Package org.drip.spline.tension

Class KochLycheKvasovBasis

java.lang.Object
org.drip.spline.tension.KochLycheKvasovBasis
public class KochLycheKvasovBasis
extends java.lang.Object
KochLycheKvasovBasis 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. Currently, this class exposes functions to create monic and quadratic tension B Spline Basis Function Set.
  • Generate the Quadratic Monic Basis Function Set
  • Generate the Quadratic BSpline Basis Function Set

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
    KochLycheKvasovBasis()  

  • Method Summary

    Modifier and Type Method Description
    static R1ToR1[] GenerateMonicBSplineSet​(double tension)
    Generate the Monic BSpline Basis Function Set
    static R1ToR1[] GenerateQuadraticBSplineSet​(double tension)
    Generate the Quadratic BSpline Basis Function Set

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • KochLycheKvasovBasis

      public KochLycheKvasovBasis()

  • Method Details

    • GenerateMonicBSplineSet

      public static final R1ToR1[] GenerateMonicBSplineSet​(double tension)
      Generate the Monic BSpline Basis Function Set
      Parameters:
      tension - The Tension Parameter
      Returns:
      The Monic BSpline Basis Function Set

    • GenerateQuadraticBSplineSet

      public static final R1ToR1[] GenerateQuadraticBSplineSet​(double tension)
      Generate the Quadratic BSpline Basis Function Set
      Parameters:
      tension - The Tension Parameter
      Returns:
      The Quadratic BSpline Basis Function Set