Package org.drip.spline.stretch

Class CkSegmentSequenceBuilder

java.lang.Object

org.drip.spline.stretch.CkSegmentSequenceBuilder

All Implemented Interfaces:

SegmentSequenceBuilder

public class CkSegmentSequenceBuilder
extends java.lang.Object
implements SegmentSequenceBuilder

CkSegmentSequenceBuilder implements the SegmentSequenceBuilder interface to customize segment sequence construction. Customization is applied at several levels:

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

Constructor Summary

Constructors

Constructor	Description
CkSegmentSequenceBuilder(SegmentResponseValueConstraint leadingSegmentResponseValueConstraint, SegmentResponseValueConstraint[] segmentResponseValueConstraintArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings)	CkSegmentSequenceBuilder constructor

Method Summary

Modifier and Type	Method	Description
boolean	calibSegmentSequence(int startingSegment)	Calibrate the Segment Sequence in the Stretch
boolean	calibStartingSegment(double leftSlope)	Calibrate the Starting Segment using the LeftSlope
BoundarySettings	getCalibrationBoundaryCondition()	Retrieve the Calibration Boundary Condition
boolean	manifestMeasureSensitivity(double leftSlopeSensitivity)	Compute the Stretch Manifest Measure Sensitivity Sequence
boolean	setStretch(MultiSegmentSequence multiSegmentSequence)	Set the Stretch whose Segments are to be calibrated

Methods inherited from class java.lang.Object

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

Constructor Details

CkSegmentSequenceBuilder

public CkSegmentSequenceBuilder(SegmentResponseValueConstraint leadingSegmentResponseValueConstraint,
SegmentResponseValueConstraint[] segmentResponseValueConstraintArray,
StretchBestFitResponse stretchBestFitResponse,
BoundarySettings boundarySettings)
                         throws java.lang.Exception

CkSegmentSequenceBuilder constructor

Parameters:

leadingSegmentResponseValueConstraint - Leading Segment Response Value Constraint

segmentResponseValueConstraintArray - Array of Segment Response Value Constraints

stretchBestFitResponse - Sequence Best Fit Weighted Response

boundarySettings - The Calibration Boundary Condition

Throws:

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

Method Details

setStretch

public boolean setStretch(MultiSegmentSequence multiSegmentSequence)

Description copied from interface: SegmentSequenceBuilder

Set the Stretch whose Segments are to be calibrated

Specified by:

setStretch in interface SegmentSequenceBuilder

Parameters:

multiSegmentSequence - The Stretch that needs to be calibrated

Returns:

TRUE - Stretch successfully set

getCalibrationBoundaryCondition

public BoundarySettings getCalibrationBoundaryCondition()

Description copied from interface: SegmentSequenceBuilder

Retrieve the Calibration Boundary Condition

Specified by:

getCalibrationBoundaryCondition in interface SegmentSequenceBuilder

Returns:

The Calibration Boundary Condition

calibStartingSegment

public boolean calibStartingSegment(double leftSlope)

Description copied from interface: SegmentSequenceBuilder

Calibrate the Starting Segment using the LeftSlope

Specified by:

calibStartingSegment in interface SegmentSequenceBuilder

Parameters:

leftSlope - The Slope

Returns:

TRUE - The Segment was successfully set up.

calibSegmentSequence

public boolean calibSegmentSequence(int startingSegment)

Description copied from interface: SegmentSequenceBuilder

Calibrate the Segment Sequence in the Stretch

Specified by:

calibSegmentSequence in interface SegmentSequenceBuilder

Parameters:

startingSegment - The Starting Segment in the Sequence

Returns:

TRUE - The Segment Sequence successfully calibrated

manifestMeasureSensitivity

public boolean manifestMeasureSensitivity(double leftSlopeSensitivity)

Description copied from interface: SegmentSequenceBuilder

Compute the Stretch Manifest Measure Sensitivity Sequence

Specified by:

manifestMeasureSensitivity in interface SegmentSequenceBuilder

Parameters:

leftSlopeSensitivity - The Leading Segment Left Slope Sensitivity

Returns:

TRUE - The Stretch Manifest Measure Sensitivity Sequence successfully computed