Package org.drip.spline.bspline

Class TensionBasisHat

java.lang.Object
org.drip.function.definition.R1ToR1
org.drip.spline.bspline.TensionBasisHat
Direct Known Subclasses:
BasisHatShapeControl, CubicRationalLeftRaw, CubicRationalRightRaw, ExponentialTensionLeftHat, ExponentialTensionLeftRaw, ExponentialTensionRightHat, ExponentialTensionRightRaw, TensionProcessedBasisHat
public abstract class TensionBasisHat
extends R1ToR1
TensionBasisHat implements the common basis hat function that form the basis for all B Splines. It contains the left/right ordinates, the tension, and the normalizer.
  • Identifies if the ordinate is local to the range
  • Retrieve the Left Predictor Ordinate
  • Retrieve the Right Predictor Ordinate
  • Retrieve the Tension
  • Compute the Normalizer

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
    boolean in​(double predictorOrdinate)
    Identifies if the ordinate is local to the range
    double left()
    Retrieve the Left Predictor Ordinate
    abstract double normalizer()
    Compute the Normalizer
    double right()
    Retrieve the Right Predictor Ordinate
    double tension()
    Retrieve the Tension

    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

    • in

      public boolean in​(double predictorOrdinate) throws java.lang.Exception
      Identifies if the ordinate is local to the range
      Parameters:
      predictorOrdinate - The Predictor Ordinate
      Returns:
      TRUE - The Ordinate is local to the Specified Range
      Throws:
      java.lang.Exception - Thrown if the inputs are invalid

    • left

      public double left()
      Retrieve the Left Predictor Ordinate
      Returns:
      The Left Predictor Ordinate

    • right

      public double right()
      Retrieve the Right Predictor Ordinate
      Returns:
      The Right Predictor Ordinate

    • tension

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

    • normalizer

      public abstract double normalizer() throws java.lang.Exception
      Compute the Normalizer
      Returns:
      The Normalizer
      Throws:
      java.lang.Exception - Thrown if the Normalizer cannot be computed