Package org.drip.spline.bspline

de Boor Rational/Exponential/Tension B-Splines
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    BasisHatPairGenerator
    BasisHatPairGenerator implements the generation functionality behind the hat basis function pair.
    BasisHatShapeControl
    BasisHatShapeControl implements the shape control function for the hat basis set as laid out in the framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
    CubicRationalLeftRaw
    CubicRationalLeftRaw implements the TensionBasisHat interface in accordance with the raw left cubic rational hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
    CubicRationalRightRaw
    CubicRationalRightRaw implements the TensionBasisHat interface in accordance with the raw right cubic rational hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
    ExponentialTensionLeftHat
    ExponentialTensionLeftHat implements the TensionBasisHat interface in accordance with the left exponential hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
    ExponentialTensionLeftRaw
    ExponentialTensionLeftRaw implements the TensionBasisHat interface in accordance with the raw left exponential hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
    ExponentialTensionRightHat
    ExponentialTensionRightHat implements the TensionBasisHat interface in accordance with the right exponential hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
    ExponentialTensionRightRaw
    ExponentialTensionRightRaw implements the TensionBasisHat interface in accordance with the raw right exponential hat basis function laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
    LeftHatShapeControl
    LeftHatShapeControl implements the BasisHatShapeControl interface for the left hat basis set as laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
    RightHatShapeControl
    RightHatShapeControl implements the BasisHatShapeControl interface for the right hat basis set as laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
    SegmentBasisFunction
    SegmentBasisFunction is the abstract class over which the local ordered envelope functions for the B Splines are implemented.
    SegmentBasisFunctionGenerator
    SegmentBasisFunctionGenerator generates B Spline Functions of different order.
    SegmentBasisFunctionSet
    SegmentBasisFunctionSet class implements per-segment function set for B Splines and tension splines.
    SegmentMonicBasisFunction
    SegmentMonicBasisFunction implements the local monic B Spline that envelopes the predictor ordinates, and the corresponding set of ordinates/basis functions.
    SegmentMulticBasisFunction
    SegmentMulticBasisFunction implements the local quadratic B Spline that envelopes the predictor ordinates, and the corresponding set of ordinates/basis functions.
    TensionBasisHat
    TensionBasisHat implements the common basis hat function that form the basis for all B Splines.
    TensionProcessedBasisHat
    TensionProcessedBasisHat implements the processed hat basis function of the form laid out in the basic framework outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.