Package org.drip.spline.basis

Class BSplineSequenceParams

java.lang.Object
org.drip.spline.basis.BSplineSequenceParams
public class BSplineSequenceParams
extends java.lang.Object
BSplineSequenceParams implements the parameter set for constructing the B Spline Sequence. It provides functionality to:
  • BSplineSequenceParams Constructor
  • Retrieve the B Spline Order
  • Retrieve the Number of Basis Functions
  • Retrieve the Processed Basis Derivative Order
  • Retrieve the Basis Hat Type
  • Retrieve the Shape Control Type
  • Retrieve the Tension
  • Retrieve the Array of Predictor Ordinates

Module Product Core Module
Library Fixed Income Analytics
Project Basis Splines and Linear Compounders across a Broad Family of Spline Basis Functions
Package Basis Spline Construction/Customization Parameters
Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    BSplineSequenceParams​(java.lang.String hatType, java.lang.String shapeControlType, int basisCount, int bSplineOrder, double tension, int processedBasisDerivativeOrder)
    BSplineSequenceParams Constructor

  • Method Summary

    Modifier and Type Method Description
    int bSplineOrder()
    Retrieve the B Spline Order
    java.lang.String hat()
    Retrieve the Basis Hat Type
    int numBasis()
    Retrieve the Number of Basis Functions
    double[] predictorOrdinates()
    Retrieve the Array of Predictor Ordinates
    int procBasisDerivOrder()
    Retrieve the Processed Basis Derivative Order
    java.lang.String shapeControl()
    Retrieve the Shape Control Type
    double tension()
    Retrieve the Tension

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • BSplineSequenceParams

      public BSplineSequenceParams​(java.lang.String hatType, java.lang.String shapeControlType, int basisCount, int bSplineOrder, double tension, int processedBasisDerivativeOrder) throws java.lang.Exception
      BSplineSequenceParams Constructor
      Parameters:
      hatType - Hat Type
      shapeControlType - Shape Controller Type
      basisCount - Number of Basis
      bSplineOrder - Spline Penalty Order
      tension - Tension
      processedBasisDerivativeOrder - Processed Basis Derivative Order
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • bSplineOrder

      public int bSplineOrder()
      Retrieve the B Spline Order
      Returns:
      The B Spline Order

    • numBasis

      public int numBasis()
      Retrieve the Number of Basis Functions
      Returns:
      The Number of Basis Functions

    • procBasisDerivOrder

      public int procBasisDerivOrder()
      Retrieve the Processed Basis Derivative Order
      Returns:
      The Processed Basis Derivative Order

    • hat

      public java.lang.String hat()
      Retrieve the Basis Hat Type
      Returns:
      The Basis Hat Type

    • shapeControl

      public java.lang.String shapeControl()
      Retrieve the Shape Control Type
      Returns:
      The Shape Control Type

    • tension

      public double tension()
      Retrieve the Tension
      Returns:
      The Tension

    • predictorOrdinates

      public double[] predictorOrdinates()
      Retrieve the Array of Predictor Ordinates
      Returns:
      The Array of Predictor Ordinates