GaussContiguousRelations.java

  1. package org.drip.specialfunction.hypergeometric;

  3. /*
  4.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  5.  */

  7. /*!
  8.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  10.  * 
  11.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  12.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  13.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  14.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  15.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  16.  *      and computational support.
  17.  *  
  18.  *      https://lakshmidrip.github.io/DROP/
  19.  *  
  20.  *  DROP is composed of three modules:
  21.  *  
  22.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  23.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  24.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  25.  * 
  26.  *  DROP Product Core implements libraries for the following:
  27.  *  - Fixed Income Analytics
  28.  *  - Loan Analytics
  29.  *  - Transaction Cost Analytics
  30.  * 
  31.  *  DROP Portfolio Core implements libraries for the following:
  32.  *  - Asset Allocation Analytics
  33.  *  - Asset Liability Management Analytics
  34.  *  - Capital Estimation Analytics
  35.  *  - Exposure Analytics
  36.  *  - Margin Analytics
  37.  *  - XVA Analytics
  38.  * 
  39.  *  DROP Computational Core implements libraries for the following:
  40.  *  - Algorithm Support
  41.  *  - Computation Support
  42.  *  - Function Analysis
  43.  *  - Model Validation
  44.  *  - Numerical Analysis
  45.  *  - Numerical Optimizer
  46.  *  - Spline Builder
  47.  *  - Statistical Learning
  48.  * 
  49.  *  Documentation for DROP is Spread Over:
  50.  * 
  51.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  52.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  53.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  54.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  55.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  56.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  57.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  58.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  59.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  60.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  61.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  62.  * 
  63.  *  Licensed under the Apache License, Version 2.0 (the "License");
  64.  *      you may not use this file except in compliance with the License.
  65.  *   
  66.  *  You may obtain a copy of the License at
  67.  *      http://www.apache.org/licenses/LICENSE-2.0
  68.  *  
  69.  *  Unless required by applicable law or agreed to in writing, software
  70.  *      distributed under the License is distributed on an "AS IS" BASIS,
  71.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  72.  *  
  73.  *  See the License for the specific language governing permissions and
  74.  *      limitations under the License.
  75.  */

  77. /**
  78.  * <i>GaussContiguousRelations</i> holds the Gauss Contiguous 2F1 Relations of the Regular Hyper-geometric
  79.  * Function. The References are:
  80.  * 
  81.  * <br><br>
  82.  *  <ul>
  83.  *      <li>
  84.  *          Gessel, I., and D. Stanton (1982): Strange Evaluations of Hyper-geometric Series <i>SIAM Journal
  85.  *              on Mathematical Analysis</i> <b>13 (2)</b> 295-308
  86.  *      </li>
  87.  *      <li>
  88.  *          Koepf, W (1995): Algorithms for m-fold Hyper-geometric Summation <i>Journal of Symbolic
  89.  *              Computation</i> <b>20 (4)</b> 399-417
  90.  *      </li>
  91.  *      <li>
  92.  *          Lavoie, J. L., F. Grondin, and A. K. Rathie (1996): Generalization of Whipple’s Theorem on the
  93.  *              Sum of a (_2^3)F(a,b;c;z) <i>Journal of Computational and Applied Mathematics</i> <b>72</b>
  94.  *              293-300
  95.  *      </li>
  96.  *      <li>
  97.  *          National Institute of Standards and Technology (2019): Hyper-geometric Function
  98.  *              https://dlmf.nist.gov/15
  99.  *      </li>
  100.  *      <li>
  101.  *          Wikipedia (2019): Hyper-geometric Function https://en.wikipedia.org/wiki/Hypergeometric_function
  102.  *      </li>
  103.  *  </ul>
  104.  *
  105.  *  <br><br>
  106.  *  <ul>
  107.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  108.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FunctionAnalysisLibrary.md">Function Analysis Library</a></li>
  109.  *      <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>
  110.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/specialfunction/hypergeometric/README.md">Hyper-geometric Function Estimation Schemes</a></li>
  111.  *  </ul>
  112.  *
  113.  * @author Lakshmi Krishnamurthy
  114.  */

  116. public class GaussContiguousRelations
  117. {
  118.     private org.drip.specialfunction.definition.RegularHypergeometricEstimator _aPlus = null;
  119.     private org.drip.specialfunction.definition.RegularHypergeometricEstimator _bPlus = null;
  120.     private org.drip.specialfunction.definition.RegularHypergeometricEstimator _cPlus = null;
  121.     private org.drip.specialfunction.definition.RegularHypergeometricEstimator _aMinus = null;
  122.     private org.drip.specialfunction.definition.RegularHypergeometricEstimator _bMinus = null;
  123.     private org.drip.specialfunction.definition.RegularHypergeometricEstimator _cMinus = null;
  124.     private org.drip.specialfunction.definition.RegularHypergeometricEstimator _aPlusBPlusCPlus = null;

  126.     /**
  127.      * GaussContiguousRelations Constructor
  128.      * 
  129.      * @param regularHypergeometricEstimator The Regular Hyper-geometric Estimator
  130.      * 
  131.      * @throws java.lang.Exception Thrown if the Inputs are Invalid
  132.      */

