PoleResidue.java

  1. package org.drip.function.definition;

  2. /*
  3.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  4.  */

  5. /*!
  6.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  7.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  8.  *
  9.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  10.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  11.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  12.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  13.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  14.  *      and computational support.
  15.  *  
  16.  *      https://lakshmidrip.github.io/DROP/
  17.  *  
  18.  *  DROP is composed of three modules:
  19.  *  
  20.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  21.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  22.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  23.  *
  24.  *  DROP Product Core implements libraries for the following:
  25.  *  - Fixed Income Analytics
  26.  *  - Loan Analytics
  27.  *  - Transaction Cost Analytics
  28.  *
  29.  *  DROP Portfolio Core implements libraries for the following:
  30.  *  - Asset Allocation Analytics
  31.  *  - Asset Liability Management Analytics
  32.  *  - Capital Estimation Analytics
  33.  *  - Exposure Analytics
  34.  *  - Margin Analytics
  35.  *  - XVA Analytics
  36.  *
  37.  *  DROP Computational Core implements libraries for the following:
  38.  *  - Algorithm Support
  39.  *  - Computation Support
  40.  *  - Function Analysis
  41.  *  - Model Validation
  42.  *  - Numerical Analysis
  43.  *  - Numerical Optimizer
  44.  *  - Spline Builder
  45.  *  - Statistical Learning
  46.  *
  47.  *  Documentation for DROP is Spread Over:
  48.  *
  49.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  50.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  51.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  52.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  53.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  54.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  55.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  56.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  57.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  58.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  59.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  60.  *
  61.  *  Licensed under the Apache License, Version 2.0 (the "License");
  62.  *      you may not use this file except in compliance with the License.
  63.  *  
  64.  *  You may obtain a copy of the License at
  65.  *      http://www.apache.org/licenses/LICENSE-2.0
  66.  *  
  67.  *  Unless required by applicable law or agreed to in writing, software
  68.  *      distributed under the License is distributed on an "AS IS" BASIS,
  69.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  70.  *  
  71.  *  See the License for the specific language governing permissions and
  72.  *      limitations under the License.
  73.  */

  74. /**
  75.  * <i>PoleResidue</i> holds the Residue for  given variate, if it is a Pole.
  76.  *
  77.  *  <br><br>
  78.  *  <ul>
  79.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  80.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/NumericalAnalysisLibrary.md">Numerical Analysis Library</a></li>
  81.  *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/function/README.md">R<sup>d</sup> To R<sup>d</sup> Function Analysis</a></li>
  82.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/function/definition/README.md">Function Implementation Ancillary Support Objects</a></li>
  83.  *  </ul>
  84.  *
  85.  * @author Lakshmi Krishnamurthy
  86.  */

  87. public class PoleResidue
  88. {
  89.     private double _variate = java.lang.Double.NaN;
  90.     private double _residue = java.lang.Double.NaN;

  91.     /**
  92.      * Construct a "Not-A-Pole" Version of PoleResidue
  93.      *
  94.      * @param variate The Variate
  95.      *
  96.      * @return "Not-A-Pole" Version of PoleResidue
  97.      */

  98.     public static final PoleResidue NotAPole (
  99.         final double variate)
  100.     {
  101.         try
  102.         {
  103.             return new PoleResidue (
  104.                 variate,
  105.                 java.lang.Double.NaN
  106.             );
  107.         }
  108.         catch (java.lang.Exception e)
  109.         {
  110.             e.printStackTrace();
  111.         }

  112.         return null;
  113.     }

  114.     /**
  115.      * PoleResidue Constructor
  116.      *
  117.      * @param variate The Variate
  118.      * @param residue The Residue
  119.      *
  120.      * @throws java.lang.Exception Thrown if the Inputs are Invalid
  121.      */

  122.     public PoleResidue (
  123.         final double variate,
  124.         final double residue)
  125.         throws java.lang.Exception
  126.     {
  127.         if (!org.drip.numerical.common.NumberUtil.IsValid (_variate = variate))
  128.         {
  129.             throw new java.lang.Exception ("PoleResidue Constructor => Invalid Inputs");
  130.         }

  131.         _residue = residue;
  132.     }

  133.     /**
  134.      * Retrieve the Variate
  135.      *
  136.      * @return The Variate
  137.      */

  138.     public double variate()
  139.     {
  140.         return _variate;
  141.     }

  142.     /**
  143.      * Retrieve the Residue
  144.      *
  145.      * @return The Residue
  146.      */

  147.     public double residue()
  148.     {
  149.         return _residue;
  150.     }

  151.     /**
  152.      * Indicate if the Variate is a Pole
  153.      *
  154.      * @return TRUE - The Variate is a Pole
  155.      */

  156.     public boolean isPole()
  157.     {
  158.         return !java.lang.Double.isNaN (_residue);
  159.     }

  160.     /**
  161.      * Indicate if the Variate is a Simple Pole
  162.      *
  163.      * @return TRUE - The Variate is a Simple Pole
  164.      */

  165.     public boolean isPoleSimple()
  166.     {
  167.         return java.lang.Double.isFinite (_residue);
  168.     }
  169. }