org.drip.function.r1tor1solver

Class ExecutionControlParams

java.lang.Object

org.drip.function.r1tor1solver.ExecutionControlParams

public class ExecutionControlParams
extends java.lang.Object

ExecutionControlParams holds the parameters needed for controlling the execution of the fixed point finder. ExecutionControlParams fields control the fixed point search in one of the following ways: - Number of iterations after which the search is deemed to have failed - Relative Objective Function Tolerance Factor which, when reached by the objective function, will indicate that the fixed point has been reached - Variate Convergence Factor, factor applied to the initial variate to determine the absolute convergence - Absolute Tolerance fall-back, which is used to determine that the fixed point has been reached when the relative tolerance factor becomes zero - Absolute Variate Convergence Fall-back, fall-back used to determine if the variate has converged.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
ExecutionControlParams() Default Execution Control Parameters constructor
ExecutionControlParams(int iNumIterations, boolean bIsVariateConvergenceCheckEnabled, double dblOFGoalToleranceFactor, double dblVariateConvergenceFactor, double dblAbsoluteOFToleranceFallback, double dblAbsoluteVariateConvergenceFallback) Execution Control Parameters constructor

Method Summary

Modifier and Type	Method and Description
double	getAbsoluteOFToleranceFallback() Return the Fall-back absolute tolerance for the OF
double	getAbsoluteVariateConvergenceFallback() Return the fall-back absolute variate convergence
int	getNumIterations() Return the number of iterations allowed
double	getOFGoalToleranceFactor() Return the tolerance factor for the OF Goal
double	getVariateConvergenceFactor() Return the Variate Convergence Factor
boolean	isVariateConvergenceCheckEnabled() Indicate if the variate convergence check has been turned on

Methods inherited from class java.lang.Object

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

Constructor Detail

ExecutionControlParams

public ExecutionControlParams()

Default Execution Control Parameters constructor

ExecutionControlParams

public ExecutionControlParams(int iNumIterations,
                              boolean bIsVariateConvergenceCheckEnabled,
                              double dblOFGoalToleranceFactor,
                              double dblVariateConvergenceFactor,
                              double dblAbsoluteOFToleranceFallback,
                              double dblAbsoluteVariateConvergenceFallback)
                       throws java.lang.Exception

Execution Control Parameters constructor

Parameters:

iNumIterations - Number of Iterations

bIsVariateConvergenceCheckEnabled - Flag indicating if the variate convergence check is on

dblOFGoalToleranceFactor - Tolerance factor for the OF Goal

dblVariateConvergenceFactor - Variate Convergence Factor

dblAbsoluteOFToleranceFallback - Absolute Tolerance Fall-back

dblAbsoluteVariateConvergenceFallback - Absolute Variate Convergence fall-back

Throws:

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

Method Detail

getNumIterations

public int getNumIterations()

Return the number of iterations allowed

Returns:

Number of iterations

getOFGoalToleranceFactor

public double getOFGoalToleranceFactor()

Return the tolerance factor for the OF Goal

Returns:

Tolerance factor for the OF Goal

getVariateConvergenceFactor

public double getVariateConvergenceFactor()

Return the Variate Convergence Factor

Returns:

Variate Convergence Factor

getAbsoluteOFToleranceFallback

public double getAbsoluteOFToleranceFallback()

Return the Fall-back absolute tolerance for the OF

Returns:

Fall-back absolute tolerance for the OF

getAbsoluteVariateConvergenceFallback

public double getAbsoluteVariateConvergenceFallback()

Return the fall-back absolute variate convergence

Returns:

Fall-back absolute variate convergence

isVariateConvergenceCheckEnabled

public boolean isVariateConvergenceCheckEnabled()

Indicate if the variate convergence check has been turned on

Returns:

TRUE - Variate convergence check has been turned on