Class BracketingControlParams

java.lang.Object
org.drip.function.r1tor1solver.BracketingControlParams

public class BracketingControlParams
extends java.lang.Object
BracketingControlParams implements the control parameters for bracketing solutions.

BracketingControlParams provides the following parameters:
  • The starting variate from which the search for bracketing begins
  • The initial width for the brackets
  • The factor by which the width expands with each iterative search
  • The number of such iterations.


Author:
Lakshmi Krishnamurthy
  • Constructor Summary

    Constructors
    Constructor Description
    BracketingControlParams()
    Default BracketingControlParams constructor
    BracketingControlParams​(int iNumExpansions, double dblVariateStart, double dblBracketStartingWidth, double dblBracketWidthExpansionFactor)
    BracketingControlParams constructor
  • Method Summary

    Modifier and Type Method Description
    double getBracketWidthExpansionFactor()
    Return the bracket width expansion factor
    int getNumExpansions()
    Return the number of expansions
    double getStartingBracketWidth()
    Return the initial bracket width
    double getVariateStart()
    Return the starting point of bracketing determination

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Constructor Details

    • BracketingControlParams

      public BracketingControlParams()
      Default BracketingControlParams constructor
    • BracketingControlParams

      public BracketingControlParams​(int iNumExpansions, double dblVariateStart, double dblBracketStartingWidth, double dblBracketWidthExpansionFactor) throws java.lang.Exception
      BracketingControlParams constructor
      Parameters:
      iNumExpansions - Number of bracket expansions to determine the bracket
      dblVariateStart - Variate start for the bracket determination
      dblBracketStartingWidth - Base Bracket Width
      dblBracketWidthExpansionFactor - Bracket width expansion factor
      Throws:
      java.lang.Exception - Thrown if inputs are invalid
  • Method Details

    • getNumExpansions

      public int getNumExpansions()
      Return the number of expansions
      Returns:
      Number of expansions
    • getVariateStart

      public double getVariateStart()
      Return the starting point of bracketing determination
      Returns:
      Starting point of bracketing determination
    • getStartingBracketWidth

      public double getStartingBracketWidth()
      Return the initial bracket width
      Returns:
      Initial bracket width
    • getBracketWidthExpansionFactor

      public double getBracketWidthExpansionFactor()
      Return the bracket width expansion factor
      Returns:
      Bracket width expansion factor