org.drip.function.r1tor1

Class ExponentialDecay

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.function.r1tor1.ExponentialDecay

public class ExponentialDecay
extends R1ToR1

ExponentialDecay implements the scaled exponential decay Univariate Function.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
ExponentialDecay(double dblEpoch, double dblHazard) ExponentialDecay constructor

Method Summary

Modifier and Type	Method and Description
double	derivative(double dblVariate, int iOrder) Calculate the derivative as a double
double	epoch() Retrieve the Epoch
double	evaluate(double dblVariate) Evaluate for the given variate
double	hazard() Retrieve the Hazard
double	integrate(double dblBegin, double dblEnd) Integrate over the given range

Methods inherited from class org.drip.function.definition.R1ToR1

differential, differential, maxima, maxima, minima, minima

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ExponentialDecay

public ExponentialDecay(double dblEpoch,
                        double dblHazard)
                 throws java.lang.Exception

ExponentialDecay constructor

Parameters:

dblEpoch - The Starting Epoch

dblHazard - The Exponential Decay Hazard Rate

Throws:

java.lang.Exception - Thrown if the Inputs are invalid

Method Detail

evaluate

public double evaluate(double dblVariate)
                throws java.lang.Exception

Description copied from class: R1ToR1

Evaluate for the given variate

Specified by:

evaluate in class R1ToR1

Parameters:

dblVariate - Variate

Returns:

Returns the calculated value

Throws:

java.lang.Exception - Thrown if evaluation cannot be done

derivative

public double derivative(double dblVariate,
                         int iOrder)
                  throws java.lang.Exception

Description copied from class: R1ToR1

Calculate the derivative as a double

Overrides:

derivative in class R1ToR1

Parameters:

dblVariate - Variate at which the derivative is to be calculated

iOrder - Order of the derivative to be computed

Returns:

The Derivative

Throws:

java.lang.Exception - Thrown if Inputs are Invalid

integrate

public double integrate(double dblBegin,
                        double dblEnd)
                 throws java.lang.Exception

Description copied from class: R1ToR1

Integrate over the given range

Overrides:

integrate in class R1ToR1

Parameters:

dblBegin - Range Begin

dblEnd - Range End

Returns:

The Integrated Value

Throws:

java.lang.Exception - Thrown if evaluation cannot be done

epoch

public double epoch()

Retrieve the Epoch

Returns:

The Epoch

hazard

public double hazard()

Retrieve the Hazard

Returns:

The Hazard