Uses of Class
org.drip.function.definition.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.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.r1tor1solver |
Built-in R1 To R1 Solvers
|
| 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.gamma |
R1 Gamma Distribution Implementation/Properties
|
| 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.quadrature |
R1 Gaussian Integration Quadrature Schemes
|
| 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
|
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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 spansstatic 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 StructureR1ToR1
MultiFactorStateEvolver. instantaneousForwardInitialTermStructure()
Retrieve the Initial Instantaneous Forward Rate Term StructureR1ToR1
MultiFactorVolatility. xDateVolatilityFunction(int iFactorIndex, int iXDate)
Retrieve the Factor-Specific Univariate Volatility Function for the Specified DateConstructors 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 ConstructorMultiFactorStateEvolver(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 StructureConstructors 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 anyR1ToR1
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 InstanceConstructors 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 ConstructorPowerImpactContinuous(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 FunctionConstructors 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 FunctionR1ToR1
ContinuousTradingTrajectory. tradeRate()
Retrieve the Trade Rate FunctionR1ToR1
ContinuousTradingTrajectory. transactionCostExpectationFunction()
Retrieve the Transaction Cost Expectation FunctionR1ToR1
ContinuousTradingTrajectory. transactionCostVarianceFunction()
Retrieve the Transaction Cost Variance FunctionMethods 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 ContinuousTradingTrajectoryConstructors 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 FunctionR1ToR1
CoordinatedVariation. volatilityFunction(R1ToR1 r1ToR1Liquidity)
Compute the Volatility Function from the Liquidity FunctionMethods 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 FunctionConstructors 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^1R1ToR1
PykhtinPillarDynamics. localVolatilityR1ToR1(LocalVolatilityGenerationControl localVolatilityGenerationControl, PykhtinPillar[] pillarVertexArray)
Generate a Local Volatility R^1 To R^1R1ToR1
AndersenPykhtinSokolSegment. rightPillarLocalVolatility()
Retrieve the Right Pillar Local VolatilityR1ToR1
PykhtinBrownianBridgeSegment. rightPillarLocalVolatility()
Retrieve the Right Pillar Local VolatilityR1ToR1[]
AndersenPykhtinSokolStretch. sparseLocalVolatilityArray()
Retrieve the Sparse Local Volatility R1 To R1 ArrayMethods 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 TrajectoryConstructors in org.drip.exposure.regression with parameters of type R1ToR1 Constructor Description AndersenPykhtinSokolSegment(int epochDate, PillarVertex leftPillar, PillarVertex rightPillar, R1ToR1 rightPillarLocalVolatility)
AndersenPykhtinSokolSegment ConstructorAndersenPykhtinSokolStretch(int[] sparseDateArray, double[] sparseExposureArray, R1ToR1[] sparseLocalVolatilityArray, TradePayment[] denseTradePaymentArray)
AndersenPykhtinSokolStretch ConstructorPykhtinBrownianBridgeSegment(PillarVertex leftPillar, PillarVertex rightPillar, R1ToR1 rightPillarLocalVolatility)
PykhtinBrownianBridgeSegment 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 FunctionR1ToR1
R1ToR1Property. r1ToR1Left()
Retrieve the Left R1 To R1 FunctionR1ToR1
R1ToR1Property. r1ToR1Right()
Retrieve the Right R1 To R1 FunctionConstructors 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()
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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()
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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
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
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
FlatUnivariate
FlatUnivariate implements the level constant Univariate Function.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
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 Functionsclass
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
MonicPolynomial
MonicPolynomial implements the Multi-root R1 to R1 Monic Polynomial.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
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 Functionsclass
R1UnivariateCIRPDF
R1UnivariateCIRPDF exposes the R1 Univariate Cox-Ingersoll-Ross Probability Density Function.class
SABRLIBORCapVolatility
SABRLIBORCapVolatility implements the Deterministic, Non-local Cap Volatility Scheme detailed in:
Rebonato, R., K.class
Sinc
Sinc computes the Pi Z-Scaled Reciprocal of the Sine Function of Pi times the Argument.class
UnivariateConvolution
UnivariateConvolution provides the evaluation of the Convolution au1 * au2 and its derivatives for a specified variate.class
UnivariateReciprocal
UnivariateReciprocal provides the evaluation 1/f(x) instead of f(x) for a given f.class
UnivariateReflection
UnivariateReflection provides the evaluation f(1-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 FunctionsR1ToR1
R1UnivariateCIRPDF. gammaFunction()
Retrieve the Gamma FunctionR1ToR1
FunctionClassSupremum. supremumFunction(double dblVariate)
Retrieve the Supremum Function corresponding to the specified VariateMethods 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 PolynomialConstructors in org.drip.function.r1tor1 with parameters of type R1ToR1 Constructor Description AndersenPiterbargMeanReverter(ExponentialDecay auExpDecay, R1ToR1 auSteadyState)
AndersenPiterbargMeanReverter constructorFunctionClassSupremum(R1ToR1[] aAUClass)
FunctionClassSupremum CnstructorR1UnivariateCIRPDF(double alpha, double beta, R1ToR1 gammaFunction)
R1UnivariateCIRPDF ConstructorUnivariateConvolution(R1ToR1 au1, R1ToR1 au2)
Construct a PolynomialMirrorCross instanceUnivariateReciprocal(R1ToR1 au)
UnivariateReciprocal constructorUnivariateReflection(R1ToR1 au)
UnivariateReflection 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 methodConstructors in org.drip.function.r1tor1solver with parameters of type R1ToR1 Constructor Description ExecutionControl(R1ToR1 of, ExecutionControlParams ecp)
ExecutionControl constructorExecutionInitializer(R1ToR1 of, ConvergenceControlParams ccp, boolean bTrendBracketRight)
ExecutionInitializer constructorFixedPointFinderBracketing(double dblOFGoal, R1ToR1 of, ExecutionControl ec, int iIteratorPrimitive, boolean bWhine)
FixedPointFinderBracketing constructorFixedPointFinderBrent(double dblOFGoal, R1ToR1 of, boolean bWhine)
FixedPointFinderBrent constructorFixedPointFinderNewton(double dblOFGoal, R1ToR1 of, boolean bWhine)
FixedPointFinderNewton constructorFixedPointFinderZheng(double dblOFGoal, R1ToR1 of, boolean bWhine)
FixedPointFinderZheng 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 FunctionMethods 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 Specificationstatic BigOAsymptoteSpec
BigOAsymptoteSpec. Unamortized(R1ToR1 boundingFunction, java.lang.String type, java.lang.String form)
Retrieve the Unamortized Asymptotic SpecificationConstructors 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 FunctionR1ToR1
CoveringNumberLossBound. sampleCoefficient()
Retrieve the Sample Coefficient FunctionMethods 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 Instancestatic CoveringNumberLossBound
CoveringNumberBoundBuilder. AgnosticLearning(R1ToR1 funcSampleCoefficient, double dblExponentScaler)
Construct the Agnostic Learning CoveringNumberProbabilityBound Instancestatic CoveringNumberLossBound
CoveringNumberBoundBuilder. RegressionLearning(R1ToR1 funcSampleCoefficient, double dblExponentScaler)
