org.drip.quant.calculus

Class DerivativeControl

java.lang.Object

org.drip.quant.calculus.DerivativeControl

public class DerivativeControl
extends java.lang.Object

DerivativeControl provides bumps needed for numerically approximating derivatives. Bumps can be absolute or relative, and they default to a floor.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
DerivativeControl() Empty DerivativeControl constructor
DerivativeControl(double dblBumpFactor) DerivativeControl constructor

Method Summary

Modifier and Type	Method and Description
double	getBumpFactor() Retrieve the bump factor
double	getVariateInfinitesimal(double dblVariate) Calculate and return the variate infinitesimal

Methods inherited from class java.lang.Object

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

Constructor Detail

DerivativeControl

public DerivativeControl()

Empty DerivativeControl constructor

DerivativeControl

public DerivativeControl(double dblBumpFactor)
                  throws java.lang.Exception

DerivativeControl constructor

Parameters:

dblBumpFactor - Bump Factor

Throws:

java.lang.Exception - Thrown if inputs are invalid

Method Detail

getBumpFactor

public double getBumpFactor()

Retrieve the bump factor

Returns:

The Bump Factor

getVariateInfinitesimal

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

Calculate and return the variate infinitesimal

Parameters:

dblVariate - Variate Input

Returns:

Variate Infinitesimal

Throws:

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