org.drip.function.r1tor1solver

Class IteratedBracket

java.lang.Object

org.drip.function.r1tor1solver.IteratedBracket

public class IteratedBracket
extends java.lang.Object

IteratedBracket holds the left/right bracket variates and the corresponding values for the objective function during each iteration.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
IteratedBracket(BracketingOutput bop) BracketingVariateIterator constructor

Method Summary

Modifier and Type	Method and Description
double	getOFLeft() Retrieve the left objective function value
double	getOFRight() Retrieve the right objective function value
double	getVariateLeft() Retrieve the left variate
double	getVariateRight() Retrieve the right variate
boolean	setOFLeft(double dblOFLeft) Set the left objective function value
boolean	setOFRight(double dblOFRight) Set the right objective function value
boolean	setVariateLeft(double dblVariateLeft) Set the left variate
boolean	setVariateRight(double dblVariateRight) Set the right variate

Methods inherited from class java.lang.Object

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

Constructor Detail

IteratedBracket

public IteratedBracket(BracketingOutput bop)
                throws java.lang.Exception

BracketingVariateIterator constructor

Parameters:

bop - Bracketing Output

Throws:

java.lang.Exception - Thrown if inputs are invalid

Method Detail

getVariateLeft

public double getVariateLeft()

Retrieve the left variate

Returns:

Left Variate

setVariateLeft

public boolean setVariateLeft(double dblVariateLeft)

Set the left variate

Parameters:

dblVariateLeft - Left Variate

Returns:

TRUE - Left Variate set successfully

getVariateRight

public double getVariateRight()

Retrieve the right variate

Returns:

Right Variate

setVariateRight

public boolean setVariateRight(double dblVariateRight)

Set the right variate

Parameters:

dblVariateRight - Right Variate

Returns:

TRUE - Right Variate set successfully

getOFLeft

public double getOFLeft()

Retrieve the left objective function value

Returns:

Left Objective Function Value

setOFLeft

public boolean setOFLeft(double dblOFLeft)

Set the left objective function value

Parameters:

dblOFLeft - Left Objective Function Value

Returns:

TRUE - Left Objective Function set successfully

getOFRight

public double getOFRight()

Retrieve the right objective function value

Returns:

Right objective function value

setOFRight

public boolean setOFRight(double dblOFRight)

Set the right objective function value

Parameters:

dblOFRight - Right Objective Function Value

Returns:

TRUE - Right Objective Function set successfully