Construct the Regression Learning CoveringNumberProbabilityBound InstanceConstructors in org.drip.learning.bound with parameters of type R1ToR1 Constructor Description CoveringNumberLossBound(R1ToR1 funcSampleCoefficient, double dblEpsilonExponent, double dblExponentScaler)
CoveringNumberLossBound ConstructorEmpiricalLearnerLoss(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 FunctionMethods 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 Regularizerstatic RegularizerR1ToR1
RegularizerBuilder.  ToR1Continuous(R1ToR1 funcRegularizerR1ToR1, R1Normed r1Input, R1Continuous r1ContinuousOutput, double dblLambda)
Construct an Instance of R^1 Combinatorial/Continuous To R^1 Continuous RegularizerConstructors in org.drip.learning.regularization with parameters of type R1ToR1 Constructor Description RegularizationFunction(R1ToR1 regR1ToR1, RdToR1 regRdToR1, double dblLambda)
RegularizationFunction ConstructorRegularizerR1CombinatorialToR1Continuous(R1ToR1 funcRegularizerR1ToR1, R1Combinatorial r1CombinatorialInput, R1Continuous r1ContinuousOutput, double dblLambda)
RegularizerR1CombinatorialToR1Continuous Function Space ConstructorRegularizerR1ContinuousToR1Continuous(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 SequenceMethods 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 Lossdouble
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 Riskdouble
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 Lossdouble
GeneralizedLearner. structuralLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvvi)
double
EmpiricalLearningMetricEstimator. structuralRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
Compute the Structural Sample Riskdouble
GeneralizedLearner. structuralRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)
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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 EstimatorR1ToR1
R1NonCentral. digammaEstimator()
Retrieve the Digamma EstimatorR1ToR1
R1Central. gammaEstimator()
Retrieve the Gamma EstimatorR1ToR1
R1NonCentral. gammaEstimator()
Retrieve the Gamma EstimatorR1ToR1
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 R1NonCentralCumulantInvariantstatic R1NonCentralCumulantInvariant
R1NonCentralCumulantInvariant. InvariantSecondCumulant(int degreesOfFreedom, double nonCentralityParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)
Construct the Second Cumulant Invariant Instance of R1NonCentralCumulantInvariantstatic R1NonCentralCumulantInvariant
R1NonCentralCumulantInvariant. InvariantThirdCumulant(int degreesOfFreedom, double nonCentralityParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)
Construct the Third Cumulant Invariant Instance of R1NonCentralCumulantInvariantstatic R1NonCentral
R1NonCentral. Standard(double degreesOfFreedom, double nonCentralityParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)
Construct the Standard Instance of R1NonCentralConstructors in org.drip.measure.chisquare with parameters of type R1ToR1 Constructor Description R1Central(double degreesOfFreedom, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)
R1Central ConstructorR1NonCentral(R1NonCentralParameters r1NonCentralParameters, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)
R1NonCentral ConstructorR1NonCentralCumulantInvariant(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
R1UnivariateScaledExponential. gammaEstimator()
Retrieve the Gamma EstimatorR1ToR1
R1Univariate. momentGeneratingFunction()
Construct the Moment Generating FunctionR1ToR1
R1Univariate. probabilityGeneratingFunction()
Construct the Probability Generating FunctionConstructors in org.drip.measure.continuous with parameters of type R1ToR1 Constructor Description R1UnivariateScaledExponential(ScaledExponentialEstimator scaledExponentialEstimator, R1ToR1 gammaEstimator)
UnivariateScaledExponential 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 EstimatorR1ToR1
ConjugateShapeScalePrior. gammaEstimator()
Retrieve the Gamma EstimatorR1ToR1
R1ShapeScaleDistribution. gammaEstimator()
Retrieve the Gamma EstimatorR1ToR1
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 Parameterstatic R1ShapeScaleDistribution
R1ShapeScaleDistribution. ShapeRate(double shapeParameter, double rateParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)
Construct a Gamma Distribution from Shape and Rate Parametersstatic R1ShapeScaleDistribution
R1ShapeScaleDistribution. ShapeSummation(double[] shapeParameterArray, double scaleParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)
Shape Summation Based ShapeScaleDistributionstatic R1ShapeScaleDistribution
R1ShapeScaleDistribution. Standard(double shapeParameter, double scaleParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)
Construct the Standard R1ShapeScaleDistribution InstanceConstructors in org.drip.measure.gamma with parameters of type R1ToR1 Constructor Description ConjugateShapeScalePrior(ConjugateShapePrior conjugateShapePrior, ConjugateScalePrior conjugateScalePrior, R1ToR1 gammaEstimator)
ConjugateShapeScalePrior ConstructorErlangDistribution(int shapeParameter, double scaleParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)
ErlangDistribution ConstructorExponentialDistribution(double scaleParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)
ExponentialDistribution ConstructorMaxwellBoltzmannSquaredDistribution(double a, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)
MaxwellBoltzmannSquaredDistribution ConstructorR1ShapeScaleDiscrete(double shapeParameter, double scaleParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator, int randomGenerationScheme)
R1ShapeScaleDiscrete ConstructorR1ShapeScaleDistribution(ShapeScaleParameters shapeScaleParameters, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)
R1ShapeScaleDistribution Constructor -
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
RxToR1Series
RxToR1Series contains the Rx 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 FunctionR1ToR1
GeneralizedMidPointQuadrature. r1ToR1()
Retrieve the R1 To R1 IntegrandR1ToR1
AbscissaTransform. variateChange()
Retrieve the R1 to R1 Variate Change FunctionMethods 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 Errordouble
QuadratureEstimator. integrate(R1ToR1 r1ToR1Integrand)
Integrate the Specified Integrand over the Nodesstatic double
R1ToR1Integrator. LeftInfinite(R1ToR1 funcR1ToR1, double dblRight)
Integrate the specified Function Numerically from -infinity to the specified Right Limitstatic double
R1ToR1Integrator. LeftInfiniteRightInfinite(R1ToR1 funcR1ToR1)
Integrate Numerically over [-infinity, +infinity] using a Change of Variablesstatic 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 +infinitystatic 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 ConstructorGeneralizedMidPointQuadrature(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 FunctionConstructors 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.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 Functionstatic R1ToR1
WeightFunctionBuilder. ChebyshevSecondKind()
Generate the Chebyshev Polynomial (Second-Kind) Weight Functionstatic R1ToR1
WeightFunctionBuilder. GeneralizedLaguerre(double alpha)
Generate the Generalized Laguerre Polynomial Weight Functionstatic R1ToR1
WeightFunctionBuilder. Hermite()
Generate the Hermite Polynomial Weight Functionstatic R1ToR1
WeightFunctionBuilder. Jacobi(double alpha, double beta)
Generate the Jacobi Polynomial Weight Functionstatic R1ToR1
WeightFunctionBuilder. Laguerre()
Generate the Laguerre Polynomial Weight Functionstatic R1ToR1
WeightFunctionBuilder. Legendre()
Generate the Legendre Polynomial Weight FunctionR1ToR1
IntegrandGenerator. weightFunction()
Retrieve the Weight FunctionConstructors 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.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. r1ToR1Increasing()
