Package org.drip.spline.segment

Class LatentStateInelastic

java.lang.Object
org.drip.spline.segment.LatentStateInelastic
All Implemented Interfaces:
java.lang.Comparable<LatentStateInelastic>
Direct Known Subclasses:
LatentStateResponseModel
public class LatentStateInelastic
extends java.lang.Object
implements java.lang.Comparable<LatentStateInelastic>
LatentStateInelastic contains the spline segment in-elastic fields - in this case the start/end ranges. It exports the following functions:
  • LatentStateInelastic constructor
  • Retrieve the Segment Left Predictor Ordinate
  • Retrieve the Segment Right Predictor Ordinate
  • Find out if the Predictor Ordinate is inside the segment - inclusive of left/right
  • Get the Width of the Predictor Ordinate in this Segment
  • Transform the Predictor Ordinate to the Local Segment Predictor Ordinate
  • Transform the Local Predictor Ordinate to the Segment Ordinate

Module Product Core Module
Library Fixed Income Analytics
Project Basis Splines and Linear Compounders across a Broad Family of Spline Basis Functions
Package Flexure Penalizing Best Fit Segment

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    LatentStateInelastic​(double predictorOrdinateLeft, double predictorOrdinateRight)
    LatentStateInelastic constructor

  • Method Summary

    Modifier and Type Method Description
    int compareTo​(LatentStateInelastic other)  
    double delocalize​(double localPredictorOrdinate)
    Transform the Local Predictor Ordinate to the Segment Ordinate
    int hashCode()  
    boolean in​(double predictorOrdinate)
    Find out if the Predictor Ordinate is inside the segment - inclusive of left/right.
    double left()
    Retrieve the Segment Left Predictor Ordinate
    double localize​(double predictorOrdinate)
    Transform the Predictor Ordinate to the Local Segment Predictor Ordinate
    double right()
    Retrieve the Segment Right Predictor Ordinate
    double width()
    Get the Width of the Predictor Ordinate in this Segment

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • LatentStateInelastic

      public LatentStateInelastic​(double predictorOrdinateLeft, double predictorOrdinateRight) throws java.lang.Exception
      LatentStateInelastic constructor
      Parameters:
      predictorOrdinateLeft - Segment Predictor Ordinate Left
      predictorOrdinateRight - Segment Predictor Ordinate Right
      Throws:
      java.lang.Exception - Thrown if inputs are invalid

  • Method Details

    • left

      public double left()
      Retrieve the Segment Left Predictor Ordinate
      Returns:
      Segment Left Predictor Ordinate

    • right

      public double right()
      Retrieve the Segment Right Predictor Ordinate
      Returns:
      Segment Right Predictor Ordinate

    • in

      public boolean in​(double predictorOrdinate) throws java.lang.Exception
      Find out if the Predictor Ordinate is inside the segment - inclusive of left/right.
      Parameters:
      predictorOrdinate - Predictor Ordinate
      Returns:
      TRUE - Predictor Ordinate is inside the segment
      Throws:
      java.lang.Exception - Thrown if the input is invalid

    • width

      public double width()
      Get the Width of the Predictor Ordinate in this Segment
      Returns:
      Segment Width

    • localize

      public double localize​(double predictorOrdinate) throws java.lang.Exception
      Transform the Predictor Ordinate to the Local Segment Predictor Ordinate
      Parameters:
      predictorOrdinate - The Global Predictor Ordinate
      Returns:
      Local Segment Predictor Ordinate
      Throws:
      java.lang.Exception - Thrown if the input is invalid

    • delocalize

      public double delocalize​(double localPredictorOrdinate) throws java.lang.Exception
      Transform the Local Predictor Ordinate to the Segment Ordinate
      Parameters:
      localPredictorOrdinate - The Local Segment Predictor Ordinate
      Returns:
      The Segment Ordinate
      Throws:
      java.lang.Exception - Thrown if the input is invalid

    • hashCode

      public int hashCode()
      Overrides:
      hashCode in class java.lang.Object

    • compareTo

      public int compareTo​(LatentStateInelastic other)
      Specified by:
      compareTo in interface java.lang.Comparable<LatentStateInelastic>