Package org.drip.spline.params

Class ResponseValueSensitivityConstraint

java.lang.Object

org.drip.spline.params.ResponseValueSensitivityConstraint

public class ResponseValueSensitivityConstraint
extends java.lang.Object

ResponseValueSensitivityConstraint holds the SegmentResponseValueConstraint instances for the Base Calibration and one for each Manifest Measure Sensitivity.

• ResponseValueSensitivityConstraint constructor
• Add the SegmentResponseValueConstraint Instance corresponding to the specified Manifest Measure
• Return the Retrieve the base SegmentResponseValueConstraint Instance
• Retrieve the SegmentResponseValueConstraint Instance Specified by the Manifest Measure
• Return the Set of Available Manifest Measures (if any)

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
ResponseValueSensitivityConstraint(SegmentResponseValueConstraint baseSegmentResponseValueConstraint)	ResponseValueSensitivityConstraint constructor

Method Summary

Modifier and Type	Method	Description
boolean	addManifestMeasureSensitivity(java.lang.String manifestMeasure, SegmentResponseValueConstraint segmentResponseValueConstraint)	Add the SegmentResponseValueConstraint Instance corresponding to the specified Manifest Measure
SegmentResponseValueConstraint	base()	Retrieve the base SegmentResponseValueConstraint Instance
java.util.Set<java.lang.String>	manifestMeasures()	Return the Set of Available Manifest Measures (if any)
SegmentResponseValueConstraint	manifestMeasureSensitivity(java.lang.String manifestMeasure)	Retrieve the SegmentResponseValueConstraint Instance Specified by the Manifest Measure

Methods inherited from class java.lang.Object

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

Constructor Details

ResponseValueSensitivityConstraint

public ResponseValueSensitivityConstraint(SegmentResponseValueConstraint baseSegmentResponseValueConstraint)
                                   throws java.lang.Exception

ResponseValueSensitivityConstraint constructor

Parameters:

baseSegmentResponseValueConstraint - The Base Calibration Instance of SegmentResponseValueConstraint

Throws:

java.lang.Exception - Thrown if Inputs are Invalid

Method Details

addManifestMeasureSensitivity

public boolean addManifestMeasureSensitivity(java.lang.String manifestMeasure,
SegmentResponseValueConstraint segmentResponseValueConstraint)

Add the SegmentResponseValueConstraint Instance corresponding to the specified Manifest Measure

Parameters:

manifestMeasure - The Manifest Measure

segmentResponseValueConstraint - The SegmentResponseValueConstraint Instance

Returns:

TRUE - The SegmentResponseValueConstraint Instance was successfully added

base

public SegmentResponseValueConstraint base()

Retrieve the base SegmentResponseValueConstraint Instance

Returns:

The Base SegmentResponseValueConstraint Instance

manifestMeasureSensitivity

public SegmentResponseValueConstraint manifestMeasureSensitivity(java.lang.String manifestMeasure)

Retrieve the SegmentResponseValueConstraint Instance Specified by the Manifest Measure

Parameters:

manifestMeasure - The Manifest Measure

Returns:

The SegmentResponseValueConstraint Instance Specified by the Manifest Measure

manifestMeasures

public java.util.Set<java.lang.String> manifestMeasures()

Return the Set of Available Manifest Measures (if any)

Returns:

The Set of Available Manifest Measures