Retrieve the R1 To R1 Increasing FunctionConstructors in org.drip.optimization.cuttingplane with parameters of type R1ToR1 Constructor Description StrengthenedBurdetJohnsonCut(int[][] aGrid, int[] bArray, double[] lambdaArray, R1ToR1 r1ToR1Increasing)
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 PairR1ToR1
CurveSurfaceQuoteContainer. collateralCreditCorrelation(java.lang.String strCollateralCurrency, EntityCDSLabel creditLabel)
Retrieve the Correlation Surface between the Collateral and the Credit Latent StatesR1ToR1
CurveSurfaceQuoteContainer. collateralCustomCorrelation(java.lang.String strCollateralCurrency, CustomLabel customLabel)
Retrieve the Correlation Surface between the Collateral and the Custom Metric Latent StatesR1ToR1
CurveSurfaceQuoteContainer. collateralEquityCorrelation(java.lang.String strCollateralCurrency, EntityEquityLabel equityLabel)
Retrieve the Correlation Surface between the Collateral and the Equity Latent StatesR1ToR1
CurveSurfaceQuoteContainer. collateralForwardCorrelation(java.lang.String strCollateralCurrency, ForwardLabel forwardLabel)
Retrieve the Correlation Surface between the Collateral and the Forward Latent StatesR1ToR1
CurveSurfaceQuoteContainer. collateralFundingCorrelation(java.lang.String strCollateralCurrency, FundingLabel fundingLabel)
Retrieve the Correlation Surface between the Collateral and the Funding Latent StatesR1ToR1
CurveSurfaceQuoteContainer. collateralFXCorrelation(java.lang.String strCollateralCurrency, FXLabel fxLabel)
Retrieve the Correlation Surface for the specified Collateral and the FX Latent State LabelR1ToR1
CurveSurfaceQuoteContainer. collateralGovvieCorrelation(java.lang.String strCollateralCurrency, GovvieLabel govvieLabel)
Retrieve the Correlation Surface for the specified Collateral and Govvie Latent State LabelsR1ToR1
CurveSurfaceQuoteContainer. collateralOvernightCorrelation(java.lang.String strCollateralCurrency, OvernightLabel overnightLabel)
Retrieve the Correlation Surface between the Collateral and the Overnight Latent StatesR1ToR1
CurveSurfaceQuoteContainer. collateralPaydownCorrelation(java.lang.String strCollateralCurrency, PaydownLabel paydownLabel)
Retrieve the Correlation Surface for the specified Collateral and Pay-down Latent State LabelsR1ToR1
CurveSurfaceQuoteContainer. collateralRatingCorrelation(java.lang.String strCollateralCurrency, RatingLabel ratingLabel)
Retrieve the Correlation Surface for the specified Collateral and Rating Latent State LabelsR1ToR1
CurveSurfaceQuoteContainer. collateralRecoveryCorrelation(java.lang.String strCollateralCurrency, EntityRecoveryLabel recoveryLabel)
Retrieve the Correlation Surface for the specified Collateral and Recovery Latent State LabelsR1ToR1
CurveSurfaceQuoteContainer. collateralRepoCorrelation(java.lang.String strCollateralCurrency, RepoLabel repoLabel)
Retrieve the Correlation Surface for the specified Collateral and Repo Latent State LabelsR1ToR1
CurveSurfaceQuoteContainer. creditCreditCorrelation(EntityCDSLabel creditLabel1, EntityCDSLabel creditLabel2)
Retrieve the Correlation Surface between the Pair of Credit Latent StatesR1ToR1
CurveSurfaceQuoteContainer. creditCustomMetricCorrelation(EntityCDSLabel creditLabel, CustomLabel customLabel)
Retrieve the Correlation Surface between the Credit and the Custom Metric Latent StatesR1ToR1
CurveSurfaceQuoteContainer. creditEquityCorrelation(EntityCDSLabel creditLabel, EntityEquityLabel equityLabel)
Retrieve the Correlation Surface between the Credit and the Equity Latent StatesR1ToR1
CurveSurfaceQuoteContainer. creditForwardCorrelation(EntityCDSLabel creditLabel, ForwardLabel forwardLabel)
Retrieve the Correlation Surface between the Credit and the Forward Latent StatesR1ToR1
CurveSurfaceQuoteContainer. creditFundingCorrelation(EntityCDSLabel creditLabel, FundingLabel fundingLabel)
Retrieve the Correlation Surface between the Credit and the Funding Latent StatesR1ToR1
CurveSurfaceQuoteContainer. creditFXCorrelation(EntityCDSLabel creditLabel, FXLabel fxLabel)
Retrieve the Correlation Surface between the Credit and the FX Latent State LabelsR1ToR1
CurveSurfaceQuoteContainer. creditGovvieCorrelation(EntityCDSLabel creditLabel, GovvieLabel govvieLabel)
Retrieve the Correlation Surface between the Credit and the Govvie Latent State LabelsR1ToR1
CurveSurfaceQuoteContainer. creditOvernightCorrelation(EntityCDSLabel creditLabel, OvernightLabel overnightLabel)
Retrieve the Correlation Surface between the Credit and the Overnight Latent StatesR1ToR1
CurveSurfaceQuoteContainer. creditPaydownCorrelation(EntityCDSLabel creditLabel, PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Credit and the Pay-down Latent State LabelsR1ToR1
CurveSurfaceQuoteContainer. creditRatingCorrelation(EntityCDSLabel creditLabel, RatingLabel ratingLabel)
Retrieve the Correlation Surface between the Credit and the Rating Latent State LabelsR1ToR1
CurveSurfaceQuoteContainer. creditRecoveryCorrelation(EntityCDSLabel creditLabel, EntityRecoveryLabel recoveryLabel)
Retrieve the Correlation Surface between the Credit and the Recovery Latent State LabelsR1ToR1
CurveSurfaceQuoteContainer. creditRepoCorrelation(EntityCDSLabel creditLabel, RepoLabel repoLabel)
Retrieve the Correlation Surface between the Credit and the Repo Latent State LabelsR1ToR1
CurveSurfaceQuoteContainer. customCustomCorrelation(CustomLabel customLabel1, CustomLabel customLabel2)
Retrieve the Correlation Surface between the Custom Metric Latent State PairR1ToR1
CurveSurfaceQuoteContainer. customEquityCorrelation(CustomLabel customLabel, EntityEquityLabel equityLabel)
Retrieve the Correlation Surface between the Custom Metric and the Equity Latent StatesR1ToR1
CurveSurfaceQuoteContainer. customForwardCorrelation(CustomLabel customLabel, ForwardLabel forwardLabel)
Retrieve the Correlation Surface between the Custom Metric and the Forward Latent StatesR1ToR1
CurveSurfaceQuoteContainer. customFXCorrelation(CustomLabel customLabel, FXLabel fxLabel)
Retrieve the Correlation Surface between the Custom Metric and the FX Latent StatesR1ToR1
CurveSurfaceQuoteContainer. customGovvieCorrelation(CustomLabel customLabel, GovvieLabel govvieLabel)
Retrieve the Correlation Surface between the Custom Metric and the Govvie Latent StatesR1ToR1
CurveSurfaceQuoteContainer. customMetricFundingCorrelation(CustomLabel customLabel, FundingLabel fundingLabel)
Retrieve the Correlation Surface between Custom Metric and the Funding Latent StatesR1ToR1
CurveSurfaceQuoteContainer. customOvernightCorrelation(CustomLabel customLabel, OvernightLabel overnightLabel)
Retrieve the Correlation Surface between the Custom Metric and the Overnight Latent StatesR1ToR1
CurveSurfaceQuoteContainer. customPaydownCorrelation(CustomLabel customLabel, PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Custom Metric and the Pay-down Latent StatesR1ToR1
CurveSurfaceQuoteContainer. customRatingCorrelation(CustomLabel customLabel, RatingLabel ratingLabel)
Retrieve the Correlation Surface between the Custom Metric and the Rating Latent StatesR1ToR1
CurveSurfaceQuoteContainer. customRecoveryCorrelation(CustomLabel customLabel, EntityRecoveryLabel recoveryLabel)
Retrieve the Correlation Surface between the Custom Metric and the Recovery Latent StatesR1ToR1
CurveSurfaceQuoteContainer. customRepoCorrelation(CustomLabel customLabel, RepoLabel repoLabel)
Retrieve the Correlation Surface between the Custom Metric and the Repo Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityEquityCorrelation(EntityEquityLabel equityLabel1, EntityEquityLabel equityLabel2)
Retrieve the Correlation Surface between the Pair of Equity Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityForwardCorrelation(EntityEquityLabel equityLabel, ForwardLabel forwardLabel)
