R2ToR1Property.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>R2ToR1Property</i> evaluates the Specified Pair of R<sup>2</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 R2ToR1Property extends org.drip.function.definition.RxToR1Property
- {
- private org.drip.function.definition.R2ToR1 _r2ToR1Left = null;
- private org.drip.function.definition.R2ToR1 _r2ToR1Right = null;
- /**
- * R2ToR1Property Constructor
- *
- * @param type The Comparator Type
- * @param r2ToR1Left The Left R<sup>2</sup> To R<sup>1</sup> Function
- * @param r2ToR1Right The Right R<sup>2</sup> To R<sup>1</sup> Function
- * @param mismatchTolerance The Mismatch Tolerance
- *
- * @throws java.lang.Exception Thrown if the Inputs are Invalid
- */
- public R2ToR1Property (
- final java.lang.String type,
- final org.drip.function.definition.R2ToR1 r2ToR1Left,
- final org.drip.function.definition.R2ToR1 r2ToR1Right,
- final double mismatchTolerance)
- throws java.lang.Exception
- {
- super (
- type,
- mismatchTolerance
- );
- if (null == (_r2ToR1Left = r2ToR1Left) ||
- null == (_r2ToR1Right = r2ToR1Right))
- {
- throw new java.lang.Exception ("R2ToR1Property Constructor => Invalid Inputs");
- }
- }
- /**
- * Retrieve the Left R<sup>2</sup> To R<sup>1</sup> Function
- *
- * @return The Left R<sup>2</sup> To R<sup>1</sup> Function
- */
- public org.drip.function.definition.R2ToR1 r2ToR1Left()
- {
- return _r2ToR1Left;
- }
- /**
- * Retrieve the Right R<sup>2</sup> To R<sup>1</sup> Function
- *
- * @return The Right R<sup>2</sup> To R<sup>1</sup> Function
- */
- public org.drip.function.definition.R2ToR1 r2ToR1Right()
- {
- return _r2ToR1Right;
- }
- /**
- * Verify the specified R<sup>2</sup> To R<sup>1</sup> Functions
- *
- * @param x X
- * @param y Y
- *
- * @return Results of the Verification
- */
- public org.drip.function.definition.R1PropertyVerification verify (
- final double x,
- final double y)
- {
- try
- {
- return super.verify (
- _r2ToR1Left.evaluate (
- x,
- y
- ),
- _r2ToR1Right.evaluate (
- x,
- y
- )
- );
- }
- catch (java.lang.Exception e)
- {
- e.printStackTrace();
- }
- return null;
- }
- }