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 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