Uses of Package
org.drip.function.r1tor1
| Package | Description |
|---|---|
| org.drip.function.r1tor1 |
Built-in R1 To R1 Functions
|
| org.drip.sequence.functional |
Efron Stein Functional Supremum Bounds
|
| org.drip.specialfunction.property |
Special Function Property Lemma Verifiers
|
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Classes in org.drip.function.r1tor1 used by org.drip.function.r1tor1 Class Description ExponentialDecay ExponentialDecay implements the scaled exponential decay Univariate Function.ISDABucketCurvatureTenorScaler ISDABucketCurvatureTenorScaler generates the ISDA SIMM Tenor Scaling Factor for a given Bucket Curvature.R1UnivariateCIRPDF R1UnivariateCIRPDF exposes the R1 Univariate Cox-Ingersoll-Ross Probability Density Function.UnivariateConvolution UnivariateConvolution provides the evaluation of the Convolution au1 * au2 and its derivatives for a specified variate. -
Classes in org.drip.function.r1tor1 used by org.drip.sequence.functional Class Description FunctionClassSupremum FunctionClassSupremum implements the Univariate Function that corresponds to the Supremum among the specified Class of Functions.OffsetIdempotent OffsetIdempotent provides the Implementation of the Offset Idempotent Operator - f(x) = x - C. -
Classes in org.drip.function.r1tor1 used by org.drip.specialfunction.property Class Description MonicPolynomial MonicPolynomial implements the Multi-root R1 to R1 Monic Polynomial.