Package org.drip.spline.bspline

Class SegmentBasisFunctionGenerator

java.lang.Object
org.drip.spline.bspline.SegmentBasisFunctionGenerator
public class SegmentBasisFunctionGenerator
extends java.lang.Object
SegmentBasisFunctionGenerator generates B Spline Functions of different order. It provides the following functionality:
  • Create a Tension Monic B Spline Basis Functions
  • Create a sequence of Monic Basis Functions
  • Create a sequence of B Splines of the specified order from the given inputs

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

  • Constructor Summary

    Constructors
    Constructor Description
    SegmentBasisFunctionGenerator()  

  • Method Summary

    Modifier and Type Method Description
    static SegmentBasisFunction Monic​(java.lang.String strHatType, java.lang.String strShapeControlType, double[] adblPredictorOrdinate, int iDerivOrder, double dblTension)
    Create a Tension Monic B Spline Basis Function
    static SegmentBasisFunction[] MonicSequence​(java.lang.String strHatType, java.lang.String strShapeControlType, double[] adblPredictorOrdinate, int iDerivOrder, double dblTension)
    Construct a Sequence of Monic Basis Functions
    static SegmentBasisFunction[] MulticSequence​(int iTargetBSplineOrder, SegmentBasisFunction[] aSBFPrev)
    Create a sequence of B Splines of the specified order from the given inputs.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • SegmentBasisFunctionGenerator

      public SegmentBasisFunctionGenerator()

  • Method Details

    • Monic

      public static final SegmentBasisFunction Monic​(java.lang.String strHatType, java.lang.String strShapeControlType, double[] adblPredictorOrdinate, int iDerivOrder, double dblTension)
      Create a Tension Monic B Spline Basis Function
      Parameters:
      strHatType - The Primitive Hat Type
      strShapeControlType - Type of the Shape Controller to be used - NONE, LINEAR/QUADRATIC Rational
      adblPredictorOrdinate - Array of Predictor Ordinates
      iDerivOrder - The Derivative Order
      dblTension - Tension
      Returns:
      The Tension Monic B Spline Basis Function Instance

    • MonicSequence

      public static final SegmentBasisFunction[] MonicSequence​(java.lang.String strHatType, java.lang.String strShapeControlType, double[] adblPredictorOrdinate, int iDerivOrder, double dblTension)
      Construct a Sequence of Monic Basis Functions
      Parameters:
      strHatType - The Primitive Hat Type
      strShapeControlType - Type of the Shape Controller to be used - NONE, LINEAR/QUADRATIC Rational
      adblPredictorOrdinate - Array of Predictor Ordinates
      iDerivOrder - The Derivative Order
      dblTension - Tension
      Returns:
      Sequence of Tension Monic B Spline Basis Functions

    • MulticSequence

      public static final SegmentBasisFunction[] MulticSequence​(int iTargetBSplineOrder, SegmentBasisFunction[] aSBFPrev)
      Create a sequence of B Splines of the specified order from the given inputs.
      Parameters:
      iTargetBSplineOrder - Desired B Spline Order
      aSBFPrev - Array of Segment Basis Functions
      Returns:
      The sequence of B Splines of the specified order.