org.drip.spline.segment

Class LatentStateManifestSensitivity

java.lang.Object

org.drip.spline.segment.LatentStateManifestSensitivity

public class LatentStateManifestSensitivity
extends java.lang.Object

LatentStateManifestSensitivity contains the Manifest Sensitivity generation control parameters and the Manifest Sensitivity outputs related to the given Segment.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
LatentStateManifestSensitivity(PreceedingManifestSensitivityControl pmsc) LatentStateManifestSensitivity constructor

Method Summary

Modifier and Type	Method and Description
double[]	getDBasisCoeffDLocalManifest() Get the Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure
double[]	getDBasisCoeffDPreceedingManifest() Get the Array containing the Sensitivities of the Basis Coefficients to the Preceeding Manifest Measure
double	getDResponseDPreceedingManifest() Get the Sensitivity of the Segment Response to the Preceeding Manifest Measure
PreceedingManifestSensitivityControl	getPMSC() Get the Preceeding Manifest Measure Sensitivity Control Parameters
boolean	setDBasisCoeffDLocalManifest(double[] adblDBasisCoeffDLocalManifest) Set the Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure
boolean	setDBasisCoeffDPreceedingManifest(double[] adblDBasisCoeffDPreceedingManifest) Set the Array containing the Sensitivities of the Basis Coefficients to the Preceeding Manifest Measure
boolean	setDResponseDPreceedingManifest(double dblDResponseDPreceedingManifest) Set the Sensitivity of the Segment Response to the Preceeding Manifest Measure

Methods inherited from class java.lang.Object

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

Constructor Detail

LatentStateManifestSensitivity

public LatentStateManifestSensitivity(PreceedingManifestSensitivityControl pmsc)
                               throws java.lang.Exception

LatentStateManifestSensitivity constructor

Parameters:

pmsc - The Preceeding Manifest Measure Sensitivity Control Parameters

Throws:

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

Method Detail

setDBasisCoeffDLocalManifest

public boolean setDBasisCoeffDLocalManifest(double[] adblDBasisCoeffDLocalManifest)

Set the Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure

Parameters:

adblDBasisCoeffDLocalManifest - The Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure

Returns:

TRUE - Basis Coefficient Manifest Measure Sensitivity Array Entries successfully set

getDBasisCoeffDLocalManifest

public double[] getDBasisCoeffDLocalManifest()

Get the Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure

Returns:

The Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure

setDBasisCoeffDPreceedingManifest

public boolean setDBasisCoeffDPreceedingManifest(double[] adblDBasisCoeffDPreceedingManifest)

Set the Array containing the Sensitivities of the Basis Coefficients to the Preceeding Manifest Measure

Parameters:

adblDBasisCoeffDPreceedingManifest - The Array containing the Sensitivities of the Basis Coefficients to the Preceeding Manifest Measure

Returns:

TRUE - Array Entries successfully set

getDBasisCoeffDPreceedingManifest

public double[] getDBasisCoeffDPreceedingManifest()

Get the Array containing the Sensitivities of the Basis Coefficients to the Preceeding Manifest Measure

Returns:

The Array containing the Sensitivities of the Basis Coefficients to the Preceeding Manifest Measure

setDResponseDPreceedingManifest

public boolean setDResponseDPreceedingManifest(double dblDResponseDPreceedingManifest)

Set the Sensitivity of the Segment Response to the Preceeding Manifest Measure

Parameters:

dblDResponseDPreceedingManifest - Sensitivity of the Segment Response to the Preceeding Manifest Measure

Returns:

TRUE - Sensitivity of the Segment Response to the Preceeding Manifest Measure successfully set

getDResponseDPreceedingManifest

public double getDResponseDPreceedingManifest()

Get the Sensitivity of the Segment Response to the Preceeding Manifest Measure

Returns:

The Sensitivity of the Segment Response to the Preceeding Manifest Measure

getPMSC

public PreceedingManifestSensitivityControl getPMSC()

Get the Preceeding Manifest Measure Sensitivity Control Parameters

Returns:

The Preceeding Manifest Measure Sensitivity Control Parameters