R1ToR1Property.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>R1ToR1Property</i> evaluates the Specified Pair of R<sup>1</sup> To R<sup>1</sup> Functions, and
  76.  * verifies the Properties.
  77.  *
  78.  *  <br><br>
  79.  *  <ul>
  80.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  81.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/NumericalAnalysisLibrary.md">Numerical Analysis Library</a></li>
  82.  *      <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>
  83.  *      <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>
  84.  *  </ul>
  85.  *
  86.  * @author Lakshmi Krishnamurthy
  87.  */

  88. public class R1ToR1Property extends org.drip.function.definition.RxToR1Property
  89. {
  90.     private org.drip.function.definition.R1ToR1 _r1ToR1Left = null;
  91.     private org.drip.function.definition.R1ToR1 _r1ToR1Right = null;

  92.     /**
  93.      * R1ToR1Property Constructor
  94.      *
  95.      * @param type The Comparator Type
  96.      * @param r1ToR1Left The Left R<sup>1</sup> To R<sup>1</sup> Function
  97.      * @param r1ToR1Right The Right R<sup>1</sup> To R<sup>1</sup> Function
  98.      * @param mismatchTolerance The Mismatch Tolerance
  99.      *
  100.      * @throws java.lang.Exception Thrown if the Inputs are Invalid
  101.      */

  102.     public R1ToR1Property (
  103.         final java.lang.String type,
  104.         final org.drip.function.definition.R1ToR1 r1ToR1Left,
  105.         final org.drip.function.definition.R1ToR1 r1ToR1Right,
  106.         final double mismatchTolerance)
  107.         throws java.lang.Exception
  108.     {
  109.         super (
  110.             type,
  111.             mismatchTolerance
  112.         );

  113.         if (null == (_r1ToR1Left = r1ToR1Left) ||
  114.             null == (_r1ToR1Right = r1ToR1Right))
  115.         {
  116.             throw new java.lang.Exception ("R1ToR1Property Constructor => Invalid Inputs");
  117.         }
  118.     }

  119.     /**
  120.      * Retrieve the Left R<sup>1</sup> To R<sup>1</sup> Function
  121.      *
  122.      * @return The Left R<sup>1</sup> To R<sup>1</sup> Function
  123.      */

  124.     public org.drip.function.definition.R1ToR1 r1ToR1Left()
  125.     {
  126.         return _r1ToR1Left;
  127.     }

  128.     /**
  129.      * Retrieve the Right R<sup>1</sup> To R<sup>1</sup> Function
  130.      *
  131.      * @return The Right R<sup>1</sup> To R<sup>1</sup> Function
  132.      */

  133.     public org.drip.function.definition.R1ToR1 r1ToR1Right()
  134.     {
  135.         return _r1ToR1Right;
  136.     }

  137.     /**
  138.      * Verify the specified R<sup>1</sup> To R<sup>1</sup> Functions
  139.      *
  140.      * @param x X
  141.      *
  142.      * @return Results of the Verification
  143.      */

  144.     public org.drip.function.definition.R1PropertyVerification verify (
  145.         final double x)
  146.     {
  147.         try
  148.         {
  149.             return super.verify (
  150.                 _r1ToR1Left.evaluate (x),
  151.                 _r1ToR1Right.evaluate (x)
  152.             );
  153.         }
  154.         catch (java.lang.Exception e)
  155.         {
  156.             e.printStackTrace();
  157.         }

  158.         return null;
  159.     }
  160. }