Package org.drip.spline.segment

Class LatentStateManifestSensitivity

java.lang.Object
org.drip.spline.segment.LatentStateManifestSensitivity
public class LatentStateManifestSensitivity
extends java.lang.Object
LatentStateManifestSensitivity contains the Manifest Sensitivity generation control parameters and the Manifest Sensitivity outputs related to the given Segment.
  • LatentStateManifestSensitivity Constructor
  • Set the Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure
  • Get the Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure
  • Set the Array containing the Sensitivities of the Basis Coefficients to the Preceding Manifest Measure
  • Get the Array containing the Sensitivities of the Basis Coefficients to the Preceding Manifest Measure
  • Set the Sensitivity of the Segment Response to the Preceding Manifest Measure
  • Get the Sensitivity of the Segment Response to the Preceding Manifest Measure
  • Get the Preceding Manifest Measure Sensitivity Control Parameters

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
    LatentStateManifestSensitivity​(PreceedingManifestSensitivityControl precedingManifestSensitivityControl)
    LatentStateManifestSensitivity constructor

  • Method Summary

    Modifier and Type Method Description
    double[] getDBasisCoeffDLocalManifest()
    Get the Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure
    double[] getDBasisCoeffDPreceedingManifest()
    Get the Array containing the Sensitivities of the Basis Coefficients to the Preceding Manifest Measure
    double getDResponseDPreceedingManifest()
    Get the Sensitivity of the Segment Response to the Preceding Manifest Measure
    PreceedingManifestSensitivityControl getPMSC()
    Get the Preceding Manifest Measure Sensitivity Control Parameters
    boolean setDBasisCoeffDLocalManifest​(double[] basisCoefficientToLocalManifestSensitivityArray)
    Set the Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure
    boolean setDBasisCoeffDPreceedingManifest​(double[] basisCoefficientToPrecedingManifestSensitivityArray)
    Set the Array containing the Sensitivities of the Basis Coefficients to the Preceding Manifest Measure
    boolean setDResponseDPreceedingManifest​(double responseToPrecedingManifestSensitivity)
    Set the Sensitivity of the Segment Response to the Preceding Manifest Measure

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • LatentStateManifestSensitivity

      public LatentStateManifestSensitivity​(PreceedingManifestSensitivityControl precedingManifestSensitivityControl) throws java.lang.Exception
      LatentStateManifestSensitivity constructor
      Parameters:
      precedingManifestSensitivityControl - Preceding Manifest Measure Sensitivity Control Parameters
      Throws:
      java.lang.Exception - Thrown if the Inputs are invalid

  • Method Details

    • setDBasisCoeffDLocalManifest

      public boolean setDBasisCoeffDLocalManifest​(double[] basisCoefficientToLocalManifestSensitivityArray)
      Set the Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure
      Parameters:
      basisCoefficientToLocalManifestSensitivityArray - The Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure
      Returns:
      TRUE - Basis Coefficient Manifest Measure Sensitivity Array Entries successfully set

    • getDBasisCoeffDLocalManifest

      public double[] getDBasisCoeffDLocalManifest()
      Get the Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure
      Returns:
      The Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure

    • setDBasisCoeffDPreceedingManifest

      public boolean setDBasisCoeffDPreceedingManifest​(double[] basisCoefficientToPrecedingManifestSensitivityArray)
      Set the Array containing the Sensitivities of the Basis Coefficients to the Preceding Manifest Measure
      Parameters:
      basisCoefficientToPrecedingManifestSensitivityArray - The Array containing the Sensitivities of the Basis Coefficients to the Preceding Manifest Measure
      Returns:
      TRUE - Array Entries successfully set

    • getDBasisCoeffDPreceedingManifest

      public double[] getDBasisCoeffDPreceedingManifest()
      Get the Array containing the Sensitivities of the Basis Coefficients to the Preceding Manifest Measure
      Returns:
      The Array containing the Sensitivities of the Basis Coefficients to the Preceding Manifest Measure

    • setDResponseDPreceedingManifest

      public boolean setDResponseDPreceedingManifest​(double responseToPrecedingManifestSensitivity)
      Set the Sensitivity of the Segment Response to the Preceding Manifest Measure
      Parameters:
      responseToPrecedingManifestSensitivity - Sensitivity of the Segment Response to the Preceding Manifest Measure
      Returns:
      TRUE - Sensitivity of the Segment Response to the Preceding Manifest Measure successfully set

    • getDResponseDPreceedingManifest

      public double getDResponseDPreceedingManifest()
      Get the Sensitivity of the Segment Response to the Preceding Manifest Measure
      Returns:
      The Sensitivity of the Segment Response to the Preceding Manifest Measure

    • getPMSC

      public PreceedingManifestSensitivityControl getPMSC()
      Get the Preceding Manifest Measure Sensitivity Control Parameters
      Returns:
      The Preceding Manifest Measure Sensitivity Control Parameters