Retrieve the Correlation Surface between the Equity and the Forward Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityFundingCorrelation(EntityEquityLabel equityLabel, FundingLabel fundingLabel)
Retrieve the Correlation Surface between Equity and the Funding Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityFXCorrelation(EntityEquityLabel equityLabel, FXLabel fxLabel)
Retrieve the Correlation Surface between the Equity and the FX Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityGovvieCorrelation(EntityEquityLabel equityLabel, GovvieLabel govvieLabel)
Retrieve the Correlation Surface between the Equity and the Govvie Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityOvernightCorrelation(EntityEquityLabel equityLabel, OvernightLabel overnightLabel)
Retrieve the Correlation Surface between Equity and the Overnight Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityPaydownCorrelation(EntityEquityLabel equityLabel, PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Equity and the Pay-down Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityRatingCorrelation(EntityEquityLabel equityLabel, RatingLabel ratingLabel)
Retrieve the Correlation Surface between the Equity and the Rating Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityRecoveryCorrelation(EntityEquityLabel equityLabel, EntityRecoveryLabel recoveryLabel)
Retrieve the Correlation Surface between the Equity and the Recovery Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityRepoCorrelation(EntityEquityLabel equityLabel, RepoLabel repoLabel)
Retrieve the Correlation Surface between the Equity and the Repo Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityState(EntityEquityLabel equityLabel)
Retrieve the Equity State for the specified Equity Latent State LabelR1ToR1
CurveSurfaceQuoteContainer. forwardForwardCorrelation(ForwardLabel forwardLabel1, ForwardLabel forwardLabel2)
Retrieve the Correlation Surface between the Pair of Forward Latent StatesR1ToR1
CurveSurfaceQuoteContainer. forwardFundingCorrelation(ForwardLabel forwardLabel, FundingLabel fundingLabel)
Retrieve the Correlation Surface between the Forward and the Funding Latent StatesR1ToR1
CurveSurfaceQuoteContainer. forwardFXCorrelation(ForwardLabel forwardLabel, FXLabel fxLabel)
Retrieve the Correlation Surface between the Forward and the FX Latent State LabelsR1ToR1
CurveSurfaceQuoteContainer. forwardGovvieCorrelation(ForwardLabel forwardLabel, GovvieLabel govvieLabel)
Retrieve the Correlation Surface between the Forward and the Govvie Latent StatesR1ToR1
CurveSurfaceQuoteContainer. forwardOvernightCorrelation(ForwardLabel forwardLabel, OvernightLabel overnightLabel)
Retrieve the Correlation Surface between the Forward and the Overnight Latent StatesR1ToR1
CurveSurfaceQuoteContainer. forwardPaydownCorrelation(ForwardLabel forwardLabel, PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Forward and the Pay-down Latent StatesR1ToR1
CurveSurfaceQuoteContainer. forwardRatingCorrelation(ForwardLabel forwardLabel, RatingLabel ratingLabel)
Retrieve the Correlation Surface between the Forward and the Rating Latent StatesR1ToR1
CurveSurfaceQuoteContainer. forwardRecoveryCorrelation(ForwardLabel forwardLabel, EntityRecoveryLabel recoveryLabel)
Retrieve the Correlation Surface between the Forward and the Recovery Latent StatesR1ToR1
CurveSurfaceQuoteContainer. forwardRepoCorrelation(ForwardLabel forwardLabel, RepoLabel repoLabel)
Retrieve the Correlation Surface between the Forward and the Repo Latent StatesR1ToR1
CurveSurfaceQuoteContainer. fundingFundingCorrelation(FundingLabel fundingLabel1, FundingLabel fundingLabel2)
Retrieve the Correlation Surface between the Pair of Funding Latent StatesR1ToR1
CurveSurfaceQuoteContainer. fundingFXCorrelation(FundingLabel fundingLabel, FXLabel fxLabel)
Retrieve the Correlation Surface between the Funding and the FX Latent StatesR1ToR1
CurveSurfaceQuoteContainer. fundingGovvieCorrelation(FundingLabel fundingLabel, GovvieLabel govvieLabel)
Retrieve the Correlation Surface between the Funding and the Govvie Latent StatesR1ToR1
CurveSurfaceQuoteContainer. fundingOvernightCorrelation(FundingLabel fundingLabel, OvernightLabel overnightLabel)
Retrieve the Correlation Surface between the Funding and the Overnight Latent StatesR1ToR1
CurveSurfaceQuoteContainer. fundingPaydownCorrelation(FundingLabel fundingLabel, PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Funding and the Pay-down Latent StatesR1ToR1
CurveSurfaceQuoteContainer. fundingRatingCorrelation(FundingLabel fundingLabel, RatingLabel ratingLabel)
Retrieve the Correlation Surface between the Funding and the Rating Latent StatesR1ToR1
CurveSurfaceQuoteContainer. fundingRecoveryCorrelation(FundingLabel fundingLabel, EntityRecoveryLabel recoveryLabel)
Retrieve the Correlation Surface between the Funding and the Recovery Latent StatesR1ToR1
CurveSurfaceQuoteContainer. fundingRepoCorrelation(FundingLabel fundingLabel, RepoLabel repoLabel)
Retrieve the Correlation Surface between the Funding and the Repo Latent StatesR1ToR1
CurveSurfaceQuoteContainer. fxFXCorrelation(FXLabel fxLabel1, FXLabel fxLabel2)
Retrieve the Correlation Surface for the specified FX Latent State Label SetR1ToR1
CurveSurfaceQuoteContainer. fxGovvieCorrelation(FXLabel fxLabel, GovvieLabel govvieLabel)
Retrieve the Correlation Surface for the specified FX and the Govvie Latent StatesR1ToR1
CurveSurfaceQuoteContainer. fxOvernightCorrelation(FXLabel fxLabel, OvernightLabel overnightLabel)
Retrieve the Correlation Surface for the specified FX and the Overnight Latent StatesR1ToR1
CurveSurfaceQuoteContainer. fxPaydownCorrelation(FXLabel fxLabel, PaydownLabel paydownLabel)
Retrieve the Correlation Surface for the specified FX and the Pay-down Latent StatesR1ToR1
CurveSurfaceQuoteContainer. fxRatingCorrelation(FXLabel fxLabel, RatingLabel ratingLabel)
Retrieve the Correlation Surface for the specified FX and the Rating Latent StatesR1ToR1
CurveSurfaceQuoteContainer. fxRecoveryCorrelation(FXLabel fxLabel, EntityRecoveryLabel recoveryLabel)
Retrieve the Correlation Surface for the specified FX and the Recovery Latent StatesR1ToR1
CurveSurfaceQuoteContainer. fxRepoCorrelation(FXLabel fxLabel, RepoLabel repoLabel)
Retrieve the Correlation Surface for the specified FX and the Repo Latent StatesR1ToR1
CurveSurfaceQuoteContainer. govvieGovvieCorrelation(GovvieLabel govvieLabel1, GovvieLabel govvieLabel2)
Retrieve the Correlation Surface for the specified Govvie Latent State PairR1ToR1
CurveSurfaceQuoteContainer. govvieOvernightCorrelation(GovvieLabel govvieLabel, OvernightLabel overnightLabel)
Retrieve the Correlation Surface for the specified Govvie and the Overnight Latent StatesR1ToR1
CurveSurfaceQuoteContainer. govviePaydownCorrelation(GovvieLabel govvieLabel, PaydownLabel paydownLabel)
Retrieve the Correlation Surface for the specified Govvie and the Pay-down Latent StatesR1ToR1
CurveSurfaceQuoteContainer. govvieRecoveryCorrelation(GovvieLabel govvieLabel, EntityRecoveryLabel recoveryLabel)
Retrieve the Correlation Surface for the specified Govvie and the Recovery Latent StatesR1ToR1
CurveSurfaceQuoteContainer. govvieRecoveryCorrelation(GovvieLabel govvieLabel, RatingLabel ratingLabel)
Retrieve the Correlation Surface for the specified Govvie and the Rating Latent StatesR1ToR1
CurveSurfaceQuoteContainer. govvieRepoCorrelation(GovvieLabel govvieLabel, RepoLabel repoLabel)
Retrieve the Correlation Surface for the specified Govvie and the Repo Latent StatesR1ToR1
CurveSurfaceQuoteContainer. overnightOvernightCorrelation(OvernightLabel overnightLabel1, OvernightLabel overnightLabel2)
Retrieve the Correlation Surface between the Pair of Overnight Latent StatesR1ToR1
CurveSurfaceQuoteContainer. overnightPaydownCorrelation(OvernightLabel overnightLabel, PaydownLabel paydownLabel)
Retrieve the Correlation Surface for the specified Overnight and the Pay-down Latent StatesR1ToR1
