Uses of Class
org.drip.numerical.common.Array2D

Packages that use Array2D

Package	Description
org.drip.analytics.cashflow	Unit/Composite Cash Flow Periods.
org.drip.measure.continuous	R1 Rd Continuous Random Measure
org.drip.measure.discrete	Antithetic, Quadratically Re-sampled, De-biased Distribution
org.drip.measure.gaussian	R1 Rd Covariant Gaussian Quadrature
org.drip.measure.lebesgue	Uniform Piece-wise Lebesgue Measure
org.drip.numerical.common	Primitives/Array Manipulate Format Display
org.drip.numerical.integration	R1 Rd Numerical Integration Schemes
org.drip.numerical.quadrature	R1 Gaussian Integration Quadrature Schemes
org.drip.param.period	Composite Composable Period Builder Settings
org.drip.product.creator	Streams and Products Construction Utilities
org.drip.product.credit	Credit Products - Components and Baskets
org.drip.product.params	Fixed Income Product Customization Parameters
org.drip.specialfunction.property	Special Function Property Lemma Verifiers

Uses of Array2D in org.drip.analytics.cashflow

Methods in org.drip.analytics.cashflow that return Array2D

Modifier and Type	Method	Description
Array2D	CompositePeriod.couponSchedule()	Get the Period Coupon Schedule
Array2D	Bullet.notionalSchedule()	Get the Notional Schedule
Array2D	CompositePeriod.notionalSchedule()	Get the Period Notional Schedule

Constructors in org.drip.analytics.cashflow with parameters of type Array2D

Constructor	Description
Bullet(int iTerminalDate, int iPayDate, int iFXFixingDate, double dblBaseNotional, Array2D a2DNotionalSchedule, java.lang.String strPayCurrency, java.lang.String strCouponCurrency, EntityCDSLabel creditLabel)	Construct a Bullet Instance from the specified Parameters

Uses of Array2D in org.drip.measure.continuous

Methods in org.drip.measure.continuous that return Array2D

Modifier and Type	Method	Description
Array2D	R1Univariate.histogram()	Retrieve the Univariate Weighted Histogram
Array2D	R1UnivariateUniform.histogram()

Uses of Array2D in org.drip.measure.discrete

Methods in org.drip.measure.discrete that return Array2D

Modifier and Type	Method	Description
Array2D	BoundedUniformIntegerDistribution.histogram()
Array2D	PoissonDistribution.histogram()

Uses of Array2D in org.drip.measure.gaussian

Methods in org.drip.measure.gaussian that return Array2D

Modifier and Type	Method	Description
Array2D	R1UnivariateNormal.histogram()

Uses of Array2D in org.drip.measure.lebesgue

Methods in org.drip.measure.lebesgue that return Array2D

Modifier and Type	Method	Description
Array2D	R1PiecewiseDisplaced.histogram()
Array2D	R1PiecewiseLinear.histogram()
Array2D	R1Uniform.histogram()

Uses of Array2D in org.drip.numerical.common

Methods in org.drip.numerical.common that return Array2D

Modifier and Type	Method	Description
static Array2D	Array2D.BulletSchedule()	Create an Array2D Instance from the Flat Unit Y
static Array2D	Array2D.FromArray(double[] adblX, double[] adblY)	Create the Array2D Instance from a Matched Array of X and Y
static Array2D	Array2D.FromArray(int[] aiX, double[] adblY)	Create the Array2D Instance from a Matched Array of X and Y
static Array2D	Array2D.FromDateAmountVertex(java.lang.String strDateAmountVertex, int iMaturityDate, double dblInitialAmount)	Generate the Array2D Schedule from the String Representation of the Vertex Dates and Edge Payments Combination.
static Array2D	Array2D.FromDateFactorVertex(java.lang.String strDateFactorVertex, int iMaturityDate)	Generate an Array2D Instance from the String Array containing semi-colon delimited Date/Factor Vertex Pair
static Array2D	Array2D.FromDateFactorVertex(java.lang.String strDateFactorVertex, int iMaturityDate, double dblInitialAmount)	Generate an Array2D Instance from the String Array containing semi-colon delimited Date/Factor Vertex Pair
static Array2D	Array2D.FromStringSet(java.lang.String strX, java.lang.String strY)	Create the Array2D Instance from a Matched String Array of X and Y
static Array2D	Array2D.FromXYDeltaArray(double[] adblX, double[] adblYDelta, double dblYInitial)	Create the Array2D Instance from a Matched Array of X and Y Deltas

