and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setFundingRepoCorrelation(FundingLabel fundingLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Funding and the Repo Latent States
boolean	CurveSurfaceQuoteContainer.setFXFXCorrelation(FXLabel fxLabel1, FXLabel fxLabel2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified FX Latent State Label Set
boolean	CurveSurfaceQuoteContainer.setFXGovvieCorrelation(FXLabel fxLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified FX and the Govvie Latent States
boolean	CurveSurfaceQuoteContainer.setFXOvernightCorrelation(FXLabel fxLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified FX and the Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setFXPaydownCorrelation(FXLabel fxLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified FX and the Pay-down Latent States
boolean	CurveSurfaceQuoteContainer.setFXRatingCorrelation(FXLabel fxLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified FX and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setFXRecoveryCorrelation(FXLabel fxLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified FX and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setFXRepoCorrelation(FXLabel fxLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified FX and the Repo Latent States
boolean	CurveSurfaceQuoteContainer.setGovvieGovvieCorrelation(GovvieLabel govvieLabel1, GovvieLabel govvieLabel2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the Govvie Latent State Pair
boolean	CurveSurfaceQuoteContainer.setGovvieOvernightCorrelation(GovvieLabel govvieLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Govvie and the Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setGovviePaydownCorrelation(GovvieLabel govvieLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Govvie and the Pay-down Latent States
boolean	CurveSurfaceQuoteContainer.setGovvieRatingCorrelation(GovvieLabel govvieLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Govvie and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setGovvieRecoveryCorrelation(GovvieLabel govvieLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Govvie and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setGovvieRepoCorrelation(GovvieLabel govvieLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Govvie and the Repo Latent States
boolean	CurveSurfaceQuoteContainer.setOvernightOvernightCorrelation(OvernightLabel overnightLabel1, OvernightLabel overnightLabel2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Pair of Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setOvernightPaydownCorrelation(OvernightLabel overnightLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Overnight and the Pay-down Latent States
boolean	CurveSurfaceQuoteContainer.setOvernightRatingCorrelation(OvernightLabel overnightLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Overnight and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setOvernightRecoveryCorrelation(OvernightLabel overnightLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Overnight and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setOvernightRepoCorrelation(OvernightLabel overnightLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Overnight and the Repo Latent States
boolean	CurveSurfaceQuoteContainer.setPaydownCurve(PaydownLabel paydownLabel, R1ToR1 auPaydown)	(Re)-set the Pay-down State for the specified Pay-down Latent State Label
boolean	CurveSurfaceQuoteContainer.setPaydownPaydownCorrelation(PaydownLabel paydownLabel1, PaydownLabel paydownLabel2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the Pay-down Latent State Pair
boolean	CurveSurfaceQuoteContainer.setPaydownRatingCorrelation(PaydownLabel paydownLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Pay-down and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setPaydownRecoveryCorrelation(PaydownLabel paydownLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Pay-down and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setPaydownRepoCorrelation(PaydownLabel paydownLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Pay-down and the Repo Latent States
boolean	CurveSurfaceQuoteContainer.setRatingRatingCorrelation(RatingLabel ratingLabel1, RatingLabel ratingLabel2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Pair of Rating Latent States
boolean	CurveSurfaceQuoteContainer.setRatingRecoveryCorrelation(RatingLabel ratingLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Rating and Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setRatingRepoCorrelation(RatingLabel ratingLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Rating and Repo Latent States
boolean	CurveSurfaceQuoteContainer.setRecoveryRecoveryCorrelation(EntityRecoveryLabel recoveryLabel1, EntityRecoveryLabel recoveryLabel2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the Recovery Latent State Pair
boolean	CurveSurfaceQuoteContainer.setRecoveryRepoCorrelation(EntityRecoveryLabel recoveryLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Recovery and the Repo Latent States
boolean	CurveSurfaceQuoteContainer.setRepoRepoCorrelation(RepoLabel repoLabel1, RepoLabel repoLabel2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Pair of Repo Latent States

Uses of R1ToR1 in org.drip.portfolioconstruction.bayesian

Methods in org.drip.portfolioconstruction.bayesian that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	BlackLittermanCombinationEngine.tiltDepartureR1ToR1(double[] userConfidenceProjectionTiltArray, int projectionIndex, boolean generateDerivative)	Generate the Squared Tilt Departure R1 To R1

Uses of R1ToR1 in org.drip.pricer.option

Methods in org.drip.pricer.option with parameters of type R1ToR1

Modifier and Type	Method	Description
Greeks	FokkerPlanckGenerator.greeks(int iSpotDate, int iExpiryDate, double dblStrike, MergedDiscountForwardCurve dcFunding, double dblUnderlier, boolean bIsPut, boolean bIsForward, R1ToR1 funcVolatilityR1ToR1)	Carry out a Sensitivity Run and generate the Pricing related measure set
double	FokkerPlanckGenerator.payoff(int iSpotDate, int iExpiryDate, double dblStrike, MergedDiscountForwardCurve dcFunding, double dblUnderlier, boolean bIsPut, boolean bIsForward, R1ToR1 funcVolatilityR1ToR1, boolean bAsPrice)	Compute the Expected Payoff of the Option from the Inputs

Uses of R1ToR1 in org.drip.product.option

Methods in org.drip.product.option with parameters of type R1ToR1

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<java.lang.Double>	EuropeanCallPut.value(ValuationParams valParams, double dblUnderlier, boolean bIsForward, MergedDiscountForwardCurve dc, R1ToR1 auVolatility, FokkerPlanckGenerator fpg)	Generate the Measure Set for the Option

