Package | Description |
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org.drip.spline.basis |
Modifier and Type | Method and Description |
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static FunctionSet |
FunctionSetBuilder.ExponentialRationalBasisSet(ExponentialRationalSetParams ersp)
Construct the Exponential Rational Basis Set
y = A + B / (1+x) + C * exp(-x) + D * exp(-x) / (1+x)
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