Uses of Package
org.drip.function.definition

Packages that use org.drip.function.definition
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.ito
Ito Stochastic Process Dynamics Foundation
org.drip.dynamics.kolmogorov
Fokker Planck Kolmogorov Forward/Backward
org.drip.dynamics.lmm
LMM Based Latent State Evolution
org.drip.dynamics.physical
Implementation of Physical Process Dynamics
org.drip.dynamics.process
Ito-Dynamics Based Stochastic Process
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.cranknicolson
Finite Difference Crank-Nicolson Discretizer
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.function.rdtor1
Built-in Rd To R1 Functions
org.drip.function.rdtor1descent
Rd To R1 Gradient Descent Techniques
org.drip.function.rdtor1solver
Built-in R^d To R^1 Solvers
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.kernel
Statistical Learning Banach Mercer Kernels
org.drip.learning.regularization
Statistical Learning Empirical Loss Regularizer
org.drip.learning.rxtor1
Statistical Learning Empirical Loss Penalizer
org.drip.learning.svm
Kernel SVM Decision Function Operator
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.constrained
KKT Fritz-John Constrained Optimizer
org.drip.optimization.cuttingplane
Polyhedral Cutting Plane Generation Schemes
org.drip.param.market
Curves Surfaces Quotes Fixings Container
org.drip.portfolioconstruction.allocator
MVO Based Portfolio Allocation Construction
org.drip.portfolioconstruction.bayesian
Black Litterman Bayesian Portfolio Construction
org.drip.portfolioconstruction.constraint
Portfolio Construction Constraint Term Suite
org.drip.portfolioconstruction.objective
Portfolio Construction Objective Term Suite
org.drip.portfolioconstruction.optimizer
Core Portfolio Construction Optimizer Suite
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.spaces.rxtord
Rx To Rd 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.hankel
Ordered Hankel Function Variant Estimators
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