BracketingControlParams.java

package org.drip.function.r1tor1solver;

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

/*!
 * Copyright (C) 2020 Lakshmi Krishnamurthy
 * Copyright (C) 2019 Lakshmi Krishnamurthy
 * Copyright (C) 2018 Lakshmi Krishnamurthy
 * Copyright (C) 2017 Lakshmi Krishnamurthy
 * Copyright (C) 2016 Lakshmi Krishnamurthy
 * Copyright (C) 2015 Lakshmi Krishnamurthy
 * Copyright (C) 2014 Lakshmi Krishnamurthy
 * Copyright (C) 2013 Lakshmi Krishnamurthy
 * Copyright (C) 2012 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>BracketingControlParams</i> implements the control parameters for bracketing solutions.
 * <br><br>
 * BracketingControlParams provides the following parameters:
 * <ul>
 *  <li>
 *          The starting variate from which the search for bracketing begins
 *  </li>
 *  <li>
 *          The initial width for the brackets
 *  </li>
 *  <li>
 *          The factor by which the width expands with each iterative search
 *  </li>
 *  <li>
 *          The number of such iterations.
 *  </li>
 * </ul>
 *
 *  <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/r1tor1solver/README.md">Built-in R<sup>1</sup> To R<sup>1</sup> Solvers</a></li>
 *  </ul>
 *
 * @author Lakshmi Krishnamurthy
 */

public class BracketingControlParams {

    /*
     * Bracket Determination Parameters
     */

    private int _iNumExpansions = 0;
    private double _dblVariateStart = java.lang.Double.NaN;
    private double _dblBracketStartingWidth = java.lang.Double.NaN;
    private double _dblBracketWidthExpansionFactor = java.lang.Double.NaN;

    /**
     * Default BracketingControlParams constructor
     */

    public BracketingControlParams()
    {
        _dblVariateStart = 0.;
        _iNumExpansions = 100;
        _dblBracketStartingWidth = 1.e-06;
        _dblBracketWidthExpansionFactor = 2.;
    }

    /**
     * BracketingControlParams constructor
     * 
     * @param iNumExpansions Number of bracket expansions to determine the bracket
     * @param dblVariateStart Variate start for the bracket determination
     * @param dblBracketStartingWidth Base Bracket Width
     * @param dblBracketWidthExpansionFactor Bracket width expansion factor
     * 
     * @throws java.lang.Exception Thrown if inputs are invalid
     */

    public BracketingControlParams (
        final int iNumExpansions,
        final double dblVariateStart,
        final double dblBracketStartingWidth,
        final double dblBracketWidthExpansionFactor)
        throws java.lang.Exception
    {
        if (0 >= (_iNumExpansions = iNumExpansions) || !org.drip.numerical.common.NumberUtil.IsValid
            (_dblVariateStart = dblVariateStart) || !org.drip.numerical.common.NumberUtil.IsValid
                (_dblBracketStartingWidth = dblBracketStartingWidth) ||
                    !org.drip.numerical.common.NumberUtil.IsValid (_dblBracketWidthExpansionFactor =
                        dblBracketWidthExpansionFactor))
            throw new java.lang.Exception ("BracketingControlParams constructor: Invalid inputs!");
    }

    /**
     * Return the number of expansions
     * 
     * @return Number of expansions
     */

    public int getNumExpansions()
    {
        return _iNumExpansions;
    }

    /**
     * Return the starting point of bracketing determination
     * 
     * @return Starting point of bracketing determination
     */

    public double getVariateStart()
    {
        return _dblVariateStart;
    }

    /**
     * Return the initial bracket width
     * 
     * @return Initial bracket width
     */

    public double getStartingBracketWidth()
    {
        return _dblBracketStartingWidth;
    }

    /**
     * Return the bracket width expansion factor
     * 
     * @return Bracket width expansion factor
     */

    public double getBracketWidthExpansionFactor()
    {
        return _dblBracketWidthExpansionFactor;
    }
}