org.drip.quant.common

Class Array2D

java.lang.Object

org.drip.quant.common.Array2D

public class Array2D
extends java.lang.Object

Array2D the contains array of x and y. It provides methods to create/access different varieties of x/y schedule creation.

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method and Description
static Array2D	BulletSchedule() Create an Array2D Instance from the Flat Unit Y
static Array2D	FromArray(double[] adblX, double[] adblY) Create the Array2D Instance from a Matched Array of X and Y
static Array2D	FromArray(int[] aiX, double[] adblY) Create the Array2D Instance from a Matched Array of X and Y
static Array2D	FromStringSet(java.lang.String strX, java.lang.String strY) Create the Array2D Instance from a Matched String Array of X and Y
static Array2D	FromXYDeltaArray(double[] adblX, double[] adblYDelta, double dblYInitial) Create the Array2D Instance from a Matched Array of X and Y Deltas
int	index(double dblX) Retrieve the Index that corresponds to the given X
boolean	match(Array2D a2DOther) Indicate if this Array2D Instance matches the "other" Entry-by-Entry
double[]	x() Retrieve the Array of X
double[]	y() Retrieve the Array of Y
double	y(double dblX) Retrieve the Y given X
double	y(double dblStartX, double dblEndX) Retrieve the X-Weighted Y

Methods inherited from class java.lang.Object

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

Method Detail

FromStringSet

public static final Array2D FromStringSet(java.lang.String strX,
                                          java.lang.String strY)

Create the Array2D Instance from a Matched String Array of X and Y

Parameters:

strX - String Array of X

strY - String Array of Y

Returns:

The Array2D Instance

FromArray

public static final Array2D FromArray(double[] adblX,
                                      double[] adblY)

Create the Array2D Instance from a Matched Array of X and Y

Parameters:

adblX - Array of X

adblY - Array of Y

Returns:

The Array2D Instance

FromArray

public static final Array2D FromArray(int[] aiX,
                                      double[] adblY)

Create the Array2D Instance from a Matched Array of X and Y

Parameters:

aiX - Array of X

adblY - Array of Y

Returns:

The Array2D Instance

FromXYDeltaArray

public static final Array2D FromXYDeltaArray(double[] adblX,
                                             double[] adblYDelta,
                                             double dblYInitial)

Create the Array2D Instance from a Matched Array of X and Y Deltas

Parameters:

adblX - Array of X

adblYDelta - Array of Y Deltas

dblYInitial - The Initial Value of Y

Returns:

The Array2D Instance

BulletSchedule

public static final Array2D BulletSchedule()

Create an Array2D Instance from the Flat Unit Y

Returns:

The Array2D Instance

y

public double y(double dblX)
         throws java.lang.Exception

Retrieve the Y given X

Parameters:

dblX - X

Returns:

Y

Throws:

java.lang.Exception - Thrown if the Y cannot be computed

index

public int index(double dblX)
          throws java.lang.Exception

Retrieve the Index that corresponds to the given X

Parameters:

dblX - X

Returns:

Index

Throws:

java.lang.Exception - Thrown if the Index cannot be computed

y

public double y(double dblStartX,
                double dblEndX)
         throws java.lang.Exception

Retrieve the X-Weighted Y

Parameters:

dblStartX - Start X

dblEndX - End X

Returns:

The X-Weighted Y

Throws:

java.lang.Exception - Thrown if the Y cannot be computed

x

public double[] x()

Retrieve the Array of X

Returns:

Array of X

y

public double[] y()

Retrieve the Array of Y

Returns:

Array of Y

match

public boolean match(Array2D a2DOther)

Indicate if this Array2D Instance matches the "other" Entry-by-Entry

Parameters:

a2DOther - The "Other" Array2D Instance

Returns:

TRUE - The Array2D Instances match Entry-by-Entry