BSplineSequenceParams.java
package org.drip.spline.basis;
/*
* -*- 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
*
* 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>BSplineSequenceParams</i> implements the parameter set for constructing the B Spline Sequence. It
* provides functionality to:
*
* <br><br>
* <ul>
* <li>
* Retrieve the B Spline Order
* </li>
* <li>
* Retrieve the Number of Basis Functions
* </li>
* <li>
* Retrieve the Processed Basis Derivative Order
* </li>
* <li>
* Retrieve the Basis Hat Type
* </li>
* <li>
* Retrieve the Shape Control Type
* </li>
* <li>
* Retrieve the Tension
* </li>
* <li>
* Retrieve the Array of Predictor Ordinates
* </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/SplineBuilderLibrary.md">Spline Builder Library</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/spline/README.md">Basis Splines and Linear Compounders across a Broad Family of Spline Basis Functions</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/spline/basis/README.md">Basis Spline Construction/Customization Parameters</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class BSplineSequenceParams {
private int _iNumBasis = -1;
private int _iBSplineOrder = -1;
private int _iProcBasisDerivOrder = -1;
private java.lang.String _strHatType = "";
private double _dblTension = java.lang.Double.NaN;
private java.lang.String _strShapeControlType = "";
public BSplineSequenceParams (
final java.lang.String strHatType,
final java.lang.String strShapeControlType,
final int iNumBasis,
final int iBSplineOrder,
final double dblTension,
final int iProcBasisDerivOrder)
throws java.lang.Exception
{
_iNumBasis = iNumBasis;
_strHatType = strHatType;
_dblTension = dblTension;
_iBSplineOrder = iBSplineOrder;
_strShapeControlType = strShapeControlType;
_iProcBasisDerivOrder = iProcBasisDerivOrder;
}
/**
* Retrieve the B Spline Order
*
* @return The B Spline Order
*/
public int bSplineOrder()
{
return _iBSplineOrder;
}
/**
* Retrieve the Number of Basis Functions
*
* @return The Number of Basis Functions
*/
public int numBasis()
{
return _iNumBasis;
}
/**
* Retrieve the Processed Basis Derivative Order
*
* @return The Processed Basis Derivative Order
*/
public int procBasisDerivOrder()
{
return _iProcBasisDerivOrder;
}
/**
* Retrieve the Basis Hat Type
*
* @return The Basis Hat Type
*/
public java.lang.String hat()
{
return _strHatType;
}
/**
* Retrieve the Shape Control Type
*
* @return The Shape Control Type
*/
public java.lang.String shapeControl()
{
return _strShapeControlType;
}
/**
* Retrieve the Tension
*
* @return The Tension
*/
public double tension()
{
return _dblTension;
}
/**
* Retrieve the Array of Predictor Ordinates
*
* @return The Array of Predictor Ordinates
*/
public double[] predictorOrdinates()
{
int iNumPredictorOrdinate = _iBSplineOrder + _iNumBasis;
double[] adblPredictorOrdinate = new double[iNumPredictorOrdinate];
double dblPredictorOrdinateIncrement = 1. / (_iBSplineOrder + _iNumBasis - 1);
for (int i = 0; i < iNumPredictorOrdinate; ++i)
adblPredictorOrdinate[i] = dblPredictorOrdinateIncrement * i;
return adblPredictorOrdinate;
}
}