Package org.drip.specialfunction.bessel

Class ModifiedFirstFrobeniusSeriesTerm

java.lang.Object
org.drip.numerical.estimation.R2ToR1SeriesTerm
org.drip.specialfunction.bessel.ModifiedFirstFrobeniusSeriesTerm
public class ModifiedFirstFrobeniusSeriesTerm
extends R2ToR1SeriesTerm
ModifiedFirstFrobeniusSeriesTerm implements the Frobenius Series Term 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:
  • ModifiedFirstFrobeniusSeriesTerm Constructor
  • Retrieve the Gamma Estimator

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
    ModifiedFirstFrobeniusSeriesTerm​(R1ToR1 gammaEstimator)
    ModifiedFirstFrobeniusSeriesTerm Constructor

  • Method Summary

    Modifier and Type Method Description
    R1ToR1 gammaEstimator()
    Retrieve the Gamma Estimator
    double value​(int order, double alpha, double z)
    Compute the Value of the R2 To R1 Series Expansion Term

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • ModifiedFirstFrobeniusSeriesTerm

      public ModifiedFirstFrobeniusSeriesTerm​(R1ToR1 gammaEstimator) throws java.lang.Exception
      ModifiedFirstFrobeniusSeriesTerm Constructor
      Parameters:
      gammaEstimator - The Gamma Estimator
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • gammaEstimator

      public R1ToR1 gammaEstimator()
      Retrieve the Gamma Estimator
      Returns:
      The Gamma Estimator

    • value

      public double value​(int order, double alpha, double z) throws java.lang.Exception
      Description copied from class: R2ToR1SeriesTerm
      Compute the Value of the R2 To R1 Series Expansion Term
      Specified by:
      value in class R2ToR1SeriesTerm
      Parameters:
      order - Order of the R2 To R1 Series Expansion Term
      alpha - X
      z - Y
      Returns:
      The Value of the R2 To R1 Series Expansion Term
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid