XeeFromSC.java

  1. package org.drip.specialfunction.hankel;

  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>XeeFromSC</i> implements the Estimator for the Riccati-Bessel Xee Function using the Riccati-Bessel C
  76.  * and S Functions. The References are:
  77.  *
  78.  * <br><br>
  79.  *  <ul>
  80.  *      <li>
  81.  *          Abramowitz, M., and I. A. Stegun (2007): <i>Handbook of Mathematics Functions</i> <b>Dover Book
  82.  *              on Mathematics</b>
  83.  *      </li>
  84.  *      <li>
  85.  *          Arfken, G. B., and H. J. Weber (2005): <i>Mathematical Methods for Physicists 6<sup>th</sup>
  86.  *              Edition</i> <b>Harcourt</b> San Diego
  87.  *      </li>
  88.  *      <li>
  89.  *          Temme N. M. (1996): <i>Special Functions: An Introduction to the Classical Functions of
  90.  *              Mathematical Physics 2<sup>nd</sup> Edition</i> <b>Wiley</b> New York
  91.  *      </li>
  92.  *      <li>
  93.  *          Watson, G. N. (1995): <i>A Treatise on the Theory of Bessel Functions</i> <b>Cambridge University
  94.  *              Press</b>
  95.  *      </li>
  96.  *      <li>
  97.  *          Wikipedia (2019): Bessel Function https://en.wikipedia.org/wiki/Bessel_function
  98.  *      </li>
  99.  *  </ul>
  100.  *
  101.  *  <br><br>
  102.  *  <ul>
  103.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  104.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FunctionAnalysisLibrary.md">Function Analysis Library</a></li>
  105.  *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/specialfunction/README.md">Special Function Implementation Analysis</a></li>
  106.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/specialfunction/hankel/README.md">Ordered Hankel Function Variant Estimators</a></li>
  107.  *  </ul>
  108.  *
  109.  * @author Lakshmi Krishnamurthy
  110.  */

  111. public class XeeFromSC extends org.drip.specialfunction.definition.RiccatiBesselXeeEstimator
  112. {
  113.     private org.drip.specialfunction.definition.RiccatiBesselCEstimator _riccatiBesselCEstimator = null;
  114.     private org.drip.specialfunction.definition.RiccatiBesselSEstimator _riccatiBesselSEstimator = null;

  115.     /**
  116.      * XeeFromSC Constructor
  117.      *
  118.      * @param riccatiBesselCEstimator Riccati-Bessel C Estimator
  119.      * @param riccatiBesselSEstimator Riccati-Bessel S Estimator
  120.      *
  121.      * @throws java.lang.Exception Thrown if the Inputs are Invalid
  122.      */

  123.     public XeeFromSC (
  124.         final org.drip.specialfunction.definition.RiccatiBesselCEstimator riccatiBesselCEstimator,
  125.         final org.drip.specialfunction.definition.RiccatiBesselSEstimator riccatiBesselSEstimator)
  126.         throws java.lang.Exception
  127.     {
  128.         if (null == (_riccatiBesselCEstimator = riccatiBesselCEstimator) ||
  129.             null == (_riccatiBesselSEstimator = riccatiBesselSEstimator))
  130.         {
  131.             throw new java.lang.Exception ("XeeFromSC Constructor => Invalid Inputs");
  132.         }
  133.     }

  134.     /**
  135.      * Retrieve the Riccati-Bessel C Estimator
  136.      *
  137.      * @return The Riccati-Bessel C Estimator
  138.      */

  139.     public org.drip.specialfunction.definition.RiccatiBesselCEstimator riccatiBesselCEstimator()
  140.     {
  141.         return _riccatiBesselCEstimator;
  142.     }

  143.     /**
  144.      * Retrieve the Riccati-Bessel S Estimator
  145.      *
  146.      * @return The Riccati-Bessel S Estimator
  147.      */

  148.     public org.drip.specialfunction.definition.RiccatiBesselSEstimator riccatiBesselSEstimator()
  149.     {
  150.         return _riccatiBesselSEstimator;
  151.     }

  152.     @Override public org.drip.function.definition.CartesianComplexNumber xee (
  153.         final double alpha,
  154.         final double z)
  155.     {
  156.         try
  157.         {
  158.             return new org.drip.function.definition.CartesianComplexNumber (
  159.                 _riccatiBesselSEstimator.bigS (
  160.                     alpha,
  161.                     z
  162.                 ),
  163.                 -1. * _riccatiBesselCEstimator.bigC (
  164.                     alpha,
  165.                     z
  166.                 )
  167.             );
  168.         }
  169.         catch (java.lang.Exception e)
  170.         {
  171.             e.printStackTrace();
  172.         }

  173.         return null;
  174.     }
  175. }