Package org.drip.spline.bspline

Class BasisHatShapeControl

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.spline.bspline.TensionBasisHat

org.drip.spline.bspline.BasisHatShapeControl

Direct Known Subclasses:

LeftHatShapeControl, RightHatShapeControl

public abstract class BasisHatShapeControl
extends TensionBasisHat

BasisHatShapeControl implements the shape control function for the hat basis set as laid out in the framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers. Currently BasisHatShapeControl implements the following shape control customizers:

• BasisHatShapeControl Constructor
• Retrieve the Type of the Shape Controller
• Cubic Polynomial with Rational Linear Shape Controller
• Cubic Polynomial with Rational Quadratic Shape Controller
• Cubic Polynomial with Rational Exponential Shape Controller

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	SHAPE_CONTROL_RATIONAL_EXPONENTIAL	Cubic Polynomial with Rational Exponential Shape Controller
static java.lang.String	SHAPE_CONTROL_RATIONAL_LINEAR	Cubic Polynomial with Rational Linear Shape Controller
static java.lang.String	SHAPE_CONTROL_RATIONAL_QUADRATIC	Cubic Polynomial with Rational Quadratic Shape Controller

Constructor Summary

Constructors

Constructor	Description
BasisHatShapeControl(double leftPredictorOrdinate, double rightPredictorOrdinate, java.lang.String shapeControlType, double tension)	BasisHatShapeControl constructor

Method Summary

Modifier and Type	Method	Description
java.lang.String	shapeControlType()	Retrieve the Type of the Shape Controller

Methods inherited from class org.drip.spline.bspline.TensionBasisHat

in, left, normalizer, right, tension

Methods inherited from class org.drip.function.definition.R1ToR1

antiDerivative, derivative, differential, differential, evaluate, integrate, maxima, maxima, minima, minima, poleResidue

Methods inherited from class java.lang.Object

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

Field Details

SHAPE_CONTROL_RATIONAL_LINEAR

public static final java.lang.String SHAPE_CONTROL_RATIONAL_LINEAR

Cubic Polynomial with Rational Linear Shape Controller

See Also:

Constant Field Values

SHAPE_CONTROL_RATIONAL_QUADRATIC

public static final java.lang.String SHAPE_CONTROL_RATIONAL_QUADRATIC

Cubic Polynomial with Rational Quadratic Shape Controller

See Also:

Constant Field Values

SHAPE_CONTROL_RATIONAL_EXPONENTIAL

public static final java.lang.String SHAPE_CONTROL_RATIONAL_EXPONENTIAL

Cubic Polynomial with Rational Exponential Shape Controller

See Also:

Constant Field Values

Constructor Details

BasisHatShapeControl

public BasisHatShapeControl(double leftPredictorOrdinate,
double rightPredictorOrdinate,
java.lang.String shapeControlType,
double tension)
                     throws java.lang.Exception

BasisHatShapeControl constructor

Parameters:

leftPredictorOrdinate - The Left Predictor Ordinate

rightPredictorOrdinate - The Right Predictor Ordinate

shapeControlType - Type of the Shape Controller to be used - LINEAR/QUADRATIC/EXPONENTIAL Rational

tension - Tension of the Tension Hat Function

Throws:

java.lang.Exception - Thrown if the input is invalid

Method Details

shapeControlType

public java.lang.String shapeControlType()

Retrieve the Type of the Shape Controller

Returns:

The Type of the Shape Controller