org.drip.spline.params

Class ResponseValueSensitivityConstraint

java.lang.Object

org.drip.spline.params.ResponseValueSensitivityConstraint

public class ResponseValueSensitivityConstraint
extends java.lang.Object

SegmentResponseValueConstraint holds the SegmentBasisFlexureConstraint instances for the Base Calibration and one for each Manifest Measure Sensitivity.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
ResponseValueSensitivityConstraint(SegmentResponseValueConstraint srvcBase) ResponseValueSensitivityConstraint constructor

Method Summary

Modifier and Type	Method and Description
boolean	addManifestMeasureSensitivity(java.lang.String strManifestMeasure, SegmentResponseValueConstraint srvc) Add the SRVC Instance corresponding to the specified Manifest Measure
SegmentResponseValueConstraint	base() Retrieve the base SRVC Instance
java.util.Set<java.lang.String>	manifestMeasures() Return the Set of Available Manifest Measures (if any)
SegmentResponseValueConstraint	manifestMeasureSensitivity(java.lang.String strManifestMeasure) Retrieve the SRVC Instance Specified by the Manifest Measure

Methods inherited from class java.lang.Object

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

Constructor Detail

ResponseValueSensitivityConstraint

public ResponseValueSensitivityConstraint(SegmentResponseValueConstraint srvcBase)
                                   throws java.lang.Exception

ResponseValueSensitivityConstraint constructor

Parameters:

srvcBase - The Base Calibration Instance of SRVC

Throws:

java.lang.Exception - Thrown if Inputs are Invalid

Method Detail

addManifestMeasureSensitivity

public boolean addManifestMeasureSensitivity(java.lang.String strManifestMeasure,
                                             SegmentResponseValueConstraint srvc)

Add the SRVC Instance corresponding to the specified Manifest Measure

Parameters:

strManifestMeasure - The Manifest Measure

srvc - The SRVC Instance

Returns:

TRUE - The SRVC Instance was successfully added

base

public SegmentResponseValueConstraint base()

Retrieve the base SRVC Instance

Returns:

The Base SRVC Instance

manifestMeasureSensitivity

public SegmentResponseValueConstraint manifestMeasureSensitivity(java.lang.String strManifestMeasure)

Retrieve the SRVC Instance Specified by the Manifest Measure

Parameters:

strManifestMeasure - The Manifest Measure

Returns:

The SRVC Instance Specified by the Manifest Measure

manifestMeasures

public java.util.Set<java.lang.String> manifestMeasures()

Return the Set of Available Manifest Measures (if any)

Returns:

The Set of Available Manifest Measures