org.drip.sequence.metrics

Class PivotedDepartureBounds

java.lang.Object

org.drip.sequence.metrics.PivotedDepartureBounds

public class PivotedDepartureBounds
extends java.lang.Object

PivotedDepartureBounds holds the Lower/Upper Probability Bounds in regards to the Specified Pivot-Centered Sequence.

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field and Description
static int	PIVOT_ANCHOR_TYPE_CUSTOM PIVOT ANCHOR TYPE - CUSTOM
static int	PIVOT_ANCHOR_TYPE_MEAN PIVOT ANCHOR TYPE - MEAN
static int	PIVOT_ANCHOR_TYPE_ZERO PIVOT ANCHOR TYPE - ZERO

Constructor Summary

Constructors

Constructor and Description
PivotedDepartureBounds(int iPivotAnchorType, double dblCustomPivotAnchor, double dblLower, double dblUpper) PivotedDepartureBounds Constructor

Method Summary

Modifier and Type	Method and Description
double	customPivotAnchor() Retrieve the Custom Pivot Anchor
double	lower() Retrieve the Lower Probability Bound
int	pivotAnchorType() Retrieve the Pivot Anchor Type
double	upper() Retrieve the Upper Probability Bound

Methods inherited from class java.lang.Object

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

Field Detail

PIVOT_ANCHOR_TYPE_ZERO

public static final int PIVOT_ANCHOR_TYPE_ZERO

PIVOT ANCHOR TYPE - ZERO

See Also:

Constant Field Values

PIVOT_ANCHOR_TYPE_MEAN

public static final int PIVOT_ANCHOR_TYPE_MEAN

PIVOT ANCHOR TYPE - MEAN

See Also:

Constant Field Values

PIVOT_ANCHOR_TYPE_CUSTOM

public static final int PIVOT_ANCHOR_TYPE_CUSTOM

PIVOT ANCHOR TYPE - CUSTOM

See Also:

Constant Field Values

Constructor Detail

PivotedDepartureBounds

public PivotedDepartureBounds(int iPivotAnchorType,
                              double dblCustomPivotAnchor,
                              double dblLower,
                              double dblUpper)
                       throws java.lang.Exception

PivotedDepartureBounds Constructor

Parameters:

iPivotAnchorType - The Type of the Pivot Anchor

dblCustomPivotAnchor - The Custom Pivot Anchor

dblLower - Lower Bound

dblUpper - Upper Bound

Throws:

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

Method Detail

lower

public double lower()

Retrieve the Lower Probability Bound

Returns:

The Lower Probability Bound

upper

public double upper()

Retrieve the Upper Probability Bound

Returns:

The Upper Probability Bound

pivotAnchorType

public int pivotAnchorType()

Retrieve the Pivot Anchor Type

Returns:

The Pivot Anchor Type

customPivotAnchor

public double customPivotAnchor()

Retrieve the Custom Pivot Anchor

Returns:

The Custom Pivot Anchor