CurveSurfaceQuoteContainer. overnightRatingCorrelation(OvernightLabel overnightLabel, RatingLabel ratingLabel)
Retrieve the Correlation Surface for the specified Overnight and the Rating Latent StatesR1ToR1
CurveSurfaceQuoteContainer. overnightRecoveryCorrelation(OvernightLabel overnightLabel, EntityRecoveryLabel recoveryLabel)
Retrieve the Correlation Surface for the specified Overnight and the Recovery Latent StatesR1ToR1
CurveSurfaceQuoteContainer. overnightRepoCorrelation(OvernightLabel overnightLabel, RepoLabel repoLabel)
Retrieve the Correlation Surface for the specified Overnight and the Repo Latent StatesR1ToR1
CurveSurfaceQuoteContainer. paydownPaydownCorrelation(PaydownLabel paydownLabel1, PaydownLabel paydownLabel2)
Retrieve the Correlation Surface for the specified Pay-down Latent State PairR1ToR1
CurveSurfaceQuoteContainer. paydownRatingCorrelation(PaydownLabel paydownLabel, RatingLabel ratingLabel)
Retrieve the Correlation Surface for the specified Pay-down and the Rating Latent StatesR1ToR1
CurveSurfaceQuoteContainer. paydownRecoveryCorrelation(PaydownLabel paydownLabel, EntityRecoveryLabel recoveryLabel)
Retrieve the Correlation Surface for the specified Pay-down and the Recovery Latent StatesR1ToR1
CurveSurfaceQuoteContainer. paydownRepoCorrelation(PaydownLabel paydownLabel, RepoLabel repoLabel)
Retrieve the Correlation Surface for the specified Pay-down and the Repo Latent StatesR1ToR1
CurveSurfaceQuoteContainer. paydownState(PaydownLabel paydownLabel)
Retrieve the Pay-down State for the specified Pay-down Latent State LabelR1ToR1
CurveSurfaceQuoteContainer. ratingRatingCorrelation(RatingLabel ratingLabel1, RatingLabel ratingLabel2)
Retrieve the Correlation Surface for the specified Rating and the Rating Latent StatesR1ToR1
CurveSurfaceQuoteContainer. ratingRecoveryCorrelation(RatingLabel ratingLabel, EntityRecoveryLabel recoveryLabel)
Retrieve the Correlation Surface for the specified Rating and Recovery Latent StatesR1ToR1
CurveSurfaceQuoteContainer. ratingRepoCorrelation(RatingLabel ratingLabel, RepoLabel repoLabel)
Retrieve the Correlation Surface for the specified Rating and Repo Latent StatesR1ToR1
CurveSurfaceQuoteContainer. recoveryRecoveryCorrelation(EntityRecoveryLabel recoveryLabel1, EntityRecoveryLabel recoveryLabel2)
Retrieve the Correlation Surface for the specified Recovery Latent State PairR1ToR1
CurveSurfaceQuoteContainer. recoveryRepoCorrelation(EntityRecoveryLabel recoveryLabel, RepoLabel repoLabel)
Retrieve the Correlation Surface for the specified Recovery and the Repo Latent StatesR1ToR1
CurveSurfaceQuoteContainer. repoRepoCorrelation(RepoLabel repoLabel1, RepoLabel repoLabel2)
Retrieve the Correlation Surface between the Pair of Repo Latent StatesMethods 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 Pairboolean
CurveSurfaceQuoteContainer. setCollateralCreditCorrelation(java.lang.String strCollateralCurrency, EntityCDSLabel creditLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Collateral and the Credit Latent Statesboolean
CurveSurfaceQuoteContainer. setCollateralCustomCorrelation(java.lang.String strCollateralCurrency, CustomLabel customLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Collateral and the Custom Metric Latent Statesboolean
CurveSurfaceQuoteContainer. setCollateralEquityCorrelation(java.lang.String strCollateralCurrency, EntityEquityLabel equityLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Collateral and the Equity Latent Statesboolean
CurveSurfaceQuoteContainer. setCollateralForwardCorrelation(java.lang.String strCollateralCurrency, ForwardLabel forwardLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Collateral and the Forward Latent Statesboolean
CurveSurfaceQuoteContainer. setCollateralFundingCorrelation(java.lang.String strCollateralCurrency, FundingLabel fundingLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Collateral and the Funding Latent Statesboolean
CurveSurfaceQuoteContainer. setCollateralFXCorrelation(java.lang.String strCollateralCurrency, FXLabel fxLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Collateral and FX Latent Statesboolean
CurveSurfaceQuoteContainer. setCollateralGovvieCorrelation(java.lang.String strCollateralCurrency, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Collateral and Govvie Latent State Labelsboolean
CurveSurfaceQuoteContainer. setCollateralOvernightCorrelation(java.lang.String strCollateralCurrency, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Collateral and the Overnight Latent Statesboolean
CurveSurfaceQuoteContainer. setCollateralPaydownCorrelation(java.lang.String strCollateralCurrency, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Collateral and Pay-down Latent State Labelsboolean
CurveSurfaceQuoteContainer. setCollateralRatingCorrelation(java.lang.String strCollateralCurrency, RatingLabel ratingLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Collateral and Rating Latent State Labelsboolean
CurveSurfaceQuoteContainer. setCollateralRecoveryCorrelation(java.lang.String strCollateralCurrency, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Collateral and Recovery Latent State Labelsboolean
CurveSurfaceQuoteContainer. setCollateralRepoCorrelation(java.lang.String strCollateralCurrency, RepoLabel repoLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Collateral and Repo Latent State Labelsboolean
CurveSurfaceQuoteContainer. setCreditCreditCorrelation(EntityCDSLabel creditLabel1, EntityCDSLabel creditLabel2, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Pair of Credit Latent Statesboolean
CurveSurfaceQuoteContainer. setCreditCustomCorrelation(EntityCDSLabel creditLabel, CustomLabel customLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Custom Metric Latent Statesboolean
CurveSurfaceQuoteContainer. setCreditEquityCorrelation(EntityCDSLabel creditLabel, EntityEquityLabel equityLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Equity Latent Statesboolean
CurveSurfaceQuoteContainer. setCreditForwardCorrelation(EntityCDSLabel creditLabel, ForwardLabel forwardLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Forward Latent Statesboolean
CurveSurfaceQuoteContainer. setCreditFundingCorrelation(EntityCDSLabel creditLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Funding Latent Statesboolean
CurveSurfaceQuoteContainer. setCreditFXCorrelation(EntityCDSLabel creditLabel, FXLabel fxLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the FX Latent Statesboolean
CurveSurfaceQuoteContainer. setCreditGovvieCorrelation(EntityCDSLabel creditLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Govvie Latent Statesboolean
CurveSurfaceQuoteContainer. setCreditOvernightCorrelation(EntityCDSLabel creditLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Overnight Latent Statesboolean
CurveSurfaceQuoteContainer. setCreditPaydownCorrelation(EntityCDSLabel creditLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Pay-down Latent Statesboolean
CurveSurfaceQuoteContainer. setCreditRatingCorrelation(EntityCDSLabel creditLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Rating Latent Statesboolean
CurveSurfaceQuoteContainer. setCreditRecoveryCorrelation(EntityCDSLabel creditLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Recovery Latent Statesboolean
CurveSurfaceQuoteContainer. setCreditRepoCorrelation(EntityCDSLabel creditLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Repo Latent Statesboolean
CurveSurfaceQuoteContainer. setCustomCustomCorrelation(CustomLabel customLabel1, CustomLabel customLabel2, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric Latent State Pairboolean
CurveSurfaceQuoteContainer. setCustomEquityCorrelation(CustomLabel customLabel, EntityEquityLabel equityLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Equity Latent Statesboolean
