Package org.drip.function.r1tor1

Class ExponentialDecay

java.lang.Object
org.drip.function.definition.R1ToR1
org.drip.function.r1tor1.ExponentialDecay
public class ExponentialDecay
extends R1ToR1
ExponentialDecay implements the scaled exponential decay Univariate Function.

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    ExponentialDecay​(double dblEpoch, double dblHazard)
    ExponentialDecay constructor

  • Method Summary

    Modifier and Type Method Description
    double derivative​(double dblVariate, int iOrder)
    Calculate the derivative as a double
    double epoch()
    Retrieve the Epoch
    double evaluate​(double dblVariate)
    Evaluate for the given variate
    double hazard()
    Retrieve the Hazard
    double integrate​(double dblBegin, double dblEnd)
    Integrate over the given range

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

    antiDerivative, conditionNumber, differential, differential, maxima, maxima, minima, minima, poleResidue

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • ExponentialDecay

      public ExponentialDecay​(double dblEpoch, double dblHazard) throws java.lang.Exception
      ExponentialDecay constructor
      Parameters:
      dblEpoch - The Starting Epoch
      dblHazard - The Exponential Decay Hazard Rate
      Throws:
      java.lang.Exception - Thrown if the Inputs are invalid

  • Method Details

    • 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

    • epoch

      public double epoch()
      Retrieve the Epoch
      Returns:
      The Epoch

    • hazard

      public double hazard()
      Retrieve the Hazard
      Returns:
      The Hazard