Package org.drip.spline.params

Class PreceedingManifestSensitivityControl

java.lang.Object
org.drip.spline.params.PreceedingManifestSensitivityControl
public class PreceedingManifestSensitivityControl
extends java.lang.Object
PreceedingManifestSensitivityControl provides the control parameters that determine the behavior of non local manifest sensitivity.
  • PreceedingManifestSensitivityControl constructor
  • Retrieve the Ck of Basis Coefficient to Preceeding Manifest Gradient
  • Retrieve the Basis Evaluator Instance
  • Retrieve the Preceeding Manifest Measure Impact Flag

Module Product Core Module
Library Fixed Income Analytics
Project Basis Splines and Linear Compounders across a Broad Family of Spline Basis Functions
Package Spline Segment Construction Control Parameters

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    PreceedingManifestSensitivityControl​(boolean impactFade, int kDBasisCoefficientToDPreceedingManifest, BasisEvaluator basisEvaluator)
    PreceedingManifestSensitivityControl constructor

  • Method Summary

    Modifier and Type Method Description
    BasisEvaluator basisEvaluator()
    Retrieve the Basis Evaluator Instance
    int Ck()
    Retrieve the Ck of Basis Coefficient to Preceeding Manifest Gradient
    boolean impactFade()
    Retrieve the Preceeding Manifest Measure Impact Flag

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • PreceedingManifestSensitivityControl

      public PreceedingManifestSensitivityControl​(boolean impactFade, int kDBasisCoefficientToDPreceedingManifest, BasisEvaluator basisEvaluator) throws java.lang.Exception
      PreceedingManifestSensitivityControl constructor
      Parameters:
      impactFade - TRUE - Fade the Manifest Sensitivity Impact; FALSE - Retain it
      kDBasisCoefficientToDPreceedingManifest - Ck of DBasisCoeffDPreceedingManifest
      basisEvaluator - Basis Evaluator Instance
      Throws:
      java.lang.Exception - Thrown if Inputs are invalid

  • Method Details

    • Ck

      public int Ck()
      Retrieve the Ck of Basis Coefficient to Preceeding Manifest Gradient
      Returns:
      Ck of DBasisCoeffDPreceedingManifest

    • basisEvaluator

      public BasisEvaluator basisEvaluator()
      Retrieve the Basis Evaluator Instance
      Returns:
      The Basis Evaluator Instance

    • impactFade

      public boolean impactFade()
      Retrieve the Preceeding Manifest Measure Impact Flag
      Returns:
      The Preceeding Manifest Measure Impact Flag