Class SecondWatsonIntegralEstimator

java.lang.Object
org.drip.specialfunction.definition.BesselSecondKindEstimator
org.drip.specialfunction.bessel.SecondWatsonIntegralEstimator
All Implemented Interfaces:
R2ToR1

public abstract class SecondWatsonIntegralEstimator
extends BesselSecondKindEstimator
SecondWatsonIntegralEstimator implements the Integral Estimator for the Cylindrical 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 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:
  • Construct the Bessel Second Kind Estimator from the Watson Integer 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 Details

    • IntegerForm

      public static final SecondWatsonIntegralEstimator IntegerForm​(int quadratureCount)
      Construct the Bessel Second Kind Estimator from the Watson Integer Integral Form
      Parameters:
      quadratureCount - Count of the Integrand Quadrature
      Returns:
      Bessel Second Kind Estimator from the Watson Integer Integral Form
    • quadratureCount

      public int quadratureCount()
      Retrieve the Quadrature Count
      Returns:
      The Quadrature Count