Uses of R1ToR1 in org.drip.sequence.custom

Methods in org.drip.sequence.custom that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	KernelDensityEstimationL1.kernelFunction()	Retrieve the Kernel Function
R1ToR1	KernelDensityEstimationL1.responseFunction()	Retrieve the Response Function

Constructors in org.drip.sequence.custom with parameters of type R1ToR1

Constructor	Description
KernelDensityEstimationL1(R1ToR1 auKernel, double dblSmoothingParameter, int iSampleSize, R1ToR1 auResponse)	KernelDensityEstimationL1 Constructor

Uses of R1ToR1 in org.drip.sequence.functional

Subclasses of R1ToR1 in org.drip.sequence.functional

Modifier and Type	Class	Description
class	BinaryIdempotentUnivariateRandom	BinaryIdempotentUnivariateRandom contains the Implementation of the Objective Function dependent on Binary Idempotent Univariate Random Variable.
class	BoundedIdempotentUnivariateRandom	BoundedIdempotentUnivariateRandom contains the Implementation of the Objective Function dependent on Bounded Idempotent Univariate Random Variable.
class	FunctionSupremumUnivariateRandom	FunctionSupremumUnivariateRandom contains the Implementation of the FunctionClassSupremum Objective Function dependent on Univariate Random Variable.
class	IdempotentUnivariateRandom	IdempotentUnivariateRandom contains the Implementation of the OffsetIdempotent Objective Function dependent on Univariate Random Variable.

Constructors in org.drip.sequence.functional with parameters of type R1ToR1

Constructor	Description
FunctionSupremumUnivariateRandom(R1ToR1[] aAUClass, R1Univariate dist)	FunctionSupremumUnivariateRandom Constructor

Uses of R1ToR1 in org.drip.sequence.metrics

Methods in org.drip.sequence.metrics with parameters of type R1ToR1

Modifier and Type	Method	Description
PivotedDepartureBounds	SingleSequenceAgnosticMetrics.chebyshevAssociationBound(R1ToR1 au1, boolean bNonDecreasing1, R1ToR1 au2, boolean bNonDecreasing2)	Retrieve the Chebyshev's Association Joint Expectation Bound
SingleSequenceAgnosticMetrics	SingleSequenceAgnosticMetrics.functionSequenceMetrics(R1ToR1 au)	Generate the Metrics for the Univariate Function Sequence
double	SingleSequenceAgnosticMetrics.markovUpperProbabilityBound(double dblLevel, R1ToR1 auNonDecreasing)	Retrieve the Markov Upper Limiting Probability Bound for the Specified Level: - P (X gte t) lte E[f(X)] / f(t)

Uses of R1ToR1 in org.drip.spaces.cover

Methods in org.drip.spaces.cover that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	ScaleSensitiveCoveringBounds.fatShatteringFunction()	Retrieve the Fat Shattering Coefficient Function

Constructors in org.drip.spaces.cover with parameters of type R1ToR1

Constructor	Description
ScaleSensitiveCoveringBounds(R1ToR1 r1r1FatShatter, int iSampleSize)	ScaleSensitiveCoveringBounds Constructor

Uses of R1ToR1 in org.drip.spaces.functionclass

Methods in org.drip.spaces.functionclass that return R1ToR1

Modifier and Type	Method	Description
R1ToR1[]	NormedR1ToNormedR1Finite.functionR1ToR1Set()	Retrieve the Finite Class of R1 To R1 Functions

Methods in org.drip.spaces.functionclass with parameters of type R1ToR1

Modifier and Type	Method	Description
static NormedR1ToL1R1Finite	NormedR1ToL1R1Finite.BoundedPredictorBoundedResponse(double maureyConstant, R1ToR1[] aR1ToR1, double dblPredictorSupport, double dblResponseBound)	Create Bounded R1 To Bounded L1 R1 Function Class for the specified Bounded Class of Finite Functions
FunctionClassCoveringBounds	NormedRxToNormedRxFinite.scaleSensitiveCoveringBounds(GeneralizedValidatedVector generalizedValidatedVector, R1ToR1 r1ToR1FatShatteringFunction)	Retrieve the Scale-Sensitive Covering Number Upper/Lower Bounds given the Specified Sample for the Function Class

Uses of R1ToR1 in org.drip.spaces.metric

Methods in org.drip.spaces.metric with parameters of type R1ToR1

Modifier and Type	Method	Description
double	R1Combinatorial.borelMeasureSpaceExpectation(R1ToR1 r1ToR1Function)
double	R1Continuous.borelMeasureSpaceExpectation(R1ToR1 r1ToR1Function)
double	R1Normed.borelMeasureSpaceExpectation(R1ToR1 r1ToR1Function)	Compute the Borel Measure Expectation for the specified R1 To R1 Function over the full Input Space

Uses of R1ToR1 in org.drip.spaces.rxtor1

Methods in org.drip.spaces.rxtor1 that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	NormedR1ToNormedR1.function()	Retrieve the Underlying R1ToR1 Function

Constructors in org.drip.spaces.rxtor1 with parameters of type R1ToR1

Constructor	Description
NormedR1CombinatorialToR1Continuous(R1Combinatorial r1CombinatorialInput, R1Continuous r1ContinuousOutput, R1ToR1 r1ToR1Function)	NormedR1CombinatorialToR1Continuous Function Space Constructor
NormedR1ContinuousToR1Continuous(R1Continuous r1ContinuousInput, R1Continuous r1ContinuousOutput, R1ToR1 r1ToR1Function)	NormedR1ContinuousToR1Continuous Function Space Constructor

