org.drip.spline.params

Class SegmentPredictorResponseDerivative

java.lang.Object

org.drip.spline.params.SegmentPredictorResponseDerivative

public class SegmentPredictorResponseDerivative
extends java.lang.Object

SegmentPredictorResponseDerivative contains the segment local parameters used for the segment calibration. It holds the edge Y value and the derivatives. It exposes the following functions: - Retrieve the Response Value as well as the DResponseDPredictorOrdinate Array. - Aggregate the 2 Predictor Ordinate Response Derivatives by applying the Cardinal Tension Weight.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
SegmentPredictorResponseDerivative(double dblResponseValue, double[] adblDResponseDPredictorOrdinate) SegmentPredictorResponseDerivative constructor

Method Summary

Modifier and Type	Method and Description
static SegmentPredictorResponseDerivative	CardinalEdgeAggregate(SegmentPredictorResponseDerivative sprdA, SegmentPredictorResponseDerivative sprdB, double dblCardinalTension) Aggregate the 2 Predictor Ordinate Response Derivatives by applying the Cardinal Tension Weight
double[]	getDResponseDPredictorOrdinate() Retrieve the DResponseDPredictorOrdinate Array
double	responseValue() Retrieve the Response Value

Methods inherited from class java.lang.Object

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

Constructor Detail

SegmentPredictorResponseDerivative

public SegmentPredictorResponseDerivative(double dblResponseValue,
                                          double[] adblDResponseDPredictorOrdinate)
                                   throws java.lang.Exception

SegmentPredictorResponseDerivative constructor

Parameters:

dblResponseValue - Edge Response Value

adblDResponseDPredictorOrdinate - Array of ordered Edge Derivatives

Throws:

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

Method Detail

CardinalEdgeAggregate

public static final SegmentPredictorResponseDerivative CardinalEdgeAggregate(SegmentPredictorResponseDerivative sprdA,
                                                                             SegmentPredictorResponseDerivative sprdB,
                                                                             double dblCardinalTension)

Aggregate the 2 Predictor Ordinate Response Derivatives by applying the Cardinal Tension Weight

Parameters:

sprdA - Predictor Ordinate Response Derivative A

sprdB - Predictor Ordinate Response Derivative B

dblCardinalTension - Cardinal Tension

Returns:

The Aggregated Predictor Ordinate Response Derivatives

responseValue

public double responseValue()

Retrieve the Response Value

Returns:

The Response Value

getDResponseDPredictorOrdinate

public double[] getDResponseDPredictorOrdinate()

Retrieve the DResponseDPredictorOrdinate Array

Returns:

DResponseDPredictorOrdinate Array