Package org.drip.numerical.common

Class Array2D

java.lang.Object

org.drip.numerical.common.Array2D

public class Array2D
extends java.lang.Object

Array2D the contains array of x and y. It provides methods to create/access different varieties of x/y schedule creation.

• Module = Computational Core Module
• Library = Numerical Analysis Library
• Project = Numerical Quadrature, Differentiation, Eigenization, Linear Algebra, and Utilities
• Package = Primitives/Array Manipulate Format Display Utilities

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method	Description
static Array2D	BulletSchedule()	Create an Array2D Instance from the Flat Unit Y
static Array2D	FromArray(double[] adblX, double[] adblY)	Create the Array2D Instance from a Matched Array of X and Y
static Array2D	FromArray(int[] aiX, double[] adblY)	Create the Array2D Instance from a Matched Array of X and Y
static Array2D	FromDateAmountVertex(java.lang.String strDateAmountVertex, int iMaturityDate, double dblInitialAmount)	Generate the Array2D Schedule from the String Representation of the Vertex Dates and Edge Payments Combination.
static Array2D	FromDateFactorVertex(java.lang.String strDateFactorVertex, int iMaturityDate)	Generate an Array2D Instance from the String Array containing semi-colon delimited Date/Factor Vertex Pair
static Array2D	FromDateFactorVertex(java.lang.String strDateFactorVertex, int iMaturityDate, double dblInitialAmount)	Generate an Array2D Instance from the String Array containing semi-colon delimited Date/Factor Vertex Pair
static Array2D	FromStringSet(java.lang.String strX, java.lang.String strY)	Create the Array2D Instance from a Matched String Array of X and Y
static Array2D	FromXYDeltaArray(double[] adblX, double[] adblYDelta, double dblYInitial)	Create the Array2D Instance from a Matched Array of X and Y Deltas
int	index(double dblX)	Retrieve the Index that corresponds to the given X
boolean	match(Array2D a2DOther)	Indicate if this Array2D Instance matches the "other" Entry-by-Entry
double[]	x()	Retrieve the Array of X
double[]	y()	Retrieve the Array of Y
double	y(double dblX)	Retrieve the Y given X
double	y(double dblStartX, double dblEndX)	Retrieve the X-Weighted Y

Methods inherited from class java.lang.Object

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

Method Details

FromDateAmountVertex

public static final Array2D FromDateAmountVertex(java.lang.String strDateAmountVertex,
int iMaturityDate,
double dblInitialAmount)

Generate the Array2D Schedule from the String Representation of the Vertex Dates and Edge Payments Combination.

Parameters:

strDateAmountVertex - The String Array consisting of the Date and the Amount Vertexes

iMaturityDate - The Maturity Date

dblInitialAmount - The Initial Amount

Returns:

The Array2D Instance

FromDateFactorVertex

public static final Array2D FromDateFactorVertex(java.lang.String strDateFactorVertex,
int iMaturityDate,
double dblInitialAmount)

Generate an Array2D Instance from the String Array containing semi-colon delimited Date/Factor Vertex Pair

Parameters:

strDateFactorVertex - The String Array containing semi-colon delimited Date/Edge Pair

iMaturityDate - The Maturity Date

dblInitialAmount - The Initial Amount

Returns:

The Array2D Instance

FromDateFactorVertex

public static final Array2D FromDateFactorVertex(java.lang.String strDateFactorVertex,
int iMaturityDate)

Generate an Array2D Instance from the String Array containing semi-colon delimited Date/Factor Vertex Pair

Parameters:

strDateFactorVertex - The String Array containing semi-colon delimited Date/Edge Pair

iMaturityDate - The Maturity Date

Returns:

The Array2D Instance

FromStringSet

public static final Array2D FromStringSet(java.lang.String strX,
java.lang.String strY)

Create the Array2D Instance from a Matched String Array of X and Y

Parameters:

strX - String Array of X

strY - String Array of Y

Returns:

The Array2D Instance

FromArray

public static final Array2D FromArray(double[] adblX,
double[] adblY)

Create the Array2D Instance from a Matched Array of X and Y

Parameters:

adblX - Array of X

adblY - Array of Y

Returns:

The Array2D Instance

FromArray

public static final Array2D FromArray(int[] aiX,
double[] adblY)

Create the Array2D Instance from a Matched Array of X and Y

Parameters:

aiX - Array of X

adblY - Array of Y

Returns:

The Array2D Instance

FromXYDeltaArray

public static final Array2D FromXYDeltaArray(double[] adblX,
double[] adblYDelta,
double dblYInitial)

Create the Array2D Instance from a Matched Array of X and Y Deltas

Parameters:

adblX - Array of X

adblYDelta - Array of Y Deltas

dblYInitial - The Initial Value of Y

Returns:

The Array2D Instance

BulletSchedule

public static final Array2D BulletSchedule()

Create an Array2D Instance from the Flat Unit Y

Returns:

The Array2D Instance

y

public double y(double dblX)
         throws java.lang.Exception

Retrieve the Y given X

Parameters:

dblX - X

Returns:

Y

Throws:

java.lang.Exception - Thrown if the Y cannot be computed

index

public int index(double dblX)
          throws java.lang.Exception

Retrieve the Index that corresponds to the given X

Parameters:

dblX - X

Returns:

Index

Throws:

java.lang.Exception - Thrown if the Index cannot be computed

y

public double y(double dblStartX,
double dblEndX)
         throws java.lang.Exception

Retrieve the X-Weighted Y

Parameters:

dblStartX - Start X

dblEndX - End X

Returns:

The X-Weighted Y

Throws:

java.lang.Exception - Thrown if the Y cannot be computed

x

public double[] x()

Retrieve the Array of X

Returns:

Array of X

y

public double[] y()

Retrieve the Array of Y

Returns:

Array of Y

match

public boolean match(Array2D a2DOther)

Indicate if this Array2D Instance matches the "other" Entry-by-Entry

Parameters:

a2DOther - The "Other" Array2D Instance

Returns:

TRUE - The Array2D Instances match Entry-by-Entry