Uses of R1ToR1 in org.drip.specialfunction.bessel

Methods in org.drip.specialfunction.bessel that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	SecondNISTSeriesTerm.digammaEstimator()	Retrieve the Digamma Function Estimator
R1ToR1	FirstFrobeniusSeriesTerm.gammaEstimator()	Retrieve the Gamma Estimator
R1ToR1	ModifiedFirstFrobeniusSeriesTerm.gammaEstimator()	Retrieve the Gamma Estimator
R1ToR1	SecondNISTSeriesTerm.gammaEstimator()	Retrieve the Gamma Estimator

Methods in org.drip.specialfunction.bessel with parameters of type R1ToR1

Modifier and Type	Method	Description
static R2ToR1Series	SecondNISTSeries.SecondKind(R1ToR1 digammaEstimator, R1ToR1 gammaEstimator, int termCount)	Construct the R2 To R1 Bessel Second Kind NIST Summation Series
static FirstFrobeniusSeriesEstimator	FirstFrobeniusSeriesEstimator.Standard(R1ToR1 gammaEstimator, int termCount)	Construct a Standard Instance of Bessel FirstFrobeniusSeriesEstimator
static ModifiedFirstFrobeniusSeriesEstimator	ModifiedFirstFrobeniusSeriesEstimator.Standard(R1ToR1 gammaEstimator, int termCount)	Construct a Standard Instance of Bessel ModifiedFirstFrobeniusSeriesEstimator
static SecondNISTSeriesEstimator	SecondNISTSeriesEstimator.Standard(R1ToR1 digammaEstimator, R1ToR1 gammaEstimator, BesselFirstKindEstimator besselFirstKindEstimator, int termCount)	Construct a Standard Instance of SecondNISTSeriesEstimator
static R2ToR1Series	FirstFrobeniusSeries.Summation(R1ToR1 gammaEstimator, int termCount)	Construct the R2 To R1 Bessel First Kind Frobenius Summation Series
static R2ToR1Series	ModifiedFirstFrobeniusSeries.Summation(R1ToR1 gammaEstimator, int termCount)	Construct the R2 To R1 Modified Bessel First Kind Frobenius Summation Series

Constructors in org.drip.specialfunction.bessel with parameters of type R1ToR1

Constructor	Description
FirstFrobeniusSeriesTerm(R1ToR1 gammaEstimator)	FirstFrobeniusSeriesTerm Constructor
ModifiedFirstFrobeniusSeriesTerm(R1ToR1 gammaEstimator)	ModifiedFirstFrobeniusSeriesTerm Constructor
SecondNISTSeriesTerm(R1ToR1 digammaEstimator, R1ToR1 gammaEstimator)	SecondNISTSeriesTerm Constructor

Uses of R1ToR1 in org.drip.specialfunction.beta

Methods in org.drip.specialfunction.beta that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	MultivariateLogGammaEstimator.logGammaEstimator()	Retrieve the Log Gamma Estimator
R1ToR1	LogGammaEstimator.r1ToR1LogGamma()	Retrieve the Log Gamma Function

Methods in org.drip.specialfunction.beta with parameters of type R1ToR1

Modifier and Type	Method	Description
static double	CombinatorialEstimate.GammaBinomial(double n, double k, R1ToR1 gammaEstimator)	Estimate the Binomial Coefficient Using a Continuous Interpolation Function
static R2ToR1	AsymptoticLogEstimator.LargeX(R1ToR1 logGammaEstimator)	Construct the Large X Asymptote Estimate for the Log Beta Function

Constructors in org.drip.specialfunction.beta with parameters of type R1ToR1

Constructor	Description
LogGammaEstimator(R1ToR1 r1ToR1LogGamma)	LogGammaEstimator Constructor
MultivariateLogGammaEstimator(R1ToR1 logGammaEstimator)	MultivariateLogGammaEstimator Constructor

Uses of R1ToR1 in org.drip.specialfunction.definition

Subclasses of R1ToR1 in org.drip.specialfunction.definition

Modifier and Type	Class	Description
class	ConfluentHypergeometricEstimator	ConfluentHypergeometricEstimator exposes the Stubs for estimating the Confluent Hyper-geometric Function and its Jacobian.
class	EllipticEIntegralEstimator	EllipticEIntegralEstimator exposes the Stubs for estimating the Elliptic E-Integral and its Jacobian using the 2F1 Hyper-geometric Function.
class	EllipticKIntegralEstimator	EllipticKIntegralEstimator exposes the Stubs for estimating the Elliptic K-Integral and its Jacobian using the 2F1 Hyper-geometric Function.
class	HypergeometricEstimator	HypergeometricEstimator exposes the parameters Common to the Variants of the Hyper-geometric Function and its Jacobian.
class	JacobiEstimator	JacobiEstimator exposes the Stubs for estimating the Jacobi Function and its Jacobian using the 2F1 Hyper-geometric Function.
class	LegendreEstimator	LegendreEstimator exposes the Stubs for estimating the Legendre Function and its Jacobian using the 2F1 Hyper-geometric Function.
class	ModifiedScaledExponentialEstimator	ModifiedScaledExponentialEstimator exposes the Estimator for the Modified Scaled Exponential Function.
class	RegularHypergeometricEstimator	RegularHypergeometricEstimator exposes the Stubs for estimating the 2F1 Hyper-geometric Function and its Jacobian using the 2F1 Hyper-geometric Function.
class	RelaxationTimeDistributionEstimator	RelaxationTimeDistributionEstimator exposes the Estimator for the Relaxation Time Distribution Function.
class	ScaledExponentialEstimator	ScaledExponentialEstimator exposes the Estimator for the Scaled (i.e., Stretched/Compressed) Exponential Function.