CurveSurfaceQuoteContainer. setCustomForwardCorrelation(CustomLabel customLabel, ForwardLabel forwardLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Forward Latent Statesboolean
CurveSurfaceQuoteContainer. setCustomFundingCorrelation(CustomLabel customLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Funding Latent Statesboolean
CurveSurfaceQuoteContainer. setCustomFXCorrelation(CustomLabel customLabel, FXLabel fxLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the FX Latent Statesboolean
CurveSurfaceQuoteContainer. setCustomGovvieCorrelation(CustomLabel customLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Govvie Latent Statesboolean
CurveSurfaceQuoteContainer. setCustomOvernightCorrelation(CustomLabel customLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Overnight Latent Statesboolean
CurveSurfaceQuoteContainer. setCustomPaydownCorrelation(CustomLabel customLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Pay-down Latent Statesboolean
CurveSurfaceQuoteContainer. setCustomRatingCorrelation(CustomLabel customLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Rating Latent Statesboolean
CurveSurfaceQuoteContainer. setCustomRecoveryCorrelation(CustomLabel customLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Recovery Latent Statesboolean
CurveSurfaceQuoteContainer. setCustomRepoCorrelation(CustomLabel customLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Repo Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityEquityCorrelation(EntityEquityLabel equityLabel1, EntityEquityLabel equityLabel2, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Pair of Equity Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityForwardCorrelation(EntityEquityLabel equityLabel, ForwardLabel forwardLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Forward Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityFundingCorrelation(EntityEquityLabel equityLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Funding Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityFXCorrelation(EntityEquityLabel equityLabel, FXLabel fxLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the FX Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityGovvieCorrelation(EntityEquityLabel equityLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Govvie Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityOvernightCorrelation(EntityEquityLabel equityLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Overnight Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityPaydownCorrelation(EntityEquityLabel equityLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Pay-down Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityRatingCorrelation(EntityEquityLabel equityLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Rating Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityRecoveryCorrelation(EntityEquityLabel equityLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Recovery Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityRepoCorrelation(EntityEquityLabel equityLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Repo Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityState(EntityEquityLabel equityLabel, R1ToR1 auEquity)
(Re)-set the Equity State for the specified Equity Latent State Labelboolean
CurveSurfaceQuoteContainer. setForwardForwardCorrelation(ForwardLabel forwardLabel1, ForwardLabel forwardLabel2, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Pair of Forward Latent Statesboolean
CurveSurfaceQuoteContainer. setForwardFundingCorrelation(ForwardLabel forwardLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Forward and the Funding Latent Statesboolean
CurveSurfaceQuoteContainer. setForwardFXCorrelation(ForwardLabel forwardLabel, FXLabel fxLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Forward and the FX Latent State Labelsboolean
CurveSurfaceQuoteContainer. setForwardGovvieCorrelation(ForwardLabel forwardLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Forward and the Govvie Latent Statesboolean
CurveSurfaceQuoteContainer. setForwardOvernightCorrelation(ForwardLabel forwardLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Forward and the Overnight Latent Statesboolean
CurveSurfaceQuoteContainer. setForwardPaydownCorrelation(ForwardLabel forwardLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Forward and the Pay-down Latent Statesboolean
CurveSurfaceQuoteContainer. setForwardRatingCorrelation(ForwardLabel forwardLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Forward and the Rating Latent Statesboolean
CurveSurfaceQuoteContainer. setForwardRecoveryCorrelation(ForwardLabel forwardLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Forward and the Recovery Latent Statesboolean
CurveSurfaceQuoteContainer. setForwardRepoCorrelation(ForwardLabel forwardLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Forward and the Repo Latent Statesboolean
CurveSurfaceQuoteContainer. setFundingFundingCorrelation(FundingLabel fundingLabel1, FundingLabel fundingLabel2, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Pair of Funding Latent Statesboolean
CurveSurfaceQuoteContainer. setFundingFXCorrelation(FundingLabel fundingLabel, FXLabel fxLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Funding and the FX Latent Statesboolean
CurveSurfaceQuoteContainer. setFundingGovvieCorrelation(FundingLabel fundingLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Funding and the Govvie Latent Statesboolean
CurveSurfaceQuoteContainer. setFundingOvernightCorrelation(FundingLabel fundingLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Funding and the Overnight Latent Statesboolean
CurveSurfaceQuoteContainer. setFundingPaydownCorrelation(FundingLabel fundingLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Funding and the Pay-down Latent Statesboolean
CurveSurfaceQuoteContainer. setFundingRecoveryCorrelation(FundingLabel fundingLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Funding and the Recovery Latent Statesboolean
CurveSurfaceQuoteContainer. setFundingRecoveryCorrelation(FundingLabel fundingLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Funding and the Rating Latent Statesboolean
CurveSurfaceQuoteContainer. setFundingRepoCorrelation(FundingLabel fundingLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Funding and the Repo Latent Statesboolean
CurveSurfaceQuoteContainer. setFXFXCorrelation(FXLabel fxLabel1, FXLabel fxLabel2, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified FX Latent State Label Setboolean
CurveSurfaceQuoteContainer. setFXGovvieCorrelation(FXLabel fxLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified FX and the Govvie Latent Statesboolean
CurveSurfaceQuoteContainer. setFXOvernightCorrelation(FXLabel fxLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified FX and the Overnight Latent Statesboolean
CurveSurfaceQuoteContainer. setFXPaydownCorrelation(FXLabel fxLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified FX and the Pay-down Latent Statesboolean
CurveSurfaceQuoteContainer. setFXRatingCorrelation(FXLabel fxLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified FX and the Rating Latent Statesboolean
CurveSurfaceQuoteContainer. setFXRecoveryCorrelation(FXLabel fxLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified FX and the Recovery Latent Statesboolean
CurveSurfaceQuoteContainer. setFXRepoCorrelation(FXLabel fxLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified FX and the Repo Latent Statesboolean
CurveSurfaceQuoteContainer. setGovvieGovvieCorrelation(GovvieLabel govvieLabel1, GovvieLabel govvieLabel2, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the Govvie Latent State Pairboolean
CurveSurfaceQuoteContainer. setGovvieOvernightCorrelation(GovvieLabel govvieLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Govvie and the Overnight Latent Statesboolean
