org.drip.spline.tension

Class KLKHyperbolicTensionPsy

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.spline.tension.KLKHyperbolicTensionPsy

public class KLKHyperbolicTensionPsy
extends R1ToR1

KLKHyperbolicTensionPsy implements the basic framework and the family of C2 Tension Splines outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers. KLKHyperbolicTensionPsy implements the custom evaluator, differentiator, and integrator for the KLK Tension Psy Functions outlined in the publications above.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
KLKHyperbolicTensionPsy(double dblTension) KLKHyperbolicTensionPsy constructor

Method Summary

Modifier and Type	Method and Description
double	derivative(double dblVariate, int iOrder) Calculate the derivative as a double
double	evaluate(double dblVariate) Evaluate for the given variate
double	getTension() Retrieve the Tension Parameter
double	integrate(double dblBegin, double dblEnd) Integrate over the given range
static void	main(java.lang.String[] astrArgs)

Methods inherited from class org.drip.function.definition.R1ToR1

differential, differential, maxima, maxima, minima, minima

Methods inherited from class java.lang.Object

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

Constructor Detail

KLKHyperbolicTensionPsy

public KLKHyperbolicTensionPsy(double dblTension)
                        throws java.lang.Exception

KLKHyperbolicTensionPsy constructor

Parameters:

dblTension - Tension of the HyperbolicTension Function

Throws:

java.lang.Exception - Thrown if the input is invalid

Method Detail

evaluate

public double evaluate(double dblVariate)
                throws java.lang.Exception

Description copied from class: R1ToR1

Evaluate for the given variate

Specified by:

evaluate in class R1ToR1

Parameters:

dblVariate - Variate

Returns:

Returns the calculated value

Throws:

java.lang.Exception - Thrown if evaluation cannot be done

derivative

public double derivative(double dblVariate,
                         int iOrder)
                  throws java.lang.Exception

Description copied from class: R1ToR1

Calculate the derivative as a double

Overrides:

derivative in class R1ToR1

Parameters:

dblVariate - Variate at which the derivative is to be calculated

iOrder - Order of the derivative to be computed

Returns:

The Derivative

Throws:

java.lang.Exception - Thrown if Inputs are Invalid

integrate

public double integrate(double dblBegin,
                        double dblEnd)
                 throws java.lang.Exception

Description copied from class: R1ToR1

Integrate over the given range

Overrides:

integrate in class R1ToR1

Parameters:

dblBegin - Range Begin

dblEnd - Range End

Returns:

The Integrated Value

Throws:

java.lang.Exception - Thrown if evaluation cannot be done

getTension

public double getTension()

Retrieve the Tension Parameter

Returns:

Tension Parameter

main

public static final void main(java.lang.String[] astrArgs)
                       throws java.lang.Exception

Throws:

java.lang.Exception