Package org.drip.spline.basis

Class KaklisPandelisSetParams

java.lang.Object
org.drip.spline.basis.KaklisPandelisSetParams
All Implemented Interfaces:
FunctionSetBuilderParams
public class KaklisPandelisSetParams
extends java.lang.Object
implements FunctionSetBuilderParams
KaklisPandelisSetParams implements per segment parameters for the Kaklis Pandelis basis set. Currently it only holds the polynomial tension degree.
  • KaklisPandelisSetParams Constructor
  • Get the Segment Polynomial Tension Degree

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
    KaklisPandelisSetParams​(int polynomialTensionDegree)
    KaklisPandelisSetParams constructor

  • Method Summary

    Modifier and Type Method Description
    int polynomialTensionDegree()
    Get the Segment Polynomial Tension Degree

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • KaklisPandelisSetParams

      public KaklisPandelisSetParams​(int polynomialTensionDegree) throws java.lang.Exception
      KaklisPandelisSetParams constructor
      Parameters:
      polynomialTensionDegree - Segment Polynomial Tension Degree
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • polynomialTensionDegree

      public int polynomialTensionDegree()
      Get the Segment Polynomial Tension Degree
      Returns:
      The Segment Polynomial Tension Degree