CurveSurfaceQuoteContainer. setGovviePaydownCorrelation(GovvieLabel govvieLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Govvie and the Pay-down Latent Statesboolean
CurveSurfaceQuoteContainer. setGovvieRatingCorrelation(GovvieLabel govvieLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Govvie and the Rating Latent Statesboolean
CurveSurfaceQuoteContainer. setGovvieRecoveryCorrelation(GovvieLabel govvieLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Govvie and the Recovery Latent Statesboolean
CurveSurfaceQuoteContainer. setGovvieRepoCorrelation(GovvieLabel govvieLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Govvie and the Repo Latent Statesboolean
CurveSurfaceQuoteContainer. setOvernightOvernightCorrelation(OvernightLabel overnightLabel1, OvernightLabel overnightLabel2, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Pair of Overnight Latent Statesboolean
CurveSurfaceQuoteContainer. setOvernightPaydownCorrelation(OvernightLabel overnightLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Overnight and the Pay-down Latent Statesboolean
CurveSurfaceQuoteContainer. setOvernightRatingCorrelation(OvernightLabel overnightLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Overnight and the Rating Latent Statesboolean
CurveSurfaceQuoteContainer. setOvernightRecoveryCorrelation(OvernightLabel overnightLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Overnight and the Recovery Latent Statesboolean
CurveSurfaceQuoteContainer. setOvernightRepoCorrelation(OvernightLabel overnightLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Overnight and the Repo Latent Statesboolean
CurveSurfaceQuoteContainer. setPaydownCurve(PaydownLabel paydownLabel, R1ToR1 auPaydown)
(Re)-set the Pay-down State for the specified Pay-down Latent State Labelboolean
CurveSurfaceQuoteContainer. setPaydownPaydownCorrelation(PaydownLabel paydownLabel1, PaydownLabel paydownLabel2, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the Pay-down Latent State Pairboolean
CurveSurfaceQuoteContainer. setPaydownRatingCorrelation(PaydownLabel paydownLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Pay-down and the Rating Latent Statesboolean
CurveSurfaceQuoteContainer. setPaydownRecoveryCorrelation(PaydownLabel paydownLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Pay-down and the Recovery Latent Statesboolean
CurveSurfaceQuoteContainer. setPaydownRepoCorrelation(PaydownLabel paydownLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Pay-down and the Repo Latent Statesboolean
CurveSurfaceQuoteContainer. setRatingRatingCorrelation(RatingLabel ratingLabel1, RatingLabel ratingLabel2, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Pair of Rating Latent Statesboolean
CurveSurfaceQuoteContainer. setRatingRecoveryCorrelation(RatingLabel ratingLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Rating and Recovery Latent Statesboolean
CurveSurfaceQuoteContainer. setRatingRepoCorrelation(RatingLabel ratingLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Rating and Repo Latent Statesboolean
CurveSurfaceQuoteContainer. setRecoveryRecoveryCorrelation(EntityRecoveryLabel recoveryLabel1, EntityRecoveryLabel recoveryLabel2, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the Recovery Latent State Pairboolean
CurveSurfaceQuoteContainer. setRecoveryRepoCorrelation(EntityRecoveryLabel recoveryLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Recovery and the Repo Latent Statesboolean
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 setdouble
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 FunctionR1ToR1
KernelDensityEstimationL1. responseFunction()
Retrieve the Response FunctionConstructors 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 BoundSingleSequenceAgnosticMetrics
SingleSequenceAgnosticMetrics. functionSequenceMetrics(R1ToR1 au)
Generate the Metrics for the Univariate Function Sequencedouble
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 FunctionConstructors 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 R^1 To R^1 FunctionsMethods in org.drip.spaces.functionclass with parameters of type R1ToR1 Modifier and Type Method Description static NormedR1ToL1R1Finite
NormedR1ToL1R1Finite. BoundedPredictorBoundedResponse(double dblMaureyConstant, R1ToR1[] aR1ToR1, double dblPredictorSupport, double dblResponseBound)
Create Bounded R^1 To Bounded L1 R^1 Function Class for the specified Bounded Class of Finite FunctionsFunctionClassCoveringBounds
NormedRxToNormedRxFinite. scaleSensitiveCoveringBounds(GeneralizedValidatedVector gvvi, R1ToR1 funcR1ToR1FatShatter)
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 funcR1ToR1)
double
R1Continuous. borelMeasureSpaceExpectation(R1ToR1 funcR1ToR1)
double
R1Normed. borelMeasureSpaceExpectation(R1ToR1 funcR1ToR1)
Compute the Borel Measure Expectation for the specified R^1 To R^1 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 FunctionConstructors in org.drip.spaces.rxtor1 with parameters of type R1ToR1 Constructor Description NormedR1CombinatorialToR1Continuous(R1Combinatorial r1CombinatorialInput, R1Continuous r1ContinuousOutput, R1ToR1 funcR1ToR1)
NormedR1CombinatorialToR1Continuous Function Space ConstructorNormedR1ContinuousToR1Continuous(R1Continuous r1ContinuousInput, R1Continuous r1ContinuousOutput, R1ToR1 funcR1ToR1)
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 EstimatorR1ToR1
FirstFrobeniusSeriesTerm. gammaEstimator()
Retrieve the Gamma EstimatorR1ToR1
ModifiedFirstFrobeniusSeriesTerm. gammaEstimator()
Retrieve the Gamma EstimatorR1ToR1
SecondNISTSeriesTerm. gammaEstimator()
Retrieve the Gamma EstimatorMethods 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 Seriesstatic FirstFrobeniusSeriesEstimator
FirstFrobeniusSeriesEstimator. Standard(R1ToR1 gammaEstimator, int termCount)
Construct a Standard Instance of Bessel FirstFrobeniusSeriesEstimatorstatic ModifiedFirstFrobeniusSeriesEstimator
ModifiedFirstFrobeniusSeriesEstimator. Standard(R1ToR1 gammaEstimator, int termCount)
Construct a Standard Instance of Bessel ModifiedFirstFrobeniusSeriesEstimatorstatic SecondNISTSeriesEstimator
SecondNISTSeriesEstimator. Standard(R1ToR1 digammaEstimator, R1ToR1 gammaEstimator, BesselFirstKindEstimator besselFirstKindEstimator, int termCount)
Construct a Standard Instance of SecondNISTSeriesEstimatorstatic R2ToR1Series
FirstFrobeniusSeries. Summation(R1ToR1 gammaEstimator, int termCount)
Construct the R2 To R1 Bessel First Kind Frobenius Summation Seriesstatic R2ToR1Series
ModifiedFirstFrobeniusSeries. Summation(R1ToR1 gammaEstimator, int termCount)
Construct the R2 To R1 Modified Bessel First Kind Frobenius Summation SeriesConstructors in org.drip.specialfunction.bessel with parameters of type R1ToR1 Constructor Description FirstFrobeniusSeriesTerm(R1ToR1 gammaEstimator)
FirstFrobeniusSeriesTerm ConstructorModifiedFirstFrobeniusSeriesTerm(R1ToR1 gammaEstimator)
ModifiedFirstFrobeniusSeriesTerm ConstructorSecondNISTSeriesTerm(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 EstimatorR1ToR1
LogGammaEstimator. r1ToR1LogGamma()
Retrieve the Log Gamma FunctionMethods 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 Functionstatic R2ToR1
AsymptoticLogEstimator. LargeX(R1ToR1 logGammaEstimator)
Construct the Large X Asymptote Estimate for the Log Beta FunctionConstructors in org.drip.specialfunction.beta with parameters of type R1ToR1 Constructor Description LogGammaEstimator(R1ToR1 r1ToR1LogGamma)
LogGammaBased 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 FunctionR1ToR1
RelaxationTimeDistributionEstimator. gFunction()
Construct the G Function Versionstatic R1ToR1
RelaxationTimeDistributionEstimator. GFunctionHalfBeta()
Construct the G Function for beta = 0.5Methods 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 Estimatorstatic BesselFirstKindEstimator
BesselFirstKindEstimator. AlphaNegativeIntegerAsymptote(R1ToR1 gammaEstimator)
