Package org.drip.specialfunction.bessel

Class RiccatiCEstimator

java.lang.Object
org.drip.specialfunction.definition.RiccatiBesselCEstimator
org.drip.specialfunction.bessel.RiccatiCEstimator
All Implemented Interfaces:
R2ToR1
public class RiccatiCEstimator
extends RiccatiBesselCEstimator
RiccatiCEstimator implements the Riccati-Bessel C Function Estimator using the Cylindrical 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:
  • RiccatiCEstimator Constructor
  • Retrieve the Bessel Function Second Kind

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
    RiccatiCEstimator​(BesselSecondKindEstimator besselSecondKindEstimator)
    RiccatiCEstimator Constructor

  • Method Summary

    Modifier and Type Method Description
    BesselSecondKindEstimator besselSecondKindEstimator()
    Retrieve the Bessel Function Second Kind
    double bigC​(double alpha, double z)
    Evaluate Riccati-Bessel C Function given Alpha and z

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

    evaluate

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • RiccatiCEstimator

      public RiccatiCEstimator​(BesselSecondKindEstimator besselSecondKindEstimator) throws java.lang.Exception
      RiccatiCEstimator Constructor
      Parameters:
      besselSecondKindEstimator - Bessel Function First Kind
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • bigC

      public double bigC​(double alpha, double z) throws java.lang.Exception
      Description copied from class: RiccatiBesselCEstimator
      Evaluate Riccati-Bessel C Function given Alpha and z
      Specified by:
      bigC in class RiccatiBesselCEstimator
      Parameters:
      alpha - Alpha
      z - Z
      Returns:
      Riccati-Bessel C Function J Value
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

    • besselSecondKindEstimator

      public BesselSecondKindEstimator besselSecondKindEstimator()
      Retrieve the Bessel Function Second Kind
      Returns:
      The Bessel Function Second Kind