Package org.drip.spline.bspline

Class BasisHatPairGenerator

java.lang.Object
org.drip.spline.bspline.BasisHatPairGenerator
public class BasisHatPairGenerator
extends java.lang.Object
BasisHatPairGenerator implements the generation functionality behind the hat basis function pair. It provides the following functionality:
  • Generate the array of the Hyperbolic Phy and Psy Hat Function Pair
  • Generate the array of the Hyperbolic Phy and Psy Hat Function Pair From their Raw Counterparts
  • Generate the array of the Cubic Rational Phy and Psy Hat Function Pair From their Raw Counterparts
  • Generate the array of the Hat Function Pair From their Raw Counterparts

Module Product Core Module
Library Fixed Income Analytics
Project Basis Splines and Linear Compounders across a Broad Family of Spline Basis Functions
Package de Boor Rational/Exponential/Tension B-Splines

Author:
Lakshmi Krishnamurthy

  • Field Summary

    Fields
    Modifier and Type Field Description
    static java.lang.String PROCESSED_CUBIC_RATIONAL
    Processed Cubic Rational B Spline Basis Hat Phy and Psy
    static java.lang.String PROCESSED_TENSION_HYPERBOLIC
    Processed Tension Hyperbolic B Spline Basis Hat Phy and Psy
    static java.lang.String RAW_TENSION_HYPERBOLIC
    Raw Tension Hyperbolic B Spline Basis Hat Phy and Psy

  • Constructor Summary

    Constructors
    Constructor Description
    BasisHatPairGenerator()  

  • Method Summary

    Modifier and Type Method Description
    static TensionBasisHat[] GenerateHatPair​(java.lang.String hatType, java.lang.String shapeControlType, double leadingPredictorOrdinate, double followingPredictorOrdinate, double trailingPredictorOrdinate, int derivativeOrder, double tension)
    Generate the array of the Hat Function Pair From their Raw Counterparts
    static TensionBasisHat[] HyperbolicTensionHatPair​(double leadingPredictorOrdinate, double followingPredictorOrdinate, double trailingPredictorOrdinate, double tension)
    Generate the array of the Hyperbolic Phy and Psy Hat Function Pair
    static TensionBasisHat[] ProcessedCubicRationalHatPair​(java.lang.String shapeControlType, double leadingPredictorOrdinate, double followingPredictorOrdinate, double trailingPredictorOrdinate, int derivativeOrder, double tension)
    Generate the array of the Cubic Rational Phy and Psy Hat Function Pair From their Raw Counterparts
    static TensionBasisHat[] ProcessedHyperbolicTensionHatPair​(double leadingPredictorOrdinate, double followingPredictorOrdinate, double trailingPredictorOrdinate, int derivativeOrder, double tension)
    Generate the array of the Hyperbolic Phy and Psy Hat Function Pair From their Raw Counterparts

    Methods inherited from class java.lang.Object

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

  • Field Details

    • RAW_TENSION_HYPERBOLIC

      public static final java.lang.String RAW_TENSION_HYPERBOLIC
      Raw Tension Hyperbolic B Spline Basis Hat Phy and Psy
      See Also:
      Constant Field Values

    • PROCESSED_TENSION_HYPERBOLIC

      public static final java.lang.String PROCESSED_TENSION_HYPERBOLIC
      Processed Tension Hyperbolic B Spline Basis Hat Phy and Psy
      See Also:
      Constant Field Values

    • PROCESSED_CUBIC_RATIONAL

      public static final java.lang.String PROCESSED_CUBIC_RATIONAL
      Processed Cubic Rational B Spline Basis Hat Phy and Psy
      See Also:
      Constant Field Values

  • Constructor Details

    • BasisHatPairGenerator

      public BasisHatPairGenerator()

  • Method Details

    • HyperbolicTensionHatPair

      public static final TensionBasisHat[] HyperbolicTensionHatPair​(double leadingPredictorOrdinate, double followingPredictorOrdinate, double trailingPredictorOrdinate, double tension)
      Generate the array of the Hyperbolic Phy and Psy Hat Function Pair
      Parameters:
      leadingPredictorOrdinate - The Leading Predictor Ordinate
      followingPredictorOrdinate - The Following Predictor Ordinate
      trailingPredictorOrdinate - The Trailing Predictor Ordinate
      tension - Tension
      Returns:
      The array of Hyperbolic Phy and Psy Hat Function Pair

    • ProcessedHyperbolicTensionHatPair

      public static final TensionBasisHat[] ProcessedHyperbolicTensionHatPair​(double leadingPredictorOrdinate, double followingPredictorOrdinate, double trailingPredictorOrdinate, int derivativeOrder, double tension)
      Generate the array of the Hyperbolic Phy and Psy Hat Function Pair From their Raw Counterparts
      Parameters:
      leadingPredictorOrdinate - The Leading Predictor Ordinate
      followingPredictorOrdinate - The Following Predictor Ordinate
      trailingPredictorOrdinate - The Trailing Predictor Ordinate
      derivativeOrder - The Derivative Order
      tension - Tension
      Returns:
      The array of Hyperbolic Phy and Psy Hat Function Pair

    • ProcessedCubicRationalHatPair

      public static final TensionBasisHat[] ProcessedCubicRationalHatPair​(java.lang.String shapeControlType, double leadingPredictorOrdinate, double followingPredictorOrdinate, double trailingPredictorOrdinate, int derivativeOrder, double tension)
      Generate the array of the Cubic Rational Phy and Psy Hat Function Pair From their Raw Counterparts
      Parameters:
      shapeControlType - Type of the Shape Controller to be used - NONE, LINEAR/QUADRATIC Rational
      leadingPredictorOrdinate - The Leading Predictor Ordinate
      followingPredictorOrdinate - The Following Predictor Ordinate
      trailingPredictorOrdinate - The Trailing Predictor Ordinate
      derivativeOrder - The Derivative Order
      tension - Tension
      Returns:
      The array of Cubic Rational Phy and Psy Hat Function Pair

    • GenerateHatPair

      public static final TensionBasisHat[] GenerateHatPair​(java.lang.String hatType, java.lang.String shapeControlType, double leadingPredictorOrdinate, double followingPredictorOrdinate, double trailingPredictorOrdinate, int derivativeOrder, double tension)
      Generate the array of the Hat Function Pair From their Raw Counterparts
      Parameters:
      hatType - The Primitive Hat Type
      shapeControlType - Type of the Shape Controller to be used - NONE, LINEAR/QUADRATIC Rational
      leadingPredictorOrdinate - The Leading Predictor Ordinate
      followingPredictorOrdinate - The Following Predictor Ordinate
      trailingPredictorOrdinate - The Trailing Predictor Ordinate
      derivativeOrder - The Derivative Order
      tension - Tension
      Returns:
      The array of Cubic Rational Phy and Psy Hat Function Pair