BracketingOutput.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>BracketingOutput</i> carries the results of the bracketing initialization.
* <br><br>
* In addition to the fields of ExecutionInitializationOutput, BracketingOutput holds the left/right bracket
* variates and the corresponding values for the objective function.
*
* <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 BracketingOutput extends org.drip.function.r1tor1solver.ExecutionInitializationOutput {
private double _dblOFLeft = java.lang.Double.NaN;
private double _dblOFRight = java.lang.Double.NaN;
private double _dblVariateLeft = java.lang.Double.NaN;
private double _dblVariateRight = java.lang.Double.NaN;
/**
* Default BracketingOutput constructor: Initializes the output
*/
public BracketingOutput()
{
super();
}
/**
* Return the left Variate
*
* @return Left Variate
*/
public double getVariateLeft()
{
return _dblVariateLeft;
}
/**
* Return the Right Variate
*
* @return Right Variate
*/
public double getVariateRight()
{
return _dblVariateRight;
}
/**
* Return the left OF
*
* @return Left OF
*/
public double getOFLeft()
{
return _dblOFLeft;
}
/**
* Return the Right OF
*
* @return Right OF
*/
public double getOFRight()
{
return _dblOFRight;
}
/**
* Set the brackets in the output object
*
* @param dblVariateLeft Left Variate
* @param dblVariateRight Right Variate
* @param dblOFLeft Left OF
* @param dblOFRight Right OF
* @param dblStartingVariate Starting Variate
*
* @return TRUE - Successfully set
*/
public boolean done (
final double dblVariateLeft,
final double dblVariateRight,
final double dblOFLeft,
final double dblOFRight,
final double dblStartingVariate)
{
if (!org.drip.numerical.common.NumberUtil.IsValid (_dblVariateLeft = dblVariateLeft) ||
!org.drip.numerical.common.NumberUtil.IsValid (_dblVariateRight = dblVariateRight) ||
!org.drip.numerical.common.NumberUtil.IsValid (_dblOFLeft = dblOFLeft) ||
!org.drip.numerical.common.NumberUtil.IsValid (_dblOFRight = dblOFRight) ||
!setStartingVariate (dblStartingVariate))
return false;
return done();
}
/**
* Make a ConvergenceOutput for the Open Method from the bracketing output
*
* @return The ConvergenceOutput object
*/
public org.drip.function.r1tor1solver.ConvergenceOutput makeConvergenceVariate()
{
org.drip.function.r1tor1solver.ConvergenceOutput cop = null;
try {
cop = new org.drip.function.r1tor1solver.ConvergenceOutput (this);
} catch (java.lang.Exception e) {
e.printStackTrace();
}
return cop.done (getStartingVariate()) ? cop : null;
}
@Override public java.lang.String displayString()
{
java.lang.StringBuffer sb = new java.lang.StringBuffer();
sb.append (super.displayString());
sb.append ("\n\t\tLeft Bracket: " + getVariateLeft());
sb.append ("\n\t\tRight Bracket: " + getVariateRight());
sb.append ("\n\t\tLeft OF: " + getOFLeft());
sb.append ("\n\t\tRight OF: " + getOFRight());
return sb.toString();
}
}