Methods in org.drip.numerical.common with parameters of type Array2D

Modifier and Type	Method	Description
boolean	Array2D.match(Array2D a2DOther)	Indicate if this Array2D Instance matches the "other" Entry-by-Entry

Uses of Array2D in org.drip.numerical.integration

Methods in org.drip.numerical.integration that return Array2D

Modifier and Type	Method	Description
Array2D	QuadratureEstimator.nodeWeightArray()	Retrieve the 2D Array of Nodes and Weights

Constructors in org.drip.numerical.integration with parameters of type Array2D

Constructor	Description
NestedQuadratureEstimator(AbscissaTransform abscissaTransformer, Array2D nodeWeightArray, QuadratureEstimator embeddedQuadratureEstimator)	NestedQuadratureEstimator Constructor
QuadratureEstimator(AbscissaTransform abscissaTransform, Array2D nodeWeightArray)	QuadratureEstimator Constructor

Uses of Array2D in org.drip.numerical.quadrature

Methods in org.drip.numerical.quadrature that return Array2D

Modifier and Type	Method	Description
Array2D	IntegrandGenerator.gilSeguraTemme2007()	Generate the Quadrature Nodes and Scaled Weights Using the Gil, Segura, and Temme (2007) Scheme
Array2D	GolubWelsch.nodesAndUnscaledWeights()	Generate the Quadrature Nodes and Unscaled Weights

Uses of Array2D in org.drip.param.period

Methods in org.drip.param.period that return Array2D

Modifier and Type	Method	Description
Array2D	CompositePeriodSetting.couponSchedule()	Retrieve the Coupon Schedule
Array2D	CompositePeriodSetting.notionalSchedule()	Retrieve the Notional Schedule

Constructors in org.drip.param.period with parameters of type Array2D

Constructor	Description
CompositePeriodSetting(int iFreq, java.lang.String strTenor, java.lang.String strPayCurrency, DateAdjustParams dapPay, double dblBaseNotional, Array2D fsCoupon, Array2D fsNotional, FixingSetting fxFixingSetting, EntityCDSLabel creditLabel)	CompositePeriodSetting Constructor

