Package org.drip.spline.multidimensional

Class WireSurfaceStretch

java.lang.Object
org.drip.spline.multidimensional.WireSurfaceStretch
public class WireSurfaceStretch
extends java.lang.Object
WireSurfaceStretch implements a 2D spline surface stretch. It synthesizes this from an array of 1D Span instances, each of which is referred to as wire spline in this case.
  • WireSurfaceStretch Constructor
  • Compute the Bivariate Surface Response Value
  • Retrieve the Surface Span Stretch that corresponds to the given Y Anchor
  • Retrieve the Surface Span Stretch that corresponds to the given X Anchor

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
    WireSurfaceStretch​(java.lang.String name, SegmentCustomBuilderControl segmentCustomBuilderControl, java.util.TreeMap<java.lang.Double,​Span> wireSpanMap)
    WireSurfaceStretch Constructor

  • Method Summary

    Modifier and Type Method Description
    double responseValue​(double x, double y)
    Compute the Bivariate Surface Response Value
    Span wireSpanXAnchor​(double xAnchor)
    Retrieve the Surface Span Stretch that corresponds to the given X Anchor
    Span wireSpanYAnchor​(double yAnchor)
    Retrieve the Surface Span Stretch that corresponds to the given Y Anchor

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • WireSurfaceStretch

      public WireSurfaceStretch​(java.lang.String name, SegmentCustomBuilderControl segmentCustomBuilderControl, java.util.TreeMap<java.lang.Double,​Span> wireSpanMap) throws java.lang.Exception
      WireSurfaceStretch Constructor
      Parameters:
      name - Name
      segmentCustomBuilderControl - Segment Custom Builder Control Parameters
      wireSpanMap - X-mapped Array of Y Basis Spline Wire Spans
      Throws:
      java.lang.Exception - Thrown if the Inputs are invalid

  • Method Details

    • 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

    • wireSpanYAnchor

      public Span wireSpanYAnchor​(double yAnchor)
      Retrieve the Surface Span Stretch that corresponds to the given Y Anchor
      Parameters:
      yAnchor - Y Anchor
      Returns:
      The Surface Span Stretch Instance

    • wireSpanXAnchor

      public Span wireSpanXAnchor​(double xAnchor)
      Retrieve the Surface Span Stretch that corresponds to the given X Anchor
      Parameters:
      xAnchor - X Anchor
      Returns:
      The Surface Span Stretch Instance