Methods in org.drip.specialfunction.definition that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	ModifiedScaledExponentialEstimator.exponentFunction()	Retrieve the Exponent Function
R1ToR1	RelaxationTimeDistributionEstimator.gFunction()	Construct the G Function Version
static R1ToR1	RelaxationTimeDistributionEstimator.GFunctionHalfBeta()	Construct the G Function for beta = 0.5

Methods in org.drip.specialfunction.definition with parameters of type R1ToR1

Modifier and Type	Method	Description
abstract RegularHypergeometricEstimator	RegularHypergeometricEstimator.albinate(HypergeometricParameters hypergeometricParametersAlbinate, R1ToR1 valueScaler, R1ToR1 zTransformer)	Albinate (i.e., Clone + Mutate) an Instance of Regular Hyper-geometric Estimator
static BesselFirstKindEstimator	BesselFirstKindEstimator.AlphaNegativeIntegerAsymptote(R1ToR1 gammaEstimator)	Construct the Alpha Negative Integer Asymptotic Version of BesselFirstKindEstimator
static BesselSecondKindEstimator	BesselSecondKindEstimator.AlphaNegativeIntegerAsymptote(R1ToR1 gammaEstimator)	Construct the Alpha Negative Integer Asymptotic Version of BesselSecondKindEstimator
static BesselSecondKindEstimator	BesselSecondKindEstimator.AlphaNonNegativeIntegerAsymptote(R1ToR1 gammaEstimator)	Construct the Alpha Non-Negative Integer Asymptotic Version of BesselSecondKindEstimator
static ModifiedBesselFirstKindEstimator	ModifiedBesselFirstKindEstimator.AlphaPositiveAsymptote(R1ToR1 gammaEstimator)	Construct the Alpha Positive Asymptotic Version of ModifiedBesselFirstKindEstimator
static BesselFirstKindEstimator	BesselFirstKindEstimator.AlphaPositiveIntegerOrZeroAsymptote(R1ToR1 gammaEstimator)	Construct the Alpha Positive Integer or Zero Asymptotic Version of BesselFirstKindEstimator
static ModifiedBesselSecondKindEstimator	ModifiedBesselSecondKindEstimator.AlphaStrictlyPositiveAsymptote(R1ToR1 gammaEstimator)	Construct the Alpha Strictly Positive Asymptotic Version of ModifiedBesselSecondKindEstimator
double	ScaledExponentialEstimator.firstMoment(R1ToR1 gammaEstimator)	Compute the First Moment
double	ScaledExponentialEstimator.higherMoment(int momentOrder, R1ToR1 gammaEstimator)	Compute the Higher Moment
double	ScaledExponentialEstimator.higherMomentUsingDensity(int momentOrder, RelaxationTimeDistributionEstimator relaxationTimeDistributionEstimator, R1ToR1 gammaEstimator)	Compute the Higher Moment using the Relaxation Time Density

Constructors in org.drip.specialfunction.definition with parameters of type R1ToR1

Constructor	Description
ModifiedScaledExponentialEstimator(R1ToR1 exponentFunction, double characteristicRelaxationTime)	ModifiedScaledExponentialEstimator Constructor

Uses of R1ToR1 in org.drip.specialfunction.derived

Subclasses of R1ToR1 in org.drip.specialfunction.derived

Modifier and Type	Class	Description
class	EllipticEIntegral	EllipticEIntegral implements the Elliptic E Integral Function from the 2F1 Hyper-geometric Function.
class	EllipticKIntegral	EllipticKIntegral implements the Elliptic K Integral Function from the 2F1 Hyper-geometric Function.
class	Jacobi	Jacobi implements the Jacobian Function from the 2F1 Hyper-geometric Function.
class	Kummer	Kummer implements the Kummer's Confluent Hyper-geometric Function from the 2F1 Hyper-geometric Function.
class	Legendre	Legendre implements the Legendre Function from the 2F1 Hyper-geometric Function.
class	LogBigPi	LogBigPi implements the Log Gaussian Big Pi from the Log Gamma Function.
class	LogSmallPi	LogSmallPi implements the Log Small Pi Function - the Reciprocal of the Log Big Pi Function.
class	PowerSourceExponentialDecay	PowerSourceExponentialDecay implements the Power Source Exponential Decay Function.
class	RiemannZeta	RiemannZeta implements the Riemann Zeta Function.
class	StretchedExponentialMoment	StretchedExponentialMoment estimates the specified Moment Stretched Exponential Integral Function.

