SecondOrder.java

package org.drip.specialfunction.ode;

/*
 * -*- 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>SecondOrder</i> exposes the Coefficient Terms in the Second-Order ODE. The References are:
 * 
 * <br><br>
 *  <ul>
 *      <li>
 *          Gessel, I., and D. Stanton (1982): Strange Evaluations of Hyper-geometric Series <i>SIAM Journal
 *              on Mathematical Analysis</i> <b>13 (2)</b> 295-308
 *      </li>
 *      <li>
 *          Koepf, W (1995): Algorithms for m-fold Hyper-geometric Summation <i>Journal of Symbolic
 *              Computation</i> <b>20 (4)</b> 399-417
 *      </li>
 *      <li>
 *          Lavoie, J. L., F. Grondin, and A. K. Rathie (1996): Generalization of Whipple’s Theorem on the
 *              Sum of a (_2^3)F(a,b;c;z) <i>Journal of Computational and Applied Mathematics</i> <b>72</b>
 *              293-300
 *      </li>
 *      <li>
 *          National Institute of Standards and Technology (2019): Hyper-geometric Function
 *              https://dlmf.nist.gov/15
 *      </li>
 *      <li>
 *          Wikipedia (2019): Hyper-geometric Function https://en.wikipedia.org/wiki/Hypergeometric_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/ode/README.md">Special Function Ordinary Differential Equations</a></li>
 *  </ul>
 *
 * @author Lakshmi Krishnamurthy
 */

public class SecondOrder
{
    private org.drip.function.definition.R2ToR1 _zeroDerivativeCoefficient = null;
    private org.drip.function.definition.R2ToR1 _firstDerivativeCoefficient = null;
    private org.drip.function.definition.R2ToR1 _secondDerivativeCoefficient = null;

    /**
     * SecondOrder Constructor
     * 
     * @param secondDerivativeCoefficient Second Order Derivative Coefficient Term
     * @param firstDerivativeCoefficient First Order Derivative Coefficient Term
     * @param zeroDerivativeCoefficient Zero Order Derivative Coefficient Term
     * 
     * @throws java.lang.Exception Thrown if the Inputs are Invalid
     */

    public SecondOrder (
        final org.drip.function.definition.R2ToR1 secondDerivativeCoefficient,
        final org.drip.function.definition.R2ToR1 firstDerivativeCoefficient,
        final org.drip.function.definition.R2ToR1 zeroDerivativeCoefficient)
        throws java.lang.Exception
    {
        if (null == (_secondDerivativeCoefficient = secondDerivativeCoefficient) ||
            null == (_firstDerivativeCoefficient = firstDerivativeCoefficient) ||
            null == (_zeroDerivativeCoefficient = zeroDerivativeCoefficient))
        {
            throw new java.lang.Exception ("SecondOrder Constructor => Invalid Inputs");
        }
    }

    /**
     * Retrieve the R<sup>2</sup> to R<sup>1</sup> Second Derivative Coefficient Function
     * 
     * @return The R<sup>2</sup> to R<sup>1</sup> Second Derivative Coefficient Function
     */

    public org.drip.function.definition.R2ToR1 secondDerivativeCoefficient()
    {
        return _secondDerivativeCoefficient;
    }

    /**
     * Retrieve the R<sup>2</sup> to R<sup>1</sup> First Derivative Coefficient Function
     * 
     * @return The R<sup>2</sup> to R<sup>1</sup> First Derivative Coefficient Function
     */

    public org.drip.function.definition.R2ToR1 firstDerivativeCoefficient()
    {
        return _firstDerivativeCoefficient;
    }

    /**
     * Retrieve the R<sup>2</sup> to R<sup>1</sup> Zero Derivative Coefficient Function
     * 
     * @return The R<sup>2</sup> to R<sup>1</sup> Zero Derivative Coefficient Function
     */

    public org.drip.function.definition.R2ToR1 zeroDerivativeCoefficient()
    {
        return _zeroDerivativeCoefficient;
    }

    /**
     * Retrieve the Ordered Regular Singular Points of the Second Order ODE
     * 
     * @return The Ordered Regular Singular Points of the Second Order ODE
     */

    public java.util.TreeSet<java.lang.Double> orderedRegularSingularPoints()
    {
        return null;
    }
}