Package org.drip.spline.bspline

Class SegmentBasisFunctionSet

java.lang.Object
org.drip.spline.basis.FunctionSet
org.drip.spline.bspline.SegmentBasisFunctionSet
public class SegmentBasisFunctionSet
extends FunctionSet
SegmentBasisFunctionSet class implements per-segment function set for B Splines and tension splines. Derived implementations expose explicit targeted basis functions.
  • SegmentBasisFunctionSet Constructor
  • Retrieve the Tension Parameter

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
    SegmentBasisFunctionSet​(int basisCountToUse, double tension, R1ToR1[] basisHatFunctionArray)
    SegmentBasisFunctionSet constructor

  • Method Summary

    Modifier and Type Method Description
    double tension()
    Retrieve the Tension Parameter

    Methods inherited from class org.drip.spline.basis.FunctionSet

    indexedBasisFunction, numBasis

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • SegmentBasisFunctionSet

      public SegmentBasisFunctionSet​(int basisCountToUse, double tension, R1ToR1[] basisHatFunctionArray) throws java.lang.Exception
      SegmentBasisFunctionSet constructor
      Parameters:
      basisCountToUse - Number of Basis in the Hat Basis Set to Use
      tension - Tension Parameter
      basisHatFunctionArray - The Hat Representation Function Set
      Throws:
      java.lang.Exception - Thrown if the inputs are invalid

  • Method Details

    • tension

      public double tension()
      Retrieve the Tension Parameter
      Returns:
      The Tension Parameter