IteratedBracket.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>IteratedBracket</i> holds the left/right bracket variates and the corresponding values for the
* objective function during each iteration.
*
* <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 IteratedBracket {
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;
/**
* BracketingVariateIterator constructor
*
* @param bop Bracketing Output
*
* @throws java.lang.Exception Thrown if inputs are invalid
*/
public IteratedBracket (
final org.drip.function.r1tor1solver.BracketingOutput bop)
throws java.lang.Exception
{
if (null == bop) throw new java.lang.Exception ("IteratedBracket constructor: Invalid inputs");
_dblOFLeft = bop.getOFLeft();
_dblOFRight = bop.getOFRight();
_dblVariateLeft = bop.getVariateLeft();
_dblVariateRight = bop.getVariateRight();
}
/**
* Retrieve the left variate
*
* @return Left Variate
*/
public double getVariateLeft()
{
return _dblVariateLeft;
}
/**
* Set the left variate
*
* @param dblVariateLeft Left Variate
*
* @return TRUE - Left Variate set successfully
*/
public boolean setVariateLeft (
final double dblVariateLeft)
{
if (!org.drip.numerical.common.NumberUtil.IsValid (dblVariateLeft)) return false;
_dblVariateLeft = dblVariateLeft;
return true;
}
/**
* Retrieve the right variate
*
* @return Right Variate
*/
public double getVariateRight()
{
return _dblVariateRight;
}
/**
* Set the right variate
*
* @param dblVariateRight Right Variate
*
* @return TRUE - Right Variate set successfully
*/
public boolean setVariateRight (
final double dblVariateRight)
{
if (!org.drip.numerical.common.NumberUtil.IsValid (dblVariateRight)) return false;
_dblVariateRight = dblVariateRight;
return true;
}
/**
* Retrieve the left objective function value
*
* @return Left Objective Function Value
*/
public double getOFLeft()
{
return _dblOFLeft;
}
/**
* Set the left objective function value
*
* @param dblOFLeft Left Objective Function Value
*
* @return TRUE - Left Objective Function set successfully
*/
public boolean setOFLeft (
final double dblOFLeft)
{
if (!org.drip.numerical.common.NumberUtil.IsValid (dblOFLeft)) return false;
_dblOFLeft = dblOFLeft;
return true;
}
/**
* Retrieve the right objective function value
*
* @return Right objective function value
*/
public double getOFRight()
{
return _dblOFRight;
}
/**
* Set the right objective function value
*
* @param dblOFRight Right Objective Function Value
*
* @return TRUE - Right Objective Function set successfully
*/
public boolean setOFRight (
final double dblOFRight)
{
if (!org.drip.numerical.common.NumberUtil.IsValid (dblOFRight)) return false;
_dblOFRight = dblOFRight;
return true;
}
}