Package org.drip.spline.stretch

Class MultiSegmentSequenceModifier

java.lang.Object

org.drip.spline.stretch.MultiSegmentSequenceModifier

public class MultiSegmentSequenceModifier
extends java.lang.Object

MultiSegmentSequenceModifier exports Stretch modification/alteration methods to generate customized basis splines, with customized segment behavior using the segment control. It exposes the following stretch modification methods:

• Insert the specified Predictor Ordinate Knot into the specified Stretch, using the specified Response Value
• Append a Segment to the Right of the Specified Stretch using the Supplied Constraint
• Insert the Predictor Ordinate Knot into the specified Stretch
• Insert a Cardinal Knot into the specified Stretch at the specified Predictor Ordinate Location
• Insert a Catmull-Rom Knot into the specified Stretch at the specified Predictor Ordinate Location

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
MultiSegmentSequenceModifier()

Method Summary

Modifier and Type	Method	Description
static MultiSegmentSequence	AppendSegment(MultiSegmentSequence inputMultiSegmentSequence, double predictorOrdinateAppendRight, SegmentResponseValueConstraint segmentResponseValueConstraint, SegmentCustomBuilderControl segmentCustomBuilderControl, BoundarySettings boundarySettings, int calibrationDetail)	Append a Segment to the Right of the Specified Stretch using the Supplied Constraint
static MultiSegmentSequence	InsertCardinalKnot(MultiSegmentSequence inputMultiSegmentSequence, double predictorOrdinate, double cardinalTension)	Insert a Cardinal Knot into the specified Stretch at the specified Predictor Ordinate Location
static MultiSegmentSequence	InsertCatmullRomKnot(MultiSegmentSequence inputMultiSegmentSequence, double knotOrdinate)	Insert a Catmull-Rom Knot into the specified Stretch at the specified Predictor Ordinate Location
static MultiSegmentSequence	InsertKnot(MultiSegmentSequence inputMultiSegmentSequence, double predictorOrdinate, double responseValue, BoundarySettings boundarySettings, int calibrationDetail)	Insert the specified Predictor Ordinate Knot into the specified Stretch, using the specified Response Value
static MultiSegmentSequence	InsertKnot(MultiSegmentSequence inputMultiSegmentSequence, double predictorOrdinate, SegmentPredictorResponseDerivative leftSegmentRightEdgePredictorResponseDerivative, SegmentPredictorResponseDerivative rightSegmentLeftEdgePredictorResponseDerivative)	Insert the Predictor Ordinate Knot into the specified Stretch

Methods inherited from class java.lang.Object

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

Constructor Details

MultiSegmentSequenceModifier

public MultiSegmentSequenceModifier()

Method Details

InsertKnot

public static final MultiSegmentSequence InsertKnot(MultiSegmentSequence inputMultiSegmentSequence,
double predictorOrdinate,
double responseValue,
BoundarySettings boundarySettings,
int calibrationDetail)

Insert the specified Predictor Ordinate Knot into the specified Stretch, using the specified Response Value

Parameters:

inputMultiSegmentSequence - Input Stretch

predictorOrdinate - Predictor Ordinate Knot

responseValue - Response Value

boundarySettings - The Calibration Boundary Condition

calibrationDetail - The Calibration Detail

Returns:

The Stretch with the Knot inserted

AppendSegment

public static final MultiSegmentSequence AppendSegment(MultiSegmentSequence inputMultiSegmentSequence,
double predictorOrdinateAppendRight,
SegmentResponseValueConstraint segmentResponseValueConstraint,
SegmentCustomBuilderControl segmentCustomBuilderControl,
BoundarySettings boundarySettings,
int calibrationDetail)

Append a Segment to the Right of the Specified Stretch using the Supplied Constraint

Parameters:

inputMultiSegmentSequence - Input Stretch

predictorOrdinateAppendRight - The Predictor Ordinate at the Right Edge of the Segment to be appended

segmentResponseValueConstraint - The Segment Response Value Constraint

segmentCustomBuilderControl - Segment Builder Parameters

boundarySettings - The Calibration Boundary Condition

calibrationDetail - The Calibration Detail

Returns:

The Stretch with the Segment Appended

InsertKnot

public static final MultiSegmentSequence InsertKnot(MultiSegmentSequence inputMultiSegmentSequence,
double predictorOrdinate,
SegmentPredictorResponseDerivative leftSegmentRightEdgePredictorResponseDerivative,
SegmentPredictorResponseDerivative rightSegmentLeftEdgePredictorResponseDerivative)

Insert the Predictor Ordinate Knot into the specified Stretch

Parameters:

inputMultiSegmentSequence - Input Stretch

predictorOrdinate - Knot Predictor Ordinate

leftSegmentRightEdgePredictorResponseDerivative - Response Values for the Right Edge of the Left Segment

rightSegmentLeftEdgePredictorResponseDerivative - Response Values for the Left Edge of the Right Segment

Returns:

The Stretch with the Predictor Ordinate Knot inserted

InsertCardinalKnot

public static final MultiSegmentSequence InsertCardinalKnot(MultiSegmentSequence inputMultiSegmentSequence,
double predictorOrdinate,
double cardinalTension)

Insert a Cardinal Knot into the specified Stretch at the specified Predictor Ordinate Location

Parameters:

inputMultiSegmentSequence - Input Stretch

predictorOrdinate - Knot Predictor Ordinate

cardinalTension - Cardinal Tension Parameter

Returns:

The Stretch with the Knot inserted

InsertCatmullRomKnot

public static final MultiSegmentSequence InsertCatmullRomKnot(MultiSegmentSequence inputMultiSegmentSequence,
double knotOrdinate)

Insert a Catmull-Rom Knot into the specified Stretch at the specified Predictor Ordinate Location

Parameters:

inputMultiSegmentSequence - Input Stretch

knotOrdinate - Knot Predictor Ordinate

Returns:

The Stretch with the Knot inserted