XeeFromSC.java
- package org.drip.specialfunction.hankel;
- /*
- * -*- 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>XeeFromSC</i> implements the Estimator for the Riccati-Bessel Xee Function using the Riccati-Bessel C
- * and S Functions. The References are:
- *
- * <br><br>
- * <ul>
- * <li>
- * Abramowitz, M., and I. A. Stegun (2007): <i>Handbook of Mathematics Functions</i> <b>Dover Book
- * on Mathematics</b>
- * </li>
- * <li>
- * Arfken, G. B., and H. J. Weber (2005): <i>Mathematical Methods for Physicists 6<sup>th</sup>
- * Edition</i> <b>Harcourt</b> San Diego
- * </li>
- * <li>
- * Temme N. M. (1996): <i>Special Functions: An Introduction to the Classical Functions of
- * Mathematical Physics 2<sup>nd</sup> Edition</i> <b>Wiley</b> New York
- * </li>
- * <li>
- * Watson, G. N. (1995): <i>A Treatise on the Theory of Bessel Functions</i> <b>Cambridge University
- * Press</b>
- * </li>
- * <li>
- * Wikipedia (2019): Bessel Function https://en.wikipedia.org/wiki/Bessel_function
- * </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/FunctionAnalysisLibrary.md">Function Analysis Library</a></li>
- * <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>
- * <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>
- * </ul>
- *
- * @author Lakshmi Krishnamurthy
- */
- public class XeeFromSC extends org.drip.specialfunction.definition.RiccatiBesselXeeEstimator
- {
- private org.drip.specialfunction.definition.RiccatiBesselCEstimator _riccatiBesselCEstimator = null;
- private org.drip.specialfunction.definition.RiccatiBesselSEstimator _riccatiBesselSEstimator = null;
- /**
- * XeeFromSC Constructor
- *
- * @param riccatiBesselCEstimator Riccati-Bessel C Estimator
- * @param riccatiBesselSEstimator Riccati-Bessel S Estimator
- *
- * @throws java.lang.Exception Thrown if the Inputs are Invalid
- */
- public XeeFromSC (
- final org.drip.specialfunction.definition.RiccatiBesselCEstimator riccatiBesselCEstimator,
- final org.drip.specialfunction.definition.RiccatiBesselSEstimator riccatiBesselSEstimator)
- throws java.lang.Exception
- {
- if (null == (_riccatiBesselCEstimator = riccatiBesselCEstimator) ||
- null == (_riccatiBesselSEstimator = riccatiBesselSEstimator))
- {
- throw new java.lang.Exception ("XeeFromSC Constructor => Invalid Inputs");
- }
- }
- /**
- * Retrieve the Riccati-Bessel C Estimator
- *
- * @return The Riccati-Bessel C Estimator
- */
- public org.drip.specialfunction.definition.RiccatiBesselCEstimator riccatiBesselCEstimator()
- {
- return _riccatiBesselCEstimator;
- }
- /**
- * Retrieve the Riccati-Bessel S Estimator
- *
- * @return The Riccati-Bessel S Estimator
- */
- public org.drip.specialfunction.definition.RiccatiBesselSEstimator riccatiBesselSEstimator()
- {
- return _riccatiBesselSEstimator;
- }
- @Override public org.drip.function.definition.CartesianComplexNumber xee (
- final double alpha,
- final double z)
- {
- try
- {
- return new org.drip.function.definition.CartesianComplexNumber (
- _riccatiBesselSEstimator.bigS (
- alpha,
- z
- ),
- -1. * _riccatiBesselCEstimator.bigC (
- alpha,
- z
- )
- );
- }
- catch (java.lang.Exception e)
- {
- e.printStackTrace();
- }
- return null;
- }
- }