Package org.drip.specialfunction.bessel

Class ModifiedFirstFrobeniusSeries

java.lang.Object
org.drip.specialfunction.bessel.ModifiedFirstFrobeniusSeries
public class ModifiedFirstFrobeniusSeries
extends java.lang.Object
ModifiedFirstFrobeniusSeries implements the Frobenius Series for the Modified Bessel Function of the First Kind. The References are:

  • Abramowitz, M., and I. A. Stegun (2007): Handbook of Mathematics Functions Dover Book on Mathematics
  • Arfken, G. B., and H. J. Weber (2005): Mathematical Methods for Physicists 6th Edition Harcourt San Diego
  • Temme N. M. (1996): Special Functions: An Introduction to the Classical Functions of Mathematical Physics 2nd Edition Wiley New York
  • Watson, G. N. (1995): A Treatise on the Theory of Bessel Functions Cambridge University Press
  • Wikipedia (2019): Bessel Function https://en.wikipedia.org/wiki/Bessel_function
It provides the following functionality:
  • Construct the R2 To R1 Modified Bessel First Kind Frobenius Summation Series

Module Product Core Module
Library Fixed Income Analytics
Project Special Function Implementation and Analysis
Package Ordered Bessel Function Variant Estimators
Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    ModifiedFirstFrobeniusSeries()  

  • Method Summary

    Modifier and Type Method Description
    static R2ToR1Series Summation​(R1ToR1 gammaEstimator, int termCount)
    Construct the R2 To R1 Modified Bessel First Kind Frobenius Summation Series

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • ModifiedFirstFrobeniusSeries

      public ModifiedFirstFrobeniusSeries()

  • Method Details

    • Summation

      public static final R2ToR1Series Summation​(R1ToR1 gammaEstimator, int termCount)
      Construct the R2 To R1 Modified Bessel First Kind Frobenius Summation Series
      Parameters:
      gammaEstimator - The Gamma Estimator
      termCount - Count of the Number of Terms
      Returns:
      The R2 To R1 Modified Bessel First Kind Frobenius Summation Series