Package org.drip.spline.stretch

Class BoundarySettings

java.lang.Object
org.drip.spline.stretch.BoundarySettings
public class BoundarySettings
extends java.lang.Object
BoundarySettings implements the Boundary Settings that determine the full extent of description of the regime's State. It exports functions that:
  • Calibration Boundary Condition: Floating Boundary Condition
  • Calibration Boundary Condition: Natural Boundary Condition
  • Calibration Boundary Condition: Financial Boundary Condition
  • Calibration Boundary Condition: Not-A-Knot Boundary Condition
  • Return the Instance of the Standard Natural Boundary Condition
  • Return the Instance of the Standard Floating Boundary Condition
  • Return the Instance of the Standard Financial Boundary Condition
  • Return the Instance of the Standard Not-A-Knot Boundary Condition
  • BoundarySettings constructor
  • Retrieve the Order of the Left Derivative
  • Retrieve the Order of the Right Derivative
  • Retrieve the Type of the Boundary Condition

Module Product Core Module
Library Fixed Income Analytics
Project Basis Splines and Linear Compounders across a Broad Family of Spline Basis Functions
Package Multi-Segment Sequence Spline Stretch

Author:
Lakshmi Krishnamurthy

  • Field Summary

    Fields
    Modifier and Type Field Description
    static int BOUNDARY_CONDITION_FINANCIAL
    Calibration Boundary Condition: Financial Boundary Condition
    static int BOUNDARY_CONDITION_FLOATING
    Calibration Boundary Condition: Floating Boundary Condition
    static int BOUNDARY_CONDITION_NATURAL
    Calibration Boundary Condition: Natural Boundary Condition
    static int BOUNDARY_CONDITION_NOT_A_KNOT
    Calibration Boundary Condition: Not-A-Knot Boundary Condition

  • Constructor Summary

    Constructors
    Constructor Description
    BoundarySettings​(int leftDerivativeOrder, int rightDerivativeOrder, int boundaryConditionType)
    BoundarySettings constructor

  • Method Summary

    Modifier and Type Method Description
    int boundaryCondition()
    Retrieve the Type of the Boundary Condition
    static BoundarySettings FinancialStandard()
    Return the Instance of the Standard Financial Boundary Condition
    static BoundarySettings FloatingStandard()
    Return the Instance of the Standard Floating Boundary Condition
    int leftDerivOrder()
    Retrieve the Order of the Left Derivative
    static BoundarySettings NaturalStandard()
    Return the Instance of the Standard Natural Boundary Condition
    static BoundarySettings NotAKnotStandard​(int leftDerivativeOrder, int rightDerivativeOrder)
    Return the Instance of the Standard Not-A-Knot Boundary Condition
    int rightDerivOrder()
    Retrieve the Order of the Right Derivative

    Methods inherited from class java.lang.Object

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

  • Field Details

    • BOUNDARY_CONDITION_FLOATING

      public static final int BOUNDARY_CONDITION_FLOATING
      Calibration Boundary Condition: Floating Boundary Condition
      See Also:
      Constant Field Values

    • BOUNDARY_CONDITION_NATURAL

      public static final int BOUNDARY_CONDITION_NATURAL
      Calibration Boundary Condition: Natural Boundary Condition
      See Also:
      Constant Field Values

    • BOUNDARY_CONDITION_FINANCIAL

      public static final int BOUNDARY_CONDITION_FINANCIAL
      Calibration Boundary Condition: Financial Boundary Condition
      See Also:
      Constant Field Values

    • BOUNDARY_CONDITION_NOT_A_KNOT

      public static final int BOUNDARY_CONDITION_NOT_A_KNOT
      Calibration Boundary Condition: Not-A-Knot Boundary Condition
      See Also:
      Constant Field Values

  • Constructor Details

    • BoundarySettings

      public BoundarySettings​(int leftDerivativeOrder, int rightDerivativeOrder, int boundaryConditionType) throws java.lang.Exception
      BoundarySettings constructor
      Parameters:
      leftDerivativeOrder - Order of the Left Derivative
      rightDerivativeOrder - Order of the Right Derivative
      boundaryConditionType - Type of the Boundary Condition - NATURAL/FINANCIAL/NOT_A_KNOT
      Throws:
      java.lang.Exception - Thrown if Inputs are invalid

  • Method Details

    • NaturalStandard

      public static final BoundarySettings NaturalStandard()
      Return the Instance of the Standard Natural Boundary Condition
      Returns:
      Instance of the Standard Natural Boundary Condition

    • FloatingStandard

      public static final BoundarySettings FloatingStandard()
      Return the Instance of the Standard Floating Boundary Condition
      Returns:
      Instance of the Standard Floating Boundary Condition

    • FinancialStandard

      public static final BoundarySettings FinancialStandard()
      Return the Instance of the Standard Financial Boundary Condition
      Returns:
      Instance of the Standard Financial Boundary Condition

    • NotAKnotStandard

      public static final BoundarySettings NotAKnotStandard​(int leftDerivativeOrder, int rightDerivativeOrder)
      Return the Instance of the Standard Not-A-Knot Boundary Condition
      Parameters:
      leftDerivativeOrder - Order of the Left Derivative
      rightDerivativeOrder - Order of the Right Derivative
      Returns:
      Instance of the Standard Not-A-Knot Boundary Condition

    • leftDerivOrder

      public int leftDerivOrder()
      Retrieve the Order of the Left Derivative
      Returns:
      The Order of the Left Derivative

    • rightDerivOrder

      public int rightDerivOrder()
      Retrieve the Order of the Right Derivative
      Returns:
      The Order of the Right Derivative

    • boundaryCondition

      public int boundaryCondition()
      Retrieve the Type of the Boundary Condition
      Returns:
      The Type of the Boundary Condition