Package org.drip.specialfunction.bessel

Class ModifiedSecondEstimator

java.lang.Object

org.drip.specialfunction.definition.ModifiedBesselSecondKindEstimator

org.drip.specialfunction.bessel.ModifiedSecondEstimator

All Implemented Interfaces:

R2ToR1

public class ModifiedSecondEstimator
extends ModifiedBesselSecondKindEstimator

ModifiedSecondEstimator implements the Estimator for the Modified Bessel Function of the Second 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:

• ModifiedSecondEstimator Constructor
• Retrieve the Modified Bessel First Kind 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
ModifiedSecondEstimator(ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)	ModifiedSecondEstimator Constructor

Method Summary

Modifier and Type	Method	Description
double	bigK(double alpha, double z)	Evaluate Modified Bessel Function Second Kind K given Alpha and z
ModifiedBesselFirstKindEstimator	modifiedBesselFirstKindEstimator()	Retrieve the Modified Bessel First Kind Estimator

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

AlphaStrictlyPositiveAsymptote, AlphaZeroAsymptote, evaluate

Methods inherited from class java.lang.Object

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

Constructor Details

ModifiedSecondEstimator

public ModifiedSecondEstimator(ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator)
                        throws java.lang.Exception

ModifiedSecondEstimator Constructor

Parameters:

modifiedBesselFirstKindEstimator - The Modified Bessel First Kind Estimator

Throws:

java.lang.Exception - Thrown if the Inputs are In valid

Method Details

modifiedBesselFirstKindEstimator

public ModifiedBesselFirstKindEstimator modifiedBesselFirstKindEstimator()

Retrieve the Modified Bessel First Kind Estimator

Returns:

Modified Bessel First Kind Estimator

bigK

public double bigK(double alpha,
double z)
            throws java.lang.Exception

Description copied from class: ModifiedBesselSecondKindEstimator

Evaluate Modified Bessel Function Second Kind K given Alpha and z

Specified by:

bigK in class ModifiedBesselSecondKindEstimator

Parameters:

alpha - Alpha

z - Z

Returns:

Modified Bessel Function Second Kind K Value

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid