org.drip.function.r1tor1

Class OffsetIdempotent

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.function.r1tor1.OffsetIdempotent

Direct Known Subclasses:

IdempotentUnivariateRandom

public class OffsetIdempotent
extends R1ToR1

OffsetIdempotent provides the Implementation of the Offset Idempotent Operator - f(x) = x - C.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
OffsetIdempotent(double dblOffset) OffsetIdempotent Constructor

Method Summary

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

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

OffsetIdempotent

public OffsetIdempotent(double dblOffset)
                 throws java.lang.Exception

OffsetIdempotent Constructor

Parameters:

dblOffset - The Offset

Throws:

java.lang.Exception - Thrown if Inputs are Invalid

Method Detail

offset

public double offset()

Retrieve the Offset

Returns:

The Offset

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