org.drip.spline.stretch

Class BoundarySettings

java.lang.Object

org.drip.spline.stretch.BoundarySettings

public class BoundarySettings
extends java.lang.Object

This class implements the Boundary Settings that determine the full extent of description of the regime's State. It exports functions that: - Specify the type of the boundary condition (NATURAL/FLOATING/IS-A-KNOT) - Boundary COndition specific additional parameters (e.g., Derivative Orders and Matches) - Static methods that help construct standard boundary settings

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field and Description
static int	BOUNDARY_CONDITION_FINANCIAL Calibration Boundary Condition: Financial Boundary Condition
static int	BOUNDARY_CONDITION_FLOATING Calibration Boundary Condition: Floating Boundary Condition
static int	BOUNDARY_CONDITION_NATURAL Calibration Boundary Condition: Natural Boundary Condition
static int	BOUNDARY_CONDITION_NOT_A_KNOT Calibration Boundary Condition: Not-A-Knot Boundary Condition

Constructor Summary

Constructors

Constructor and Description
BoundarySettings(int iLeftDerivOrder, int iRightDerivOrder, int iBoundaryConditionType) BoundarySettings constructor

Method Summary

Modifier and Type	Method and Description
int	boundaryCondition() Retrieve the Type of the Boundary Condition
static BoundarySettings	FinancialStandard() Return the Instance of the Standard Financial Boundary Condition
static BoundarySettings	FloatingStandard() Return the Instance of the Standard Floating Boundary Condition
int	leftDerivOrder() Retrieve the Order of the Left Derivative
static BoundarySettings	NaturalStandard() Return the Instance of the Standard Natural Boundary Condition
static BoundarySettings	NotAKnotStandard(int iLeftDerivOrder, int iRightDerivOrder) Return the Instance of the Standard Not-A-Knot Boundary Condition
int	rightDerivOrder() Retrieve the Order of the Right Derivative

Methods inherited from class java.lang.Object

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

Field Detail

BOUNDARY_CONDITION_FLOATING

public static final int BOUNDARY_CONDITION_FLOATING

Calibration Boundary Condition: Floating Boundary Condition

See Also:

Constant Field Values

BOUNDARY_CONDITION_NATURAL

public static final int BOUNDARY_CONDITION_NATURAL

Calibration Boundary Condition: Natural Boundary Condition

See Also:

Constant Field Values

BOUNDARY_CONDITION_FINANCIAL

public static final int BOUNDARY_CONDITION_FINANCIAL

Calibration Boundary Condition: Financial Boundary Condition

See Also:

Constant Field Values

BOUNDARY_CONDITION_NOT_A_KNOT

public static final int BOUNDARY_CONDITION_NOT_A_KNOT

Calibration Boundary Condition: Not-A-Knot Boundary Condition

See Also:

Constant Field Values

Constructor Detail

BoundarySettings

public BoundarySettings(int iLeftDerivOrder,
                        int iRightDerivOrder,
                        int iBoundaryConditionType)
                 throws java.lang.Exception

BoundarySettings constructor

Parameters:

iLeftDerivOrder - Order of the Left Derivative

iRightDerivOrder - Order of the Right Derivative

iBoundaryConditionType - Type of the Boundary Condition - NATURAL/FINANCIAL/NOT_A_KNOT

Throws:

java.lang.Exception - Thrown if Inputs are invalid

Method Detail

NaturalStandard

public static final BoundarySettings NaturalStandard()

Return the Instance of the Standard Natural Boundary Condition

Returns:

Instance of the Standard Natural Boundary Condition

FloatingStandard

public static final BoundarySettings FloatingStandard()

Return the Instance of the Standard Floating Boundary Condition

Returns:

Instance of the Standard Floating Boundary Condition

FinancialStandard

public static final BoundarySettings FinancialStandard()

Return the Instance of the Standard Financial Boundary Condition

Returns:

Instance of the Standard Financial Boundary Condition

NotAKnotStandard

public static final BoundarySettings NotAKnotStandard(int iLeftDerivOrder,
                                                      int iRightDerivOrder)

Return the Instance of the Standard Not-A-Knot Boundary Condition

Parameters:

iLeftDerivOrder - Order of the Left Derivative

iRightDerivOrder - Order of the Right Derivative

Returns:

Instance of the Standard Not-A-Knot Boundary Condition

leftDerivOrder

public int leftDerivOrder()

Retrieve the Order of the Left Derivative

Returns:

The Order of the Left Derivative

rightDerivOrder

public int rightDerivOrder()

Retrieve the Order of the Right Derivative

Returns:

The Order of the Right Derivative

boundaryCondition

public int boundaryCondition()

Retrieve the Type of the Boundary Condition

Returns:

The Type of the Boundary Condition