Package org.drip.sequence.metrics

Class PivotedDepartureBounds

java.lang.Object
org.drip.sequence.metrics.PivotedDepartureBounds
public class PivotedDepartureBounds
extends java.lang.Object
PivotedDepartureBounds holds the Lower/Upper Probability Bounds in regards to the Specified Pivot-Centered Sequence.



Author:
Lakshmi Krishnamurthy

  • Field Summary

    Fields
    Modifier and Type Field Description
    static int PIVOT_ANCHOR_TYPE_CUSTOM
    PIVOT ANCHOR TYPE - CUSTOM
    static int PIVOT_ANCHOR_TYPE_MEAN
    PIVOT ANCHOR TYPE - MEAN
    static int PIVOT_ANCHOR_TYPE_ZERO
    PIVOT ANCHOR TYPE - ZERO

  • Constructor Summary

    Constructors
    Constructor Description
    PivotedDepartureBounds​(int iPivotAnchorType, double dblCustomPivotAnchor, double dblLower, double dblUpper)
    PivotedDepartureBounds Constructor

  • Method Summary

    Modifier and Type Method Description
    double customPivotAnchor()
    Retrieve the Custom Pivot Anchor
    double lower()
    Retrieve the Lower Probability Bound
    int pivotAnchorType()
    Retrieve the Pivot Anchor Type
    double upper()
    Retrieve the Upper Probability Bound

    Methods inherited from class java.lang.Object

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

  • Field Details

    • PIVOT_ANCHOR_TYPE_ZERO

      public static final int PIVOT_ANCHOR_TYPE_ZERO
      PIVOT ANCHOR TYPE - ZERO
      See Also:
      Constant Field Values

    • PIVOT_ANCHOR_TYPE_MEAN

      public static final int PIVOT_ANCHOR_TYPE_MEAN
      PIVOT ANCHOR TYPE - MEAN
      See Also:
      Constant Field Values

    • PIVOT_ANCHOR_TYPE_CUSTOM

      public static final int PIVOT_ANCHOR_TYPE_CUSTOM
      PIVOT ANCHOR TYPE - CUSTOM
      See Also:
      Constant Field Values

  • Constructor Details

    • PivotedDepartureBounds

      public PivotedDepartureBounds​(int iPivotAnchorType, double dblCustomPivotAnchor, double dblLower, double dblUpper) throws java.lang.Exception
      PivotedDepartureBounds Constructor
      Parameters:
      iPivotAnchorType - The Type of the Pivot Anchor
      dblCustomPivotAnchor - The Custom Pivot Anchor
      dblLower - Lower Bound
      dblUpper - Upper Bound
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • lower

      public double lower()
      Retrieve the Lower Probability Bound
      Returns:
      The Lower Probability Bound

    • upper

      public double upper()
      Retrieve the Upper Probability Bound
      Returns:
      The Upper Probability Bound

    • pivotAnchorType

      public int pivotAnchorType()
      Retrieve the Pivot Anchor Type
      Returns:
      The Pivot Anchor Type

    • customPivotAnchor

      public double customPivotAnchor()
      Retrieve the Custom Pivot Anchor
      Returns:
      The Custom Pivot Anchor