Package org.drip.spline.bspline

Class SegmentBasisFunction

java.lang.Object
org.drip.function.definition.R1ToR1
org.drip.spline.bspline.SegmentBasisFunction
Direct Known Subclasses:
SegmentMonicBasisFunction, SegmentMulticBasisFunction
public abstract class SegmentBasisFunction
extends R1ToR1
SegmentBasisFunction is the abstract class over which the local ordered envelope functions for the B Splines are implemented. It exposes the following stubs:
  • Retrieve the Order of the B Spline
  • Retrieve the Leading Predictor Ordinate
  • Retrieve the Following Predictor Ordinate
  • Retrieve the Trailing Predictor Ordinate
  • Compute the complete Envelope Integrand - this will serve as the Envelope Normalizer
  • Evaluate the Cumulative Normalized Integrand up to the given ordinate

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

  • Method Summary

    Modifier and Type Method Description
    int bSplineOrder()
    Retrieve the Order of the B Spline
    double following()
    Retrieve the Following Predictor Ordinate
    double leading()
    Retrieve the Leading Predictor Ordinate
    abstract double normalizedCumulative​(double dblPredictorOrdinate)
    Evaluate the Cumulative Normalized Integrand up to the given ordinate
    abstract double normalizer()
    Compute the complete Envelope Integrand - this will serve as the Envelope Normalizer.
    double trailing()
    Retrieve the Trailing Predictor Ordinate

    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

  • Method Details

    • bSplineOrder

      public int bSplineOrder()
      Retrieve the Order of the B Spline
      Returns:
      The Order of the B Spline

    • leading

      public double leading()
      Retrieve the Leading Predictor Ordinate
      Returns:
      The Leading Predictor Ordinate

    • following

      public double following()
      Retrieve the Following Predictor Ordinate
      Returns:
      The Following Predictor Ordinate

    • trailing

      public double trailing()
      Retrieve the Trailing Predictor Ordinate
      Returns:
      The Trailing Predictor Ordinate

    • normalizer

      public abstract double normalizer() throws java.lang.Exception
      Compute the complete Envelope Integrand - this will serve as the Envelope Normalizer.
      Returns:
      The Complete Envelope Integrand.
      Throws:
      java.lang.Exception - Thrown if the Complete Envelope Integrand cannot be calculated.

    • normalizedCumulative

      public abstract double normalizedCumulative​(double dblPredictorOrdinate) throws java.lang.Exception
      Evaluate the Cumulative Normalized Integrand up to the given ordinate
      Parameters:
      dblPredictorOrdinate - The Predictor Ordinate
      Returns:
      The Cumulative Normalized Integrand up to the given ordinate
      Throws:
      java.lang.Exception - Thrown if input is invalid