Methods in org.drip.specialfunction.derived that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	Legendre.gammaEstimator()	Retrieve the Gamma Estimator
R1ToR1	RiemannZeta.gammaEstimator()	Retrieve the Gamma Estimator
R1ToR1	LogSmallPi.logBigPiEstimator()	Retrieve the Log Big Pi Estimator
R1ToR1	LogBigPi.logGammaEstimator()	Retrieve the Log Gamma Estimator

Methods in org.drip.specialfunction.derived with parameters of type R1ToR1

Modifier and Type	Method	Description
static PowerSourceExponentialDecay	PowerSourceExponentialDecay.Analytic(R1ToR1 logGammaEstimator, double sourcePowerCoefficient)	Construct the Analytic Version of PowerSourceExponentialDecay

Constructors in org.drip.specialfunction.derived with parameters of type R1ToR1

Constructor	Description
Legendre(double alpha, double ceta, R2ToR1 logBetaEstimator, int quadratureCount, R1ToR1 gammaEstimator)	Legendre Constructor
LogBigPi(R1ToR1 logGammaEstimator)	LogBigPi Constructor
LogSmallPi(R1ToR1 logBigPiEstimator)	LogSmallPi Constructor
RiemannZeta(DerivativeControl derivativeControl, R1ToR1 gammaEstimator)	RiemannZeta Constructor

Uses of R1ToR1 in org.drip.specialfunction.digamma

Subclasses of R1ToR1 in org.drip.specialfunction.digamma

Modifier and Type	Class	Description
class	BinetFirstIntegral	BinetFirstIntegral demonstrates the Estimation of the Digamma Function using the Binet's First Integral.
class	CumulativeSeriesEstimator	CumulativeSeriesEstimator implements the Cumulative Series Based Digamma Estimation.

Methods in org.drip.specialfunction.digamma that return R1ToR1

Modifier and Type	Method	Description
static R1ToR1	SaddlePoints.Hermite()	Construct the R1 to R1 Hermite Digamma Root Function
static R1ToR1	SaddlePoints.HermiteEnhancement()	Construct the R1 to R1 Hermite Enhancement Digamma Root Function
static R1ToR1	SaddlePoints.HermiteExtension()	Construct the R1 to R1 Hermite Extension Digamma Root Function
static R1ToR1	SaddlePoints.MezoHoffman2017()	Construct the R1 to R1 Mezo-Hoffman (2017) Digamma Root Function

Methods in org.drip.specialfunction.digamma with parameters of type R1ToR1

Modifier and Type	Method	Description
static double[]	SaddlePoints.LeadingRoots(R1ToR1 rootFunction, int rootCount)	Generate the Array of Leading Roots
static R1ToR1Series	CumulativeSeries.MezoHoffman2017(R1ToR1 saddlePointFunction, int saddlePointCount)	Construct the R1 To R1 Infinite Saddle Point Cumulative Series
static CumulativeSeriesEstimator	CumulativeSeriesEstimator.MezoHoffman2017(R1ToR1 logGammaEstimator, R1ToR1 saddlePointFunction, int saddlePointCount)	Compute the Saddle-Point Cumulative Series of Digamma Estimator
static R1ToR1Series	CumulativeSeries.TaylorRiemannZeta(R1ToR1 riemannZetaEstimator, int termCount)	Construct the R1 To R1 Taylor Riemann-Zeta Cumulative Series
static CumulativeSeriesEstimator	CumulativeSeriesEstimator.TaylorRiemannZeta(R1ToR1 riemannZetaEstimator, int termCount)	Compute the Taylor-Riemann Zeta Cumulative Series of Digamma Estimator
static R1ToR1SeriesTerm	CumulativeSeriesTerm.TaylorRiemannZeta(R1ToR1 riemannZetaEstimator)	Construct the Taylor-Riemann Zeta Series Term for Digamma

Uses of R1ToR1 in org.drip.specialfunction.gamma

Subclasses of R1ToR1 in org.drip.specialfunction.gamma

Modifier and Type	Class	Description
class	EulerIntegralSecondKind	EulerIntegralSecondKind implements the Euler's Second Kind Integral Version of the Gamma Function.
class	FirstDerivative	FirstDerivative implements the Analytic First Derivatives of the Gamma Function.
class	LogReciprocal	LogReciprocal implements the Log Reciprocal Integral Version of the Gamma Function.
class	NemesAnalytic	NemesAnalytic implements the Nemes Analytic Estimate of the Gamma Function.
class	RamanujanSeries	RamanujanSeries implements the Ramanujan Series Version of the Gamma Function Approximation.
class	RobbinsExtension	RobbinsExtension implements the Robbins (1955) Extension of the Stirling's Approximation of the Gamma Function.
class	StirlingSeries	StirlingSeries implements the Stirling's Series Approximation of the Gamma Functions.
class	WindschitlTothAnalytic	WindschitlTothAnalytic implements the Windschitl-Toth Analytic Approximation of the Gamma Function.

Uses of R1ToR1 in org.drip.specialfunction.generator

Methods in org.drip.specialfunction.generator that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	SphericalBesselFirstKindExpansion.gammaEstimator()	Retrieve the Gamma Estimator
R1ToR1	SphericalBesselSecondKindExpansion.gammaEstimator()	Retrieve the Gamma Estimator

Constructors in org.drip.specialfunction.generator with parameters of type R1ToR1

Constructor	Description
SphericalBesselFirstKindExpansion(SphericalBesselFirstKindEstimator sphericalBesselFirstKindEstimator, R1ToR1 gammaEstimator)	SphericalBesselFirstKindExpansion Constructor
SphericalBesselSecondKindExpansion(SphericalBesselSecondKindEstimator sphericalBesselSecondKindEstimator, R1ToR1 gammaEstimator)	SphericalBesselSecondKindExpansion Constructor

