org.drip.spline.grid

Interface Span

All Known Implementing Classes:

AggregatedSpan, OverlappingStretchSpan

public interface Span

Span is the interface that exposes the functionality behind the collection of Stretches that may be overlapping or non-overlapping. It exposes the following stubs: - Retrieve the Left/Right Span Edge. - Indicate if the specified Label is part of the Merge State at the specified Predictor Ordinate. - Compute the Response from the containing Stretches. - Add a Stretch to the Span. - Retrieve the first Stretch that contains the Predictor Ordinate. - Retrieve the Stretch by Name. - Calculate the Response Derivative to the Quote at the specified Ordinate. - Display the Span Edge Coordinates.

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method and Description
boolean	addStretch(MultiSegmentSequence mss) Add a Stretch to the Span
double	calcResponseValue(double dblPredictorOrdinate) Compute the Response from the containing Stretches
double	calcResponseValueDerivative(double dblPredictorOrdinate, int iOrder) Compute the Response Value Derivative from the containing Stretches
java.lang.String	displayString() Display the Span Edge Coordinates
MultiSegmentSequence	getContainingStretch(double dblPredictorOrdinate) Retrieve the first Stretch that contains the Predictor Ordinate
MultiSegmentSequence	getStretch(java.lang.String strName) Retrieve the Stretch by Name
boolean	in(double dblPredictorOrdinate) Check if the Predictor Ordinate is in the Stretch Range
boolean	isMergeState(double dblPredictorOrdinate, LatentStateLabel lsl) Indicate if the specified Label is part of the Merge State at the specified Predictor Ordinate
WengertJacobian	jackDResponseDManifestMeasure(java.lang.String strManifestMeasure, double dblPredictorOrdinate, int iOrder) Calculate the Response Derivative to the Manifest Measure at the specified Ordinate
double	left() Retrieve the Left Span Edge
double	right() Retrieve the Right Span Edge

Method Detail

left

double left()
     throws java.lang.Exception

Retrieve the Left Span Edge

Returns:

The Left Span Edge

Throws:

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

right

double right()
      throws java.lang.Exception

Retrieve the Right Span Edge

Returns:

The Left Span Edge

Throws:

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

isMergeState

boolean isMergeState(double dblPredictorOrdinate,
                     LatentStateLabel lsl)

Indicate if the specified Label is part of the Merge State at the specified Predictor Ordinate

Parameters:

dblPredictorOrdinate - The Predictor Ordinate

lsl - Merge State Label

Returns:

TRUE - The specified Label is part of the Merge State at the specified Predictor Ordinate

calcResponseValue

double calcResponseValue(double dblPredictorOrdinate)
                  throws java.lang.Exception

Compute the Response from the containing Stretches

Parameters:

dblPredictorOrdinate - The Predictor Ordinate

Returns:

The Response

Throws:

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

calcResponseValueDerivative

double calcResponseValueDerivative(double dblPredictorOrdinate,
                                   int iOrder)
                            throws java.lang.Exception

Compute the Response Value Derivative from the containing Stretches

Parameters:

dblPredictorOrdinate - The Predictor Ordinate

iOrder - Order of the Derivative to be calculated

Returns:

The Response Value Derivative

Throws:

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

addStretch

boolean addStretch(MultiSegmentSequence mss)

Add a Stretch to the Span

Parameters:

mss - Stretch to be added

Returns:

TRUE - Stretch added successfully

getContainingStretch

MultiSegmentSequence getContainingStretch(double dblPredictorOrdinate)

Retrieve the first Stretch that contains the Predictor Ordinate

Parameters:

dblPredictorOrdinate - The Predictor Ordinate

Returns:

The containing Stretch

getStretch

MultiSegmentSequence getStretch(java.lang.String strName)

Retrieve the Stretch by Name

Parameters:

strName - The Stretch Name

Returns:

The Stretch

jackDResponseDManifestMeasure

WengertJacobian jackDResponseDManifestMeasure(java.lang.String strManifestMeasure,
                                              double dblPredictorOrdinate,
                                              int iOrder)

Calculate the Response Derivative to the Manifest Measure at the specified Ordinate

Parameters:

strManifestMeasure - Manifest Measure whose Sensitivity is sought

dblPredictorOrdinate - Predictor Ordinate

iOrder - Order of Derivative desired

Returns:

Jacobian of the Response Derivative to the Manifest Measure at the Ordinate

in

boolean in(double dblPredictorOrdinate)
    throws java.lang.Exception

Check if the Predictor Ordinate is in the Stretch Range

Parameters:

dblPredictorOrdinate - Predictor Ordinate

Returns:

TRUE - Predictor Ordinate is in the Range

Throws:

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

displayString

java.lang.String displayString()

Display the Span Edge Coordinates

Returns:

The Edge Coordinates String