Package org.drip.spline.tension

Class KLKHyperbolicTensionPsy

java.lang.Object
org.drip.function.definition.R1ToR1
org.drip.spline.tension.KLKHyperbolicTensionPsy
public class KLKHyperbolicTensionPsy
extends R1ToR1
KLKHyperbolicTensionPsy implements the basic framework and the family of C2 Tension Splines outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers. KLKHyperbolicTensionPsy implements the custom evaluator, differentiator, and integrator for the KLK Tension Psy Functions outlined in the publications above.
  • KLKHyperbolicTensionPsy constructor
  • Retrieve the Tension Parameter

Module Product Core Module
Library Fixed Income Analytics
Project Basis Splines and Linear Compounders across a Broad Family of Spline Basis Functions
Package Koch Lyche Kvasov Tension Splines

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    KLKHyperbolicTensionPsy​(double tension)
    KLKHyperbolicTensionPsy constructor

  • Method Summary

    Modifier and Type Method Description
    double derivative​(double variate, int order)
    Calculate the derivative as a double
    double evaluate​(double variate)
    Evaluate for the given variate
    double getTension()
    Retrieve the Tension Parameter
    double integrate​(double begin, double end)
    Integrate over the given range

    Methods inherited from class org.drip.function.definition.R1ToR1

    antiDerivative, differential, differential, maxima, maxima, minima, minima, poleResidue

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • KLKHyperbolicTensionPsy

      public KLKHyperbolicTensionPsy​(double tension) throws java.lang.Exception
      KLKHyperbolicTensionPsy constructor
      Parameters:
      tension - Tension of the HyperbolicTension Function
      Throws:
      java.lang.Exception - Thrown if the input is invalid

  • Method Details

    • evaluate

      public double evaluate​(double variate) throws java.lang.Exception
      Description copied from class: R1ToR1
      Evaluate for the given variate
      Specified by:
      evaluate in class R1ToR1
      Parameters:
      variate - Variate
      Returns:
      Returns the calculated value
      Throws:
      java.lang.Exception - Thrown if evaluation cannot be done

    • derivative

      public double derivative​(double variate, int order) throws java.lang.Exception
      Description copied from class: R1ToR1
      Calculate the derivative as a double
      Overrides:
      derivative in class R1ToR1
      Parameters:
      variate - Variate at which the derivative is to be calculated
      order - Order of the derivative to be computed
      Returns:
      The Derivative
      Throws:
      java.lang.Exception - Thrown if Inputs are Invalid

    • integrate

      public double integrate​(double begin, double end) throws java.lang.Exception
      Description copied from class: R1ToR1
      Integrate over the given range
      Overrides:
      integrate in class R1ToR1
      Parameters:
      begin - Range Begin
      end - Range End
      Returns:
      The Integrated Value
      Throws:
      java.lang.Exception - Thrown if evaluation cannot be done

    • getTension

      public double getTension()
      Retrieve the Tension Parameter
      Returns:
      Tension Parameter