Uses of R1ToR1 in org.drip.specialfunction.group

Methods in org.drip.specialfunction.group that return R1ToR1

Modifier and Type	Method	Description
R1ToR1[]	FuchsianEquation.kleinGroupFunctionArray()	Retrieve the Klein Group of Isomorphic Functions
R1ToR1	SchwarzChristoffelVertex.mobiusForm()	Retrieve the Mobius Form of the s-Function
R1ToR1	SchwarzTriangleMap.sFunction()	Generate the s-Function corresponding to the Singularity Solution Pair
R1ToR1	SchwarzChristoffelVertex.singularityAsymptote()	Retrieve the Singularity Asymptote of the s-Function
R1ToR1	SchwarzTriangleMap.singularityAsymptoteOrderTerm()	Retrieve the Singularity Asymptote Order Term
R1ToR1	SchwarzTriangleMap.singularitySolution0()	Retrieve the Singularity Solution 0
R1ToR1	SchwarzTriangleMap.singularitySolution1()	Retrieve the Singularity Solution 1

Constructors in org.drip.specialfunction.group with parameters of type R1ToR1

Constructor	Description
FuchsianEquation(R1ToR1[] kleinGroupFunctionArray)	FuchsianEquation Constructor
SchwarzChristoffelVertex(R1ToR1 mobiusForm, R1ToR1 singularityAsymptote, double arcAngle)	SchwarzChristoffelVertex Constructor
SchwarzTriangleMap(double singularity, R1ToR1 singularitySolution0, R1ToR1 singularitySolution1, R1ToR1 singularityAsymptoteOrderTerm, double connectionCoefficient)	SchwarzTriangleMap Constructor

Uses of R1ToR1 in org.drip.specialfunction.hypergeometric

Subclasses of R1ToR1 in org.drip.specialfunction.hypergeometric

Modifier and Type	Class	Description
class	EulerQuadratureEstimator	EulerQuadratureEstimator estimates the Hyper-geometric Function using the Euler Integral Representation.
class	SeriesEstimator	SeriesEstimator estimates the 2F1 Hyper-geometric Function using a Series Expansion.

Methods in org.drip.specialfunction.hypergeometric with parameters of type R1ToR1

Modifier and Type	Method	Description
RegularHypergeometricEstimator	EulerQuadratureEstimator.albinate(HypergeometricParameters hypergeometricParametersAlbinate, R1ToR1 valueScaler, R1ToR1 zTransformer)

Uses of R1ToR1 in org.drip.specialfunction.incompletegamma

Subclasses of R1ToR1 in org.drip.specialfunction.incompletegamma

Modifier and Type	Class	Description
class	LowerEulerIntegral	LowerEulerIntegral implements the Euler's Second Kind Integral Version of the Lower Incomplete Gamma Function.
class	LowerLimitPowerIntegrand	LowerLimitPowerIntegrand contains the Integrand that is the Product of the Limit raised to a Power Exponent and the corresponding Lower Incomplete Gamma, for a given s.
class	LowerSFixed	LowerSFixed implements the Lower Incomplete Gamma Function using Power Series for a Fixed s.
class	LowerSFixedSeries	LowerSFixedSeries implements Lower Incomplete Gamma Expansion Series.
class	UpperEulerIntegral	UpperEulerIntegral implements the Euler's Second Kind Integral Version of the Upper Incomplete Gamma Function.
class	UpperLimitPowerIntegrand	UpperLimitPowerIntegrand contains the Integrand that is the Product of the Limit raised to a Power Exponent and the corresponding Upper Incomplete Gamma, for a given s.
class	UpperSFixed	UpperSFixed implements the Upper Incomplete Gamma Function using the Power Expansion Series, starting with s = 0 if Recurrence is employed.

Methods in org.drip.specialfunction.incompletegamma that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	LowerLimitPowerIntegrand.antiDerivative()
R1ToR1	UpperLimitPowerIntegrand.antiDerivative()
abstract R1ToR1	LimitAsymptote.zInfinity(double s)	Retrieve the z tends to Infinity Asymptote
abstract R1ToR1	LimitAsymptote.zZero(double s)	Retrieve the z tends to Zero Asymptote

Uses of R1ToR1 in org.drip.specialfunction.lanczos

Subclasses of R1ToR1 in org.drip.specialfunction.lanczos

Modifier and Type	Class	Description
class	ASeriesGenerator	ASeriesGenerator generates the Terms of the Lanczos A Series.
class	Estimator	Estimator implements the Lanczos Gamma Function Estimation Scheme.
class	PSeriesGenerator	PSeriesGenerator generates the Terms of the Lanczos P Series.

Uses of R1ToR1 in org.drip.specialfunction.loggamma

Subclasses of R1ToR1 in org.drip.specialfunction.loggamma

Modifier and Type	Class	Description
class	BinetIntegralFirstKindEstimator	BinetIntegralFirstKindEstimator implements the Binet's Integral Estimator of the First Kind for the Log Gamma Function.
class	BinetIntegralSecondKindEstimator	BinetIntegralSecondKindEstimator implements the Binet's Integral of the Second Kind Estimator for the Log Gamma Function.
class	InfiniteSumEstimator	InfiniteSumEstimator estimates Log Gamma using the Infinite Series Infinite Sum.
class	NemesAnalyticEstimator	NemesAnalyticEstimator implements the Nemes Analytic Version of the Log Gamma Function.
class	RaabeSeriesEstimator	RaabeSeriesEstimator implements the Raabe Series Version of Log Gamma Function.
class	RamanujanSeriesEstimator	RamanujanSeriesEstimator implements the Ramanujan Series Log Gamma Estimation.
class	StirlingSeriesEstimator	StirlingSeriesEstimator implements the Stirling's Series Approximation of the Gamma Function.
class	WindschitlTothAnalyticEstimator	WindschitlTothAnalyticEstimator implements the Windschitl-Toth Version of Log Gamma Estimator.

