Package org.drip.specialfunction.bessel

Class RiccatiSEstimator

java.lang.Object
org.drip.specialfunction.definition.RiccatiBesselSEstimator
org.drip.specialfunction.bessel.RiccatiSEstimator
All Implemented Interfaces:
R2ToR1
public class RiccatiSEstimator
extends RiccatiBesselSEstimator
RiccatiSEstimator implements the Riccati-Bessel S 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:
  • RiccatiSEstimator Constructor
  • Retrieve the Bessel Function First 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
    RiccatiSEstimator​(BesselFirstKindEstimator besselFirstKindEstimator)
    RiccatiSEstimator Constructor

  • Method Summary

    Modifier and Type Method Description
    BesselFirstKindEstimator besselFirstKindEstimator()
    Retrieve the Bessel Function First Kind
    double bigS​(double alpha, double z)
    Evaluate Riccati-Bessel S Function given Alpha and z

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

    evaluate

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • RiccatiSEstimator

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

  • Method Details

    • bigS

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

    • besselFirstKindEstimator

      public BesselFirstKindEstimator besselFirstKindEstimator()
      Retrieve the Bessel Function First Kind
      Returns:
      The Bessel Function First Kind