R1ToR1Property.java
package org.drip.function.definition;
/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
/*!
* Copyright (C) 2020 Lakshmi Krishnamurthy
* Copyright (C) 2019 Lakshmi Krishnamurthy
*
* This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
* asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
* analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
* equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
* numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
* and computational support.
*
* https://lakshmidrip.github.io/DROP/
*
* DROP is composed of three modules:
*
* - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
* - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
* - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
*
* DROP Product Core implements libraries for the following:
* - Fixed Income Analytics
* - Loan Analytics
* - Transaction Cost Analytics
*
* DROP Portfolio Core implements libraries for the following:
* - Asset Allocation Analytics
* - Asset Liability Management Analytics
* - Capital Estimation Analytics
* - Exposure Analytics
* - Margin Analytics
* - XVA Analytics
*
* DROP Computational Core implements libraries for the following:
* - Algorithm Support
* - Computation Support
* - Function Analysis
* - Model Validation
* - Numerical Analysis
* - Numerical Optimizer
* - Spline Builder
* - Statistical Learning
*
* Documentation for DROP is Spread Over:
*
* - Main => https://lakshmidrip.github.io/DROP/
* - Wiki => https://github.com/lakshmiDRIP/DROP/wiki
* - GitHub => https://github.com/lakshmiDRIP/DROP
* - Repo Layout Taxonomy => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
* - Javadoc => https://lakshmidrip.github.io/DROP/Javadoc/index.html
* - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
* - Release Versions => https://lakshmidrip.github.io/DROP/version.html
* - Community Credits => https://lakshmidrip.github.io/DROP/credits.html
* - Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues
* - JUnit => https://lakshmidrip.github.io/DROP/junit/index.html
* - Jacoco => https://lakshmidrip.github.io/DROP/jacoco/index.html
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
*
* You may obtain a copy of the License at
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
*
* See the License for the specific language governing permissions and
* limitations under the License.
*/
/**
* <i>R1ToR1Property</i> evaluates the Specified Pair of R<sup>1</sup> To R<sup>1</sup> Functions, and
* verifies the Properties.
*
* <br><br>
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/NumericalAnalysisLibrary.md">Numerical Analysis Library</a></li>
* <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>
* <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>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class R1ToR1Property extends org.drip.function.definition.RxToR1Property
{
private org.drip.function.definition.R1ToR1 _r1ToR1Left = null;
private org.drip.function.definition.R1ToR1 _r1ToR1Right = null;
/**
* R1ToR1Property Constructor
*
* @param type The Comparator Type
* @param r1ToR1Left The Left R<sup>1</sup> To R<sup>1</sup> Function
* @param r1ToR1Right The Right R<sup>1</sup> To R<sup>1</sup> Function
* @param mismatchTolerance The Mismatch Tolerance
*
* @throws java.lang.Exception Thrown if the Inputs are Invalid
*/
public R1ToR1Property (
final java.lang.String type,
final org.drip.function.definition.R1ToR1 r1ToR1Left,
final org.drip.function.definition.R1ToR1 r1ToR1Right,
final double mismatchTolerance)
throws java.lang.Exception
{
super (
type,
mismatchTolerance
);
if (null == (_r1ToR1Left = r1ToR1Left) ||
null == (_r1ToR1Right = r1ToR1Right))
{
throw new java.lang.Exception ("R1ToR1Property Constructor => Invalid Inputs");
}
}
/**
* Retrieve the Left R<sup>1</sup> To R<sup>1</sup> Function
*
* @return The Left R<sup>1</sup> To R<sup>1</sup> Function
*/
public org.drip.function.definition.R1ToR1 r1ToR1Left()
{
return _r1ToR1Left;
}
/**
* Retrieve the Right R<sup>1</sup> To R<sup>1</sup> Function
*
* @return The Right R<sup>1</sup> To R<sup>1</sup> Function
*/
public org.drip.function.definition.R1ToR1 r1ToR1Right()
{
return _r1ToR1Right;
}
/**
* Verify the specified R<sup>1</sup> To R<sup>1</sup> Functions
*
* @param x X
*
* @return Results of the Verification
*/
public org.drip.function.definition.R1PropertyVerification verify (
final double x)
{
try
{
return super.verify (
_r1ToR1Left.evaluate (x),
_r1ToR1Right.evaluate (x)
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
}