Package org.drip.spline.params

Class SegmentBasisFlexureConstraint

java.lang.Object
org.drip.spline.params.SegmentBasisFlexureConstraint
public class SegmentBasisFlexureConstraint
extends java.lang.Object
SegmentBasisFlexureConstraint holds the set of fields needed to characterize a single local linear Constraint, expressed linearly as a combination of the local Predictor Ordinates and their corresponding Response Basis Function Realizations. Constraints are expressed as C := Sigma_(i,j) [W_i * B_i(x_j)] = V where x_j - The Predictor Ordinate at Node j B_i - The Coefficient for the Response Basis Function i W_i - Weight applied for the Response Basis Function i V - Value of the Constraint SegmentBasisFlexureConstraint can be viewed as the localized basis function transpose of SegmentResponseValueConstraint.
  • SegmentBasisFlexureConstraint constructor
  • Retrieve the Array of the Response Basis Coefficient Weights
  • Retrieve the Constraint Value

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
    SegmentBasisFlexureConstraint​(double[] responseBasisCoefficientWeightArray, double constraintValue)
    SegmentBasisFlexureConstraint constructor

  • Method Summary

    Modifier and Type Method Description
    double contraintValue()
    Retrieve the Constraint Value
    double[] responseBasisCoeffWeights()
    Retrieve the Array of the Response Basis Coefficient Weights

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • SegmentBasisFlexureConstraint

      public SegmentBasisFlexureConstraint​(double[] responseBasisCoefficientWeightArray, double constraintValue) throws java.lang.Exception
      SegmentBasisFlexureConstraint constructor
      Parameters:
      responseBasisCoefficientWeightArray - The Weight for each of the Coefficients in the Basis Function Set
      constraintValue - The Constraint Value
      Throws:
      java.lang.Exception - Thrown if the inputs are invalid

  • Method Details

    • responseBasisCoeffWeights

      public double[] responseBasisCoeffWeights()
      Retrieve the Array of the Response Basis Coefficient Weights
      Returns:
      The Array of the Response Basis Coefficient Weights

    • contraintValue

      public double contraintValue()
      Retrieve the Constraint Value
      Returns:
      The Constraint Value