Package org.drip.spline.params

Class SegmentResponseConstraintSet

java.lang.Object

org.drip.spline.params.SegmentResponseConstraintSet

public class SegmentResponseConstraintSet
extends java.lang.Object

SegmentResponseConstraintSet holds the set of SegmentResponseValueConstraint (Base + One/more Sensitivities) for the given Segment. It exposes functions to add/retrieve the base RVC as well as additional RVC sensitivities.

• SegmentResponseConstraintSet Constructor
• Add the Base Segment Response Value Constraint
• Add the Base Segment Response Value Constraint Sensitivity
• Retrieve the Base Segment Response Value Constraint
• Retrieve the Base Segment Response Value Constraint Sensitivity

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
SegmentResponseConstraintSet()	Empty SegmentResponseConstraintSet Constructor

Method Summary

Modifier and Type	Method	Description
boolean	addBase(SegmentResponseValueConstraint baseSegmentResponseValueConstraint)	Add the Base Segment Response Value Constraint
boolean	addSensitivity(SegmentResponseValueConstraint sensitivitySegmentResponseValueConstraint)	Add the Base Segment Response Value Constraint Sensitivity
SegmentResponseValueConstraint	getBase()	Retrieve the Base Segment Response Value Constraint
SegmentResponseValueConstraint	getSensitivity()	Retrieve the Base Segment Response Value Constraint Sensitivity

Methods inherited from class java.lang.Object

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

Constructor Details

SegmentResponseConstraintSet

public SegmentResponseConstraintSet()

Empty SegmentResponseConstraintSet Constructor

Method Details

addBase

public boolean addBase(SegmentResponseValueConstraint baseSegmentResponseValueConstraint)

Add the Base Segment Response Value Constraint

Parameters:

baseSegmentResponseValueConstraint - The Base Segment Response Value Constraint

Returns:

TRUE - The Base Segment Response Value Constraint Successfully Set

addSensitivity

public boolean addSensitivity(SegmentResponseValueConstraint sensitivitySegmentResponseValueConstraint)

Add the Base Segment Response Value Constraint Sensitivity

Parameters:

sensitivitySegmentResponseValueConstraint - The Base Segment Response Value Constraint Sensitivity

Returns:

TRUE - The Base Segment Response Value Constraint Sensitivity Successfully Set

getBase

public SegmentResponseValueConstraint getBase()

Retrieve the Base Segment Response Value Constraint

Returns:

The Base Segment Response Value Constraint

getSensitivity

public SegmentResponseValueConstraint getSensitivity()

Retrieve the Base Segment Response Value Constraint Sensitivity

Returns:

The Base Segment Response Value Constraint Sensitivity