Package org.drip.spline.basis

Class FunctionSet

java.lang.Object
org.drip.spline.basis.FunctionSet
Direct Known Subclasses:
SegmentBasisFunctionSet
public class FunctionSet
extends java.lang.Object
FunctionSet implements the basis spline function set. It has the following Functionality:
  • FunctionSet Constructor
  • Retrieve the Number of Basis Functions
  • Retrieve the Basis Function identified by the specified Index

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
    FunctionSet​(R1ToR1[] r1ToR1ResponseBasisArray)
    FunctionSet Constructor

  • Method Summary

    Modifier and Type Method Description
    R1ToR1 indexedBasisFunction​(int basisIndex)
    Retrieve the Basis Function identified by the specified Index
    int numBasis()
    Retrieve the Number of Basis Functions

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • FunctionSet

      public FunctionSet​(R1ToR1[] r1ToR1ResponseBasisArray) throws java.lang.Exception
      FunctionSet Constructor
      Parameters:
      r1ToR1ResponseBasisArray - Array of the Basis Function Set
      Throws:
      java.lang.Exception - Thrown if Inputs are invalid

  • Method Details

    • numBasis

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

    • indexedBasisFunction

      public R1ToR1 indexedBasisFunction​(int basisIndex)
      Retrieve the Basis Function identified by the specified Index
      Parameters:
      basisIndex - The Basis Function Index
      Returns:
      The Basis Function identified by the specified Index