Package org.drip.spline.basis

Class ExponentialMixtureSetParams

java.lang.Object
org.drip.spline.basis.ExponentialMixtureSetParams
All Implemented Interfaces:
FunctionSetBuilderParams
public class ExponentialMixtureSetParams
extends java.lang.Object
implements FunctionSetBuilderParams
ExponentialMixtureSetParams implements per-segment parameters for the exponential mixture basis set, i.e., the array of the exponential tension parameters, one per each entity in the mixture.
  • ExponentialMixtureSetParams Constructor
  • Get the Indexed Exponential Tension Entry

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
    ExponentialMixtureSetParams​(double[] tensionArray)
    ExponentialMixtureSetParams constructor

  • Method Summary

    Modifier and Type Method Description
    double tension​(int index)
    Get the Indexed Exponential Tension Entry

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • ExponentialMixtureSetParams

      public ExponentialMixtureSetParams​(double[] tensionArray) throws java.lang.Exception
      ExponentialMixtureSetParams constructor
      Parameters:
      tensionArray - Array of the Tension Parameters
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • tension

      public double tension​(int index) throws java.lang.Exception
      Get the Indexed Exponential Tension Entry
      Parameters:
      index - The Index
      Returns:
      The Indexed Exponential Tension Entry
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid