org.drip.function.r1tor1solver

Class BracketingControlParams

java.lang.Object

org.drip.function.r1tor1solver.BracketingControlParams

public class BracketingControlParams
extends java.lang.Object

BracketingControlParams implements the control parameters for bracketing solutions. BracketingControlParams provides the following parameters: - The starting variate from which the search for bracketing begins - The initial width for the brackets - The factor by which the width expands with each iterative search - The number of such iterations.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
BracketingControlParams() Default BracketingControlParams constructor
BracketingControlParams(int iNumExpansions, double dblVariateStart, double dblBracketStartingWidth, double dblBracketWidthExpansionFactor) BracketingControlParams constructor

Method Summary

Modifier and Type	Method and Description
double	getBracketWidthExpansionFactor() Return the bracket width expansion factor
int	getNumExpansions() Return the number of expansions
double	getStartingBracketWidth() Return the initial bracket width
double	getVariateStart() Return the starting point of bracketing determination

Methods inherited from class java.lang.Object

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

Constructor Detail

BracketingControlParams

public BracketingControlParams()

Default BracketingControlParams constructor

BracketingControlParams

public BracketingControlParams(int iNumExpansions,
                               double dblVariateStart,
                               double dblBracketStartingWidth,
                               double dblBracketWidthExpansionFactor)
                        throws java.lang.Exception

BracketingControlParams constructor

Parameters:

iNumExpansions - Number of bracket expansions to determine the bracket

dblVariateStart - Variate start for the bracket determination

dblBracketStartingWidth - Base Bracket Width

dblBracketWidthExpansionFactor - Bracket width expansion factor

Throws:

java.lang.Exception - Thrown if inputs are invalid

Method Detail

getNumExpansions

public int getNumExpansions()

Return the number of expansions

Returns:

Number of expansions

getVariateStart

public double getVariateStart()

Return the starting point of bracketing determination

Returns:

Starting point of bracketing determination

getStartingBracketWidth

public double getStartingBracketWidth()

Return the initial bracket width

Returns:

Initial bracket width

getBracketWidthExpansionFactor

public double getBracketWidthExpansionFactor()

Return the bracket width expansion factor

Returns:

Bracket width expansion factor