  134.     public GaussContiguousRelations (
  135.         final org.drip.specialfunction.definition.RegularHypergeometricEstimator
  136.             regularHypergeometricEstimator)
  137.         throws java.lang.Exception
  138.     {
  139.         if (null == regularHypergeometricEstimator)
  140.         {
  141.             throw new java.lang.Exception ("GaussContiguousRelations Constructor => Invalid Inputs");
  142.         }

  144.         org.drip.specialfunction.definition.HypergeometricParameters hypergeometricParameters =
  145.             regularHypergeometricEstimator.hypergeometricParameters();

  147.         double a = hypergeometricParameters.a();

  149.         double b = hypergeometricParameters.b();

  151.         double c = hypergeometricParameters.c();

  153.         _aPlus = regularHypergeometricEstimator.albinate (
  154.             new org.drip.specialfunction.definition.HypergeometricParameters (
  155.                 a + 1,
  156.                 b,
  157.                 c
  158.             ),
  159.             null,
  160.             null
  161.         );

  163.         _aMinus = regularHypergeometricEstimator.albinate (
  164.             new org.drip.specialfunction.definition.HypergeometricParameters (
  165.                     a - 1,
  166.                     b,
  167.                     c
  168.                 ),
  169.                 null,
  170.                 null
  171.             );

  173.         _bPlus = regularHypergeometricEstimator.albinate (
  174.             new org.drip.specialfunction.definition.HypergeometricParameters (
  175.                     a,
  176.                     b + 1,
  177.                     c
  178.                 ),
  179.                 null,
  180.                 null
  181.             );

  183.         _bMinus = regularHypergeometricEstimator.albinate (
  184.             new org.drip.specialfunction.definition.HypergeometricParameters (
  185.                     a,
  186.                     b - 1,
  187.                     c
  188.                 ),
  189.                 null,
  190.                 null
  191.             );

  193.         _cPlus = regularHypergeometricEstimator.albinate (
  194.             new org.drip.specialfunction.definition.HypergeometricParameters (
  195.                     a,
  196.                     b,
  197.                     c + 1
  198.                 ),
  199.                 null,
  200.                 null
  201.             );

  203.         _cMinus = regularHypergeometricEstimator.albinate (
  204.             new org.drip.specialfunction.definition.HypergeometricParameters (
  205.                     a,
  206.                     b,
  207.                     c - 1
  208.                 ),
  209.                 null,
  210.                 null
  211.             );

  213.         _aPlusBPlusCPlus = regularHypergeometricEstimator.albinate (
  214.             new org.drip.specialfunction.definition.HypergeometricParameters (
  215.                     a + 1,
  216.                     b + 1,
  217.                     c + 1
  218.                 ),
  219.                 null,
  220.                 null
  221.             );
  222.     }

  224.     /**
  225.      * Retrieve the a+ Gauss Contiguous Function
  226.      * 
  227.      * @return The a+ Gauss Contiguous Function
  228.      */

  230.     public org.drip.specialfunction.definition.RegularHypergeometricEstimator aPlus()
  231.     {
  232.         return _aPlus;
  233.     }

  235.     /**
  236.      * Retrieve the a- Gauss Contiguous Function
  237.      * 
  238.      * @return The a- Gauss Contiguous Function
  239.      */

  241.     public org.drip.specialfunction.definition.RegularHypergeometricEstimator aMinus()
  242.     {
  243.         return _aMinus;
  244.     }

  246.     /**
  247.      * Retrieve the b+ Gauss Contiguous Function
  248.      * 
  249.      * @return The b+ Gauss Contiguous Function
  250.      */

  252.     public org.drip.specialfunction.definition.RegularHypergeometricEstimator bPlus()
  253.     {
  254.         return _bPlus;
  255.     }

  257.     /**
  258.      * Retrieve the b- Gauss Contiguous Function
  259.      * 
  260.      * @return The b- Gauss Contiguous Function
  261.      */

  263.     public org.drip.specialfunction.definition.RegularHypergeometricEstimator bMinus()
  264.     {
  265.         return _bMinus;
  266.     }

  268.     /**
  269.      * Retrieve the c+ Gauss Contiguous Function
  270.      * 
  271.      * @return The c+ Gauss Contiguous Function
  272.      */

  274.     public org.drip.specialfunction.definition.RegularHypergeometricEstimator cPlus()
  275.     {
  276.         return _cPlus;
  277.     }

  279.     /**
  280.      * Retrieve the c- Gauss Contiguous Function
  281.      * 
  282.      * @return The c- Gauss Contiguous Function
  283.      */

  285.     public org.drip.specialfunction.definition.RegularHypergeometricEstimator cMinus()
  286.     {
  287.         return _cMinus;
  288.     }

  290.     /**
  291.      * Retrieve the a+b+c+ Gauss Contiguous Function
  292.      * 
  293.      * @return The a+b+c+ Gauss Contiguous Function
  294.      */

  296.     public org.drip.specialfunction.definition.RegularHypergeometricEstimator aPlusBPlusCPlus()
  297.     {
  298.         return _aPlusBPlusCPlus;
  299.     }
  300. }
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