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, conditionNumber, 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