Package org.drip.specialfunction.bessel

Class ModifiedFirstIntegralEstimator

java.lang.Object

org.drip.specialfunction.definition.ModifiedBesselFirstKindEstimator

org.drip.specialfunction.bessel.ModifiedFirstIntegralEstimator

All Implemented Interfaces:

R2ToR1

public abstract class ModifiedFirstIntegralEstimator
extends ModifiedBesselFirstKindEstimator

ModifiedFirstIntegralEstimator implements the Integral Estimator 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 6^th Edition Harcourt San Diego
• Temme N. M. (1996): Special Functions: An Introduction to the Classical Functions of Mathematical Physics 2^nd 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 Modified Bessel First Kind Estimator from the Integral Form
• Retrieve the Quadrature Count

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

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method	Description
int	quadratureCount()	Retrieve the Quadrature Count
static ModifiedFirstIntegralEstimator	Standard(int quadratureCount)	Construct the Modified Bessel First Kind Estimator from the Integral Form

Methods inherited from class org.drip.specialfunction.definition.ModifiedBesselFirstKindEstimator

AlphaPositiveAsymptote, bigI, evaluate

Methods inherited from class java.lang.Object

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

Method Details

Standard

public static final ModifiedFirstIntegralEstimator Standard(int quadratureCount)

Construct the Modified Bessel First Kind Estimator from the Integral Form

Parameters:

quadratureCount - Count of the Integrand Quadrature

Returns:

Modified Bessel First Kind Estimator from the Integral Form

quadratureCount

public int quadratureCount()

Retrieve the Quadrature Count

Returns:

The Quadrature Count