Package org.drip.specialfunction.derived

Class PowerSourceExponentialDecay

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.specialfunction.derived.PowerSourceExponentialDecay

public class PowerSourceExponentialDecay
extends R1ToR1

PowerSourceExponentialDecay implements the Power Source Exponential Decay Function. The References are:

• Blagouchine, I. V. (2014): Re-discovery of Malmsten's Integrals, their Evaluation by Contour Integration Methods, and some Related Results Ramanujan Journal 35 (1) 21-110
• Borwein, J. M., and R. M. Corless (2017): Gamma Function and the Factorial in the Monthly https://arxiv.org/abs/1703.05349 arXiv
• Davis, P. J. (1959): Leonhard Euler's Integral: A Historical Profile of the Gamma Function American Mathematical Monthly 66 (10) 849-869
• Whitaker, E. T., and G. N. Watson (1996): A Course on Modern Analysis Cambridge University Press New York
• Wikipedia (2019): Gamma Function https://en.wikipedia.org/wiki/Gamma_function

It provides the following functionality:

• Construct the Analytic Version of PowerSourceExponentialDecay
• PowerSourceExponentialDecay Constructor
• Retrieve the Source Power Coefficient

Module	Product Core Module
Library	Fixed Income Analytics
Project	Special Function Implementation and Analysis
Package	Special Functions Derived using Others

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
PowerSourceExponentialDecay(DerivativeControl derivativeControl, double sourcePowerCoefficient)	PowerSourceExponentialDecay Constructor

Method Summary

Modifier and Type	Method	Description
static PowerSourceExponentialDecay	Analytic(R1ToR1 logGammaEstimator, double sourcePowerCoefficient)	Construct the Analytic Version of PowerSourceExponentialDecay
double	evaluate(double exponentialDecayCoefficient)	Evaluate for the given variate
double	sourcePowerCoefficient()	Retrieve the Source Power Coefficient

Methods inherited from class org.drip.function.definition.R1ToR1

antiDerivative, conditionNumber, derivative, differential, differential, integrate, maxima, maxima, minima, minima, poleResidue

Methods inherited from class java.lang.Object

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

Constructor Details

PowerSourceExponentialDecay

public PowerSourceExponentialDecay(DerivativeControl derivativeControl,
double sourcePowerCoefficient)
                            throws java.lang.Exception

PowerSourceExponentialDecay Constructor

Parameters:

derivativeControl - The Derivative Control

sourcePowerCoefficient - The Source Power Coefficient

Throws:

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

Method Details

Analytic

public static final PowerSourceExponentialDecay Analytic(R1ToR1 logGammaEstimator,
double sourcePowerCoefficient)

Construct the Analytic Version of PowerSourceExponentialDecay

Parameters:

logGammaEstimator - The Log Gamma Estimator

sourcePowerCoefficient - The Source Power Coefficient

Returns:

The Analytic Version of PowerSourceExponentialDecay

sourcePowerCoefficient

public double sourcePowerCoefficient()

Retrieve the Source Power Coefficient

Returns:

The Source Power Coefficient

evaluate

public double evaluate(double exponentialDecayCoefficient)
                throws java.lang.Exception

Description copied from class: R1ToR1

Evaluate for the given variate

Specified by:

evaluate in class R1ToR1

Parameters:

exponentialDecayCoefficient - Variate

Returns:

Returns the calculated value

Throws:

java.lang.Exception - Thrown if evaluation cannot be done