Package org.drip.spline.params

Class SegmentStateCalibrationInputs

java.lang.Object

org.drip.spline.params.SegmentStateCalibrationInputs

public class SegmentStateCalibrationInputs
extends java.lang.Object

SegmentStateCalibrationInputs implements basis per-segment Calibration Parameter Input Set. It exposes the following functionality:

• SegmentStateCalibrationInputs Constructor
• Retrieve the Array of the Calibration Predictor Ordinates
• Retrieve the Array of the Calibration Response Values
• Retrieve the Array of the Left Edge Derivatives
• Retrieve the Array of the Right Edge Derivatives
• Retrieve the Segment Best Fit Response
• Retrieve the Array of Segment Basis Flexure Constraints

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
SegmentStateCalibrationInputs(double[] predictorOrdinateArray, double[] responseValueArray, double[] leftEdgeDerivativeArray, double[] rightEdgeDerivativeArray, SegmentBasisFlexureConstraint[] segmentBasisFlexureConstraintArray, SegmentBestFitResponse segmentBestFitResponse)	SegmentStateCalibrationInputs Constructor

Method Summary

Modifier and Type	Method	Description
SegmentBestFitResponse	bestFitResponse()	Retrieve the Segment Best Fit Response
SegmentBasisFlexureConstraint[]	flexureConstraint()	Retrieve the Array of Segment Basis Flexure Constraints
double[]	leftEdgeDeriv()	Retrieve the Array of the Left Edge Derivatives
double[]	predictorOrdinates()	Retrieve the Array of the Calibration Predictor Ordinates
double[]	responseValues()	Retrieve the Array of the Calibration Response Values
double[]	rightEdgeDeriv()	Retrieve the Array of the Right Edge Derivatives

Methods inherited from class java.lang.Object

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

Constructor Details

SegmentStateCalibrationInputs

public SegmentStateCalibrationInputs(double[] predictorOrdinateArray,
double[] responseValueArray,
double[] leftEdgeDerivativeArray,
double[] rightEdgeDerivativeArray,
SegmentBasisFlexureConstraint[] segmentBasisFlexureConstraintArray,
SegmentBestFitResponse segmentBestFitResponse)
                              throws java.lang.Exception

SegmentStateCalibrationInputs Constructor

Parameters:

predictorOrdinateArray - Array of Predictor Ordinates

responseValueArray - Array of Response Values

leftEdgeDerivativeArray - Array of the Left Edge Derivatives

rightEdgeDerivativeArray - Array of the Right Edge Derivatives

segmentBasisFlexureConstraintArray - Array of the Segment Basis Flexure Constraints

segmentBestFitResponse - Segment Basis Fit Response

Throws:

java.lang.Exception - Thrown if the Inputs are invalid

Method Details

predictorOrdinates

public double[] predictorOrdinates()

Retrieve the Array of the Calibration Predictor Ordinates

Returns:

The Array of the Calibration Predictor Ordinates

responseValues

public double[] responseValues()

Retrieve the Array of the Calibration Response Values

Returns:

The Array of the Calibration Response Values

leftEdgeDeriv

public double[] leftEdgeDeriv()

Retrieve the Array of the Left Edge Derivatives

Returns:

The Array of the Left Edge Derivatives

rightEdgeDeriv

public double[] rightEdgeDeriv()

Retrieve the Array of the Right Edge Derivatives

Returns:

The Array of the Right Edge Derivatives

bestFitResponse

public SegmentBestFitResponse bestFitResponse()

Retrieve the Segment Best Fit Response

Returns:

The Segment Best Fit Response

flexureConstraint

public SegmentBasisFlexureConstraint[] flexureConstraint()

Retrieve the Array of Segment Basis Flexure Constraints

Returns:

The Array of Segment Basis Flexure Constraints