Package org.drip.spline.multidimensional

Class WireSurfacePiecewiseConstant

java.lang.Object
org.drip.spline.multidimensional.WireSurfacePiecewiseConstant
public class WireSurfacePiecewiseConstant
extends java.lang.Object
WireSurfacePiecewiseConstant implements the piecewise Constant version of the 2D Spline Response Surface. It synthesizes this from an array of 1D Span Instances, each of which is referred to as wire spline in this case.
  • WireSurfacePiecewiseConstant Constructor
  • Enclosing X Index
  • Enclosing Y Index
  • Compute the Bivariate Surface Response Value

Module Product Core Module
Library Fixed Income Analytics
Project Basis Splines and Linear Compounders across a Broad Family of Spline Basis Functions
Package Multi-dimensional Wire Surface Stretch

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    WireSurfacePiecewiseConstant​(double[] xArray, double[] yArray, double[][] responseGrid)
    WireSurfacePiecewiseConstant Constructor

  • Method Summary

    Modifier and Type Method Description
    int enclosingXIndex​(double x)
    Enclosing X Index
    int enclosingYIndex​(double y)
    Enclosing Y Index
    double responseValue​(double x, double y)
    Compute the Bivariate Surface Response Value

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • WireSurfacePiecewiseConstant

      public WireSurfacePiecewiseConstant​(double[] xArray, double[] yArray, double[][] responseGrid) throws java.lang.Exception
      WireSurfacePiecewiseConstant Constructor
      Parameters:
      xArray - Array of the X Ordinates
      yArray - Array of the Y Ordinates
      responseGrid - Double Array of the Responses corresponding to {X, Y}
      Throws:
      java.lang.Exception - Thrown if the Inputs are invalid

  • Method Details

    • enclosingXIndex

      public int enclosingXIndex​(double x) throws java.lang.Exception
      Enclosing X Index
      Parameters:
      x - The X Ordinate
      Returns:
      The Corresponding Index
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

    • enclosingYIndex

      public int enclosingYIndex​(double y) throws java.lang.Exception
      Enclosing Y Index
      Parameters:
      y - The Y Ordinate
      Returns:
      The Corresponding Index
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

    • responseValue

      public double responseValue​(double x, double y) throws java.lang.Exception
      Compute the Bivariate Surface Response Value
      Parameters:
      x - X
      y - Y
      Returns:
      The Bivariate Surface Response Value
      Throws:
      java.lang.Exception - Thrown if Inputs are Invalid