Package org.drip.specialfunction.bessel

Class SecondWeberEstimator

java.lang.Object

org.drip.specialfunction.definition.BesselSecondKindEstimator

org.drip.specialfunction.bessel.SecondWeberEstimator

All Implemented Interfaces:

R2ToR1

public class SecondWeberEstimator
extends BesselSecondKindEstimator

SecondWeberEstimator implements the Weber Estimation 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 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:

• SecondWeberEstimator Constructor
• Retrieve the Bessel Function 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
SecondWeberEstimator(BesselFirstKindEstimator besselFirstKindEstimator)	SecondWeberEstimator Constructor

Method Summary

Modifier and Type	Method	Description
BesselFirstKindEstimator	besselFirstKindEstimator()	Retrieve the Bessel Function First Kind Estimator
double	bigY(double alpha, double z)	Evaluate Bessel Function Second Kind Y given Alpha and z

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

AlphaNegativeIntegerAsymptote, AlphaNonNegativeIntegerAsymptote, AlphaZeroAsymptote, evaluate, HighZAsymptote

Methods inherited from class java.lang.Object

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

Constructor Details

SecondWeberEstimator

public SecondWeberEstimator(BesselFirstKindEstimator besselFirstKindEstimator)
                     throws java.lang.Exception

SecondWeberEstimator Constructor

Parameters:

besselFirstKindEstimator - Bessel Function First Kind Estimator

Throws:

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

Method Details

besselFirstKindEstimator

public BesselFirstKindEstimator besselFirstKindEstimator()

Retrieve the Bessel Function First Kind Estimator

Returns:

The Bessel Function First Kind Estimator

bigY

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

Description copied from class: BesselSecondKindEstimator

Evaluate Bessel Function Second Kind Y given Alpha and z

Specified by:

bigY in class BesselSecondKindEstimator

Parameters:

alpha - Alpha

z - Z

Returns:

Bessel Function Second Kind Y Value

Throws:

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