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;
    }
}