Package org.drip.spline.bspline

Class LeftHatShapeControl

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.spline.bspline.TensionBasisHat

org.drip.spline.bspline.BasisHatShapeControl

org.drip.spline.bspline.LeftHatShapeControl

public class LeftHatShapeControl
extends BasisHatShapeControl

LeftHatShapeControl implements the BasisHatShapeControl interface for the left hat basis set as laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.

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 inherited from class org.drip.spline.bspline.BasisHatShapeControl

SHAPE_CONTROL_RATIONAL_EXPONENTIAL, SHAPE_CONTROL_RATIONAL_LINEAR, SHAPE_CONTROL_RATIONAL_QUADRATIC

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
double	derivative(double predictorOrdinate, int order)	Calculate the derivative as a double
double	evaluate(double predictorOrdinate)	Evaluate for the given variate
double	integrate(double begin, double end)	Integrate over the given range
double	normalizer()	Compute the Normalizer

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

shapeControlType

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

in, left, right, tension

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

antiDerivative, differential, differential, maxima, maxima, minima, minima, poleResidue

Methods inherited from class java.lang.Object

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

Constructor Details

LeftHatShapeControl

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

LeftHatShapeControl constructor

Parameters:

leftPredictorOrdinate - The Left Predictor Ordinate

rightPredictorOrdinate - The Right Predictor Ordinate

shapeControlType - Type of the Shape Controller to be used - NONE, LINEAR/QUADRATIC Rational

tension - Tension of the Tension Hat Function

Throws:

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

Method Details

evaluate

public double evaluate(double predictorOrdinate)
                throws java.lang.Exception

Description copied from class: R1ToR1

Evaluate for the given variate

Specified by:

evaluate in class R1ToR1

Parameters:

predictorOrdinate - Variate

Returns:

Returns the calculated value

Throws:

java.lang.Exception - Thrown if evaluation cannot be done

derivative

public double derivative(double predictorOrdinate,
int order)
                  throws java.lang.Exception

Description copied from class: R1ToR1

Calculate the derivative as a double

Overrides:

derivative in class R1ToR1

Parameters:

predictorOrdinate - Variate at which the derivative is to be calculated

order - Order of the derivative to be computed

Returns:

The Derivative

Throws:

java.lang.Exception - Thrown if Inputs are Invalid

integrate

public double integrate(double begin,
double end)
                 throws java.lang.Exception

Description copied from class: R1ToR1

Integrate over the given range

Overrides:

integrate in class R1ToR1

Parameters:

begin - Range Begin

end - Range End

Returns:

The Integrated Value

Throws:

java.lang.Exception - Thrown if evaluation cannot be done

normalizer

public double normalizer()
                  throws java.lang.Exception

Description copied from class: TensionBasisHat

Compute the Normalizer

Specified by:

normalizer in class TensionBasisHat

Returns:

The Normalizer

Throws:

java.lang.Exception - Thrown if the Normalizer cannot be computed