Uses of R1ToR1 in org.drip.specialfunction.ode

Methods in org.drip.specialfunction.ode that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	HilleQForm2F1.q()	Retrieve the Q Form Function
R1ToR1	HilleQForm2F1.v()	Retrieve the v Function

Methods in org.drip.specialfunction.ode that return types with arguments of type R1ToR1

Modifier and Type	Method	Description
java.util.List<R1ToR1>	IndependentLinearSolutionList.solutionFunctionList()	Retrieve the Solution Function List

Methods in org.drip.specialfunction.ode with parameters of type R1ToR1

Modifier and Type	Method	Description
boolean	IndependentLinearSolutionList.add(R1ToR1 solutionFunction)	Add the Solution Function
boolean	RegularSingularityIndependentSolution.add(double regularSingularity, R1ToR1 solutionFunction)	Add an Independent Linear Solution List

Uses of R1ToR1 in org.drip.specialfunction.property

Methods in org.drip.specialfunction.property with parameters of type R1ToR1

Modifier and Type	Method	Description
static R1ToR1Property	DigammaSaddlePointEqualityLemma.CubicReciprocalSum(R1ToR1 digammaSaddlePointsFunction)	Construct the Cubic Reciprocal Sum Verifier
static R1ToR1Property	DigammaSaddlePointEqualityLemma.QuadraticPolynomialReciprocalSum1(R1ToR1 digammaSaddlePointsFunction)	Construct the First Quadratic Polynomial Reciprocal Sum Verifier
static R1ToR1Property	DigammaSaddlePointEqualityLemma.QuadraticPolynomialReciprocalSum2(R1ToR1 digammaSaddlePointsFunction)	Construct the Second Quadratic Polynomial Reciprocal Sum Verifier
static R1ToR1Property	DigammaSaddlePointEqualityLemma.QuadraticReciprocalSum(R1ToR1 digammaSaddlePointsFunction)	Construct the Quadratic Reciprocal Sum Verifier
static R1ToR1Property	DigammaSaddlePointEqualityLemma.QuarticReciprocalSum(R1ToR1 digammaSaddlePointsFunction)	Construct the Quartic Reciprocal Sum Verifier

Uses of R1ToR1 in org.drip.specialfunction.scaledexponential

Subclasses of R1ToR1 in org.drip.specialfunction.scaledexponential

Modifier and Type	Class	Description
class	RelaxationTimeDistributionSeriesEstimator	RelaxationTimeDistributionSeriesEstimator exposes the Series-based Estimator for the Relaxation Time Distribution Function.

Methods in org.drip.specialfunction.scaledexponential that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	RelaxationTimeDistributionSeriesTerm.gammaEstimator()	Retrieve the Gamma Estimator

Methods in org.drip.specialfunction.scaledexponential with parameters of type R1ToR1

Modifier and Type	Method	Description
static RelaxationTimeDistributionSeriesEstimator	RelaxationTimeDistributionSeriesEstimator.Standard(double beta, R1ToR1 gammaEstimator, int termCount)	Construct a Standard Instance of RelaxationTimeDistributionSeriesEstimator
static R1ToR1Series	RelaxationTimeDistributionSeries.Summation(double beta, R1ToR1 gammaEstimator, int termCount)	Construct the R1 To R1 Bessel First Kind Frobenius Summation Series

Constructors in org.drip.specialfunction.scaledexponential with parameters of type R1ToR1

Constructor	Description
RelaxationTimeDistributionSeriesTerm(double beta, R1ToR1 gammaEstimator)	RelaxationTimeDistributionSeriesTerm Constructor

Uses of R1ToR1 in org.drip.spline.basis

Methods in org.drip.spline.basis that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	FunctionSet.indexedBasisFunction(int basisIndex)	Retrieve the Basis Function identified by the specified Index

Constructors in org.drip.spline.basis with parameters of type R1ToR1

Constructor	Description
FunctionSet(R1ToR1[] r1ToR1ResponseBasisArray)	FunctionSet Constructor

Uses of R1ToR1 in org.drip.spline.bspline

Subclasses of R1ToR1 in org.drip.spline.bspline

Modifier and Type	Class	Description
class	BasisHatShapeControl	BasisHatShapeControl implements the shape control function for the hat basis set as laid out in the framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
class	CubicRationalLeftRaw	CubicRationalLeftRaw implements the TensionBasisHat interface in accordance with the raw left cubic rational hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
class	CubicRationalRightRaw	CubicRationalRightRaw implements the TensionBasisHat interface in accordance with the raw right cubic rational hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
class	ExponentialTensionLeftHat	ExponentialTensionLeftHat implements the TensionBasisHat interface in accordance with the left exponential hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
class	ExponentialTensionLeftRaw	ExponentialTensionLeftRaw implements the TensionBasisHat interface in accordance with the raw left exponential hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
class	ExponentialTensionRightHat	ExponentialTensionRightHat implements the TensionBasisHat interface in accordance with the right exponential hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
class	ExponentialTensionRightRaw	ExponentialTensionRightRaw implements the TensionBasisHat interface in accordance with the raw right exponential hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
class	LeftHatShapeControl	LeftHatShapeControl implements the BasisHatShapeControl interface for the left hat basis set as laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
class	RightHatShapeControl	RightHatShapeControl implements the BasisHatShapeControl interface for the right hat basis set as laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
class	SegmentBasisFunction	SegmentBasisFunction is the abstract class over which the local ordered envelope functions for the B Splines are implemented.
class	SegmentMonicBasisFunction	SegmentMonicBasisFunction implements the local monic B Spline that envelopes the predictor ordinates, and the corresponding set of ordinates/basis functions.
class	SegmentMulticBasisFunction	SegmentMulticBasisFunction implements the local quadratic B Spline that envelopes the predictor ordinates, and the corresponding set of ordinates/basis functions.
class	TensionBasisHat	TensionBasisHat implements the common basis hat function that form the basis for all B Splines.
class	TensionProcessedBasisHat	TensionProcessedBasisHat implements the processed hat basis function of the form laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.

