Package org.drip.spline.basis

Class ExponentialTensionSetParams

java.lang.Object
org.drip.spline.basis.ExponentialTensionSetParams
All Implemented Interfaces:
FunctionSetBuilderParams
public class ExponentialTensionSetParams
extends java.lang.Object
implements FunctionSetBuilderParams
ExponentialTensionSetParams implements per-segment parameters for the exponential tension basis set. Currently it only contains the tension parameter.
  • ExponentialTensionSetParams Constructor
  • Get the Segment 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
    ExponentialTensionSetParams​(double tension)
    ExponentialTensionSetParams constructor

  • Method Summary

    Modifier and Type Method Description
    double tension()
    Get the Segment Tension

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • ExponentialTensionSetParams

      public ExponentialTensionSetParams​(double tension) throws java.lang.Exception
      ExponentialTensionSetParams constructor
      Parameters:
      tension - Segment Tension
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • tension

      public double tension()
      Get the Segment Tension
      Returns:
      The Segment Tension