Construct the Alpha Negative Integer Asymptotic Version of BesselFirstKindEstimatorstatic BesselSecondKindEstimator
BesselSecondKindEstimator. AlphaNegativeIntegerAsymptote(R1ToR1 gammaEstimator)
Construct the Alpha Negative Integer Asymptotic Version of BesselSecondKindEstimatorstatic BesselSecondKindEstimator
BesselSecondKindEstimator. AlphaNonNegativeIntegerAsymptote(R1ToR1 gammaEstimator)
Construct the Alpha Non-Negative Integer Asymptotic Version of BesselSecondKindEstimatorstatic ModifiedBesselFirstKindEstimator
ModifiedBesselFirstKindEstimator. AlphaPositiveAsymptote(R1ToR1 gammaEstimator)
Construct the Alpha Positive Asymptotic Version of ModifiedBesselFirstKindEstimatorstatic BesselFirstKindEstimator
BesselFirstKindEstimator. AlphaPositiveIntegerOrZeroAsymptote(R1ToR1 gammaEstimator)
Construct the Alpha Positive Integer or Zero Asymptotic Version of BesselFirstKindEstimatorstatic ModifiedBesselSecondKindEstimator
ModifiedBesselSecondKindEstimator. AlphaStrictlyPositiveAsymptote(R1ToR1 gammaEstimator)
Construct the Alpha Strictly Positive Asymptotic Version of ModifiedBesselSecondKindEstimatordouble
ScaledExponentialEstimator. firstMoment(R1ToR1 gammaEstimator)
Compute the First Momentdouble
ScaledExponentialEstimator. higherMoment(int momentOrder, R1ToR1 gammaEstimator)
Compute the Higher Momentdouble
ScaledExponentialEstimator. higherMomentUsingDensity(int momentOrder, RelaxationTimeDistributionEstimator relaxationTimeDistributionEstimator, R1ToR1 gammaEstimator)
Compute the Higher Moment using the Relaxation Time DensityConstructors 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 EstimatorR1ToR1
RiemannZeta. gammaEstimator()
Retrieve the Gamma EstimatorR1ToR1
LogSmallPi. logBigPiEstimator()
Retrieve the Log Big Pi EstimatorR1ToR1
LogBigPi. logGammaEstimator()
Retrieve the Log Gamma EstimatorMethods 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 PowerSourceExponentialDecayConstructors in org.drip.specialfunction.derived with parameters of type R1ToR1 Constructor Description Legendre(double alpha, double ceta, R2ToR1 logBetaEstimator, int quadratureCount, R1ToR1 gammaEstimator)
Legendre ConstructorLogBigPi(R1ToR1 logGammaEstimator)
LogBigPi ConstructorLogSmallPi(R1ToR1 logBigPiEstimator)
LogSmallPi ConstructorRiemannZeta(DerivativeControl dc, 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 Functionstatic R1ToR1
SaddlePoints. HermiteEnhancement()
Construct the R1 to R1 Hermite Enhancement Digamma Root Functionstatic R1ToR1
SaddlePoints. HermiteExtension()
Construct the R1 to R1 Hermite Extension Digamma Root Functionstatic R1ToR1
SaddlePoints. MezoHoffman2017()
Construct the R1 to R1 Mezo-Hoffman (2017) Digamma Root FunctionMethods 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 Rootsstatic R1ToR1Series
CumulativeSeries. MezoHoffman2017(R1ToR1 saddlePointFunction, int saddlePointCount)
Construct the R1 To R1 Infinite Saddle Point Cumulative Seriesstatic CumulativeSeriesEstimator
CumulativeSeriesEstimator. MezoHoffman2017(R1ToR1 logGammaEstimator, R1ToR1 saddlePointFunction, int saddlePointCount)
Compute the Saddle-Point Cumulative Series of Digamma Estimatorstatic R1ToR1Series
CumulativeSeries. TaylorRiemannZeta(R1ToR1 riemannZetaEstimator, int termCount)
Construct the R1 To R1 Taylor Riemann-Zeta Cumulative Seriesstatic CumulativeSeriesEstimator
CumulativeSeriesEstimator. TaylorRiemannZeta(R1ToR1 riemannZetaEstimator, int termCount)
Compute the Taylor-Riemann Zeta Cumulative Series of Digamma Estimatorstatic 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 EstimatorR1ToR1
SphericalBesselSecondKindExpansion. gammaEstimator()
Retrieve the Gamma EstimatorConstructors in org.drip.specialfunction.generator with parameters of type R1ToR1 Constructor Description SphericalBesselFirstKindExpansion(SphericalBesselFirstKindEstimator sphericalBesselFirstKindEstimator, R1ToR1 gammaEstimator)
SphericalBesselFirstKindExpansion ConstructorSphericalBesselSecondKindExpansion(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 FunctionsR1ToR1
SchwarzChristoffelVertex. mobiusForm()
Retrieve the Mobius Form of the s-FunctionR1ToR1
SchwarzTriangleMap. sFunction()
Generate the s-Function corresponding to the Singularity Solution PairR1ToR1
SchwarzChristoffelVertex. singularityAsymptote()
Retrieve the Singularity Asymptote of the s-FunctionR1ToR1
SchwarzTriangleMap. singularityAsymptoteOrderTerm()
Retrieve the Singularity Asymptote Order TermR1ToR1
SchwarzTriangleMap. singularitySolution0()
Retrieve the Singularity Solution 0R1ToR1
SchwarzTriangleMap. singularitySolution1()
Retrieve the Singularity Solution 1Constructors in org.drip.specialfunction.group with parameters of type R1ToR1 Constructor Description FuchsianEquation(R1ToR1[] kleinGroupFunctionArray)
FuchsianEquation ConstructorSchwarzChristoffelVertex(R1ToR1 mobiusForm, R1ToR1 singularityAsymptote, double arcAngle)
SchwarzChristoffelVertex ConstructorSchwarzTriangleMap(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 Asymptoteabstract 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 FunctionR1ToR1
HilleQForm2F1. v()
Retrieve the v FunctionMethods 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 ListMethods in org.drip.specialfunction.ode with parameters of type R1ToR1 Modifier and Type Method Description boolean
IndependentLinearSolutionList. add(R1ToR1 solutionFunction)
Add the Solution Functionboolean
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 Verifierstatic R1ToR1Property
DigammaSaddlePointEqualityLemma. QuadraticPolynomialReciprocalSum1(R1ToR1 digammaSaddlePointsFunction)
Construct the First Quadratic Polynomial Reciprocal Sum Verifierstatic R1ToR1Property
DigammaSaddlePointEqualityLemma. QuadraticPolynomialReciprocalSum2(R1ToR1 digammaSaddlePointsFunction)
Construct the Second Quadratic Polynomial Reciprocal Sum Verifierstatic R1ToR1Property
DigammaSaddlePointEqualityLemma. QuadraticReciprocalSum(R1ToR1 digammaSaddlePointsFunction)
Construct the Quadratic Reciprocal Sum Verifierstatic 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 EstimatorMethods 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 RelaxationTimeDistributionSeriesEstimatorstatic R1ToR1Series
RelaxationTimeDistributionSeries. Summation(double beta, R1ToR1 gammaEstimator, int termCount)
Construct the R1 To R1 Bessel First Kind Frobenius Summation SeriesConstructors 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 iBasisIndex)
Retrieve the Basis Function identified by the specified IndexConstructors in org.drip.spline.basis with parameters of type R1ToR1 Constructor Description FunctionSet(R1ToR1[] aAUResponseBasis)
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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 iNumBasisToUse, double dblTension, R1ToR1[] aAUHat)
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 FunctionConstructors in org.drip.spline.params with parameters of type R1ToR1 Constructor Description ResponseScalingShapeControl(boolean bIsLocal, R1ToR1 auShapeControl)
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. -
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 dblTension)
Generate the Monic BSpline Basis Function Setstatic R1ToR1[]
KochLycheKvasovBasis. GenerateQuadraticBSplineSet(double dblTension)
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 strCurrency, MergedDiscountForwardCurve dcCollateralForeign, FXCurve fxForward, VolatilityCurve vcCollateralForeign, VolatilityCurve vcFX, R1ToR1 r1r1CollateralForeignFXCorrelation)
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 R^1 To R^1 Pay-out FunctionConstructors 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 R^1 - R^1 FunctionsR1ToR1
PositionGroupSpecification. dealerThresholdFunction()
Retrieve the Collateral Group Dealer Threshold R^1 - R^1 FunctionConstructors 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