Uses of Array2D in org.drip.product.creator

Methods in org.drip.product.creator with parameters of type Array2D

Modifier and Type	Method	Description
static BondComponent	BondBuilder.CreateSimpleFixed(java.lang.String strName, java.lang.String strCurrency, java.lang.String strCreditCurveName, double dblCoupon, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a simple fixed bond from parameters
static BondComponent	BondBuilder.CreateSimpleFixedF(java.lang.String strName, java.lang.String strCurrency, java.lang.String strCreditCurveName, double dblCoupon, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, int iFirstCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a Fixed Coupon Bond from the First Coupon Date and the other Parameters
static BondComponent	BondBuilder.CreateSimpleFixedFP(java.lang.String strName, java.lang.String strCurrency, java.lang.String strCreditCurveName, double dblCoupon, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, int iFirstCouponDate, int iPenultimateCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a Fixed Coupon Bond from the First and Penultimate Coupon Dates, and the other Parameters
static BondComponent	BondBuilder.CreateSimpleFixedP(java.lang.String strName, java.lang.String strCurrency, java.lang.String strCreditCurveName, double dblCoupon, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, int iPenultimateCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a Fixed Coupon Bond from the Penultimate Coupon Date and the other Parameters
static BondComponent	BondBuilder.CreateSimpleFloater(java.lang.String strName, java.lang.String strCurrency, java.lang.String strRateIndex, java.lang.String strCreditCurveName, double dblSpread, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a simple floating rate bond
static BondComponent	BondBuilder.CreateSimpleFloaterF(java.lang.String strName, java.lang.String strCurrency, java.lang.String strRateIndex, java.lang.String strCreditCurveName, double dblSpread, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, int iFirstCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a Floating Rate Bond from the First and Penultimate Coupon Dates, and the other Parameters
static BondComponent	BondBuilder.CreateSimpleFloaterFP(java.lang.String strName, java.lang.String strCurrency, java.lang.String strRateIndex, java.lang.String strCreditCurveName, double dblSpread, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, int iFirstCouponDate, int iPenultimateCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a Floating Rate Bond from the First and Penultimate Coupon Dates, and the other Parameters
static BondComponent	BondBuilder.CreateSimpleFloaterP(java.lang.String strName, java.lang.String strCurrency, java.lang.String strRateIndex, java.lang.String strCreditCurveName, double dblSpread, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, int iPenultimateCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a Floating Rate Bond from the First and Penultimate Coupon Dates, and the other Parameters
static BondComponent	BondBuilder.CreateSimpleOTCIRSFloater(java.lang.String strName, java.lang.String strCurrency, java.lang.String strRateIndex, java.lang.String strCreditCurveName, double dblSpread, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a Simple OTF Fix Float Floating Rate Bond
static BondComponent	BondBuilder.CreateSimpleOTCIRSFloaterF(java.lang.String strName, java.lang.String strCurrency, java.lang.String strRateIndex, java.lang.String strCreditCurveName, double dblSpread, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, int iFirstCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a OTC Fix Float Index Floating Rate Bond from the First and Penultimate Coupon Dates, and the other Parameters
static BondComponent	BondBuilder.CreateSimpleOTCIRSFloaterFP(java.lang.String strName, java.lang.String strCurrency, java.lang.String strRateIndex, java.lang.String strCreditCurveName, double dblSpread, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, int iFirstCouponDate, int iPenultimateCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a OTC Fix Float Index Floating Rate Bond from the First and Penultimate Coupon Dates, and the other Parameters
static BondComponent	BondBuilder.CreateSimpleOTCIRSFloaterP(java.lang.String strName, java.lang.String strCurrency, java.lang.String strRateIndex, java.lang.String strCreditCurveName, double dblSpread, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, int iPenultimateCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a OTC Fix-Float Index Floating Rate Bond from the First and Penultimate Coupon Dates, and the other Parameters

Uses of Array2D in org.drip.product.credit

Constructors in org.drip.product.credit with parameters of type Array2D

Constructor

Description

CDSComponent(int iEffectiveDate, int iMaturityDate, double dblCoupon, int iFreq, java.lang.String strCouponDC, java.lang.String strAccrualDC, java.lang.String strFloatingRateIndex, boolean bConvCDS, DateAdjustParams dapEffective, DateAdjustParams dapMaturity, DateAdjustParams dapPeriodStart, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualStart, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPay, DateAdjustParams dapReset, Array2D notlSchedule, double dblNotional, java.lang.String strCouponCurrency, CreditSetting crValParams, java.lang.String strCalendar)

CDSComponent constructor: Most generic CDS creation functionality

Uses of Array2D in org.drip.product.params

Methods in org.drip.product.params that return Array2D

Modifier and Type	Method	Description
Array2D	CouponSetting.factorSchedule()	Retrieve the Factor Schedule
Array2D	NotionalSetting.outstandingFactorSchedule()	Retrieve the Outstanding Factor Schedule

Constructors in org.drip.product.params with parameters of type Array2D

Constructor	Description
CouponSetting(Array2D fs, java.lang.String strCouponType, double dblCouponRate, double dblCouponCeilingRate, double dblCouponFloorRate)	Construct the CouponSetting from the coupon schedule, coupon type, and the coupon amount
CouponSetting(Array2D fs, java.lang.String strCouponType, double dblCouponRate, double dblCouponRateExtension, double dblCouponCeilingRate, double dblCouponFloorRate)	Construct the CouponSetting from the coupon schedule, coupon type, the coupon rate, and its extension
NotionalSetting(double dblNotionalAmount, java.lang.String strDenominationCurrency, Array2D fsOutstanding, int iPeriodAmortizationMode, boolean bPriceOffOriginalNotional)	Construct the NotionalSetting from the notional schedule and the amount.

Uses of Array2D in org.drip.specialfunction.property

Methods in org.drip.specialfunction.property with parameters of type Array2D

Modifier and Type	Method	Description
static R1PropertyVerification	GammaInequalityLemma.JensenMultiPointInterpolant(Array2D multiPoint2D)	Generate the Jensen Multi-Point Interpolant Convexity Verification