org.drip.state.curve

Class BasisSplineTermStructure

java.lang.Object

org.drip.analytics.definition.NodeStructure

org.drip.state.curve.BasisSplineTermStructure

All Implemented Interfaces:

Curve, LatentState

public class BasisSplineTermStructure
extends NodeStructure

BasisSplineTermStructure implements the TermStructure Interface - if holds the latent state's Term Structure Parameters.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
BasisSplineTermStructure(int iEpochDate, CustomLabel label, java.lang.String strCurrency, Span span) BasisSplineTermStructure Constructor

Method Summary

Modifier and Type	Method and Description
double	node(int iPredictorOrdinate) Get the Market Node at the given Predictor Ordinate
double	nodeDerivative(int iPredictorOrdinate, int iOrder) Get the Market Node Derivative at the given Predictor Ordinate

Methods inherited from class org.drip.analytics.definition.NodeStructure

calibComp, currency, customTweakManifestMeasure, customTweakQuantificationMetric, epoch, label, manifestMeasure, node, node, nodeDerivative, nodeDerivative, parallelShiftManifestMeasure, parallelShiftQuantificationMetric, setCCIS, shiftManifestMeasure

Methods inherited from class java.lang.Object

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

Constructor Detail

BasisSplineTermStructure

public BasisSplineTermStructure(int iEpochDate,
                                CustomLabel label,
                                java.lang.String strCurrency,
                                Span span)
                         throws java.lang.Exception

BasisSplineTermStructure Constructor

Parameters:

iEpochDate - The Epoch Date

label - Term Structure Latent State Label

strCurrency - The Currency

span - The Latent State Span

Throws:

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

Method Detail

node

public double node(int iPredictorOrdinate)
            throws java.lang.Exception

Description copied from class: NodeStructure

Get the Market Node at the given Predictor Ordinate

Specified by:

node in class NodeStructure

Parameters:

iPredictorOrdinate - The Predictor Ordinate

Returns:

The Node evaluated from the Term Structure

Throws:

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

nodeDerivative

public double nodeDerivative(int iPredictorOrdinate,
                             int iOrder)
                      throws java.lang.Exception

Description copied from class: NodeStructure

Get the Market Node Derivative at the given Predictor Ordinate

Specified by:

nodeDerivative in class NodeStructure

Parameters:

iPredictorOrdinate - The Predictor Ordinate

iOrder - Order of the Derivative

Returns:

The Node Derivative evaluated from the Term Structure

Throws:

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