Package org.drip.spline.params

Class SegmentFlexurePenaltyControl

java.lang.Object
org.drip.spline.params.SegmentFlexurePenaltyControl
public class SegmentFlexurePenaltyControl
extends java.lang.Object
SegmentFlexurePenaltyControl implements basis per-segment Flexure Penalty Parameter Set. Currently it contains the Flexure Penalty Derivative Order and the Roughness Coefficient Amplitude. Flexure Penalty Control may be used to implement Segment Curvature Control and/or Segment Length Control.
  • SegmentFlexurePenaltyControl constructor
  • Retrieve the Derivative Order
  • Retrieve the Roughness Curvature Penalty Amplitude

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
    SegmentFlexurePenaltyControl​(int derivativeOrder, double amplitude)
    SegmentFlexurePenaltyControl constructor

  • Method Summary

    Modifier and Type Method Description
    double amplitude()
    Retrieve the Roughness Curvature Penalty Amplitude
    int derivativeOrder()
    Retrieve the Derivative Order

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • SegmentFlexurePenaltyControl

      public SegmentFlexurePenaltyControl​(int derivativeOrder, double amplitude) throws java.lang.Exception
      SegmentFlexurePenaltyControl constructor
      Parameters:
      derivativeOrder - Roughness Penalty Derivative Order
      amplitude - Roughness Curvature Penalty Amplitude
      Throws:
      java.lang.Exception - Thrown if the inputs are invalid

  • Method Details

    • derivativeOrder

      public int derivativeOrder()
      Retrieve the Derivative Order
      Returns:
      The Derivative Order

    • amplitude

      public double amplitude()
      Retrieve the Roughness Curvature Penalty Amplitude
      Returns:
      The Roughness Curvature Penalty Amplitude