org.drip.quant.calculus

Class Differential

java.lang.Object

org.drip.quant.calculus.Differential

public class Differential
extends java.lang.Object

Differential holds the incremental differentials for the variate and the objective function.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
Differential(double dblDeltaVariate, double dblDeltaOF) Differential constructor

Method Summary

Modifier and Type	Method and Description
double	calcSlope(boolean bOFNumerator) Retrieve the Delta for the variate
double	getDeltaOF() Retrieve the Delta for the OF
double	getDeltaVariate() Retrieve the Delta for the variate

Methods inherited from class java.lang.Object

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

Constructor Detail

Differential

public Differential(double dblDeltaVariate,
                    double dblDeltaOF)
             throws java.lang.Exception

Differential constructor

Parameters:

dblDeltaVariate - Delta Variate

dblDeltaOF - Delta OF

Throws:

java.lang.Exception - Thrown if inputs are invalid

Method Detail

getDeltaOF

public double getDeltaOF()

Retrieve the Delta for the OF

Returns:

Delta OF

getDeltaVariate

public double getDeltaVariate()

Retrieve the Delta for the variate

Returns:

Delta Variate

calcSlope

public double calcSlope(boolean bOFNumerator)

Retrieve the Delta for the variate

Parameters:

bOFNumerator - TRUE - Calculate DOF/DVariate; FALSE - Calculate DVariate/DOF

Returns:

Delta Variate