SegmentInelasticDesignControl.java

  1. package org.drip.spline.params;

  2. /*
  3.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  4.  */

  5. /*!
  6.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  7.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  8.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  11.  * Copyright (C) 2015 Lakshmi Krishnamurthy
  12.  * Copyright (C) 2014 Lakshmi Krishnamurthy
  13.  * Copyright (C) 2013 Lakshmi Krishnamurthy
  14.  *
  15.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  16.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  17.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  18.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  19.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  20.  *      and computational support.
  21.  *  
  22.  *      https://lakshmidrip.github.io/DROP/
  23.  *  
  24.  *  DROP is composed of three modules:
  25.  *  
  26.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  27.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  28.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  29.  *
  30.  *  DROP Product Core implements libraries for the following:
  31.  *  - Fixed Income Analytics
  32.  *  - Loan Analytics
  33.  *  - Transaction Cost Analytics
  34.  *
  35.  *  DROP Portfolio Core implements libraries for the following:
  36.  *  - Asset Allocation Analytics
  37.  *  - Asset Liability Management Analytics
  38.  *  - Capital Estimation Analytics
  39.  *  - Exposure Analytics
  40.  *  - Margin Analytics
  41.  *  - XVA Analytics
  42.  *
  43.  *  DROP Computational Core implements libraries for the following:
  44.  *  - Algorithm Support
  45.  *  - Computation Support
  46.  *  - Function Analysis
  47.  *  - Model Validation
  48.  *  - Numerical Analysis
  49.  *  - Numerical Optimizer
  50.  *  - Spline Builder
  51.  *  - Statistical Learning
  52.  *
  53.  *  Documentation for DROP is Spread Over:
  54.  *
  55.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  56.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  57.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  58.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  59.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  60.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  61.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  62.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  63.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  64.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  65.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  66.  *
  67.  *  Licensed under the Apache License, Version 2.0 (the "License");
  68.  *      you may not use this file except in compliance with the License.
  69.  *  
  70.  *  You may obtain a copy of the License at
  71.  *      http://www.apache.org/licenses/LICENSE-2.0
  72.  *  
  73.  *  Unless required by applicable law or agreed to in writing, software
  74.  *      distributed under the License is distributed on an "AS IS" BASIS,
  75.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  76.  *  
  77.  *  See the License for the specific language governing permissions and
  78.  *      limitations under the License.
  79.  */

  80. /**
  81.  * <i>SegmentInelasticDesignControl</i> implements basis per-segment inelastic parameter set. It exports the
  82.  * following functionality:
  83.  *
  84.  * <br><br>
  85.  *  <ul>
  86.  *      <li>
  87.  *          Retrieve the Continuity Order.
  88.  *      </li>
  89.  *      <li>
  90.  *          Retrieve the Length Penalty and the Curvature Penalty Parameters.
  91.  *      </li>
  92.  *      <li>
  93.  *          Create the C2 Inelastic Design Parameters.
  94.  *      </li>
  95.  *      <li>
  96.  *          Create the Inelastic Design Parameters for the desired Ck Criterion and the Roughness Penalty.
  97.  *              Order.
  98.  *      </li>
  99.  *  </ul>
  100.  *
  101.  * <br><br>
  102.  *  <ul>
  103.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  104.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/SplineBuilderLibrary.md">Spline Builder Library</a></li>
  105.  *      <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>
  106.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/spline/params/README.md">Spline Segment Construction Control Parameters</a></li>
  107.  *  </ul>
  108.  * <br><br>
  109.  *
  110.  * @author Lakshmi Krishnamurthy
  111.  */

  112. public class SegmentInelasticDesignControl {
  113.     private int _iCk = -1;
  114.     private org.drip.spline.params.SegmentFlexurePenaltyControl _sfpcLength = null;
  115.     private org.drip.spline.params.SegmentFlexurePenaltyControl _sfpcCurvature = null;

  116.     /**
  117.      * Create the C2 Inelastic Design Params
  118.      *
  119.      * @return SegmentInelasticDesignControl instance
  120.      */

  121.     public static final SegmentInelasticDesignControl MakeC2DesignInelasticControl()
  122.     {
  123.         try {
  124.             return new SegmentInelasticDesignControl (2, null, new
  125.                 org.drip.spline.params.SegmentFlexurePenaltyControl (2, 1.));
  126.         } catch (java.lang.Exception e) {
  127.             e.printStackTrace();
  128.         }

  129.         return null;
  130.     }

  131.     /**
  132.      * Create the Inelastic Design Parameters for the desired Ck Criterion and the Roughness Penalty Order
  133.      *
  134.      * @param iCk Continuity Order
  135.      * @param iCurvaturePenaltyDerivativeOrder Curvature Penalty Derivative Order
  136.      *
  137.      * @return SegmentInelasticDesignControl instance
  138.      */

  139.     public static final SegmentInelasticDesignControl Create (
  140.         final int iCk,
  141.         final int iCurvaturePenaltyDerivativeOrder)
  142.     {
  143.         try {
  144.             return new SegmentInelasticDesignControl (iCk, null, new
  145.                 org.drip.spline.params.SegmentFlexurePenaltyControl (iCurvaturePenaltyDerivativeOrder, 1.));
  146.         } catch (java.lang.Exception e) {
  147.             e.printStackTrace();
  148.         }

  149.         return null;
  150.     }

  151.     /**
  152.      * Constructor for the Segment Inelastic Design Parameters given the desired Ck, the Segment Length and
  153.      *  the Roughness Penalty Order
  154.      *
  155.      * @param iCk Continuity Order
  156.      * @param sfpcLength Segment Length Penalty
  157.      * @param sfpcCurvature Segment Curvature Penalty
  158.      *
  159.      * @throws java.lang.Exception Thrown if the Inputs are invalid
  160.      */

  161.     public SegmentInelasticDesignControl (
  162.         final int iCk,
  163.         final org.drip.spline.params.SegmentFlexurePenaltyControl sfpcLength,
  164.         final org.drip.spline.params.SegmentFlexurePenaltyControl sfpcCurvature)
  165.         throws java.lang.Exception
  166.     {
  167.         if (0 > (_iCk = iCk))
  168.             throw new java.lang.Exception ("SegmentInelasticDesignControl ctr: Invalid Inputs");

  169.         _sfpcLength = sfpcLength;
  170.         _sfpcCurvature = sfpcCurvature;
  171.     }

  172.     /**
  173.      * Retrieve the Continuity Order
  174.      *
  175.      * @return The Continuity Order
  176.      */

  177.     public int Ck()
  178.     {
  179.         return _iCk;
  180.     }

  181.     /**
  182.      * Retrieve the Length Penalty Parameters
  183.      *
  184.      * @return The Length Penalty Parameters
  185.      */

  186.     public org.drip.spline.params.SegmentFlexurePenaltyControl lengthPenaltyControl()
  187.     {
  188.         return _sfpcLength;
  189.     }

  190.     /**
  191.      * Retrieve the Curvature Penalty Parameters
  192.      *
  193.      * @return The Curvature Penalty Parameters
  194.      */

  195.     public org.drip.spline.params.SegmentFlexurePenaltyControl curvaturePenaltyControl()
  196.     {
  197.         return _sfpcCurvature;
  198.     }
  199. }