Package org.drip.spline.basis

Class PolynomialFunctionSetParams

java.lang.Object
org.drip.spline.basis.PolynomialFunctionSetParams
All Implemented Interfaces:
FunctionSetBuilderParams
public class PolynomialFunctionSetParams
extends java.lang.Object
implements FunctionSetBuilderParams
PolynomialFunctionSetParams implements per-segment basis set parameters for the polynomial basis spline. Currently it holds the number of basis functions. It has the following Functionality:
  • PolynomialFunctionSetParams Constructor
  • Get the Number of Spline Basis Functions in the Set

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
    PolynomialFunctionSetParams​(int iNumBasis)
    PolynomialFunctionSetParams constructor

  • Method Summary

    Modifier and Type Method Description
    int numBasis()
    Get the Number of Spline Basis Functions in the Set

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • PolynomialFunctionSetParams

      public PolynomialFunctionSetParams​(int iNumBasis) throws java.lang.Exception
      PolynomialFunctionSetParams constructor
      Parameters:
      iNumBasis - Number of Spline Basis Functions in the Set
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • numBasis

      public int numBasis()
      Get the Number of Spline Basis Functions in the Set
      Returns:
      The Number of Spline Basis Functions in the Set