Constructors in org.drip.spline.bspline with parameters of type R1ToR1

Constructor	Description
SegmentBasisFunctionSet(int basisCountToUse, double tension, R1ToR1[] basisHatFunctionArray)	SegmentBasisFunctionSet constructor

Uses of R1ToR1 in org.drip.spline.params

Methods in org.drip.spline.params that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	ResponseScalingShapeControl.shapeController()	Retrieve the Shape Control Univariate Function

Constructors in org.drip.spline.params with parameters of type R1ToR1

Constructor	Description
ResponseScalingShapeControl(boolean isLocal, R1ToR1 shapeControl)	ResponseScalingShapeControl constructor

Uses of R1ToR1 in org.drip.spline.pchip

Subclasses of R1ToR1 in org.drip.spline.pchip

Modifier and Type	Class	Description
class	MonotoneConvexHaganWest	MonotoneConvexHaganWest implements the regime using the Hagan and West (2006) Estimator.

Uses of R1ToR1 in org.drip.spline.stretch

Subclasses of R1ToR1 in org.drip.spline.stretch

Modifier and Type	Class	Description
class	CalibratableMultiSegmentSequence	CalibratableMultiSegmentSequence implements the MultiSegmentSequence span that spans multiple segments.

Methods in org.drip.spline.stretch that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	CalibratableMultiSegmentSequence.toAU()
R1ToR1	SingleSegmentLagrangePolynomial.toAU()
R1ToR1	SingleSegmentSequence.toAU()	Convert the Segment Sequence into an AbstractUnivariate Instance

Uses of R1ToR1 in org.drip.spline.tension

Subclasses of R1ToR1 in org.drip.spline.tension

Modifier and Type	Class	Description
class	KLKHyperbolicTensionPhy	KLKHyperbolicTensionPhy implements the basic framework and the family of C2 Tension Splines outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
class	KLKHyperbolicTensionPsy	KLKHyperbolicTensionPsy implements the basic framework and the family of C2 Tension Splines outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.

Methods in org.drip.spline.tension that return R1ToR1

Modifier and Type	Method	Description
static R1ToR1[]	KochLycheKvasovBasis.GenerateMonicBSplineSet(double tension)	Generate the Monic BSpline Basis Function Set
static R1ToR1[]	KochLycheKvasovBasis.GenerateQuadraticBSplineSet(double tension)	Generate the Quadratic BSpline Basis Function Set

Uses of R1ToR1 in org.drip.state.curve

Constructors in org.drip.state.curve with parameters of type R1ToR1

Constructor	Description
ForeignCollateralizedDiscountCurve(java.lang.String currency, MergedDiscountForwardCurve foreignCollateralizedDiscountCurve, FXCurve fxCurve, VolatilityCurve foreignCollateralizedVolatilityCurve, VolatilityCurve fxVolatilityCurve, R1ToR1 collateralForeignFXCorrelationFunction)	ForeignCollateralizedDiscountCurve constructor

Uses of R1ToR1 in org.drip.state.estimator

Subclasses of R1ToR1 in org.drip.state.estimator

Modifier and Type	Class	Description
class	CurveStretch	CurveStretch expands the regular Multi-Segment Stretch to aid the calibration of Boot-strapped Instruments.

Uses of R1ToR1 in org.drip.xva.derivative

Methods in org.drip.xva.derivative that return R1ToR1

Modifier and Type	Method	Description
R1ToR1	TerminalPayout.function()	Retrieve the R1 To R1 Pay-out Function

Constructors in org.drip.xva.derivative with parameters of type R1ToR1

Constructor	Description
TerminalPayout(JulianDate terminalDate, R1ToR1 payoutFunction)	TerminalPayout Constructor

Uses of R1ToR1 in org.drip.xva.proto

Methods in org.drip.xva.proto that return R1ToR1

Modifier and Type	Method	Description
R1ToR1[]	PositionGroupSpecification.clientThresholdFunctionArray()	Retrieve the Array of the Collateral Group Client Threshold R1 - R1 Functions
R1ToR1	PositionGroupSpecification.dealerThresholdFunction()	Retrieve the Collateral Group Dealer Threshold R1 - R1 Function

Constructors in org.drip.xva.proto with parameters of type R1ToR1

Constructor	Description
PositionGroupSpecification(java.lang.String id, java.lang.String name, int clientDefaultWindow, int dealerDefaultWindow, R1ToR1[] clientThresholdFunctionArray, R1ToR1 dealerThresholdFunction, double minimumTransferAmount, double independentAmount, int positionReplicationScheme, int brokenDateScheme, double hedgeError, int closeOutScheme)	PositionGroupSpecification Constructor