Package org.drip.spline.basis

Class ExponentialRationalSetParams

java.lang.Object
org.drip.spline.basis.ExponentialRationalSetParams
All Implemented Interfaces:
FunctionSetBuilderParams
public class ExponentialRationalSetParams
extends java.lang.Object
implements FunctionSetBuilderParams
ExponentialRationalSetParams implements per-segment parameters for the exponential rational basis set, i.e., the exponential tension and the rational tension parameters. It provides functionality to:
  • ExponentialRationalSetParams Constructor
  • Get the Exponential Tension
  • Get the Rational Tension

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
    ExponentialRationalSetParams​(double exponentialTension, double rationalTension)
    ExponentialRationalSetParams constructor

  • Method Summary

    Modifier and Type Method Description
    double exponentialTension()
    Get the Exponential Tension
    double rationalTension()
    Get the Rational Tension

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • ExponentialRationalSetParams

      public ExponentialRationalSetParams​(double exponentialTension, double rationalTension) throws java.lang.Exception
      ExponentialRationalSetParams constructor
      Parameters:
      exponentialTension - Segment Exponential Tension
      rationalTension - Segment Rational Tension
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • exponentialTension

      public double exponentialTension()
      Get the Exponential Tension
      Returns:
      The Exponential Tension

    • rationalTension

      public double rationalTension()
      Get the Rational Tension
      Returns:
      The Rational Tension