Package org.drip.spline.tension

Class KochLycheKvasovFamily

java.lang.Object

org.drip.spline.tension.KochLycheKvasovFamily

public class KochLycheKvasovFamily
extends java.lang.Object

KochLycheKvasovFamily 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. Functions exposed here implement the Basis Function Set from:

• Hyperbolic Hat Primitive Set
• Cubic Polynomial Numerator and Linear Rational Denominator
• Cubic Polynomial Numerator and Quadratic Rational Denominator
• Cubic Polynomial Numerator and Exponential Denominator

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
KochLycheKvasovFamily()

Method Summary

Modifier and Type	Method	Description
static FunctionSet	FromExponentialPrimitive(ExponentialTensionSetParams exponentialTensionSetParams)	Implement the Basis Function Set from the Cubic Polynomial Numerator and Exponential Denominator
static FunctionSet	FromHyperbolicPrimitive(ExponentialTensionSetParams exponentialTensionSetParams)	Implement the Basis Function Set from the Hyperbolic Hat Primitive Set
static FunctionSet	FromRationalLinearPrimitive(ExponentialTensionSetParams exponentialTensionSetParams)	Implement the Basis Function Set from the Cubic Polynomial Numerator and Linear Rational Denominator
static FunctionSet	FromRationalQuadraticPrimitive(ExponentialTensionSetParams exponentialTensionSetParams)	Implement the Basis Function Set from the Cubic Polynomial Numerator and Quadratic Rational Denominator

Methods inherited from class java.lang.Object

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

Constructor Details

KochLycheKvasovFamily

public KochLycheKvasovFamily()

Method Details

FromHyperbolicPrimitive

public static final FunctionSet FromHyperbolicPrimitive(ExponentialTensionSetParams exponentialTensionSetParams)

Implement the Basis Function Set from the Hyperbolic Hat Primitive Set

Parameters:

exponentialTensionSetParams - The Tension Function Set Parameters

Returns:

Instance of the Basis Function Set

FromRationalLinearPrimitive

public static final FunctionSet FromRationalLinearPrimitive(ExponentialTensionSetParams exponentialTensionSetParams)

Implement the Basis Function Set from the Cubic Polynomial Numerator and Linear Rational Denominator

Parameters:

exponentialTensionSetParams - The Tension Function Set Parameters

Returns:

Instance of the Basis Function Set

FromRationalQuadraticPrimitive

public static final FunctionSet FromRationalQuadraticPrimitive(ExponentialTensionSetParams exponentialTensionSetParams)

Implement the Basis Function Set from the Cubic Polynomial Numerator and Quadratic Rational Denominator

Parameters:

exponentialTensionSetParams - The Tension Function Set Parameters

Returns:

Instance of the Basis Function Set

FromExponentialPrimitive

public static final FunctionSet FromExponentialPrimitive(ExponentialTensionSetParams exponentialTensionSetParams)

Implement the Basis Function Set from the Cubic Polynomial Numerator and Exponential Denominator

Parameters:

exponentialTensionSetParams - The Tension Function Set Parameters

Returns:

Instance of the Basis Function Set